def test_randomized_lasso():
"""Check randomized lasso"""
scaling = 0.3
selection_threshold = 0.5
# or with 1 alpha
clf = RandomizedLasso(verbose=False, alpha=1, random_state=42,
scaling=scaling, selection_threshold=selection_threshold)
feature_scores = clf.fit(X, y).scores_
assert_equal(np.argsort(F)[-3:], np.argsort(feature_scores)[-3:])
# or with many alphas
clf = RandomizedLasso(verbose=False, alpha=[1, 0.8], random_state=42,
scaling=scaling, selection_threshold=selection_threshold)
feature_scores = clf.fit(X, y).scores_
assert_equal(clf.all_scores_.shape, (X.shape[1], 2))
assert_equal(np.argsort(F)[-3:], np.argsort(feature_scores)[-3:])
X_r = clf.transform(X)
X_full = clf.inverse_transform(X_r)
assert_equal(X_r.shape[1], np.sum(feature_scores > selection_threshold))
assert_equal(X_full.shape, X.shape)
clf = RandomizedLasso(verbose=False, alpha='aic', random_state=42,
scaling=scaling)
feature_scores = clf.fit(X, y).scores_
assert_equal(feature_scores, X.shape[1] * [1.])
clf = RandomizedLasso(verbose=False, scaling=-0.1)
assert_raises(ValueError, clf.fit, X, y)
clf = RandomizedLasso(verbose=False, scaling=1.1)
assert_raises(ValueError, clf.fit, X, y)
def test_randomized_lasso():
# Check randomized lasso
scaling = 0.3
selection_threshold = 0.5
# or with 1 alpha
clf = RandomizedLasso(verbose=False, alpha=1, random_state=42,
scaling=scaling,
selection_threshold=selection_threshold)
feature_scores = clf.fit(X, y).scores_
assert_array_equal(np.argsort(F)[-3:], np.argsort(feature_scores)[-3:])
# or with many alphas
clf = RandomizedLasso(verbose=False, alpha=[1, 0.8], random_state=42,
scaling=scaling,
selection_threshold=selection_threshold)
feature_scores = clf.fit(X, y).scores_
assert_equal(clf.all_scores_.shape, (X.shape[1], 2))
assert_array_equal(np.argsort(F)[-3:], np.argsort(feature_scores)[-3:])
X_r = clf.transform(X)
X_full = clf.inverse_transform(X_r)
assert_equal(X_r.shape[1], np.sum(feature_scores > selection_threshold))
assert_equal(X_full.shape, X.shape)
clf = RandomizedLasso(verbose=False, alpha='aic', random_state=42,
scaling=scaling)
feature_scores = clf.fit(X, y).scores_
assert_array_equal(feature_scores, X.shape[1] * [1.])
clf = RandomizedLasso(verbose=False, scaling=-0.1)
assert_raises(ValueError, clf.fit, X, y)
clf = RandomizedLasso(verbose=False, scaling=1.1)
assert_raises(ValueError, clf.fit, X, y)
def test_randomized_lasso():
# Check randomized lasso
scaling = 0.3
selection_threshold = 0.5
n_resampling = 20
# or with 1 alpha
clf = RandomizedLasso(verbose=False,
alpha=1,
random_state=42,
scaling=scaling,
n_resampling=n_resampling,
selection_threshold=selection_threshold)
feature_scores = clf.fit(X, y).scores_
assert_array_equal(np.argsort(F)[-3:], np.argsort(feature_scores)[-3:])
# or with many alphas
clf = RandomizedLasso(verbose=False,
alpha=[1, 0.8],
random_state=42,
scaling=scaling,
n_resampling=n_resampling,
selection_threshold=selection_threshold)
feature_scores = clf.fit(X, y).scores_
assert_equal(clf.all_scores_.shape, (X.shape[1], 2))
assert_array_equal(np.argsort(F)[-3:], np.argsort(feature_scores)[-3:])
# test caching
try:
tempdir = mkdtemp()
clf = RandomizedLasso(verbose=False,
alpha=[1, 0.8],
random_state=42,
scaling=scaling,
selection_threshold=selection_threshold,
memory=tempdir)
feature_scores = clf.fit(X, y).scores_
assert_equal(clf.all_scores_.shape, (X.shape[1], 2))
assert_array_equal(np.argsort(F)[-3:], np.argsort(feature_scores)[-3:])
finally:
shutil.rmtree(tempdir)
X_r = clf.transform(X)
X_full = clf.inverse_transform(X_r)
assert_equal(X_r.shape[1], np.sum(feature_scores > selection_threshold))
assert_equal(X_full.shape, X.shape)
clf = RandomizedLasso(verbose=False,
alpha='aic',
random_state=42,
scaling=scaling,
n_resampling=100)
feature_scores = clf.fit(X, y).scores_
assert_allclose(feature_scores, [1., 1., 1., 0.225, 1.], rtol=0.2)
clf = RandomizedLasso(verbose=False, scaling=-0.1)
assert_raises(ValueError, clf.fit, X, y)
clf = RandomizedLasso(verbose=False, scaling=1.1)
assert_raises(ValueError, clf.fit, X, y)
def test_randomized_lasso():
# Check randomized lasso
scaling = 0.3
selection_threshold = 0.5
n_resampling = 20
# or with 1 alpha
clf = RandomizedLasso(verbose=False, alpha=1, random_state=42,
scaling=scaling, n_resampling=n_resampling,
selection_threshold=selection_threshold)
feature_scores = clf.fit(X, y).scores_
assert_array_equal(np.argsort(F)[-3:], np.argsort(feature_scores)[-3:])
# or with many alphas
clf = RandomizedLasso(verbose=False, alpha=[1, 0.8], random_state=42,
scaling=scaling, n_resampling=n_resampling,
selection_threshold=selection_threshold)
feature_scores = clf.fit(X, y).scores_
assert_equal(clf.all_scores_.shape, (X.shape[1], 2))
assert_array_equal(np.argsort(F)[-3:], np.argsort(feature_scores)[-3:])
# test caching
try:
tempdir = mkdtemp()
clf = RandomizedLasso(verbose=False, alpha=[1, 0.8], random_state=42,
scaling=scaling,
selection_threshold=selection_threshold,
memory=tempdir)
feature_scores = clf.fit(X, y).scores_
assert_equal(clf.all_scores_.shape, (X.shape[1], 2))
assert_array_equal(np.argsort(F)[-3:], np.argsort(feature_scores)[-3:])
finally:
shutil.rmtree(tempdir)
X_r = clf.transform(X)
X_full = clf.inverse_transform(X_r)
assert_equal(X_r.shape[1], np.sum(feature_scores > selection_threshold))
assert_equal(X_full.shape, X.shape)
clf = RandomizedLasso(verbose=False, alpha='aic', random_state=42,
scaling=scaling, n_resampling=100)
feature_scores = clf.fit(X, y).scores_
assert_allclose(feature_scores, [1., 1., 1., 0.225, 1.], rtol=0.2)
clf = RandomizedLasso(verbose=False, scaling=-0.1)
assert_raises(ValueError, clf.fit, X, y)
clf = RandomizedLasso(verbose=False, scaling=1.1)
assert_raises(ValueError, clf.fit, X, y)
def test_randomized_lasso_precompute():
# Check randomized lasso for different values of precompute
n_resampling = 20
alpha = 1
random_state = 42
G = np.dot(X.T, X)
clf = RandomizedLasso(alpha=alpha, random_state=random_state,
precompute=G, n_resampling=n_resampling)
feature_scores_1 = clf.fit(X, y).scores_
for precompute in [True, False, None, 'auto']:
clf = RandomizedLasso(alpha=alpha, random_state=random_state,
precompute=precompute, n_resampling=n_resampling)
feature_scores_2 = clf.fit(X, y).scores_
assert_array_equal(feature_scores_1, feature_scores_2)
def test_randomized_lasso_precompute():
# Check randomized lasso for different values of precompute
n_resampling = 20
alpha = 1
random_state = 42
G = np.dot(X.T, X)
clf = RandomizedLasso(alpha=alpha,
random_state=random_state,
precompute=G,
n_resampling=n_resampling)
feature_scores_1 = clf.fit(X, y).scores_
for precompute in [True, False, None, 'auto']:
clf = RandomizedLasso(alpha=alpha,
random_state=random_state,
precompute=precompute,
n_resampling=n_resampling)
feature_scores_2 = clf.fit(X, y).scores_
assert_array_equal(feature_scores_1, feature_scores_2)