import pickle from unittest.mock import Mock import joblib import numpy as np import pytest import scipy.sparse as sp from sklearn import datasets, linear_model, metrics from sklearn.base import clone, is_classifier from sklearn.exceptions import ConvergenceWarning from sklearn.kernel_approximation import Nystroem from sklearn.linear_model import _sgd_fast as sgd_fast from sklearn.linear_model import _stochastic_gradient from sklearn.model_selection import ( RandomizedSearchCV, ShuffleSplit, StratifiedShuffleSplit, ) from sklearn.pipeline import make_pipeline from sklearn.preprocessing import LabelEncoder, MinMaxScaler, StandardScaler, scale from sklearn.svm import OneClassSVM from sklearn.utils._testing import ( assert_allclose, assert_almost_equal, assert_array_almost_equal, assert_array_equal, ignore_warnings, ) def _update_kwargs(kwargs): if "random_state" not in kwargs: kwargs["random_state"] = 42 if "tol" not in kwargs: kwargs["tol"] = None if "max_iter" not in kwargs: kwargs["max_iter"] = 5 class _SparseSGDClassifier(linear_model.SGDClassifier): def fit(self, X, y, *args, **kw): X = sp.csr_matrix(X) return super().fit(X, y, *args, **kw) def partial_fit(self, X, y, *args, **kw): X = sp.csr_matrix(X) return super().partial_fit(X, y, *args, **kw) def decision_function(self, X): X = sp.csr_matrix(X) return super().decision_function(X) def predict_proba(self, X): X = sp.csr_matrix(X) return super().predict_proba(X) class _SparseSGDRegressor(linear_model.SGDRegressor): def fit(self, X, y, *args, **kw): X = sp.csr_matrix(X) return linear_model.SGDRegressor.fit(self, X, y, *args, **kw) def partial_fit(self, X, y, *args, **kw): X = sp.csr_matrix(X) return linear_model.SGDRegressor.partial_fit(self, X, y, *args, **kw) def decision_function(self, X, *args, **kw): # XXX untested as of v0.22 X = sp.csr_matrix(X) return linear_model.SGDRegressor.decision_function(self, X, *args, **kw) class _SparseSGDOneClassSVM(linear_model.SGDOneClassSVM): def fit(self, X, *args, **kw): X = sp.csr_matrix(X) return linear_model.SGDOneClassSVM.fit(self, X, *args, **kw) def partial_fit(self, X, *args, **kw): X = sp.csr_matrix(X) return linear_model.SGDOneClassSVM.partial_fit(self, X, *args, **kw) def decision_function(self, X, *args, **kw): X = sp.csr_matrix(X) return linear_model.SGDOneClassSVM.decision_function(self, X, *args, **kw) def SGDClassifier(**kwargs): _update_kwargs(kwargs) return linear_model.SGDClassifier(**kwargs) def SGDRegressor(**kwargs): _update_kwargs(kwargs) return linear_model.SGDRegressor(**kwargs) def SGDOneClassSVM(**kwargs): _update_kwargs(kwargs) return linear_model.SGDOneClassSVM(**kwargs) def SparseSGDClassifier(**kwargs): _update_kwargs(kwargs) return _SparseSGDClassifier(**kwargs) def SparseSGDRegressor(**kwargs): _update_kwargs(kwargs) return _SparseSGDRegressor(**kwargs) def SparseSGDOneClassSVM(**kwargs): _update_kwargs(kwargs) return _SparseSGDOneClassSVM(**kwargs) # Test Data # test sample 1 X = np.array([[-2, -1], [-1, -1], [-1, -2], [1, 1], [1, 2], [2, 1]]) Y = [1, 1, 1, 2, 2, 2] T = np.array([[-1, -1], [2, 2], [3, 2]]) true_result = [1, 2, 2] # test sample 2; string class labels X2 = np.array( [ [-1, 1], [-0.75, 0.5], [-1.5, 1.5], [1, 1], [0.75, 0.5], [1.5, 1.5], [-1, -1], [0, -0.5], [1, -1], ] ) Y2 = ["one"] * 3 + ["two"] * 3 + ["three"] * 3 T2 = np.array([[-1.5, 0.5], [1, 2], [0, -2]]) true_result2 = ["one", "two", "three"] # test sample 3 X3 = np.array( [ [1, 1, 0, 0, 0, 0], [1, 1, 0, 0, 0, 0], [0, 0, 1, 0, 0, 0], [0, 0, 1, 0, 0, 0], [0, 0, 0, 0, 1, 1], [0, 0, 0, 0, 1, 1], [0, 0, 0, 1, 0, 0], [0, 0, 0, 1, 0, 0], ] ) Y3 = np.array([1, 1, 1, 1, 2, 2, 2, 2]) # test sample 4 - two more or less redundant feature groups X4 = np.array( [ [1, 0.9, 0.8, 0, 0, 0], [1, 0.84, 0.98, 0, 0, 0], [1, 0.96, 0.88, 0, 0, 0], [1, 0.91, 0.99, 0, 0, 0], [0, 0, 0, 0.89, 0.91, 1], [0, 0, 0, 0.79, 0.84, 1], [0, 0, 0, 0.91, 0.95, 1], [0, 0, 0, 0.93, 1, 1], ] ) Y4 = np.array([1, 1, 1, 1, 2, 2, 2, 2]) iris = datasets.load_iris() # test sample 5 - test sample 1 as binary classification problem X5 = np.array([[-2, -1], [-1, -1], [-1, -2], [1, 1], [1, 2], [2, 1]]) Y5 = [1, 1, 1, 2, 2, 2] true_result5 = [0, 1, 1] ############################################################################### # Common Test Case to classification and regression # a simple implementation of ASGD to use for testing # uses squared loss to find the gradient def asgd(klass, X, y, eta, alpha, weight_init=None, intercept_init=0.0): if weight_init is None: weights = np.zeros(X.shape[1]) else: weights = weight_init average_weights = np.zeros(X.shape[1]) intercept = intercept_init average_intercept = 0.0 decay = 1.0 # sparse data has a fixed decay of .01 if klass in (SparseSGDClassifier, SparseSGDRegressor): decay = 0.01 for i, entry in enumerate(X): p = np.dot(entry, weights) p += intercept gradient = p - y[i] weights *= 1.0 - (eta * alpha) weights += -(eta * gradient * entry) intercept += -(eta * gradient) * decay average_weights *= i average_weights += weights average_weights /= i + 1.0 average_intercept *= i average_intercept += intercept average_intercept /= i + 1.0 return average_weights, average_intercept def _test_warm_start(klass, X, Y, lr): # Test that explicit warm restart... clf = klass(alpha=0.01, eta0=0.01, shuffle=False, learning_rate=lr) clf.fit(X, Y) clf2 = klass(alpha=0.001, eta0=0.01, shuffle=False, learning_rate=lr) clf2.fit(X, Y, coef_init=clf.coef_.copy(), intercept_init=clf.intercept_.copy()) # ... and implicit warm restart are equivalent. clf3 = klass( alpha=0.01, eta0=0.01, shuffle=False, warm_start=True, learning_rate=lr ) clf3.fit(X, Y) assert clf3.t_ == clf.t_ assert_array_almost_equal(clf3.coef_, clf.coef_) clf3.set_params(alpha=0.001) clf3.fit(X, Y) assert clf3.t_ == clf2.t_ assert_array_almost_equal(clf3.coef_, clf2.coef_) @pytest.mark.parametrize( "klass", [SGDClassifier, SparseSGDClassifier, SGDRegressor, SparseSGDRegressor] ) @pytest.mark.parametrize("lr", ["constant", "optimal", "invscaling", "adaptive"]) def test_warm_start(klass, lr): _test_warm_start(klass, X, Y, lr) @pytest.mark.parametrize( "klass", [SGDClassifier, SparseSGDClassifier, SGDRegressor, SparseSGDRegressor] ) def test_input_format(klass): # Input format tests. clf = klass(alpha=0.01, shuffle=False) clf.fit(X, Y) Y_ = np.array(Y)[:, np.newaxis] Y_ = np.c_[Y_, Y_] with pytest.raises(ValueError): clf.fit(X, Y_) @pytest.mark.parametrize( "klass", [SGDClassifier, SparseSGDClassifier, SGDRegressor, SparseSGDRegressor] ) def test_clone(klass): # Test whether clone works ok. clf = klass(alpha=0.01, penalty="l1") clf = clone(clf) clf.set_params(penalty="l2") clf.fit(X, Y) clf2 = klass(alpha=0.01, penalty="l2") clf2.fit(X, Y) assert_array_equal(clf.coef_, clf2.coef_) @pytest.mark.parametrize( "klass", [ SGDClassifier, SparseSGDClassifier, SGDRegressor, SparseSGDRegressor, SGDOneClassSVM, SparseSGDOneClassSVM, ], ) def test_plain_has_no_average_attr(klass): clf = klass(average=True, eta0=0.01) clf.fit(X, Y) assert hasattr(clf, "_average_coef") assert hasattr(clf, "_average_intercept") assert hasattr(clf, "_standard_intercept") assert hasattr(clf, "_standard_coef") clf = klass() clf.fit(X, Y) assert not hasattr(clf, "_average_coef") assert not hasattr(clf, "_average_intercept") assert not hasattr(clf, "_standard_intercept") assert not hasattr(clf, "_standard_coef") @pytest.mark.parametrize( "klass", [ SGDClassifier, SparseSGDClassifier, SGDRegressor, SparseSGDRegressor, SGDOneClassSVM, SparseSGDOneClassSVM, ], ) def test_late_onset_averaging_not_reached(klass): clf1 = klass(average=600) clf2 = klass() for _ in range(100): if is_classifier(clf1): clf1.partial_fit(X, Y, classes=np.unique(Y)) clf2.partial_fit(X, Y, classes=np.unique(Y)) else: clf1.partial_fit(X, Y) clf2.partial_fit(X, Y) assert_array_almost_equal(clf1.coef_, clf2.coef_, decimal=16) if klass in [SGDClassifier, SparseSGDClassifier, SGDRegressor, SparseSGDRegressor]: assert_almost_equal(clf1.intercept_, clf2.intercept_, decimal=16) elif klass in [SGDOneClassSVM, SparseSGDOneClassSVM]: assert_allclose(clf1.offset_, clf2.offset_) @pytest.mark.parametrize( "klass", [SGDClassifier, SparseSGDClassifier, SGDRegressor, SparseSGDRegressor] ) def test_late_onset_averaging_reached(klass): eta0 = 0.001 alpha = 0.0001 Y_encode = np.array(Y) Y_encode[Y_encode == 1] = -1.0 Y_encode[Y_encode == 2] = 1.0 clf1 = klass( average=7, learning_rate="constant", loss="squared_error", eta0=eta0, alpha=alpha, max_iter=2, shuffle=False, ) clf2 = klass( average=0, learning_rate="constant", loss="squared_error", eta0=eta0, alpha=alpha, max_iter=1, shuffle=False, ) clf1.fit(X, Y_encode) clf2.fit(X, Y_encode) average_weights, average_intercept = asgd( klass, X, Y_encode, eta0, alpha, weight_init=clf2.coef_.ravel(), intercept_init=clf2.intercept_, ) assert_array_almost_equal(clf1.coef_.ravel(), average_weights.ravel(), decimal=16) assert_almost_equal(clf1.intercept_, average_intercept, decimal=16) @pytest.mark.parametrize( "klass", [SGDClassifier, SparseSGDClassifier, SGDRegressor, SparseSGDRegressor] ) def test_early_stopping(klass): X = iris.data[iris.target > 0] Y = iris.target[iris.target > 0] for early_stopping in [True, False]: max_iter = 1000 clf = klass(early_stopping=early_stopping, tol=1e-3, max_iter=max_iter).fit( X, Y ) assert clf.n_iter_ < max_iter @pytest.mark.parametrize( "klass", [SGDClassifier, SparseSGDClassifier, SGDRegressor, SparseSGDRegressor] ) def test_adaptive_longer_than_constant(klass): clf1 = klass(learning_rate="adaptive", eta0=0.01, tol=1e-3, max_iter=100) clf1.fit(iris.data, iris.target) clf2 = klass(learning_rate="constant", eta0=0.01, tol=1e-3, max_iter=100) clf2.fit(iris.data, iris.target) assert clf1.n_iter_ > clf2.n_iter_ @pytest.mark.parametrize( "klass", [SGDClassifier, SparseSGDClassifier, SGDRegressor, SparseSGDRegressor] ) def test_validation_set_not_used_for_training(klass): X, Y = iris.data, iris.target validation_fraction = 0.4 seed = 42 shuffle = False max_iter = 10 clf1 = klass( early_stopping=True, random_state=np.random.RandomState(seed), validation_fraction=validation_fraction, learning_rate="constant", eta0=0.01, tol=None, max_iter=max_iter, shuffle=shuffle, ) clf1.fit(X, Y) assert clf1.n_iter_ == max_iter clf2 = klass( early_stopping=False, random_state=np.random.RandomState(seed), learning_rate="constant", eta0=0.01, tol=None, max_iter=max_iter, shuffle=shuffle, ) if is_classifier(clf2): cv = StratifiedShuffleSplit(test_size=validation_fraction, random_state=seed) else: cv = ShuffleSplit(test_size=validation_fraction, random_state=seed) idx_train, idx_val = next(cv.split(X, Y)) idx_train = np.sort(idx_train) # remove shuffling clf2.fit(X[idx_train], Y[idx_train]) assert clf2.n_iter_ == max_iter assert_array_equal(clf1.coef_, clf2.coef_) @pytest.mark.parametrize( "klass", [SGDClassifier, SparseSGDClassifier, SGDRegressor, SparseSGDRegressor] ) def test_n_iter_no_change(klass): X, Y = iris.data, iris.target # test that n_iter_ increases monotonically with n_iter_no_change for early_stopping in [True, False]: n_iter_list = [ klass( early_stopping=early_stopping, n_iter_no_change=n_iter_no_change, tol=1e-4, max_iter=1000, ) .fit(X, Y) .n_iter_ for n_iter_no_change in [2, 3, 10] ] assert_array_equal(n_iter_list, sorted(n_iter_list)) @pytest.mark.parametrize( "klass", [SGDClassifier, SparseSGDClassifier, SGDRegressor, SparseSGDRegressor] ) def test_not_enough_sample_for_early_stopping(klass): # test an error is raised if the training or validation set is empty clf = klass(early_stopping=True, validation_fraction=0.99) with pytest.raises(ValueError): clf.fit(X3, Y3) ############################################################################### # Classification Test Case @pytest.mark.parametrize("klass", [SGDClassifier, SparseSGDClassifier]) def test_sgd_clf(klass): # Check that SGD gives any results :-) for loss in ("hinge", "squared_hinge", "log_loss", "modified_huber"): clf = klass( penalty="l2", alpha=0.01, fit_intercept=True, loss=loss, max_iter=10, shuffle=True, ) clf.fit(X, Y) # assert_almost_equal(clf.coef_[0], clf.coef_[1], decimal=7) assert_array_equal(clf.predict(T), true_result) @pytest.mark.parametrize( "klass", [SGDClassifier, SparseSGDClassifier, SGDOneClassSVM, SparseSGDOneClassSVM] ) def test_provide_coef(klass): """Check that the shape of `coef_init` is validated.""" with pytest.raises(ValueError, match="Provided coef_init does not match dataset"): klass().fit(X, Y, coef_init=np.zeros((3,))) @pytest.mark.parametrize( "klass, fit_params", [ (SGDClassifier, {"intercept_init": np.zeros((3,))}), (SparseSGDClassifier, {"intercept_init": np.zeros((3,))}), (SGDOneClassSVM, {"offset_init": np.zeros((3,))}), (SparseSGDOneClassSVM, {"offset_init": np.zeros((3,))}), ], ) def test_set_intercept_offset(klass, fit_params): """Check that `intercept_init` or `offset_init` is validated.""" sgd_estimator = klass() with pytest.raises(ValueError, match="does not match dataset"): sgd_estimator.fit(X, Y, **fit_params) @pytest.mark.parametrize( "klass", [SGDClassifier, SparseSGDClassifier, SGDRegressor, SparseSGDRegressor] ) def test_sgd_early_stopping_with_partial_fit(klass): """Check that we raise an error for `early_stopping` used with `partial_fit`. """ err_msg = "early_stopping should be False with partial_fit" with pytest.raises(ValueError, match=err_msg): klass(early_stopping=True).partial_fit(X, Y) @pytest.mark.parametrize( "klass, fit_params", [ (SGDClassifier, {"intercept_init": 0}), (SparseSGDClassifier, {"intercept_init": 0}), (SGDOneClassSVM, {"offset_init": 0}), (SparseSGDOneClassSVM, {"offset_init": 0}), ], ) def test_set_intercept_offset_binary(klass, fit_params): """Check that we can pass a scaler with binary classification to `intercept_init` or `offset_init`.""" klass().fit(X5, Y5, **fit_params) @pytest.mark.parametrize("klass", [SGDClassifier, SparseSGDClassifier]) def test_average_binary_computed_correctly(klass): # Checks the SGDClassifier correctly computes the average weights eta = 0.1 alpha = 2.0 n_samples = 20 n_features = 10 rng = np.random.RandomState(0) X = rng.normal(size=(n_samples, n_features)) w = rng.normal(size=n_features) clf = klass( loss="squared_error", learning_rate="constant", eta0=eta, alpha=alpha, fit_intercept=True, max_iter=1, average=True, shuffle=False, ) # simple linear function without noise y = np.dot(X, w) y = np.sign(y) clf.fit(X, y) average_weights, average_intercept = asgd(klass, X, y, eta, alpha) average_weights = average_weights.reshape(1, -1) assert_array_almost_equal(clf.coef_, average_weights, decimal=14) assert_almost_equal(clf.intercept_, average_intercept, decimal=14) @pytest.mark.parametrize("klass", [SGDClassifier, SparseSGDClassifier]) def test_set_intercept_to_intercept(klass): # Checks intercept_ shape consistency for the warm starts # Inconsistent intercept_ shape. clf = klass().fit(X5, Y5) klass().fit(X5, Y5, intercept_init=clf.intercept_) clf = klass().fit(X, Y) klass().fit(X, Y, intercept_init=clf.intercept_) @pytest.mark.parametrize("klass", [SGDClassifier, SparseSGDClassifier]) def test_sgd_at_least_two_labels(klass): # Target must have at least two labels clf = klass(alpha=0.01, max_iter=20) with pytest.raises(ValueError): clf.fit(X2, np.ones(9)) @pytest.mark.parametrize("klass", [SGDClassifier, SparseSGDClassifier]) def test_partial_fit_weight_class_balanced(klass): # partial_fit with class_weight='balanced' not supported""" regex = ( r"class_weight 'balanced' is not supported for " r"partial_fit\. In order to use 'balanced' weights, " r"use compute_class_weight\('balanced', classes=classes, y=y\). " r"In place of y you can use a large enough sample " r"of the full training set target to properly " r"estimate the class frequency distributions\. " r"Pass the resulting weights as the class_weight " r"parameter\." ) with pytest.raises(ValueError, match=regex): klass(class_weight="balanced").partial_fit(X, Y, classes=np.unique(Y)) @pytest.mark.parametrize("klass", [SGDClassifier, SparseSGDClassifier]) def test_sgd_multiclass(klass): # Multi-class test case clf = klass(alpha=0.01, max_iter=20).fit(X2, Y2) assert clf.coef_.shape == (3, 2) assert clf.intercept_.shape == (3,) assert clf.decision_function([[0, 0]]).shape == (1, 3) pred = clf.predict(T2) assert_array_equal(pred, true_result2) @pytest.mark.parametrize("klass", [SGDClassifier, SparseSGDClassifier]) def test_sgd_multiclass_average(klass): eta = 0.001 alpha = 0.01 # Multi-class average test case clf = klass( loss="squared_error", learning_rate="constant", eta0=eta, alpha=alpha, fit_intercept=True, max_iter=1, average=True, shuffle=False, ) np_Y2 = np.array(Y2) clf.fit(X2, np_Y2) classes = np.unique(np_Y2) for i, cl in enumerate(classes): y_i = np.ones(np_Y2.shape[0]) y_i[np_Y2 != cl] = -1 average_coef, average_intercept = asgd(klass, X2, y_i, eta, alpha) assert_array_almost_equal(average_coef, clf.coef_[i], decimal=16) assert_almost_equal(average_intercept, clf.intercept_[i], decimal=16) @pytest.mark.parametrize("klass", [SGDClassifier, SparseSGDClassifier]) def test_sgd_multiclass_with_init_coef(klass): # Multi-class test case clf = klass(alpha=0.01, max_iter=20) clf.fit(X2, Y2, coef_init=np.zeros((3, 2)), intercept_init=np.zeros(3)) assert clf.coef_.shape == (3, 2) assert clf.intercept_.shape, (3,) pred = clf.predict(T2) assert_array_equal(pred, true_result2) @pytest.mark.parametrize("klass", [SGDClassifier, SparseSGDClassifier]) def test_sgd_multiclass_njobs(klass): # Multi-class test case with multi-core support clf = klass(alpha=0.01, max_iter=20, n_jobs=2).fit(X2, Y2) assert clf.coef_.shape == (3, 2) assert clf.intercept_.shape == (3,) assert clf.decision_function([[0, 0]]).shape == (1, 3) pred = clf.predict(T2) assert_array_equal(pred, true_result2) @pytest.mark.parametrize("klass", [SGDClassifier, SparseSGDClassifier]) def test_set_coef_multiclass(klass): # Checks coef_init and intercept_init shape for multi-class # problems # Provided coef_ does not match dataset clf = klass() with pytest.raises(ValueError): clf.fit(X2, Y2, coef_init=np.zeros((2, 2))) # Provided coef_ does match dataset clf = klass().fit(X2, Y2, coef_init=np.zeros((3, 2))) # Provided intercept_ does not match dataset clf = klass() with pytest.raises(ValueError): clf.fit(X2, Y2, intercept_init=np.zeros((1,))) # Provided intercept_ does match dataset. clf = klass().fit(X2, Y2, intercept_init=np.zeros((3,))) @pytest.mark.parametrize("klass", [SGDClassifier, SparseSGDClassifier]) def test_sgd_predict_proba_method_access(klass): # Checks that SGDClassifier predict_proba and predict_log_proba methods # can either be accessed or raise an appropriate error message # otherwise. See # https://github.com/scikit-learn/scikit-learn/issues/10938 for more # details. for loss in linear_model.SGDClassifier.loss_functions: clf = SGDClassifier(loss=loss) if loss in ("log_loss", "modified_huber"): assert hasattr(clf, "predict_proba") assert hasattr(clf, "predict_log_proba") else: inner_msg = "probability estimates are not available for loss={!r}".format( loss ) assert not hasattr(clf, "predict_proba") assert not hasattr(clf, "predict_log_proba") with pytest.raises( AttributeError, match="has no attribute 'predict_proba'" ) as exec_info: clf.predict_proba assert isinstance(exec_info.value.__cause__, AttributeError) assert inner_msg in str(exec_info.value.__cause__) with pytest.raises( AttributeError, match="has no attribute 'predict_log_proba'" ) as exec_info: clf.predict_log_proba assert isinstance(exec_info.value.__cause__, AttributeError) assert inner_msg in str(exec_info.value.__cause__) @pytest.mark.parametrize("klass", [SGDClassifier, SparseSGDClassifier]) def test_sgd_proba(klass): # Check SGD.predict_proba # Hinge loss does not allow for conditional prob estimate. # We cannot use the factory here, because it defines predict_proba # anyway. clf = SGDClassifier(loss="hinge", alpha=0.01, max_iter=10, tol=None).fit(X, Y) assert not hasattr(clf, "predict_proba") assert not hasattr(clf, "predict_log_proba") # log and modified_huber losses can output probability estimates # binary case for loss in ["log_loss", "modified_huber"]: clf = klass(loss=loss, alpha=0.01, max_iter=10) clf.fit(X, Y) p = clf.predict_proba([[3, 2]]) assert p[0, 1] > 0.5 p = clf.predict_proba([[-1, -1]]) assert p[0, 1] < 0.5 # If predict_proba is 0, we get "RuntimeWarning: divide by zero encountered # in log". We avoid it here. with np.errstate(divide="ignore"): p = clf.predict_log_proba([[3, 2]]) assert p[0, 1] > p[0, 0] p = clf.predict_log_proba([[-1, -1]]) assert p[0, 1] < p[0, 0] # log loss multiclass probability estimates clf = klass(loss="log_loss", alpha=0.01, max_iter=10).fit(X2, Y2) d = clf.decision_function([[0.1, -0.1], [0.3, 0.2]]) p = clf.predict_proba([[0.1, -0.1], [0.3, 0.2]]) assert_array_equal(np.argmax(p, axis=1), np.argmax(d, axis=1)) assert_almost_equal(p[0].sum(), 1) assert np.all(p[0] >= 0) p = clf.predict_proba([[-1, -1]]) d = clf.decision_function([[-1, -1]]) assert_array_equal(np.argsort(p[0]), np.argsort(d[0])) lp = clf.predict_log_proba([[3, 2]]) p = clf.predict_proba([[3, 2]]) assert_array_almost_equal(np.log(p), lp) lp = clf.predict_log_proba([[-1, -1]]) p = clf.predict_proba([[-1, -1]]) assert_array_almost_equal(np.log(p), lp) # Modified Huber multiclass probability estimates; requires a separate # test because the hard zero/one probabilities may destroy the # ordering present in decision_function output. clf = klass(loss="modified_huber", alpha=0.01, max_iter=10) clf.fit(X2, Y2) d = clf.decision_function([[3, 2]]) p = clf.predict_proba([[3, 2]]) if klass != SparseSGDClassifier: assert np.argmax(d, axis=1) == np.argmax(p, axis=1) else: # XXX the sparse test gets a different X2 (?) assert np.argmin(d, axis=1) == np.argmin(p, axis=1) # the following sample produces decision_function values < -1, # which would cause naive normalization to fail (see comment # in SGDClassifier.predict_proba) x = X.mean(axis=0) d = clf.decision_function([x]) if np.all(d < -1): # XXX not true in sparse test case (why?) p = clf.predict_proba([x]) assert_array_almost_equal(p[0], [1 / 3.0] * 3) @pytest.mark.parametrize("klass", [SGDClassifier, SparseSGDClassifier]) def test_sgd_l1(klass): # Test L1 regularization n = len(X4) rng = np.random.RandomState(13) idx = np.arange(n) rng.shuffle(idx) X = X4[idx, :] Y = Y4[idx] clf = klass( penalty="l1", alpha=0.2, fit_intercept=False, max_iter=2000, tol=None, shuffle=False, ) clf.fit(X, Y) assert_array_equal(clf.coef_[0, 1:-1], np.zeros((4,))) pred = clf.predict(X) assert_array_equal(pred, Y) # test sparsify with dense inputs clf.sparsify() assert sp.issparse(clf.coef_) pred = clf.predict(X) assert_array_equal(pred, Y) # pickle and unpickle with sparse coef_ clf = pickle.loads(pickle.dumps(clf)) assert sp.issparse(clf.coef_) pred = clf.predict(X) assert_array_equal(pred, Y) @pytest.mark.parametrize("klass", [SGDClassifier, SparseSGDClassifier]) def test_class_weights(klass): # Test class weights. X = np.array([[-1.0, -1.0], [-1.0, 0], [-0.8, -1.0], [1.0, 1.0], [1.0, 0.0]]) y = [1, 1, 1, -1, -1] clf = klass(alpha=0.1, max_iter=1000, fit_intercept=False, class_weight=None) clf.fit(X, y) assert_array_equal(clf.predict([[0.2, -1.0]]), np.array([1])) # we give a small weights to class 1 clf = klass(alpha=0.1, max_iter=1000, fit_intercept=False, class_weight={1: 0.001}) clf.fit(X, y) # now the hyperplane should rotate clock-wise and # the prediction on this point should shift assert_array_equal(clf.predict([[0.2, -1.0]]), np.array([-1])) @pytest.mark.parametrize("klass", [SGDClassifier, SparseSGDClassifier]) def test_equal_class_weight(klass): # Test if equal class weights approx. equals no class weights. X = [[1, 0], [1, 0], [0, 1], [0, 1]] y = [0, 0, 1, 1] clf = klass(alpha=0.1, max_iter=1000, class_weight=None) clf.fit(X, y) X = [[1, 0], [0, 1]] y = [0, 1] clf_weighted = klass(alpha=0.1, max_iter=1000, class_weight={0: 0.5, 1: 0.5}) clf_weighted.fit(X, y) # should be similar up to some epsilon due to learning rate schedule assert_almost_equal(clf.coef_, clf_weighted.coef_, decimal=2) @pytest.mark.parametrize("klass", [SGDClassifier, SparseSGDClassifier]) def test_wrong_class_weight_label(klass): # ValueError due to not existing class label. clf = klass(alpha=0.1, max_iter=1000, class_weight={0: 0.5}) with pytest.raises(ValueError): clf.fit(X, Y) @pytest.mark.parametrize("klass", [SGDClassifier, SparseSGDClassifier]) def test_weights_multiplied(klass): # Tests that class_weight and sample_weight are multiplicative class_weights = {1: 0.6, 2: 0.3} rng = np.random.RandomState(0) sample_weights = rng.random_sample(Y4.shape[0]) multiplied_together = np.copy(sample_weights) multiplied_together[Y4 == 1] *= class_weights[1] multiplied_together[Y4 == 2] *= class_weights[2] clf1 = klass(alpha=0.1, max_iter=20, class_weight=class_weights) clf2 = klass(alpha=0.1, max_iter=20) clf1.fit(X4, Y4, sample_weight=sample_weights) clf2.fit(X4, Y4, sample_weight=multiplied_together) assert_almost_equal(clf1.coef_, clf2.coef_) @pytest.mark.parametrize("klass", [SGDClassifier, SparseSGDClassifier]) def test_balanced_weight(klass): # Test class weights for imbalanced data""" # compute reference metrics on iris dataset that is quite balanced by # default X, y = iris.data, iris.target X = scale(X) idx = np.arange(X.shape[0]) rng = np.random.RandomState(6) rng.shuffle(idx) X = X[idx] y = y[idx] clf = klass(alpha=0.0001, max_iter=1000, class_weight=None, shuffle=False).fit(X, y) f1 = metrics.f1_score(y, clf.predict(X), average="weighted") assert_almost_equal(f1, 0.96, decimal=1) # make the same prediction using balanced class_weight clf_balanced = klass( alpha=0.0001, max_iter=1000, class_weight="balanced", shuffle=False ).fit(X, y) f1 = metrics.f1_score(y, clf_balanced.predict(X), average="weighted") assert_almost_equal(f1, 0.96, decimal=1) # Make sure that in the balanced case it does not change anything # to use "balanced" assert_array_almost_equal(clf.coef_, clf_balanced.coef_, 6) # build an very very imbalanced dataset out of iris data X_0 = X[y == 0, :] y_0 = y[y == 0] X_imbalanced = np.vstack([X] + [X_0] * 10) y_imbalanced = np.concatenate([y] + [y_0] * 10) # fit a model on the imbalanced data without class weight info clf = klass(max_iter=1000, class_weight=None, shuffle=False) clf.fit(X_imbalanced, y_imbalanced) y_pred = clf.predict(X) assert metrics.f1_score(y, y_pred, average="weighted") < 0.96 # fit a model with balanced class_weight enabled clf = klass(max_iter=1000, class_weight="balanced", shuffle=False) clf.fit(X_imbalanced, y_imbalanced) y_pred = clf.predict(X) assert metrics.f1_score(y, y_pred, average="weighted") > 0.96 @pytest.mark.parametrize("klass", [SGDClassifier, SparseSGDClassifier]) def test_sample_weights(klass): # Test weights on individual samples X = np.array([[-1.0, -1.0], [-1.0, 0], [-0.8, -1.0], [1.0, 1.0], [1.0, 0.0]]) y = [1, 1, 1, -1, -1] clf = klass(alpha=0.1, max_iter=1000, fit_intercept=False) clf.fit(X, y) assert_array_equal(clf.predict([[0.2, -1.0]]), np.array([1])) # we give a small weights to class 1 clf.fit(X, y, sample_weight=[0.001] * 3 + [1] * 2) # now the hyperplane should rotate clock-wise and # the prediction on this point should shift assert_array_equal(clf.predict([[0.2, -1.0]]), np.array([-1])) @pytest.mark.parametrize( "klass", [SGDClassifier, SparseSGDClassifier, SGDOneClassSVM, SparseSGDOneClassSVM] ) def test_wrong_sample_weights(klass): # Test if ValueError is raised if sample_weight has wrong shape if klass in [SGDClassifier, SparseSGDClassifier]: clf = klass(alpha=0.1, max_iter=1000, fit_intercept=False) elif klass in [SGDOneClassSVM, SparseSGDOneClassSVM]: clf = klass(nu=0.1, max_iter=1000, fit_intercept=False) # provided sample_weight too long with pytest.raises(ValueError): clf.fit(X, Y, sample_weight=np.arange(7)) @pytest.mark.parametrize("klass", [SGDClassifier, SparseSGDClassifier]) def test_partial_fit_exception(klass): clf = klass(alpha=0.01) # classes was not specified with pytest.raises(ValueError): clf.partial_fit(X3, Y3) @pytest.mark.parametrize("klass", [SGDClassifier, SparseSGDClassifier]) def test_partial_fit_binary(klass): third = X.shape[0] // 3 clf = klass(alpha=0.01) classes = np.unique(Y) clf.partial_fit(X[:third], Y[:third], classes=classes) assert clf.coef_.shape == (1, X.shape[1]) assert clf.intercept_.shape == (1,) assert clf.decision_function([[0, 0]]).shape == (1,) id1 = id(clf.coef_.data) clf.partial_fit(X[third:], Y[third:]) id2 = id(clf.coef_.data) # check that coef_ haven't been re-allocated assert id1, id2 y_pred = clf.predict(T) assert_array_equal(y_pred, true_result) @pytest.mark.parametrize("klass", [SGDClassifier, SparseSGDClassifier]) def test_partial_fit_multiclass(klass): third = X2.shape[0] // 3 clf = klass(alpha=0.01) classes = np.unique(Y2) clf.partial_fit(X2[:third], Y2[:third], classes=classes) assert clf.coef_.shape == (3, X2.shape[1]) assert clf.intercept_.shape == (3,) assert clf.decision_function([[0, 0]]).shape == (1, 3) id1 = id(clf.coef_.data) clf.partial_fit(X2[third:], Y2[third:]) id2 = id(clf.coef_.data) # check that coef_ haven't been re-allocated assert id1, id2 @pytest.mark.parametrize("klass", [SGDClassifier, SparseSGDClassifier]) def test_partial_fit_multiclass_average(klass): third = X2.shape[0] // 3 clf = klass(alpha=0.01, average=X2.shape[0]) classes = np.unique(Y2) clf.partial_fit(X2[:third], Y2[:third], classes=classes) assert clf.coef_.shape == (3, X2.shape[1]) assert clf.intercept_.shape == (3,) clf.partial_fit(X2[third:], Y2[third:]) assert clf.coef_.shape == (3, X2.shape[1]) assert clf.intercept_.shape == (3,) @pytest.mark.parametrize("klass", [SGDClassifier, SparseSGDClassifier]) def test_fit_then_partial_fit(klass): # Partial_fit should work after initial fit in the multiclass case. # Non-regression test for #2496; fit would previously produce a # Fortran-ordered coef_ that subsequent partial_fit couldn't handle. clf = klass() clf.fit(X2, Y2) clf.partial_fit(X2, Y2) # no exception here @pytest.mark.parametrize("klass", [SGDClassifier, SparseSGDClassifier]) @pytest.mark.parametrize("lr", ["constant", "optimal", "invscaling", "adaptive"]) def test_partial_fit_equal_fit_classif(klass, lr): for X_, Y_, T_ in ((X, Y, T), (X2, Y2, T2)): clf = klass(alpha=0.01, eta0=0.01, max_iter=2, learning_rate=lr, shuffle=False) clf.fit(X_, Y_) y_pred = clf.decision_function(T_) t = clf.t_ classes = np.unique(Y_) clf = klass(alpha=0.01, eta0=0.01, learning_rate=lr, shuffle=False) for i in range(2): clf.partial_fit(X_, Y_, classes=classes) y_pred2 = clf.decision_function(T_) assert clf.t_ == t assert_array_almost_equal(y_pred, y_pred2, decimal=2) @pytest.mark.parametrize("klass", [SGDClassifier, SparseSGDClassifier]) def test_regression_losses(klass): random_state = np.random.RandomState(1) clf = klass( alpha=0.01, learning_rate="constant", eta0=0.1, loss="epsilon_insensitive", random_state=random_state, ) clf.fit(X, Y) assert 1.0 == np.mean(clf.predict(X) == Y) clf = klass( alpha=0.01, learning_rate="constant", eta0=0.1, loss="squared_epsilon_insensitive", random_state=random_state, ) clf.fit(X, Y) assert 1.0 == np.mean(clf.predict(X) == Y) clf = klass(alpha=0.01, loss="huber", random_state=random_state) clf.fit(X, Y) assert 1.0 == np.mean(clf.predict(X) == Y) clf = klass( alpha=0.01, learning_rate="constant", eta0=0.01, loss="squared_error", random_state=random_state, ) clf.fit(X, Y) assert 1.0 == np.mean(clf.predict(X) == Y) @pytest.mark.parametrize("klass", [SGDClassifier, SparseSGDClassifier]) def test_warm_start_multiclass(klass): _test_warm_start(klass, X2, Y2, "optimal") @pytest.mark.parametrize("klass", [SGDClassifier, SparseSGDClassifier]) def test_multiple_fit(klass): # Test multiple calls of fit w/ different shaped inputs. clf = klass(alpha=0.01, shuffle=False) clf.fit(X, Y) assert hasattr(clf, "coef_") # Non-regression test: try fitting with a different label set. y = [["ham", "spam"][i] for i in LabelEncoder().fit_transform(Y)] clf.fit(X[:, :-1], y) ############################################################################### # Regression Test Case @pytest.mark.parametrize("klass", [SGDRegressor, SparseSGDRegressor]) def test_sgd_reg(klass): # Check that SGD gives any results. clf = klass(alpha=0.1, max_iter=2, fit_intercept=False) clf.fit([[0, 0], [1, 1], [2, 2]], [0, 1, 2]) assert clf.coef_[0] == clf.coef_[1] @pytest.mark.parametrize("klass", [SGDRegressor, SparseSGDRegressor]) def test_sgd_averaged_computed_correctly(klass): # Tests the average regressor matches the naive implementation eta = 0.001 alpha = 0.01 n_samples = 20 n_features = 10 rng = np.random.RandomState(0) X = rng.normal(size=(n_samples, n_features)) w = rng.normal(size=n_features) # simple linear function without noise y = np.dot(X, w) clf = klass( loss="squared_error", learning_rate="constant", eta0=eta, alpha=alpha, fit_intercept=True, max_iter=1, average=True, shuffle=False, ) clf.fit(X, y) average_weights, average_intercept = asgd(klass, X, y, eta, alpha) assert_array_almost_equal(clf.coef_, average_weights, decimal=16) assert_almost_equal(clf.intercept_, average_intercept, decimal=16) @pytest.mark.parametrize("klass", [SGDRegressor, SparseSGDRegressor]) def test_sgd_averaged_partial_fit(klass): # Tests whether the partial fit yields the same average as the fit eta = 0.001 alpha = 0.01 n_samples = 20 n_features = 10 rng = np.random.RandomState(0) X = rng.normal(size=(n_samples, n_features)) w = rng.normal(size=n_features) # simple linear function without noise y = np.dot(X, w) clf = klass( loss="squared_error", learning_rate="constant", eta0=eta, alpha=alpha, fit_intercept=True, max_iter=1, average=True, shuffle=False, ) clf.partial_fit(X[: int(n_samples / 2)][:], y[: int(n_samples / 2)]) clf.partial_fit(X[int(n_samples / 2) :][:], y[int(n_samples / 2) :]) average_weights, average_intercept = asgd(klass, X, y, eta, alpha) assert_array_almost_equal(clf.coef_, average_weights, decimal=16) assert_almost_equal(clf.intercept_[0], average_intercept, decimal=16) @pytest.mark.parametrize("klass", [SGDRegressor, SparseSGDRegressor]) def test_average_sparse(klass): # Checks the average weights on data with 0s eta = 0.001 alpha = 0.01 clf = klass( loss="squared_error", learning_rate="constant", eta0=eta, alpha=alpha, fit_intercept=True, max_iter=1, average=True, shuffle=False, ) n_samples = Y3.shape[0] clf.partial_fit(X3[: int(n_samples / 2)][:], Y3[: int(n_samples / 2)]) clf.partial_fit(X3[int(n_samples / 2) :][:], Y3[int(n_samples / 2) :]) average_weights, average_intercept = asgd(klass, X3, Y3, eta, alpha) assert_array_almost_equal(clf.coef_, average_weights, decimal=16) assert_almost_equal(clf.intercept_, average_intercept, decimal=16) @pytest.mark.parametrize("klass", [SGDRegressor, SparseSGDRegressor]) def test_sgd_least_squares_fit(klass): xmin, xmax = -5, 5 n_samples = 100 rng = np.random.RandomState(0) X = np.linspace(xmin, xmax, n_samples).reshape(n_samples, 1) # simple linear function without noise y = 0.5 * X.ravel() clf = klass(loss="squared_error", alpha=0.1, max_iter=20, fit_intercept=False) clf.fit(X, y) score = clf.score(X, y) assert score > 0.99 # simple linear function with noise y = 0.5 * X.ravel() + rng.randn(n_samples, 1).ravel() clf = klass(loss="squared_error", alpha=0.1, max_iter=20, fit_intercept=False) clf.fit(X, y) score = clf.score(X, y) assert score > 0.5 @pytest.mark.parametrize("klass", [SGDRegressor, SparseSGDRegressor]) def test_sgd_epsilon_insensitive(klass): xmin, xmax = -5, 5 n_samples = 100 rng = np.random.RandomState(0) X = np.linspace(xmin, xmax, n_samples).reshape(n_samples, 1) # simple linear function without noise y = 0.5 * X.ravel() clf = klass( loss="epsilon_insensitive", epsilon=0.01, alpha=0.1, max_iter=20, fit_intercept=False, ) clf.fit(X, y) score = clf.score(X, y) assert score > 0.99 # simple linear function with noise y = 0.5 * X.ravel() + rng.randn(n_samples, 1).ravel() clf = klass( loss="epsilon_insensitive", epsilon=0.01, alpha=0.1, max_iter=20, fit_intercept=False, ) clf.fit(X, y) score = clf.score(X, y) assert score > 0.5 @pytest.mark.parametrize("klass", [SGDRegressor, SparseSGDRegressor]) def test_sgd_huber_fit(klass): xmin, xmax = -5, 5 n_samples = 100 rng = np.random.RandomState(0) X = np.linspace(xmin, xmax, n_samples).reshape(n_samples, 1) # simple linear function without noise y = 0.5 * X.ravel() clf = klass(loss="huber", epsilon=0.1, alpha=0.1, max_iter=20, fit_intercept=False) clf.fit(X, y) score = clf.score(X, y) assert score > 0.99 # simple linear function with noise y = 0.5 * X.ravel() + rng.randn(n_samples, 1).ravel() clf = klass(loss="huber", epsilon=0.1, alpha=0.1, max_iter=20, fit_intercept=False) clf.fit(X, y) score = clf.score(X, y) assert score > 0.5 @pytest.mark.parametrize("klass", [SGDRegressor, SparseSGDRegressor]) def test_elasticnet_convergence(klass): # Check that the SGD output is consistent with coordinate descent n_samples, n_features = 1000, 5 rng = np.random.RandomState(0) X = rng.randn(n_samples, n_features) # ground_truth linear model that generate y from X and to which the # models should converge if the regularizer would be set to 0.0 ground_truth_coef = rng.randn(n_features) y = np.dot(X, ground_truth_coef) # XXX: alpha = 0.1 seems to cause convergence problems for alpha in [0.01, 0.001]: for l1_ratio in [0.5, 0.8, 1.0]: cd = linear_model.ElasticNet( alpha=alpha, l1_ratio=l1_ratio, fit_intercept=False ) cd.fit(X, y) sgd = klass( penalty="elasticnet", max_iter=50, alpha=alpha, l1_ratio=l1_ratio, fit_intercept=False, ) sgd.fit(X, y) err_msg = ( "cd and sgd did not converge to comparable " "results for alpha=%f and l1_ratio=%f" % (alpha, l1_ratio) ) assert_almost_equal(cd.coef_, sgd.coef_, decimal=2, err_msg=err_msg) @ignore_warnings @pytest.mark.parametrize("klass", [SGDRegressor, SparseSGDRegressor]) def test_partial_fit(klass): third = X.shape[0] // 3 clf = klass(alpha=0.01) clf.partial_fit(X[:third], Y[:third]) assert clf.coef_.shape == (X.shape[1],) assert clf.intercept_.shape == (1,) assert clf.predict([[0, 0]]).shape == (1,) id1 = id(clf.coef_.data) clf.partial_fit(X[third:], Y[third:]) id2 = id(clf.coef_.data) # check that coef_ haven't been re-allocated assert id1, id2 @pytest.mark.parametrize("klass", [SGDRegressor, SparseSGDRegressor]) @pytest.mark.parametrize("lr", ["constant", "optimal", "invscaling", "adaptive"]) def test_partial_fit_equal_fit(klass, lr): clf = klass(alpha=0.01, max_iter=2, eta0=0.01, learning_rate=lr, shuffle=False) clf.fit(X, Y) y_pred = clf.predict(T) t = clf.t_ clf = klass(alpha=0.01, eta0=0.01, learning_rate=lr, shuffle=False) for i in range(2): clf.partial_fit(X, Y) y_pred2 = clf.predict(T) assert clf.t_ == t assert_array_almost_equal(y_pred, y_pred2, decimal=2) @pytest.mark.parametrize("klass", [SGDRegressor, SparseSGDRegressor]) def test_loss_function_epsilon(klass): clf = klass(epsilon=0.9) clf.set_params(epsilon=0.1) assert clf.loss_functions["huber"][1] == 0.1 ############################################################################### # SGD One Class SVM Test Case # a simple implementation of ASGD to use for testing SGDOneClassSVM def asgd_oneclass(klass, X, eta, nu, coef_init=None, offset_init=0.0): if coef_init is None: coef = np.zeros(X.shape[1]) else: coef = coef_init average_coef = np.zeros(X.shape[1]) offset = offset_init intercept = 1 - offset average_intercept = 0.0 decay = 1.0 # sparse data has a fixed decay of .01 if klass == SparseSGDOneClassSVM: decay = 0.01 for i, entry in enumerate(X): p = np.dot(entry, coef) p += intercept if p <= 1.0: gradient = -1 else: gradient = 0 coef *= max(0, 1.0 - (eta * nu / 2)) coef += -(eta * gradient * entry) intercept += -(eta * (nu + gradient)) * decay average_coef *= i average_coef += coef average_coef /= i + 1.0 average_intercept *= i average_intercept += intercept average_intercept /= i + 1.0 return average_coef, 1 - average_intercept @pytest.mark.parametrize("klass", [SGDOneClassSVM, SparseSGDOneClassSVM]) def _test_warm_start_oneclass(klass, X, lr): # Test that explicit warm restart... clf = klass(nu=0.5, eta0=0.01, shuffle=False, learning_rate=lr) clf.fit(X) clf2 = klass(nu=0.1, eta0=0.01, shuffle=False, learning_rate=lr) clf2.fit(X, coef_init=clf.coef_.copy(), offset_init=clf.offset_.copy()) # ... and implicit warm restart are equivalent. clf3 = klass(nu=0.5, eta0=0.01, shuffle=False, warm_start=True, learning_rate=lr) clf3.fit(X) assert clf3.t_ == clf.t_ assert_allclose(clf3.coef_, clf.coef_) clf3.set_params(nu=0.1) clf3.fit(X) assert clf3.t_ == clf2.t_ assert_allclose(clf3.coef_, clf2.coef_) @pytest.mark.parametrize("klass", [SGDOneClassSVM, SparseSGDOneClassSVM]) @pytest.mark.parametrize("lr", ["constant", "optimal", "invscaling", "adaptive"]) def test_warm_start_oneclass(klass, lr): _test_warm_start_oneclass(klass, X, lr) @pytest.mark.parametrize("klass", [SGDOneClassSVM, SparseSGDOneClassSVM]) def test_clone_oneclass(klass): # Test whether clone works ok. clf = klass(nu=0.5) clf = clone(clf) clf.set_params(nu=0.1) clf.fit(X) clf2 = klass(nu=0.1) clf2.fit(X) assert_array_equal(clf.coef_, clf2.coef_) @pytest.mark.parametrize("klass", [SGDOneClassSVM, SparseSGDOneClassSVM]) def test_partial_fit_oneclass(klass): third = X.shape[0] // 3 clf = klass(nu=0.1) clf.partial_fit(X[:third]) assert clf.coef_.shape == (X.shape[1],) assert clf.offset_.shape == (1,) assert clf.predict([[0, 0]]).shape == (1,) previous_coefs = clf.coef_ clf.partial_fit(X[third:]) # check that coef_ haven't been re-allocated assert clf.coef_ is previous_coefs # raises ValueError if number of features does not match previous data with pytest.raises(ValueError): clf.partial_fit(X[:, 1]) @pytest.mark.parametrize("klass", [SGDOneClassSVM, SparseSGDOneClassSVM]) @pytest.mark.parametrize("lr", ["constant", "optimal", "invscaling", "adaptive"]) def test_partial_fit_equal_fit_oneclass(klass, lr): clf = klass(nu=0.05, max_iter=2, eta0=0.01, learning_rate=lr, shuffle=False) clf.fit(X) y_scores = clf.decision_function(T) t = clf.t_ coef = clf.coef_ offset = clf.offset_ clf = klass(nu=0.05, eta0=0.01, max_iter=1, learning_rate=lr, shuffle=False) for _ in range(2): clf.partial_fit(X) y_scores2 = clf.decision_function(T) assert clf.t_ == t assert_allclose(y_scores, y_scores2) assert_allclose(clf.coef_, coef) assert_allclose(clf.offset_, offset) @pytest.mark.parametrize("klass", [SGDOneClassSVM, SparseSGDOneClassSVM]) def test_late_onset_averaging_reached_oneclass(klass): # Test average eta0 = 0.001 nu = 0.05 # 2 passes over the training set but average only at second pass clf1 = klass( average=7, learning_rate="constant", eta0=eta0, nu=nu, max_iter=2, shuffle=False ) # 1 pass over the training set with no averaging clf2 = klass( average=0, learning_rate="constant", eta0=eta0, nu=nu, max_iter=1, shuffle=False ) clf1.fit(X) clf2.fit(X) # Start from clf2 solution, compute averaging using asgd function and # compare with clf1 solution average_coef, average_offset = asgd_oneclass( klass, X, eta0, nu, coef_init=clf2.coef_.ravel(), offset_init=clf2.offset_ ) assert_allclose(clf1.coef_.ravel(), average_coef.ravel()) assert_allclose(clf1.offset_, average_offset) @pytest.mark.parametrize("klass", [SGDOneClassSVM, SparseSGDOneClassSVM]) def test_sgd_averaged_computed_correctly_oneclass(klass): # Tests the average SGD One-Class SVM matches the naive implementation eta = 0.001 nu = 0.05 n_samples = 20 n_features = 10 rng = np.random.RandomState(0) X = rng.normal(size=(n_samples, n_features)) clf = klass( learning_rate="constant", eta0=eta, nu=nu, fit_intercept=True, max_iter=1, average=True, shuffle=False, ) clf.fit(X) average_coef, average_offset = asgd_oneclass(klass, X, eta, nu) assert_allclose(clf.coef_, average_coef) assert_allclose(clf.offset_, average_offset) @pytest.mark.parametrize("klass", [SGDOneClassSVM, SparseSGDOneClassSVM]) def test_sgd_averaged_partial_fit_oneclass(klass): # Tests whether the partial fit yields the same average as the fit eta = 0.001 nu = 0.05 n_samples = 20 n_features = 10 rng = np.random.RandomState(0) X = rng.normal(size=(n_samples, n_features)) clf = klass( learning_rate="constant", eta0=eta, nu=nu, fit_intercept=True, max_iter=1, average=True, shuffle=False, ) clf.partial_fit(X[: int(n_samples / 2)][:]) clf.partial_fit(X[int(n_samples / 2) :][:]) average_coef, average_offset = asgd_oneclass(klass, X, eta, nu) assert_allclose(clf.coef_, average_coef) assert_allclose(clf.offset_, average_offset) @pytest.mark.parametrize("klass", [SGDOneClassSVM, SparseSGDOneClassSVM]) def test_average_sparse_oneclass(klass): # Checks the average coef on data with 0s eta = 0.001 nu = 0.01 clf = klass( learning_rate="constant", eta0=eta, nu=nu, fit_intercept=True, max_iter=1, average=True, shuffle=False, ) n_samples = X3.shape[0] clf.partial_fit(X3[: int(n_samples / 2)]) clf.partial_fit(X3[int(n_samples / 2) :]) average_coef, average_offset = asgd_oneclass(klass, X3, eta, nu) assert_allclose(clf.coef_, average_coef) assert_allclose(clf.offset_, average_offset) def test_sgd_oneclass(): # Test fit, decision_function, predict and score_samples on a toy # dataset X_train = np.array([[-2, -1], [-1, -1], [1, 1]]) X_test = np.array([[0.5, -2], [2, 2]]) clf = SGDOneClassSVM( nu=0.5, eta0=1, learning_rate="constant", shuffle=False, max_iter=1 ) clf.fit(X_train) assert_allclose(clf.coef_, np.array([-0.125, 0.4375])) assert clf.offset_[0] == -0.5 scores = clf.score_samples(X_test) assert_allclose(scores, np.array([-0.9375, 0.625])) dec = clf.score_samples(X_test) - clf.offset_ assert_allclose(clf.decision_function(X_test), dec) pred = clf.predict(X_test) assert_array_equal(pred, np.array([-1, 1])) def test_ocsvm_vs_sgdocsvm(): # Checks SGDOneClass SVM gives a good approximation of kernelized # One-Class SVM nu = 0.05 gamma = 2.0 random_state = 42 # Generate train and test data rng = np.random.RandomState(random_state) X = 0.3 * rng.randn(500, 2) X_train = np.r_[X + 2, X - 2] X = 0.3 * rng.randn(100, 2) X_test = np.r_[X + 2, X - 2] # One-Class SVM clf = OneClassSVM(gamma=gamma, kernel="rbf", nu=nu) clf.fit(X_train) y_pred_ocsvm = clf.predict(X_test) dec_ocsvm = clf.decision_function(X_test).reshape(1, -1) # SGDOneClassSVM using kernel approximation max_iter = 15 transform = Nystroem(gamma=gamma, random_state=random_state) clf_sgd = SGDOneClassSVM( nu=nu, shuffle=True, fit_intercept=True, max_iter=max_iter, random_state=random_state, tol=None, ) pipe_sgd = make_pipeline(transform, clf_sgd) pipe_sgd.fit(X_train) y_pred_sgdocsvm = pipe_sgd.predict(X_test) dec_sgdocsvm = pipe_sgd.decision_function(X_test).reshape(1, -1) assert np.mean(y_pred_sgdocsvm == y_pred_ocsvm) >= 0.99 corrcoef = np.corrcoef(np.concatenate((dec_ocsvm, dec_sgdocsvm)))[0, 1] assert corrcoef >= 0.9 def test_l1_ratio(): # Test if l1 ratio extremes match L1 and L2 penalty settings. X, y = datasets.make_classification( n_samples=1000, n_features=100, n_informative=20, random_state=1234 ) # test if elasticnet with l1_ratio near 1 gives same result as pure l1 est_en = SGDClassifier( alpha=0.001, penalty="elasticnet", tol=None, max_iter=6, l1_ratio=0.9999999999, random_state=42, ).fit(X, y) est_l1 = SGDClassifier( alpha=0.001, penalty="l1", max_iter=6, random_state=42, tol=None ).fit(X, y) assert_array_almost_equal(est_en.coef_, est_l1.coef_) # test if elasticnet with l1_ratio near 0 gives same result as pure l2 est_en = SGDClassifier( alpha=0.001, penalty="elasticnet", tol=None, max_iter=6, l1_ratio=0.0000000001, random_state=42, ).fit(X, y) est_l2 = SGDClassifier( alpha=0.001, penalty="l2", max_iter=6, random_state=42, tol=None ).fit(X, y) assert_array_almost_equal(est_en.coef_, est_l2.coef_) def test_underflow_or_overlow(): with np.errstate(all="raise"): # Generate some weird data with hugely unscaled features rng = np.random.RandomState(0) n_samples = 100 n_features = 10 X = rng.normal(size=(n_samples, n_features)) X[:, :2] *= 1e300 assert np.isfinite(X).all() # Use MinMaxScaler to scale the data without introducing a numerical # instability (computing the standard deviation naively is not possible # on this data) X_scaled = MinMaxScaler().fit_transform(X) assert np.isfinite(X_scaled).all() # Define a ground truth on the scaled data ground_truth = rng.normal(size=n_features) y = (np.dot(X_scaled, ground_truth) > 0.0).astype(np.int32) assert_array_equal(np.unique(y), [0, 1]) model = SGDClassifier(alpha=0.1, loss="squared_hinge", max_iter=500) # smoke test: model is stable on scaled data model.fit(X_scaled, y) assert np.isfinite(model.coef_).all() # model is numerically unstable on unscaled data msg_regxp = ( r"Floating-point under-/overflow occurred at epoch #.*" " Scaling input data with StandardScaler or MinMaxScaler" " might help." ) with pytest.raises(ValueError, match=msg_regxp): model.fit(X, y) def test_numerical_stability_large_gradient(): # Non regression test case for numerical stability on scaled problems # where the gradient can still explode with some losses model = SGDClassifier( loss="squared_hinge", max_iter=10, shuffle=True, penalty="elasticnet", l1_ratio=0.3, alpha=0.01, eta0=0.001, random_state=0, tol=None, ) with np.errstate(all="raise"): model.fit(iris.data, iris.target) assert np.isfinite(model.coef_).all() @pytest.mark.parametrize("penalty", ["l2", "l1", "elasticnet"]) def test_large_regularization(penalty): # Non regression tests for numerical stability issues caused by large # regularization parameters model = SGDClassifier( alpha=1e5, learning_rate="constant", eta0=0.1, penalty=penalty, shuffle=False, tol=None, max_iter=6, ) with np.errstate(all="raise"): model.fit(iris.data, iris.target) assert_array_almost_equal(model.coef_, np.zeros_like(model.coef_)) def test_tol_parameter(): # Test that the tol parameter behaves as expected X = StandardScaler().fit_transform(iris.data) y = iris.target == 1 # With tol is None, the number of iteration should be equal to max_iter max_iter = 42 model_0 = SGDClassifier(tol=None, random_state=0, max_iter=max_iter) model_0.fit(X, y) assert max_iter == model_0.n_iter_ # If tol is not None, the number of iteration should be less than max_iter max_iter = 2000 model_1 = SGDClassifier(tol=0, random_state=0, max_iter=max_iter) model_1.fit(X, y) assert max_iter > model_1.n_iter_ assert model_1.n_iter_ > 5 # A larger tol should yield a smaller number of iteration model_2 = SGDClassifier(tol=0.1, random_state=0, max_iter=max_iter) model_2.fit(X, y) assert model_1.n_iter_ > model_2.n_iter_ assert model_2.n_iter_ > 3 # Strict tolerance and small max_iter should trigger a warning model_3 = SGDClassifier(max_iter=3, tol=1e-3, random_state=0) warning_message = ( "Maximum number of iteration reached before " "convergence. Consider increasing max_iter to " "improve the fit." ) with pytest.warns(ConvergenceWarning, match=warning_message): model_3.fit(X, y) assert model_3.n_iter_ == 3 def _test_loss_common(loss_function, cases): # Test the different loss functions # cases is a list of (p, y, expected) for p, y, expected_loss, expected_dloss in cases: assert_almost_equal(loss_function.py_loss(p, y), expected_loss) assert_almost_equal(loss_function.py_dloss(p, y), expected_dloss) def test_loss_hinge(): # Test Hinge (hinge / perceptron) # hinge loss = sgd_fast.Hinge(1.0) cases = [ # (p, y, expected_loss, expected_dloss) (1.1, 1.0, 0.0, 0.0), (-2.0, -1.0, 0.0, 0.0), (1.0, 1.0, 0.0, -1.0), (-1.0, -1.0, 0.0, 1.0), (0.5, 1.0, 0.5, -1.0), (2.0, -1.0, 3.0, 1.0), (-0.5, -1.0, 0.5, 1.0), (0.0, 1.0, 1, -1.0), ] _test_loss_common(loss, cases) # perceptron loss = sgd_fast.Hinge(0.0) cases = [ # (p, y, expected_loss, expected_dloss) (1.0, 1.0, 0.0, 0.0), (-0.1, -1.0, 0.0, 0.0), (0.0, 1.0, 0.0, -1.0), (0.0, -1.0, 0.0, 1.0), (0.5, -1.0, 0.5, 1.0), (2.0, -1.0, 2.0, 1.0), (-0.5, 1.0, 0.5, -1.0), (-1.0, 1.0, 1.0, -1.0), ] _test_loss_common(loss, cases) def test_gradient_squared_hinge(): # Test SquaredHinge loss = sgd_fast.SquaredHinge(1.0) cases = [ # (p, y, expected_loss, expected_dloss) (1.0, 1.0, 0.0, 0.0), (-2.0, -1.0, 0.0, 0.0), (1.0, -1.0, 4.0, 4.0), (-1.0, 1.0, 4.0, -4.0), (0.5, 1.0, 0.25, -1.0), (0.5, -1.0, 2.25, 3.0), ] _test_loss_common(loss, cases) def test_loss_log(): # Test Log (logistic loss) loss = sgd_fast.Log() cases = [ # (p, y, expected_loss, expected_dloss) (1.0, 1.0, np.log(1.0 + np.exp(-1.0)), -1.0 / (np.exp(1.0) + 1.0)), (1.0, -1.0, np.log(1.0 + np.exp(1.0)), 1.0 / (np.exp(-1.0) + 1.0)), (-1.0, -1.0, np.log(1.0 + np.exp(-1.0)), 1.0 / (np.exp(1.0) + 1.0)), (-1.0, 1.0, np.log(1.0 + np.exp(1.0)), -1.0 / (np.exp(-1.0) + 1.0)), (0.0, 1.0, np.log(2), -0.5), (0.0, -1.0, np.log(2), 0.5), (17.9, -1.0, 17.9, 1.0), (-17.9, 1.0, 17.9, -1.0), ] _test_loss_common(loss, cases) assert_almost_equal(loss.py_dloss(18.1, 1.0), np.exp(-18.1) * -1.0, 16) assert_almost_equal(loss.py_loss(18.1, 1.0), np.exp(-18.1), 16) assert_almost_equal(loss.py_dloss(-18.1, -1.0), np.exp(-18.1) * 1.0, 16) assert_almost_equal(loss.py_loss(-18.1, 1.0), 18.1, 16) def test_loss_squared_loss(): # Test SquaredLoss loss = sgd_fast.SquaredLoss() cases = [ # (p, y, expected_loss, expected_dloss) (0.0, 0.0, 0.0, 0.0), (1.0, 1.0, 0.0, 0.0), (1.0, 0.0, 0.5, 1.0), (0.5, -1.0, 1.125, 1.5), (-2.5, 2.0, 10.125, -4.5), ] _test_loss_common(loss, cases) def test_loss_huber(): # Test Huber loss = sgd_fast.Huber(0.1) cases = [ # (p, y, expected_loss, expected_dloss) (0.0, 0.0, 0.0, 0.0), (0.1, 0.0, 0.005, 0.1), (0.0, 0.1, 0.005, -0.1), (3.95, 4.0, 0.00125, -0.05), (5.0, 2.0, 0.295, 0.1), (-1.0, 5.0, 0.595, -0.1), ] _test_loss_common(loss, cases) def test_loss_modified_huber(): # (p, y, expected_loss, expected_dloss) loss = sgd_fast.ModifiedHuber() cases = [ # (p, y, expected_loss, expected_dloss) (1.0, 1.0, 0.0, 0.0), (-1.0, -1.0, 0.0, 0.0), (2.0, 1.0, 0.0, 0.0), (0.0, 1.0, 1.0, -2.0), (-1.0, 1.0, 4.0, -4.0), (0.5, -1.0, 2.25, 3.0), (-2.0, 1.0, 8, -4.0), (-3.0, 1.0, 12, -4.0), ] _test_loss_common(loss, cases) def test_loss_epsilon_insensitive(): # Test EpsilonInsensitive loss = sgd_fast.EpsilonInsensitive(0.1) cases = [ # (p, y, expected_loss, expected_dloss) (0.0, 0.0, 0.0, 0.0), (0.1, 0.0, 0.0, 0.0), (-2.05, -2.0, 0.0, 0.0), (3.05, 3.0, 0.0, 0.0), (2.2, 2.0, 0.1, 1.0), (2.0, -1.0, 2.9, 1.0), (2.0, 2.2, 0.1, -1.0), (-2.0, 1.0, 2.9, -1.0), ] _test_loss_common(loss, cases) def test_loss_squared_epsilon_insensitive(): # Test SquaredEpsilonInsensitive loss = sgd_fast.SquaredEpsilonInsensitive(0.1) cases = [ # (p, y, expected_loss, expected_dloss) (0.0, 0.0, 0.0, 0.0), (0.1, 0.0, 0.0, 0.0), (-2.05, -2.0, 0.0, 0.0), (3.05, 3.0, 0.0, 0.0), (2.2, 2.0, 0.01, 0.2), (2.0, -1.0, 8.41, 5.8), (2.0, 2.2, 0.01, -0.2), (-2.0, 1.0, 8.41, -5.8), ] _test_loss_common(loss, cases) def test_multi_thread_multi_class_and_early_stopping(): # This is a non-regression test for a bad interaction between # early stopping internal attribute and thread-based parallelism. clf = SGDClassifier( alpha=1e-3, tol=1e-3, max_iter=1000, early_stopping=True, n_iter_no_change=100, random_state=0, n_jobs=2, ) clf.fit(iris.data, iris.target) assert clf.n_iter_ > clf.n_iter_no_change assert clf.n_iter_ < clf.n_iter_no_change + 20 assert clf.score(iris.data, iris.target) > 0.8 def test_multi_core_gridsearch_and_early_stopping(): # This is a non-regression test for a bad interaction between # early stopping internal attribute and process-based multi-core # parallelism. param_grid = { "alpha": np.logspace(-4, 4, 9), "n_iter_no_change": [5, 10, 50], } clf = SGDClassifier(tol=1e-2, max_iter=1000, early_stopping=True, random_state=0) search = RandomizedSearchCV(clf, param_grid, n_iter=5, n_jobs=2, random_state=0) search.fit(iris.data, iris.target) assert search.best_score_ > 0.8 @pytest.mark.parametrize("backend", ["loky", "multiprocessing", "threading"]) def test_SGDClassifier_fit_for_all_backends(backend): # This is a non-regression smoke test. In the multi-class case, # SGDClassifier.fit fits each class in a one-versus-all fashion using # joblib.Parallel. However, each OvA step updates the coef_ attribute of # the estimator in-place. Internally, SGDClassifier calls Parallel using # require='sharedmem'. This test makes sure SGDClassifier.fit works # consistently even when the user asks for a backend that does not provide # sharedmem semantics. # We further test a case where memmapping would have been used if # SGDClassifier.fit was called from a loky or multiprocessing backend. In # this specific case, in-place modification of clf.coef_ would have caused # a segmentation fault when trying to write in a readonly memory mapped # buffer. random_state = np.random.RandomState(42) # Create a classification problem with 50000 features and 20 classes. Using # loky or multiprocessing this make the clf.coef_ exceed the threshold # above which memmaping is used in joblib and loky (1MB as of 2018/11/1). X = sp.random(500, 2000, density=0.02, format="csr", random_state=random_state) y = random_state.choice(20, 500) # Begin by fitting a SGD classifier sequentially clf_sequential = SGDClassifier(max_iter=1000, n_jobs=1, random_state=42) clf_sequential.fit(X, y) # Fit a SGDClassifier using the specified backend, and make sure the # coefficients are equal to those obtained using a sequential fit clf_parallel = SGDClassifier(max_iter=1000, n_jobs=4, random_state=42) with joblib.parallel_backend(backend=backend): clf_parallel.fit(X, y) assert_array_almost_equal(clf_sequential.coef_, clf_parallel.coef_) @pytest.mark.parametrize( "Estimator", [linear_model.SGDClassifier, linear_model.SGDRegressor] ) def test_sgd_random_state(Estimator, global_random_seed): # Train the same model on the same data without converging and check that we # get reproducible results by fixing the random seed. if Estimator == linear_model.SGDRegressor: X, y = datasets.make_regression(random_state=global_random_seed) else: X, y = datasets.make_classification(random_state=global_random_seed) # Fitting twice a model with the same hyper-parameters on the same training # set with the same seed leads to the same results deterministically. est = Estimator(random_state=global_random_seed, max_iter=1) with pytest.warns(ConvergenceWarning): coef_same_seed_a = est.fit(X, y).coef_ assert est.n_iter_ == 1 est = Estimator(random_state=global_random_seed, max_iter=1) with pytest.warns(ConvergenceWarning): coef_same_seed_b = est.fit(X, y).coef_ assert est.n_iter_ == 1 assert_allclose(coef_same_seed_a, coef_same_seed_b) # Fitting twice a model with the same hyper-parameters on the same training # set but with different random seed leads to different results after one # epoch because of the random shuffling of the dataset. est = Estimator(random_state=global_random_seed + 1, max_iter=1) with pytest.warns(ConvergenceWarning): coef_other_seed = est.fit(X, y).coef_ assert est.n_iter_ == 1 assert np.abs(coef_same_seed_a - coef_other_seed).max() > 1.0 def test_validation_mask_correctly_subsets(monkeypatch): """Test that data passed to validation callback correctly subsets. Non-regression test for #23255. """ X, Y = iris.data, iris.target n_samples = X.shape[0] validation_fraction = 0.2 clf = linear_model.SGDClassifier( early_stopping=True, tol=1e-3, max_iter=1000, validation_fraction=validation_fraction, ) mock = Mock(side_effect=_stochastic_gradient._ValidationScoreCallback) monkeypatch.setattr(_stochastic_gradient, "_ValidationScoreCallback", mock) clf.fit(X, Y) X_val, y_val = mock.call_args[0][1:3] assert X_val.shape[0] == int(n_samples * validation_fraction) assert y_val.shape[0] == int(n_samples * validation_fraction) def test_sgd_error_on_zero_validation_weight(): # Test that SGDClassifier raises error when all the validation samples # have zero sample_weight. Non-regression test for #17229. X, Y = iris.data, iris.target sample_weight = np.zeros_like(Y) validation_fraction = 0.4 clf = linear_model.SGDClassifier( early_stopping=True, validation_fraction=validation_fraction, random_state=0 ) error_message = ( "The sample weights for validation set are all zero, consider using a" " different random state." ) with pytest.raises(ValueError, match=error_message): clf.fit(X, Y, sample_weight=sample_weight) @pytest.mark.parametrize("Estimator", [SGDClassifier, SGDRegressor]) def test_sgd_verbose(Estimator): """non-regression test for gh #25249""" Estimator(verbose=1).fit(X, Y) @pytest.mark.parametrize( "SGDEstimator", [ SGDClassifier, SparseSGDClassifier, SGDRegressor, SparseSGDRegressor, SGDOneClassSVM, SparseSGDOneClassSVM, ], ) @pytest.mark.parametrize("data_type", (np.float32, np.float64)) def test_sgd_dtype_match(SGDEstimator, data_type): _X = X.astype(data_type) _Y = np.array(Y, dtype=data_type) sgd_model = SGDEstimator() sgd_model.fit(_X, _Y) assert sgd_model.coef_.dtype == data_type @pytest.mark.parametrize( "SGDEstimator", [ SGDClassifier, SparseSGDClassifier, SGDRegressor, SparseSGDRegressor, SGDOneClassSVM, SparseSGDOneClassSVM, ], ) def test_sgd_numerical_consistency(SGDEstimator): X_64 = X.astype(dtype=np.float64) Y_64 = np.array(Y, dtype=np.float64) X_32 = X.astype(dtype=np.float32) Y_32 = np.array(Y, dtype=np.float32) sgd_64 = SGDEstimator(max_iter=20) sgd_64.fit(X_64, Y_64) sgd_32 = SGDEstimator(max_iter=20) sgd_32.fit(X_32, Y_32) assert_allclose(sgd_64.coef_, sgd_32.coef_) # TODO(1.6): remove @pytest.mark.parametrize("Estimator", [SGDClassifier, SGDOneClassSVM]) def test_loss_attribute_deprecation(Estimator): # Check that we raise the proper deprecation warning if accessing # `loss_function_`. X = np.array([[1, 2], [3, 4]]) y = np.array([1, 0]) est = Estimator().fit(X, y) with pytest.warns(FutureWarning, match="`loss_function_` was deprecated"): est.loss_function_