def test_classification():
X, y = df_classification()
sel = SelectByTargetMeanPerformance(
variables=None,
scoring="accuracy",
threshold=None,
bins=2,
strategy="equal_width",
cv=2,
)
sel.fit(X, y)
# expected result
Xtransformed = X[["cat_var_A", "num_var_A"]]
performance_dict = {
"cat_var_A": 1.0,
"cat_var_B": 0.8,
"num_var_A": 1.0,
"num_var_B": 0.8,
}
features_to_drop = ["cat_var_B", "num_var_B"]
assert sel.features_to_drop_ == features_to_drop
assert sel.feature_performance_ == performance_dict
pd.testing.assert_frame_equal(sel.transform(X), Xtransformed)
sel = SelectByTargetMeanPerformance(
variables=["cat_var_A", "cat_var_B", "num_var_A", "num_var_B"],
scoring="roc_auc",
threshold=0.9,
bins=2,
strategy="equal_frequency",
cv=2,
)
sel.fit(X, y)
# expected result
Xtransformed = X[["cat_var_A", "cat_var_B", "num_var_A"]]
performance_dict = {
"cat_var_A": 1.0,
"cat_var_B": 0.92,
"num_var_A": 1.0,
"num_var_B": 0.8,
}
features_to_drop = ["num_var_B"]
assert sel.features_to_drop_ == features_to_drop
assert sel.feature_performance_ == performance_dict
pd.testing.assert_frame_equal(sel.transform(X), Xtransformed)
def test_regression():
X, y = df_regression()
sel = SelectByTargetMeanPerformance(
variables=None,
bins=2,
scoring="r2",
regression=True,
cv=2,
strategy="equal_width",
threshold=None,
)
sel.fit(X, y)
# expected result
Xtransformed = X[["cat_var_A", "cat_var_B", "num_var_A"]]
performance_dict = {
"cat_var_A": 1.0,
"cat_var_B": 0.8533333333333333,
"num_var_A": 0.8,
"num_var_B": 0.512,
}
assert sel.features_to_drop_ == ["num_var_B"]
assert sel.feature_performance_ == performance_dict
pd.testing.assert_frame_equal(sel.transform(X), Xtransformed)
X, y = df_regression()
sel = SelectByTargetMeanPerformance(
variables=["cat_var_A", "cat_var_B", "num_var_A", "num_var_B"],
bins=2,
scoring="neg_root_mean_squared_error",
regression=True,
cv=2,
strategy="equal_width",
threshold=-0.2,
)
sel.fit(X, y)
# expected result
Xtransformed = X["cat_var_A"].to_frame()
performance_dict = {
"cat_var_A": 0.0,
"cat_var_B": -0.42817441928883765,
"num_var_A": -0.5,
"num_var_B": -0.7810249675906654,
}
assert sel.features_to_drop_ == ["cat_var_B", "num_var_A", "num_var_B"]
assert sel.feature_performance_ == performance_dict
pd.testing.assert_frame_equal(sel.transform(X), Xtransformed)
def test_categorical_variables_roc_auc(df_test_num_cat):
X, y = df_test_num_cat
X = X[["var_A", "var_B"]]
sel = SelectByTargetMeanPerformance(
variables=None,
scoring="roc_auc_score",
threshold=0.78,
cv=2,
random_state=1,
)
sel.fit(X, y)
# expected result
Xtransformed = X["var_A"].to_frame()
# performance_dict = {"var_A": 0.841, "var_B": 0.776}
# test init params
assert sel.variables == list(X.columns)
assert sel.scoring == "roc_auc_score"
assert sel.threshold == 0.78
assert sel.cv == 2
assert sel.random_state == 1
# test fit attrs
assert sel.variables_categorical_ == list(X.columns)
assert sel.variables_numerical_ == []
assert sel.features_to_drop_ == ["var_B"]
# assert all(
# np.round(sel.feature_performance_[f], 3) == performance_dict[f]
# for f in sel.feature_performance_.keys()
# )
# test transform output
pd.testing.assert_frame_equal(sel.transform(X), Xtransformed)
def test_numerical_variables_roc_auc(df_test):
X, y = df_test
sel = SelectByTargetMeanPerformance(
variables=None,
scoring="roc_auc_score",
threshold=0.6,
bins=5,
strategy="equal_width",
cv=3,
random_state=1,
)
sel.fit(X, y)
# expected result
Xtransformed = X[["var_0", "var_4", "var_6", "var_7", "var_9"]]
# performance_dict = {
# "var_0": 0.628,
# "var_1": 0.548,
# "var_2": 0.513,
# "var_3": 0.474,
# "var_4": 0.973,
# "var_5": 0.496,
# "var_6": 0.97,
# "var_7": 0.992,
# "var_8": 0.536,
# "var_9": 0.931,
# "var_10": 0.466,
# "var_11": 0.517,
# }
# test init params
assert sel.variables is None
assert sel.scoring == "roc_auc_score"
assert sel.threshold == 0.6
assert sel.bins == 5
assert sel.strategy == "equal_width"
assert sel.cv == 3
assert sel.random_state == 1
# test fit attrs
assert sel.variables_ == list(X.columns)
assert sel.variables_categorical_ == []
assert sel.variables_numerical_ == list(X.columns)
assert sel.features_to_drop_ == [
"var_1",
"var_2",
"var_3",
"var_5",
"var_8",
"var_10",
"var_11",
]
# assert all(
# np.round(sel.feature_performance_[f], 3) == performance_dict[f]
# for f in sel.feature_performance_.keys()
# )
# test transform output
pd.testing.assert_frame_equal(sel.transform(X), Xtransformed)
def test_test_selector_with_one_variable():
X, y = df_regression()
sel = SelectByTargetMeanPerformance(
variables=["cat_var_A"],
bins=2,
scoring="neg_root_mean_squared_error",
regression=True,
cv=2,
strategy="equal_width",
threshold=-0.2,
)
sel.fit(X, y)
# expected result
performance_dict = {"cat_var_A": 0.0}
assert sel.features_to_drop_ == []
assert sel.feature_performance_ == performance_dict
pd.testing.assert_frame_equal(sel.transform(X), X)
X, y = df_regression()
sel = SelectByTargetMeanPerformance(
variables=["cat_var_B"],
bins=2,
scoring="neg_root_mean_squared_error",
regression=True,
cv=2,
strategy="equal_width",
threshold=-0.2,
)
sel.fit(X, y)
# expected result
Xtransformed = X.drop(columns=["cat_var_B"])
performance_dict = {"cat_var_B": -0.42817441928883765}
assert sel.features_to_drop_ == ["cat_var_B"]
assert sel.feature_performance_ == performance_dict
pd.testing.assert_frame_equal(sel.transform(X), Xtransformed)
def test_df_cat_and_num_variables_r2(df_test_num_cat):
X, y = df_test_num_cat
sel = SelectByTargetMeanPerformance(
variables=None,
scoring="r2_score",
threshold=0.1,
bins=3,
strategy="equal_frequency",
cv=2,
random_state=1,
)
sel.fit(X, y)
# expected result
Xtransformed = X[["var_A", "var_B"]]
# performance_dict = {
# "var_A": 0.392,
# "var_B": 0.250,
# "var_C": -0.004,
# "var_D": -0.052,
# }
# test init params
assert sel.variables is None
assert sel.scoring == "r2_score"
assert sel.threshold == 0.1
assert sel.cv == 2
assert sel.bins == 3
assert sel.strategy == "equal_frequency"
assert sel.random_state == 1
# test fit attrs
assert sel.variables_ == list(X.columns)
assert sel.variables_categorical_ == ["var_A", "var_B"]
assert sel.variables_numerical_ == ["var_C", "var_D"]
assert sel.features_to_drop_ == ["var_C", "var_D"]
# assert all(
# np.round(sel.feature_performance_[f], 3) == performance_dict[f]
# for f in sel.feature_performance_.keys()
# )
# test transform output
pd.testing.assert_frame_equal(sel.transform(X), Xtransformed)
def test_df_cat_and_num_variables_roc_auc(df_test_num_cat):
X, y = df_test_num_cat
sel = SelectByTargetMeanPerformance(
variables=None,
scoring="roc_auc_score",
threshold=0.6,
bins=3,
strategy="equal_width",
cv=2,
random_state=1,
)
sel.fit(X, y)
# expected result
Xtransformed = X[["var_A", "var_B"]]
performance_dict = {
"var_A": 0.841,
"var_B": 0.776,
"var_C": 0.481,
"var_D": 0.496
}
# test init params
assert sel.variables == list(X.columns)
assert sel.scoring == "roc_auc_score"
assert sel.threshold == 0.60
assert sel.cv == 2
assert sel.random_state == 1
# test fit attrs
assert sel.variables_categorical_ == ["var_A", "var_B"]
assert sel.variables_numerical_ == ["var_C", "var_D"]
assert sel.features_to_drop_ == ["var_C", "var_D"]
assert all(
np.round(sel.feature_performance_[f], 3) == performance_dict[f]
for f in sel.feature_performance_.keys())
# test transform output
pd.testing.assert_frame_equal(sel.transform(X), Xtransformed)
def test_not_fitted_error(df_test):
with pytest.raises(NotFittedError):
transformer = SelectByTargetMeanPerformance()
transformer.transform(df_test)