def test_statsmodels_unknown_constant_position(): estimator = utils.StatsmodelsSklearnLikeWrapper( sm.GLS, dict(init=dict(hasconst=True))) _, __, estimator = utils.get_regression_model_trainer()(estimator) assembler = assemblers.StatsmodelsLinearModelAssembler(estimator) assembler.assemble()
def test_statsmodels_w_const(): estimator = utils.StatsmodelsSklearnLikeWrapper( sm.GLS, dict(init=dict(fit_intercept=True))) _, __, estimator = utils.get_regression_model_trainer()(estimator) assembler = assemblers.StatsmodelsLinearModelAssembler(estimator) actual = assembler.assemble() feature_weight_mul = [ ast.BinNumExpr(ast.FeatureRef(0), ast.NumVal(-0.1085910250), ast.BinNumOpType.MUL), ast.BinNumExpr(ast.FeatureRef(1), ast.NumVal(0.0441988987), ast.BinNumOpType.MUL), ast.BinNumExpr(ast.FeatureRef(2), ast.NumVal(0.0174669054), ast.BinNumOpType.MUL), ast.BinNumExpr(ast.FeatureRef(3), ast.NumVal(2.8323210870), ast.BinNumOpType.MUL), ast.BinNumExpr(ast.FeatureRef(4), ast.NumVal(-18.4837486980), ast.BinNumOpType.MUL), ast.BinNumExpr(ast.FeatureRef(5), ast.NumVal(3.8354955484), ast.BinNumOpType.MUL), ast.BinNumExpr(ast.FeatureRef(6), ast.NumVal(0.0001409165), ast.BinNumOpType.MUL), ast.BinNumExpr(ast.FeatureRef(7), ast.NumVal(-1.5040340047), ast.BinNumOpType.MUL), ast.BinNumExpr(ast.FeatureRef(8), ast.NumVal(0.3106174852), ast.BinNumOpType.MUL), ast.BinNumExpr(ast.FeatureRef(9), ast.NumVal(-0.0123066500), ast.BinNumOpType.MUL), ast.BinNumExpr(ast.FeatureRef(10), ast.NumVal(-0.9736183985), ast.BinNumOpType.MUL), ast.BinNumExpr(ast.FeatureRef(11), ast.NumVal(0.0094039648), ast.BinNumOpType.MUL), ast.BinNumExpr(ast.FeatureRef(12), ast.NumVal(-0.5203427347), ast.BinNumOpType.MUL), ] expected = assemblers.utils.apply_op_to_expressions( ast.BinNumOpType.ADD, ast.NumVal(37.1353468527), *feature_weight_mul) assert utils.cmp_exprs(actual, expected)
def test_statsmodels_wo_const(): estimator = utils.StatsmodelsSklearnLikeWrapper(sm.GLS, {}) _, __, estimator = utils.get_regression_model_trainer()(estimator) assembler = assemblers.StatsmodelsLinearModelAssembler(estimator) actual = assembler.assemble() feature_weight_mul = [ ast.BinNumExpr(ast.FeatureRef(0), ast.NumVal(-0.0926871267), ast.BinNumOpType.MUL), ast.BinNumExpr(ast.FeatureRef(1), ast.NumVal(0.0482139967), ast.BinNumOpType.MUL), ast.BinNumExpr(ast.FeatureRef(2), ast.NumVal(-0.0075524567), ast.BinNumOpType.MUL), ast.BinNumExpr(ast.FeatureRef(3), ast.NumVal(2.9965313383), ast.BinNumOpType.MUL), ast.BinNumExpr(ast.FeatureRef(4), ast.NumVal(-3.0877925575), ast.BinNumOpType.MUL), ast.BinNumExpr(ast.FeatureRef(5), ast.NumVal(5.9546630146), ast.BinNumOpType.MUL), ast.BinNumExpr(ast.FeatureRef(6), ast.NumVal(-0.0073548271), ast.BinNumOpType.MUL), ast.BinNumExpr(ast.FeatureRef(7), ast.NumVal(-0.9828206079), ast.BinNumOpType.MUL), ast.BinNumExpr(ast.FeatureRef(8), ast.NumVal(0.1727389546), ast.BinNumOpType.MUL), ast.BinNumExpr(ast.FeatureRef(9), ast.NumVal(-0.0094218658), ast.BinNumOpType.MUL), ast.BinNumExpr(ast.FeatureRef(10), ast.NumVal(-0.3931071261), ast.BinNumOpType.MUL), ast.BinNumExpr(ast.FeatureRef(11), ast.NumVal(0.0149656744), ast.BinNumOpType.MUL), ast.BinNumExpr(ast.FeatureRef(12), ast.NumVal(-0.4133835832), ast.BinNumOpType.MUL), ] expected = assemblers.utils.apply_op_to_expressions( ast.BinNumOpType.ADD, ast.NumVal(0.0), *feature_weight_mul) assert utils.cmp_exprs(actual, expected)