def test_reg_boston():
"""Consistency on boston house prices"""
mtr = MondrianTreeRegressor(random_state=0)
boston = load_boston()
X, y = boston.data, boston.target
mtr.fit(X, y)
score = mean_squared_error(mtr.predict(X), y)
assert_less(score, 1, "Failed with score = {0}".format(score))
mtr.partial_fit(X, y)
score = mean_squared_error(mtr.predict(X), y)
assert_less(score, 1, "Failed with score = {0}".format(score))
def test_weighted_decision_path_test_regression():
X_train, X_test, y_train, y_test = load_scaled_boston()
n_train = X_train.shape[0]
mtr = MondrianTreeRegressor(random_state=0)
mtr.fit(X_train, y_train)
weights = mtr.weighted_decision_path(X_test)
node_means = mtr.tree_.mean
node_variances = mtr.tree_.variance
variances1 = []
means1 = []
for startptr, endptr in zip(weights.indptr[:-1], weights.indptr[1:]):
curr_nodes = weights.indices[startptr:endptr]
curr_weights = weights.data[startptr:endptr]
curr_means = node_means[curr_nodes]
curr_var = node_variances[curr_nodes]
means1.append(np.sum(curr_weights * curr_means))
variances1.append(np.sum(curr_weights * (curr_var + curr_means**2)))
means1 = np.array(means1)
variances1 = np.array(variances1)
variances1 -= means1**2
means2, std2 = mtr.predict(X_test, return_std=True)
assert_array_almost_equal(means1, means2, 5)
assert_array_almost_equal(variances1, std2**2, 3)
def test_tree_predict():
X = np.array([[-2, -1], [-1, -1], [-1, -2], [1, 1], [1, 2], [2, 1]])
y = [-1, -1, -1, 1, 1, 1]
T = [[-1, -1], [2, 2], [3, 2]]
# This test is dependent on the random-state since the feature
# and the threshold selected at every split is independent of the
# label.
mtr = MondrianTreeRegressor(max_depth=1, random_state=0)
mtr.fit(X, y)
mtr_tree = mtr.tree_
cand_feature = mtr_tree.feature[0]
cand_thresh = mtr_tree.threshold[0]
assert_almost_equal(cand_thresh, -0.38669141)
assert_almost_equal(cand_feature, 0.0)
# Close to (1.0 / np.sum(np.max(X, axis=0) - np.min(X, axis=0)))
assert_almost_equal(mtr_tree.tau[0], 0.07112633)
# For [-1, -1]:
# P_not_separated = 1.0
# Root:
# eta_root = 0.0 (inside the bounding boc of the root)
# P_root = 1 - exp(0.0) = 0.0
# weight_root = P_root
# mean_root = 0.0
# Leaf:
# P_not_separated = 1.0 * (1 - 0.0) = 1.0
# weight_leaf = P_not_separated = 1.0
# mean_leaf = -1.0
# prediction = 0.0 - 1.0 = -1.0
# variance = (weight_root * (var_root + mean_root**2) +
# weight_leaf * (var_leaf + mean_leaf**2)) - mean**2
# This reduces to weight_leaf * mean_leaf**2 - mean**2 = 1.0 * (1.0 - 1.0)
# = 0.0
# Similarly for [2, 2]:
# prediction = 0.0 + 1.0
# Variance reduces to zero
# For [3, 2]
# P_not_separated = 1.0
# Root:
# Delta_root = 0.07112633
# eta_root = 1.0
# weight_root = 1 - exp(-0.07112633) = 0.0686
# Leaf:
# weight_leaf = P_not_separated = (1 - 0.0686) = 0.93134421
# prediction = weight_leaf
# variance = (weight_root * (var_root + mean_root**2) +
# weight_leaf * (var_leaf + mean_leaf**2)) - mean**2
# = 0.0686 * (1 + 0) + 0.93134 * (0 + 1) - 0.93134421**2 = 0.132597
T_predict, T_std = mtr.predict(T, return_std=True)
assert_array_almost_equal(T_predict, [-1.0, 1.0, 0.93134421])
assert_array_almost_equal(T_std, np.sqrt([0.0, 0.0, 0.132597]))
def test_std_positive():
"""Sometimes variance can be slightly negative due to numerical errors."""
X = np.linspace(-np.pi, np.pi, 20)
y = 2 * np.sin(X)
X_train = np.reshape(X, (-1, 1))
mr = MondrianTreeRegressor(random_state=0)
mr.fit(X_train, y)
X_test = np.array([[2.87878788], [2.97979798], [3.08080808]])
_, y_std = mr.predict(X_test, return_std=True)
assert_false(np.any(np.isnan(y_std)))
assert_false(np.any(np.isinf(y_std)))
def test_mean_std_reg_convergence():
X_train, _, y_train, _ = load_scaled_boston()
mr = MondrianTreeRegressor(random_state=0)
mr.fit(X_train, y_train)
# For points completely in the training data and when
# tree is grown to full depth.
# mean should converge to the actual target value.
# variance should converge to 0.0
mean, std = mr.predict(X_train, return_std=True)
assert_array_almost_equal(mean, y_train, 5)
assert_array_almost_equal(std, 0.0, 2)
# For points completely far away from the training data, this
# should converge to the empirical mean and variance.
# X is scaled between to -1.0 and 1.0
X_inf = np.vstack(
(20.0 * np.ones(X_train.shape[1]), -20.0 * np.ones(X_train.shape[1])))
inf_mean, inf_std = mr.predict(X_inf, return_std=True)
assert_array_almost_equal(inf_mean, y_train.mean(), 1)
assert_array_almost_equal(inf_std, y_train.std(), 2)
def test_mean_std():
boston = load_boston()
X, y = boston.data, boston.target
X = MinMaxScaler().fit_transform(X)
mr = MondrianTreeRegressor(random_state=0)
mr.fit(X, y)
# For points completely in the training data.
# mean should converge to the actual target value.
# variance should converge to 0.0
mean, std = mr.predict(X, return_std=True)
assert_array_almost_equal(mean, y, 5)
assert_array_almost_equal(std, 0.0, 2)
# For points completely far away from the training data, this
# should converge to the empirical mean and variance.
# X is scaled between to -1.0 and 1.0
X_inf = np.vstack(
(20.0 * np.ones(X.shape[1]), -20.0 * np.ones(X.shape[1])))
inf_mean, inf_std = mr.predict(X_inf, return_std=True)
assert_array_almost_equal(inf_mean, y.mean(), 1)
assert_array_almost_equal(inf_std, y.std(), 2)
def test_node_weights():
"""
Test the implementation of node_weights.
"""
rng = np.random.RandomState(0)
boston = load_boston()
X, y = boston.data, boston.target
n_train = 100
n_test = 100
X_train, y_train = X[:n_train], y[:n_train]
X_test, y_test = X[-n_test:], y[-n_test:]
minmax = MinMaxScaler()
X_train = minmax.fit_transform(X_train)
X_test = minmax.transform(X_test)
# Test that when all samples are in the training data all weights
# should be concentrated at the leaf.
mtr = MondrianTreeRegressor(random_state=0)
mtr.fit(X_train, y_train)
leaf_nodes = mtr.apply(X_train)
weights_sparse = mtr.weighted_decision_path(X_train)
assert_array_equal(weights_sparse.data, np.ones(X_train.shape[0]))
assert_array_equal(weights_sparse.indices, leaf_nodes)
assert_array_equal(weights_sparse.indptr, np.arange(n_train + 1))
# Test prediction using the node_weights function gives similar results
# to that using the prediction method.
weights = mtr.weighted_decision_path(X_test)
node_means = mtr.tree_.mean
node_variances = mtr.tree_.variance
variances1 = []
means1 = []
for startptr, endptr in zip(weights.indptr[:-1], weights.indptr[1:]):
curr_nodes = weights.indices[startptr:endptr]
curr_weights = weights.data[startptr:endptr]
curr_means = node_means[curr_nodes]
curr_var = node_variances[curr_nodes]
means1.append(np.sum(curr_weights * curr_means))
variances1.append(np.sum(curr_weights * (curr_var + curr_means**2)))
means1 = np.array(means1)
variances1 = np.array(variances1)
variances1 -= means1**2
means2, std2 = mtr.predict(X_test, return_std=True)
assert_array_almost_equal(means1, means2, 5)
assert_array_almost_equal(variances1, std2**2, 3)
def test_pure_set():
X = [[-2, -1], [-1, -1], [-1, -2], [1, 1], [1, 2], [2, 1]]
y = [1, 1, 1, 1, 1, 1]
mtr = MondrianTreeRegressor(random_state=0)
mtr.fit(X, y)
assert_array_almost_equal(mtr.predict(X), y)
