def setUp(self):
"""Constructor for WeightedBinaryDecisionTrees.
We will clean up the loans_data by doing one hot encoding our features list, however, in the end we will
use some pre-built data for training and testing, but it uses the same method for one hot encoding.
"""
self.weighted_binary_decision_trees = WeightedBinaryDecisionTrees()
self.adaboost = AdaBoost()
self.predict = PredictOutput()
self.accuracy = Accuracy()
self.error = Error()
# Pandas type set
dtype_dict = {'grade': str, 'term': str, 'emp_length': str, 'bad_loans': int}
# Load the lending club data
self.loans_data = pd.read_csv('./unit_tests/test_data/classification/lending_club/lending_club_data.csv',
dtype=dtype_dict)
# List features and targets that we are interested
self.features = ['grade', 'term', 'home_ownership', 'emp_length']
self.target = 'safe_loans'
# Do a one hot encoding of features
for feature in self.features:
# One hot encode
loans_data_one_hot_encoded = pd.get_dummies(self.loans_data[feature].apply(lambda x: x),
prefix=feature, prefix_sep='.')
# Drop the feature
self.loans_data.drop(feature, axis=1, inplace=True)
# Join the feature with the new one encoded features
self.loans_data = pd.concat([self.loans_data, loans_data_one_hot_encoded], axis=1)
# Update our features
self.features = list(self.loans_data.columns.values)
self.features.remove('safe_loans')
# Load our training and testing data
self.train_data = pd.read_csv('./unit_tests/test_data/classification/lending_club/lending_club_train.csv')
self.test_data = pd.read_csv('./unit_tests/test_data/classification/lending_club/lending_club_test.csv')
class TestWeightedBinaryDecisionTrees(unittest.TestCase):
"""Tests for the BinaryDecisionTrees class.
Uses lending club data to test binary decision trees.
Statics:
_multiprocess_can_split_ (bool): Flag for nose tests to run tests in parallel.
"""
_multiprocess_can_split_ = True
def setUp(self):
"""Constructor for WeightedBinaryDecisionTrees.
We will clean up the loans_data by doing one hot encoding our features list, however, in the end we will
use some pre-built data for training and testing, but it uses the same method for one hot encoding.
"""
self.weighted_binary_decision_trees = WeightedBinaryDecisionTrees()
self.adaboost = AdaBoost()
self.predict = PredictOutput()
self.accuracy = Accuracy()
self.error = Error()
# Pandas type set
dtype_dict = {'grade': str, 'term': str, 'emp_length': str, 'bad_loans': int}
# Load the lending club data
self.loans_data = pd.read_csv('./unit_tests/test_data/classification/lending_club/lending_club_data.csv',
dtype=dtype_dict)
# List features and targets that we are interested
self.features = ['grade', 'term', 'home_ownership', 'emp_length']
self.target = 'safe_loans'
# Do a one hot encoding of features
for feature in self.features:
# One hot encode
loans_data_one_hot_encoded = pd.get_dummies(self.loans_data[feature].apply(lambda x: x),
prefix=feature, prefix_sep='.')
# Drop the feature
self.loans_data.drop(feature, axis=1, inplace=True)
# Join the feature with the new one encoded features
self.loans_data = pd.concat([self.loans_data, loans_data_one_hot_encoded], axis=1)
# Update our features
self.features = list(self.loans_data.columns.values)
self.features.remove('safe_loans')
# Load our training and testing data
self.train_data = pd.read_csv('./unit_tests/test_data/classification/lending_club/lending_club_train.csv')
self.test_data = pd.read_csv('./unit_tests/test_data/classification/lending_club/lending_club_test.csv')
def test_01_greedy_recursive(self):
"""Tests greedy recursive function for BinaryDecisionTrees class
We will use the training data to build a decision tree, and measure the accuracy with some known good values.
"""
# Create data weights
data_weights = pd.Series([1.] * 10 + [0.] * (len(self.train_data) - 20) + [1.] * 10)
# Create a decision tree
decision_tree = self.weighted_binary_decision_trees.greedy_recursive(self.train_data, self.features,
self.target,
{"data_weights": data_weights,
"current_depth": 0,
"max_depth": 2,
"minimum_error": 1e-15})
# Compute the accuracy of the decision tree
accuracy = self.error.binary_tree(decision_tree, self.train_data, self.target)
# Assert that the classification should be 0.48124865678057166
self.assertEqual(round(accuracy, 5), round(0.48124865678057166, 5))
def test_02_greedy_recursive_high_depth_low_features(self):
"""Tests greedy recursive function for BinaryDecisionTrees class
We will use the training data to build a decision tree, and measure the accuracy with some known good values.
"""
# Create data weights
data_weights = pd.Series([1.] * 10 + [0.] * (len(self.train_data) - 20) + [1.] * 10)
# Create a decision tree
decision_tree = self.weighted_binary_decision_trees.greedy_recursive(self.train_data, ['grade.A', 'grade.B'],
self.target,
{"data_weights": data_weights,
"current_depth": 0,
"max_depth": 2000,
"minimum_error": 1e-15})
# Compute the accuracy of the decision tree
accuracy = self.error.binary_tree(decision_tree, self.train_data, self.target)
# Assert that the classification should be 0.54148
self.assertEqual(round(accuracy, 5), round(0.54148, 5))
def test_03_greedy_recursive_high_depth_low_features(self):
"""Tests greedy recursive function for BinaryDecisionTrees class
We will use the training data to build a decision tree, and measure the accuracy with some known good values.
"""
# Create data weights
data_weights = pd.Series([1.] * 10 + [2.] * (len(self.train_data) - 20) + [-1.] * 10)
# Create a decision tree
decision_tree = self.weighted_binary_decision_trees.greedy_recursive(self.train_data, ['grade.A', 'grade.B',
'grade.C', 'grade.D',
'grade.E', 'grade.F',
'grade.G',
'term. 36 months'],
self.target,
{"data_weights": data_weights,
"current_depth": 0,
"max_depth": 20000,
"minimum_error": 1e-15})
# Compute the accuracy of the decision tree
accuracy = self.error.binary_tree(decision_tree, self.train_data, self.target)
# Assert that the classification should be 0.38491
self.assertEqual(round(accuracy, 5), round(0.38491, 5))
def test_04_adaboost(self):
"""Tests the adaboost algorithm.
Tests the adaboost algorithm with low number of iterations.
"""
# Create two weighted binary decision trees
weights_list, _ = self.adaboost.decision_tree(self.train_data, self.features, self.target,
iterations=2,
model_dict={"predict_method": self.predict.binary_tree,
"model": self.weighted_binary_decision_trees,
"model_method": "greedy_recursive",
"model_parameters": {"max_depth": 1,
"minimum_error": 1e-15,
"current_depth": 0}})
# The weights have to equal to [0.15802933659263743, 0.1768236329364191]
self.assertEqual([round(i, 5) for i in weights_list],
[round(0.15802933659263743, 5), round(0.1768236329364191, 5)])
def test_05_adaboost_high_iterations(self):
"""Tests the adaboost algorithm.
Tests the adaboost algorithm with high number of iterations.
"""
# Create ten weighted binary decision trees
weights_list, models_list = self.adaboost.decision_tree(self.train_data, self.features, self.target,
iterations=10,
model_dict={"predict_method": self.predict.binary_tree,
"model": self.weighted_binary_decision_trees,
"model_method": "greedy_recursive",
"model_parameters": {"max_depth": 1,
"minimum_error": 1e-15,
"current_depth": 0
}})
# Get the predictions of each dataset in the test data
predictions = self.predict.adaboost_binary_decision_tree(self.predict.binary_tree, models_list, weights_list,
self.test_data)
# Assert the predictions
self.assertEqual(list(predictions)[0:20],
[-1, 1, -1, -1, 1, -1, -1, 1, -1, -1, -1, 1, 1, -1, 1, 1, 1, -1, -1, -1])
# Accuracy has to match 0.620314519604
self.assertEqual(round(self.accuracy.decision_tree(self.test_data,
predictions,
self.target),
5),
round(0.620314519604, 5))
