def test_fit_predict_naive_stack(teardown):
x_data = iris.data
y_t_data = iris.target
random_state = 123
# baikal way
x = Input()
y_t = Input()
y1 = LogisticRegression(random_state=random_state, solver="liblinear")(x, y_t)
y2 = RandomForestClassifier(random_state=random_state)(x, y_t)
features = Stack(axis=1)([y1, y2])
y = LogisticRegression(random_state=random_state, solver="liblinear")(features, y_t)
model = Model(x, y, y_t)
model.fit(x_data, y_t_data)
y_pred_baikal = model.predict(x_data)
# traditional way
logreg = LogisticRegression(random_state=random_state, solver="liblinear")
logreg.fit(x_data, y_t_data)
logreg_pred = logreg.predict(x_data)
random_forest = RandomForestClassifier(random_state=random_state)
random_forest.fit(x_data, y_t_data)
random_forest_pred = random_forest.predict(x_data)
features = np.stack([logreg_pred, random_forest_pred], axis=1)
stacked = LogisticRegression(random_state=random_state, solver="liblinear")
stacked.fit(features, y_t_data)
y_pred_traditional = stacked.predict(features)
assert_array_equal(y_pred_baikal, y_pred_traditional)
def test_nested_model_stack(teardown):
x_data = iris.data
y_t_data = iris.target
random_state = 123
n_components = 2
# ----------- baikal way
stacked_model_baikal = make_naive_stacked_model(
n_components, random_state, x_data, y_t_data
)
y_pred_baikal = stacked_model_baikal.predict(x_data)
# ----------- traditional way
# Submodel 1
submodel1 = LogisticRegression(
multi_class="multinomial", solver="lbfgs", random_state=random_state
)
pca = PCA(n_components=n_components, random_state=random_state)
pca.fit(x_data)
pca_trans = pca.transform(x_data)
submodel1.fit(pca_trans, y_t_data)
submodel1_pred = submodel1.predict(pca_trans)
# Submodel 2 (a nested stacked model)
random_forest = RandomForestClassifier(random_state=random_state)
random_forest.fit(x_data, y_t_data)
random_forest_pred = random_forest.predict(x_data)
extra_trees = ExtraTreesClassifier(random_state=random_state)
extra_trees.fit(x_data, y_t_data)
extra_trees_pred = extra_trees.predict(x_data)
features = np.stack([random_forest_pred, extra_trees_pred], axis=1)
submodel2 = LogisticRegression(
multi_class="multinomial", solver="lbfgs", random_state=random_state
)
submodel2.fit(features, y_t_data)
submodel2_pred = submodel2.predict(features)
# Stacked model
features = np.stack([submodel1_pred, submodel2_pred], axis=1)
stacked_model_traditional = LogisticRegression(
multi_class="multinomial", solver="lbfgs", random_state=random_state
)
stacked_model_traditional.fit(features, y_t_data)
y_pred_traditional = stacked_model_traditional.predict(features)
assert_array_equal(y_pred_baikal, y_pred_traditional)
def test_fit_predict_naive_stack_with_proba_features(teardown):
mask = iris.target != 2 # Reduce to binary problem to avoid ConvergenceWarning
x_data = iris.data[mask]
y_t_data = iris.target[mask]
random_state = 123
n_estimators = 5
# baikal way
x = Input()
y_t = Input()
y_p1 = LogisticRegression(random_state=random_state)(
x, y_t, compute_func="predict_proba"
)
y_p2 = RandomForestClassifier(n_estimators=n_estimators, random_state=random_state)(
x, y_t, compute_func="apply"
)
y_p1 = Lambda(compute_func=lambda array: array[:, 1:])(y_p1)
y_p2 = Lambda(compute_func=lambda array: array[:, 1:])(y_p2)
features = Concatenate(axis=1)([y_p1, y_p2])
y_p = LogisticRegression(random_state=random_state)(features, y_t)
model = Model(x, y_p, y_t)
model.fit(x_data, y_t_data)
y_pred_baikal = model.predict(x_data)
# traditional way
logreg = LogisticRegression(random_state=random_state)
logreg.fit(x_data, y_t_data)
logreg_proba = logreg.predict_proba(x_data)
random_forest = RandomForestClassifier(
n_estimators=n_estimators, random_state=random_state
)
random_forest.fit(x_data, y_t_data)
random_forest_leafidx = random_forest.apply(x_data)
features = np.concatenate(
[logreg_proba[:, 1:], random_forest_leafidx[:, 1:]], axis=1
)
stacked = LogisticRegression(random_state=random_state)
stacked.fit(features, y_t_data)
y_pred_traditional = stacked.predict(features)
assert_array_equal(y_pred_baikal, y_pred_traditional)
