def test_compare_rbf(self):
x, y, _, _ = load_arff_file(WHAS500_FILE, ['fstat', 'lenfol'], '1')
kpca = KernelPCA(kernel="rbf")
xt = kpca.fit_transform(x)
nrsvm = FastSurvivalSVM(optimizer='rbtree',
tol=1e-8,
max_iter=1000,
random_state=0)
nrsvm.fit(xt, y)
rsvm = FastKernelSurvivalSVM(optimizer='rbtree',
kernel="rbf",
tol=1e-8,
max_iter=1000,
random_state=0)
rsvm.fit(x, y)
pred_nrsvm = nrsvm.predict(kpca.transform(x))
pred_rsvm = rsvm.predict(x)
self.assertEqual(len(pred_nrsvm), len(pred_rsvm))
c1 = concordance_index_censored(y['fstat'], y['lenfol'], pred_nrsvm)
c2 = concordance_index_censored(y['fstat'], y['lenfol'], pred_rsvm)
self.assertAlmostEqual(c1[0], c2[0])
self.assertTupleEqual(c1[1:], c2[1:])
def test_compare_clinical_kernel(self):
x_full, y, _, _ = load_arff_file(WHAS500_FILE, ['fstat', 'lenfol'], '1',
standardize_numeric=False, to_numeric=False)
trans = ClinicalKernelTransform()
trans.fit(x_full)
x = encode_categorical(standardize(x_full))
kpca = KernelPCA(kernel=trans.pairwise_kernel)
xt = kpca.fit_transform(x)
nrsvm = FastSurvivalSVM(optimizer='rbtree', tol=1e-8, max_iter=1000, random_state=0)
nrsvm.fit(xt, y)
rsvm = FastKernelSurvivalSVM(optimizer='rbtree', kernel=trans.pairwise_kernel,
tol=1e-8, max_iter=1000, random_state=0)
rsvm.fit(x, y)
pred_nrsvm = nrsvm.predict(kpca.transform(x))
pred_rsvm = rsvm.predict(x)
self.assertEqual(len(pred_nrsvm), len(pred_rsvm))
c1 = concordance_index_censored(y['fstat'], y['lenfol'], pred_nrsvm)
c2 = concordance_index_censored(y['fstat'], y['lenfol'], pred_rsvm)
self.assertAlmostEqual(c1[0], c2[0])
self.assertTupleEqual(c1[1:], c2[1:])
def test_survival_squared_hinge_loss(self):
nrsvm = NaiveSurvivalSVM(loss='squared_hinge',
dual=False,
tol=1e-8,
max_iter=1000,
random_state=0)
nrsvm.fit(self.x, self.y)
rsvm = FastSurvivalSVM(optimizer='avltree',
tol=1e-8,
max_iter=1000,
random_state=0)
rsvm.fit(self.x, self.y)
assert_array_almost_equal(nrsvm.coef_.ravel(), rsvm.coef_, 3)
pred_nrsvm = nrsvm.predict(self.x)
pred_rsvm = rsvm.predict(self.x)
self.assertEqual(len(pred_nrsvm), len(pred_rsvm))
c1 = concordance_index_censored(self.y['fstat'], self.y['lenfol'],
pred_nrsvm)
c2 = concordance_index_censored(self.y['fstat'], self.y['lenfol'],
pred_rsvm)
self.assertAlmostEqual(c1[0], c2[0])
self.assertTupleEqual(c1[1:], c2[1:])
def test_fit_and_predict_hybrid(self):
if self.OPTIMIZER in {'simple', 'PRSVM'}:
raise unittest.SkipTest("regression not implemented for " +
self.OPTIMIZER)
ssvm = FastSurvivalSVM(optimizer=self.OPTIMIZER,
rank_ratio=0.5,
max_iter=50,
fit_intercept=True,
random_state=0)
ssvm.fit(self.x.values, self.y)
self.assertAlmostEqual(6.1409367385513729, ssvm.intercept_)
expected_coef = numpy.array([
-0.0209254120718, -0.265768317208, -0.154254689136,
0.0800600947891, -0.290121131022, -0.0288851785213,
0.0998004550073, 0.0454100937492, -0.125863947621, 0.0343588337797,
-0.000710219364914, 0.0546969104996, -0.5375338235,
-0.0137995110308
])
assert_array_almost_equal(expected_coef, ssvm.coef_)
pred = ssvm.predict(self.x.values)
rmse = numpy.sqrt(mean_squared_error(self.y['lenfol'], pred))
self.assertAlmostEqual(780.52617631863893, rmse)
def get_estimator(method):
if method == 'l2_ranking_regression':
estimator = FastSurvivalSVM(optimizer='rbtree',
random_state=0,
fit_intercept=True,
max_iter=1000,
tol=1e-6)
elif method == 'l2_ranking':
estimator = FastSurvivalSVM(optimizer='rbtree',
random_state=0,
rank_ratio=1.0,
fit_intercept=False,
max_iter=1000,
tol=1e-6)
elif method == 'l2_regression':
estimator = FastSurvivalSVM(optimizer='rbtree',
random_state=0,
rank_ratio=0.0,
fit_intercept=True,
max_iter=1000,
tol=1e-6)
elif method == 'l1':
estimator = NaiveSurvivalSVM(loss='hinge',
random_state=0,
dual=True,
max_iter=1000,
tol=1e-6)
else:
raise ValueError('unknown method: %s' % method)
return estimator
def test_fit_timeit(self):
rnd = numpy.random.RandomState(0)
idx = rnd.choice(numpy.arange(self.x.shape[0]), replace=False, size=100)
ssvm = FastSurvivalSVM(optimizer=self.OPTIMIZER, timeit=3, random_state=0)
ssvm.fit(self.x.values[idx, :], self.y[idx])
self.assertTrue('timings' in ssvm.optimizer_result_)
def test_fit_timeit(self):
rnd = numpy.random.RandomState(0)
idx = rnd.choice(numpy.arange(self.x.shape[0]),
replace=False,
size=100)
ssvm = FastSurvivalSVM(optimizer=self.OPTIMIZER,
timeit=3,
random_state=0)
ssvm.fit(self.x.values[idx, :], self.y[idx])
self.assertTrue('timings' in ssvm.optimizer_result_)
def test_fit_and_predict_ranking(self):
ssvm = FastSurvivalSVM(optimizer=self.OPTIMIZER, random_state=0)
ssvm.fit(self.x.values, self.y)
self.assertFalse(hasattr(ssvm, "intercept_"))
expected_coef = numpy.array([-0.02066177, -0.26449933, -0.15205399, 0.0794547, -0.28840498, -0.02864288,
0.09901995, 0.04505302, -0.12512215, 0.03341365, -0.00110442, 0.05446756,
-0.53009875, -0.01394175])
assert_array_almost_equal(expected_coef, ssvm.coef_)
self.assertEquals(self.x.shape[1], ssvm.coef_.shape[0])
c = ssvm.score(self.x.values, self.y)
self.assertAlmostEqual(0.7860650174985695, c, 6)
def test_regression_not_supported(self):
x = numpy.zeros((100, 10))
y = numpy.empty(dtype=[('event', bool), ('time', float)], shape=100)
y['event'] = numpy.ones(100, dtype=bool)
y['time'] = numpy.arange(100, dtype=float)
ssvm = FastSurvivalSVM(rank_ratio=0, optimizer='simple')
self.assertRaisesRegex(ValueError,
"optimizer 'simple' does not implement regression objective",
ssvm.fit, x, y)
ssvm.set_params(optimizer='PRSVM')
self.assertRaisesRegex(ValueError,
"optimizer 'PRSVM' does not implement regression objective",
ssvm.fit, x, y)
def test_survial_constraints_no_ties(self):
y = numpy.array([True, True, False, True, False, False, False, False])
time = numpy.array([20, 46, 56, 63, 77, 90, 100, 104])
expected_order = numpy.arange(len(time)).astype(numpy.int)
expected = numpy.array([
[-1, 1, 0, 0, 0, 0, 0, 0],
[-1, 0, 1, 0, 0, 0, 0, 0],
[-1, 0, 0, 1, 0, 0, 0, 0],
[-1, 0, 0, 0, 1, 0, 0, 0],
[-1, 0, 0, 0, 0, 1, 0, 0],
[-1, 0, 0, 0, 0, 0, 1, 0],
[-1, 0, 0, 0, 0, 0, 0, 1],
[0, -1, 1, 0, 0, 0, 0, 0],
[0, -1, 0, 1, 0, 0, 0, 0],
[0, -1, 0, 0, 1, 0, 0, 0],
[0, -1, 0, 0, 0, 1, 0, 0],
[0, -1, 0, 0, 0, 0, 1, 0],
[0, -1, 0, 0, 0, 0, 0, 1],
[0, 0, 0, -1, 1, 0, 0, 0],
[0, 0, 0, -1, 0, 1, 0, 0],
[0, 0, 0, -1, 0, 0, 1, 0],
[0, 0, 0, -1, 0, 0, 0, 1],
],
dtype=numpy.int8)
samples_order = FastSurvivalSVM._argsort_and_resolve_ties(time, None)
assert_array_equal(expected_order, samples_order)
A = survival_constraints_simple(
numpy.asarray(y[samples_order], dtype=numpy.uint8))
assert_array_equal(expected, A.todense())
def test_survial_constraints_no_ties(self):
y = numpy.array([True, True, False, True, False, False, False, False])
time = numpy.array([20, 46, 56, 63, 77, 90, 100, 104])
expected_order = numpy.arange(len(time)).astype(numpy.int)
expected = numpy.array([
[-1, 1, 0, 0, 0, 0, 0, 0],
[-1, 0, 1, 0, 0, 0, 0, 0],
[-1, 0, 0, 1, 0, 0, 0, 0],
[-1, 0, 0, 0, 1, 0, 0, 0],
[-1, 0, 0, 0, 0, 1, 0, 0],
[-1, 0, 0, 0, 0, 0, 1, 0],
[-1, 0, 0, 0, 0, 0, 0, 1],
[0, -1, 1, 0, 0, 0, 0, 0],
[0, -1, 0, 1, 0, 0, 0, 0],
[0, -1, 0, 0, 1, 0, 0, 0],
[0, -1, 0, 0, 0, 1, 0, 0],
[0, -1, 0, 0, 0, 0, 1, 0],
[0, -1, 0, 0, 0, 0, 0, 1],
[0, 0, 0, -1, 1, 0, 0, 0],
[0, 0, 0, -1, 0, 1, 0, 0],
[0, 0, 0, -1, 0, 0, 1, 0],
[0, 0, 0, -1, 0, 0, 0, 1],
], dtype=numpy.int8)
samples_order = FastSurvivalSVM._argsort_and_resolve_ties(time, None)
assert_array_equal(expected_order, samples_order)
A = survival_constraints_simple(numpy.asarray(y[samples_order], dtype=numpy.uint8))
assert_array_equal(expected, A.todense())
def test_fit_and_predict_ranking(self):
ssvm = FastSurvivalSVM(optimizer=self.OPTIMIZER, random_state=0)
ssvm.fit(self.x.values, self.y)
self.assertFalse(hasattr(ssvm, "intercept_"))
expected_coef = numpy.array([
-0.02066177, -0.26449933, -0.15205399, 0.0794547, -0.28840498,
-0.02864288, 0.09901995, 0.04505302, -0.12512215, 0.03341365,
-0.00110442, 0.05446756, -0.53009875, -0.01394175
])
assert_array_almost_equal(expected_coef, ssvm.coef_)
self.assertEquals(self.x.shape[1], ssvm.coef_.shape[0])
c = ssvm.score(self.x.values, self.y)
self.assertAlmostEqual(0.7860650174985695, c, 6)
def test_regression_not_supported(self):
x = numpy.zeros((100, 10))
y = numpy.empty(dtype=[('event', bool), ('time', float)], shape=100)
y['event'] = numpy.ones(100, dtype=bool)
y['time'] = numpy.arange(100, dtype=float)
ssvm = FastSurvivalSVM(rank_ratio=0, optimizer='simple')
self.assertRaisesRegex(
ValueError,
"optimizer 'simple' does not implement regression objective",
ssvm.fit, x, y)
ssvm.set_params(optimizer='PRSVM')
self.assertRaisesRegex(
ValueError,
"optimizer 'PRSVM' does not implement regression objective",
ssvm.fit, x, y)
def test_fit_and_predict_hybrid_no_intercept(self):
if self.OPTIMIZER in {'simple', 'PRSVM'}:
raise unittest.SkipTest("regression not implemented for " + self.OPTIMIZER)
ssvm = FastSurvivalSVM(optimizer=self.OPTIMIZER, rank_ratio=0.5,
max_iter=50, fit_intercept=False, random_state=0)
ssvm.fit(self.x.values, self.y)
self.assertFalse(hasattr(ssvm, "intercept_"))
expected_coef = numpy.array([0.00669121, -0.2754864, -0.14124808, 0.0748376, -0.2812598, 0.07543884,
0.09845683, 0.08398258, -0.12182314, 0.02637739, 0.03060149, 0.11870598,
-0.52688224, -0.01762842])
assert_array_almost_equal(expected_coef, ssvm.coef_)
pred = ssvm.predict(self.x.values)
rmse = numpy.sqrt(mean_squared_error(self.y['lenfol'], pred))
self.assertAlmostEqual(1128.4460587629746, rmse)
def test_fit_and_predict_regression_no_intercept(self):
if self.OPTIMIZER in {'simple', 'PRSVM'}:
raise unittest.SkipTest("regression not implemented for " + self.OPTIMIZER)
ssvm = FastSurvivalSVM(optimizer=self.OPTIMIZER, rank_ratio=0.0,
max_iter=50, fit_intercept=False, random_state=0)
ssvm.fit(self.x.values, self.y)
self.assertFalse(hasattr(ssvm, "intercept_"))
expected_coef = numpy.array([1.39989875, -1.16903161, -0.40195857, -0.05848903, -0.08421557, 4.11924729,
0.25135451, 1.89067276, -0.25751401, -0.10213143, 1.56333622, 3.10136873,
-2.23644848, -0.11620715])
assert_array_almost_equal(expected_coef, ssvm.coef_)
pred = ssvm.predict(self.x.values)
rmse = numpy.sqrt(mean_squared_error(self.y['lenfol'], pred))
self.assertAlmostEqual(15838.510668936022, rmse)
def test_unknown_optimizer(self):
x = numpy.zeros((100, 10))
y = numpy.empty(dtype=[('event', bool), ('time', float)], shape=100)
y['event'] = numpy.ones(100, dtype=bool)
y['time'] = numpy.arange(1, 101, dtype=float)
ssvm = FastSurvivalSVM(rank_ratio=0, optimizer='random stuff')
self.assertRaisesRegex(ValueError, "unknown optimizer: random stuff",
ssvm.fit, x, y)
def test_only_one_label(self):
x = numpy.zeros((100, 10))
y = numpy.ones(100, dtype=int)
rsvm = FastSurvivalSVM()
self.assertRaisesRegex(
ValueError, 'y must be a structured array with the first field'
' being a binary class event indicator and the second field'
' the time of the event/censoring', rsvm.fit, x, y)
def test_all_censored(self):
x = numpy.arange(80).reshape(10, 8)
y = numpy.empty(dtype=[('event', bool), ('time', float)], shape=10)
y['event'] = numpy.zeros(10, dtype=bool)
y['time'] = numpy.array([0, 1, 2, 1, 1, 0, 1, 2, 3, 1])
rsvm = FastSurvivalSVM()
self.assertRaisesRegex(ValueError, "all samples are censored",
rsvm.fit, x, y)
def test_alpha_negative(self):
x = numpy.zeros((100, 10))
y = numpy.empty(dtype=[('event', bool), ('time', float)], shape=100)
y['event'] = numpy.ones(100, dtype=bool)
y['time'] = numpy.arange(100, dtype=float)
ssvm = FastSurvivalSVM(alpha=-1)
self.assertRaisesRegex(ValueError, "alpha must be positive", ssvm.fit,
x, y)
def test_y_one_field(self):
x = numpy.arange(80).reshape(10, 8)
y = numpy.ones(dtype=[('event', bool)], shape=10)
rsvm = FastSurvivalSVM()
self.assertRaisesRegex(
ValueError, 'y must be a structured array with the first field'
' being a binary class event indicator and the second field'
' the time of the event/censoring', rsvm.fit, x, y)
def test_survival_constraints_with_ties(self):
y = numpy.array([
True, True, False, False, True, False, True, True, False, False,
False, True
])
time = numpy.array([20, 33, 33, 40, 50, 66, 66, 66, 89, 110, 110, 111])
expected_order = numpy.array([0, 2, 1, 3, 4, 7, 5, 6, 8, 9, 10, 11])
samples_order = FastSurvivalSVM._argsort_and_resolve_ties(
time, numpy.random.RandomState(0))
numpy.testing.assert_array_equal(expected_order, samples_order)
expected = numpy.array([
[-1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
[-1, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0],
[-1, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0],
[-1, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0],
[-1, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0],
[-1, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0],
[-1, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0],
[-1, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0],
[-1, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0],
[-1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0],
[-1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1],
[0, 0, -1, 1, 0, 0, 0, 0, 0, 0, 0, 0],
[0, 0, -1, 0, 1, 0, 0, 0, 0, 0, 0, 0],
[0, 0, -1, 0, 0, 1, 0, 0, 0, 0, 0, 0],
[0, 0, -1, 0, 0, 0, 1, 0, 0, 0, 0, 0],
[0, 0, -1, 0, 0, 0, 0, 1, 0, 0, 0, 0],
[0, 0, -1, 0, 0, 0, 0, 0, 1, 0, 0, 0],
[0, 0, -1, 0, 0, 0, 0, 0, 0, 1, 0, 0],
[0, 0, -1, 0, 0, 0, 0, 0, 0, 0, 1, 0],
[0, 0, -1, 0, 0, 0, 0, 0, 0, 0, 0, 1],
[0, 0, 0, 0, -1, 1, 0, 0, 0, 0, 0, 0],
[0, 0, 0, 0, -1, 0, 1, 0, 0, 0, 0, 0],
[0, 0, 0, 0, -1, 0, 0, 1, 0, 0, 0, 0],
[0, 0, 0, 0, -1, 0, 0, 0, 1, 0, 0, 0],
[0, 0, 0, 0, -1, 0, 0, 0, 0, 1, 0, 0],
[0, 0, 0, 0, -1, 0, 0, 0, 0, 0, 1, 0],
[0, 0, 0, 0, -1, 0, 0, 0, 0, 0, 0, 1],
[0, 0, 0, 0, 0, -1, 1, 0, 0, 0, 0, 0],
[0, 0, 0, 0, 0, -1, 0, 1, 0, 0, 0, 0],
[0, 0, 0, 0, 0, -1, 0, 0, 1, 0, 0, 0],
[0, 0, 0, 0, 0, -1, 0, 0, 0, 1, 0, 0],
[0, 0, 0, 0, 0, -1, 0, 0, 0, 0, 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, 0, 0, 0, 0, 0, 0, -1, 0, 1, 0, 0],
[0, 0, 0, 0, 0, 0, 0, -1, 0, 0, 1, 0],
[0, 0, 0, 0, 0, 0, 0, -1, 0, 0, 0, 1],
],
dtype=numpy.int8)
A = survival_constraints_simple(
numpy.asarray(y[samples_order], dtype=numpy.uint8))
assert_array_equal(expected, A.todense())
def test_survival_squared_hinge_loss(self):
nrsvm = NaiveSurvivalSVM(loss='squared_hinge', dual=False, tol=1e-8, max_iter=1000, random_state=0)
nrsvm.fit(self.x, self.y)
rsvm = FastSurvivalSVM(optimizer='avltree', tol=1e-8, max_iter=1000, random_state=0)
rsvm.fit(self.x, self.y)
assert_array_almost_equal(nrsvm.coef_.ravel(), rsvm.coef_, 3)
pred_nrsvm = nrsvm.predict(self.x)
pred_rsvm = rsvm.predict(self.x)
self.assertEqual(len(pred_nrsvm), len(pred_rsvm))
c1 = concordance_index_censored(self.y['fstat'], self.y['lenfol'], pred_nrsvm)
c2 = concordance_index_censored(self.y['fstat'], self.y['lenfol'], pred_rsvm)
self.assertAlmostEqual(c1[0], c2[0])
self.assertTupleEqual(c1[1:], c2[1:])
def test_fit_and_predict_hybrid(self):
if self.OPTIMIZER in {'simple', 'PRSVM'}:
raise unittest.SkipTest("regression not implemented for " + self.OPTIMIZER)
ssvm = FastSurvivalSVM(optimizer=self.OPTIMIZER, rank_ratio=0.5,
max_iter=50, fit_intercept=True, random_state=0)
ssvm.fit(self.x.values, self.y)
self.assertAlmostEqual(6.1409367385513729, ssvm.intercept_)
expected_coef = numpy.array(
[-0.0209254120718, -0.265768317208, -0.154254689136, 0.0800600947891, -0.290121131022, -0.0288851785213,
0.0998004550073, 0.0454100937492, -0.125863947621, 0.0343588337797, -0.000710219364914, 0.0546969104996,
-0.5375338235, -0.0137995110308
])
assert_array_almost_equal(expected_coef, ssvm.coef_)
pred = ssvm.predict(self.x.values)
rmse = numpy.sqrt(mean_squared_error(self.y['lenfol'], pred))
self.assertAlmostEqual(780.52617631863893, rmse)
def test_fit_and_predict_regression(self):
if self.OPTIMIZER in {'simple', 'PRSVM'}:
raise unittest.SkipTest("regression not implemented for " + self.OPTIMIZER)
ssvm = FastSurvivalSVM(optimizer=self.OPTIMIZER, rank_ratio=0.0,
max_iter=50, fit_intercept=True, random_state=0)
ssvm.fit(self.x.values, self.y)
self.assertAlmostEqual(6.4160179606675278, ssvm.intercept_)
expected_coef = numpy.array(
[-0.0730891368237, -0.536630355029, -0.497411603275, 0.269039958377, -0.730559850692, -0.0148443526234,
0.285916578892, 0.165960302339, -0.301749910087, 0.334855938531, 0.0886214732161, 0.0554890272028,
-2.12680470014, 0.0421466831393
])
assert_array_almost_equal(expected_coef, ssvm.coef_)
pred = ssvm.predict(self.x.values)
rmse = numpy.sqrt(mean_squared_error(self.y['lenfol'], pred))
self.assertAlmostEqual(1206.6556186869332, rmse)
def test_time_not_numeric(self):
x = numpy.arange(80).reshape(10, 8)
y = numpy.empty(dtype=[('event', bool), ('time', bool)], shape=10)
y['event'] = numpy.array([0, 1, 0, 1, 1, 0, 1, 0, 0, 1], dtype=bool)
y['time'] = numpy.ones(10, dtype=bool)
rsvm = FastSurvivalSVM()
self.assertRaisesRegex(ValueError,
"time must be numeric, but found bool",
rsvm.fit, x, y)
def test_event_not_binary(self):
x = numpy.arange(80).reshape(10, 8)
y = numpy.empty(dtype=[('event', int), ('time', float)], shape=10)
y['event'] = numpy.array([0, 1, 2, 1, 1, 0, 1, 2, 3, 1], dtype=int)
y['time'] = numpy.arange(10)
rsvm = FastSurvivalSVM()
self.assertRaisesRegex(
ValueError,
"elements of event indicator must be boolean, but found int",
rsvm.fit, x, y)
def test_negative_time(self):
x = numpy.arange(80).reshape(10, 8)
y = numpy.empty(dtype=[('event', bool), ('time', float)], shape=10)
y['event'] = numpy.array([0, 1, 0, 1, 1, 0, 1, 0, 0, 1], dtype=bool)
y['time'] = numpy.array([1, 1, -2, 1, 1, 6, 1, 2, 3, 1])
rsvm = FastSurvivalSVM(rank_ratio=0.5)
self.assertRaisesRegex(
ValueError,
"observed time contains values smaller or equal to zero", rsvm.fit,
x, y)
def test_ranking_with_fit_intercept(self):
x = numpy.zeros((100, 10))
y = numpy.empty(dtype=[('event', bool), ('time', float)], shape=100)
y['event'] = numpy.ones(100, dtype=bool)
y['time'] = numpy.arange(1, 101, dtype=float)
ssvm = FastSurvivalSVM(rank_ratio=1.0, fit_intercept=True)
self.assertRaisesRegex(
ValueError,
"fit_intercept=True is only meaningful if rank_ratio < 1.0",
ssvm.fit, x, y)
def test_fit_and_predict_hybrid_no_intercept(self):
if self.OPTIMIZER in {'simple', 'PRSVM'}:
raise unittest.SkipTest("regression not implemented for " +
self.OPTIMIZER)
ssvm = FastSurvivalSVM(optimizer=self.OPTIMIZER,
rank_ratio=0.5,
max_iter=50,
fit_intercept=False,
random_state=0)
ssvm.fit(self.x.values, self.y)
self.assertFalse(hasattr(ssvm, "intercept_"))
expected_coef = numpy.array([
0.00669121, -0.2754864, -0.14124808, 0.0748376, -0.2812598,
0.07543884, 0.09845683, 0.08398258, -0.12182314, 0.02637739,
0.03060149, 0.11870598, -0.52688224, -0.01762842
])
assert_array_almost_equal(expected_coef, ssvm.coef_)
pred = ssvm.predict(self.x.values)
rmse = numpy.sqrt(mean_squared_error(self.y['lenfol'], pred))
self.assertAlmostEqual(1128.4460587629746, rmse)
def test_fit_and_predict_regression_no_intercept(self):
if self.OPTIMIZER in {'simple', 'PRSVM'}:
raise unittest.SkipTest("regression not implemented for " +
self.OPTIMIZER)
ssvm = FastSurvivalSVM(optimizer=self.OPTIMIZER,
rank_ratio=0.0,
max_iter=50,
fit_intercept=False,
random_state=0)
ssvm.fit(self.x.values, self.y)
self.assertFalse(hasattr(ssvm, "intercept_"))
expected_coef = numpy.array([
1.39989875, -1.16903161, -0.40195857, -0.05848903, -0.08421557,
4.11924729, 0.25135451, 1.89067276, -0.25751401, -0.10213143,
1.56333622, 3.10136873, -2.23644848, -0.11620715
])
assert_array_almost_equal(expected_coef, ssvm.coef_)
pred = ssvm.predict(self.x.values)
rmse = numpy.sqrt(mean_squared_error(self.y['lenfol'], pred))
self.assertAlmostEqual(15838.510668936022, rmse)
def test_survival_constraints_with_ties(self):
y = numpy.array([True, True, False, False, True, False, True, True, False, False, False, True])
time = numpy.array([20, 33, 33, 40, 50, 66, 66, 66, 89, 110, 110, 111])
expected_order = numpy.array([0, 2, 1, 3, 4, 7, 5, 6, 8, 9, 10, 11])
samples_order = FastSurvivalSVM._argsort_and_resolve_ties(time, numpy.random.RandomState(0))
numpy.testing.assert_array_equal(expected_order, samples_order)
expected = numpy.array([
[-1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
[-1, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0],
[-1, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0],
[-1, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0, 0],
[-1, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0, 0],
[-1, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0, 0],
[-1, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0, 0],
[-1, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0, 0],
[-1, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 0],
[-1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0],
[-1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1],
[0, 0, -1, 1, 0, 0, 0, 0, 0, 0, 0, 0],
[0, 0, -1, 0, 1, 0, 0, 0, 0, 0, 0, 0],
[0, 0, -1, 0, 0, 1, 0, 0, 0, 0, 0, 0],
[0, 0, -1, 0, 0, 0, 1, 0, 0, 0, 0, 0],
[0, 0, -1, 0, 0, 0, 0, 1, 0, 0, 0, 0],
[0, 0, -1, 0, 0, 0, 0, 0, 1, 0, 0, 0],
[0, 0, -1, 0, 0, 0, 0, 0, 0, 1, 0, 0],
[0, 0, -1, 0, 0, 0, 0, 0, 0, 0, 1, 0],
[0, 0, -1, 0, 0, 0, 0, 0, 0, 0, 0, 1],
[0, 0, 0, 0, -1, 1, 0, 0, 0, 0, 0, 0],
[0, 0, 0, 0, -1, 0, 1, 0, 0, 0, 0, 0],
[0, 0, 0, 0, -1, 0, 0, 1, 0, 0, 0, 0],
[0, 0, 0, 0, -1, 0, 0, 0, 1, 0, 0, 0],
[0, 0, 0, 0, -1, 0, 0, 0, 0, 1, 0, 0],
[0, 0, 0, 0, -1, 0, 0, 0, 0, 0, 1, 0],
[0, 0, 0, 0, -1, 0, 0, 0, 0, 0, 0, 1],
[0, 0, 0, 0, 0, -1, 1, 0, 0, 0, 0, 0],
[0, 0, 0, 0, 0, -1, 0, 1, 0, 0, 0, 0],
[0, 0, 0, 0, 0, -1, 0, 0, 1, 0, 0, 0],
[0, 0, 0, 0, 0, -1, 0, 0, 0, 1, 0, 0],
[0, 0, 0, 0, 0, -1, 0, 0, 0, 0, 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, 0, 0, 0, 0, 0, 0, -1, 0, 1, 0, 0],
[0, 0, 0, 0, 0, 0, 0, -1, 0, 0, 1, 0],
[0, 0, 0, 0, 0, 0, 0, -1, 0, 0, 0, 1],
], dtype=numpy.int8)
A = survival_constraints_simple(numpy.asarray(y[samples_order], dtype=numpy.uint8))
assert_array_equal(expected, A.todense())
def test_compare_rbf(self):
x, y, _, _ = load_arff_file(WHAS500_FILE, ['fstat', 'lenfol'], '1')
kpca = KernelPCA(kernel="rbf")
xt = kpca.fit_transform(x)
nrsvm = FastSurvivalSVM(optimizer='rbtree', tol=1e-8, max_iter=1000, random_state=0)
nrsvm.fit(xt, y)
rsvm = FastKernelSurvivalSVM(optimizer='rbtree', kernel="rbf",
tol=1e-8, max_iter=1000, random_state=0)
rsvm.fit(x, y)
pred_nrsvm = nrsvm.predict(kpca.transform(x))
pred_rsvm = rsvm.predict(x)
self.assertEqual(len(pred_nrsvm), len(pred_rsvm))
c1 = concordance_index_censored(y['fstat'], y['lenfol'], pred_nrsvm)
c2 = concordance_index_censored(y['fstat'], y['lenfol'], pred_rsvm)
self.assertAlmostEqual(c1[0], c2[0])
self.assertTupleEqual(c1[1:], c2[1:])
def test_compare_clinical_kernel(self):
x_full, y, _, _ = load_arff_file(WHAS500_FILE, ['fstat', 'lenfol'],
'1',
standardize_numeric=False,
to_numeric=False)
trans = ClinicalKernelTransform()
trans.fit(x_full)
x = encode_categorical(standardize(x_full))
kpca = KernelPCA(kernel=trans.pairwise_kernel)
xt = kpca.fit_transform(x)
nrsvm = FastSurvivalSVM(optimizer='rbtree',
tol=1e-8,
max_iter=1000,
random_state=0)
nrsvm.fit(xt, y)
rsvm = FastKernelSurvivalSVM(optimizer='rbtree',
kernel=trans.pairwise_kernel,
tol=1e-8,
max_iter=1000,
random_state=0)
rsvm.fit(x, y)
pred_nrsvm = nrsvm.predict(kpca.transform(x))
pred_rsvm = rsvm.predict(x)
self.assertEqual(len(pred_nrsvm), len(pred_rsvm))
c1 = concordance_index_censored(y['fstat'], y['lenfol'], pred_nrsvm)
c2 = concordance_index_censored(y['fstat'], y['lenfol'], pred_rsvm)
self.assertAlmostEqual(c1[0], c2[0])
self.assertTupleEqual(c1[1:], c2[1:])
def test_fit_and_predict_regression(self):
if self.OPTIMIZER in {'simple', 'PRSVM'}:
raise unittest.SkipTest("regression not implemented for " +
self.OPTIMIZER)
ssvm = FastSurvivalSVM(optimizer=self.OPTIMIZER,
rank_ratio=0.0,
max_iter=50,
fit_intercept=True,
random_state=0)
ssvm.fit(self.x.values, self.y)
self.assertAlmostEqual(6.4160179606675278, ssvm.intercept_)
expected_coef = numpy.array([
-0.0730891368237, -0.536630355029, -0.497411603275, 0.269039958377,
-0.730559850692, -0.0148443526234, 0.285916578892, 0.165960302339,
-0.301749910087, 0.334855938531, 0.0886214732161, 0.0554890272028,
-2.12680470014, 0.0421466831393
])
assert_array_almost_equal(expected_coef, ssvm.coef_)
pred = ssvm.predict(self.x.values)
rmse = numpy.sqrt(mean_squared_error(self.y['lenfol'], pred))
self.assertAlmostEqual(1206.6556186869332, rmse)
def test_rank_ratio_out_of_bounds(self):
x = numpy.zeros((100, 10))
y = numpy.empty(dtype=[('event', bool), ('time', float)], shape=100)
y['event'] = numpy.ones(100, dtype=bool)
y['time'] = numpy.arange(100, dtype=float)
ssvm = FastSurvivalSVM(rank_ratio=-1)
self.assertRaisesRegex(ValueError, "rank_ratio must be in \[0; 1\]",
ssvm.fit, x, y)
ssvm.set_params(rank_ratio=1.2)
self.assertRaisesRegex(ValueError, "rank_ratio must be in \[0; 1\]",
ssvm.fit, x, y)
ssvm.set_params(rank_ratio=numpy.nan)
self.assertRaisesRegex(ValueError, "rank_ratio must be in \[0; 1\]",
ssvm.fit, x, y)
ssvm.set_params(rank_ratio=numpy.inf)
self.assertRaisesRegex(ValueError, "rank_ratio must be in \[0; 1\]",
ssvm.fit, x, y)
def test_rank_ratio_out_of_bounds(self):
x = numpy.zeros((100, 10))
y = numpy.empty(dtype=[('event', bool), ('time', float)], shape=100)
y['event'] = numpy.ones(100, dtype=bool)
y['time'] = numpy.arange(100, dtype=float)
ssvm = FastSurvivalSVM(rank_ratio=-1)
self.assertRaisesRegex(ValueError, "rank_ratio must be in \[0; 1\]",
ssvm.fit, x, y)
ssvm.set_params(rank_ratio=1.2)
self.assertRaisesRegex(ValueError, "rank_ratio must be in \[0; 1\]",
ssvm.fit, x, y)
ssvm.set_params(rank_ratio=numpy.nan)
self.assertRaisesRegex(ValueError, "rank_ratio must be in \[0; 1\]",
ssvm.fit, x, y)
ssvm.set_params(rank_ratio=numpy.inf)
self.assertRaisesRegex(ValueError, "rank_ratio must be in \[0; 1\]",
ssvm.fit, x, y)
def test_default_optimizer(self):
self.assertEqual(
'avltree',
FastSurvivalSVM().fit(self.x.values, self.y).optimizer)
