예제 #1
0
def test_pls_errors():
    d = load_linnerud()
    X = d.data
    Y = d.target
    for clf in [pls_.PLSCanonical(), pls_.PLSRegression(), pls_.PLSSVD()]:
        clf.n_components = 4
        assert_raise_message(ValueError, "Invalid number of components",
                             clf.fit, X, Y)
예제 #2
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def test_scale():
    d = load_linnerud()
    X = d.data
    Y = d.target

    # causes X[:, -1].std() to be zero
    X[:, -1] = 1.0

    for clf in [pls_.PLSCanonical(), pls_.PLSRegression(), pls_.PLSSVD()]:
        clf.set_params(scale=True)
        clf.fit(X, Y)
예제 #3
0
def test_scale_and_stability():
    # We test scale=True parameter
    # This allows to check numerical stability over platforms as well

    d = load_linnerud()
    X1 = d.data
    Y1 = d.target
    # causes X[:, -1].std() to be zero
    X1[:, -1] = 1.0

    # From bug #2821
    # Test with X2, T2 s.t. clf.x_score[:, 1] == 0, clf.y_score[:, 1] == 0
    # This test robustness of algorithm when dealing with value close to 0
    X2 = np.array([[0., 0., 1.],
                   [1., 0., 0.],
                   [2., 2., 2.],
                   [3., 5., 4.]])
    Y2 = np.array([[0.1, -0.2],
                   [0.9, 1.1],
                   [6.2, 5.9],
                   [11.9, 12.3]])

    for (X, Y) in [(X1, Y1), (X2, Y2)]:
        X_std = X.std(axis=0, ddof=1)
        X_std[X_std == 0] = 1
        Y_std = Y.std(axis=0, ddof=1)
        Y_std[Y_std == 0] = 1

        X_s = (X - X.mean(axis=0)) / X_std
        Y_s = (Y - Y.mean(axis=0)) / Y_std

        for clf in [CCA(), pls_.PLSCanonical(), pls_.PLSRegression(),
                    pls_.PLSSVD()]:
            clf.set_params(scale=True)
            X_score, Y_score = clf.fit_transform(X, Y)
            clf.set_params(scale=False)
            X_s_score, Y_s_score = clf.fit_transform(X_s, Y_s)
            assert_array_almost_equal(X_s_score, X_score)
            assert_array_almost_equal(Y_s_score, Y_score)
            # Scaling should be idempotent
            clf.set_params(scale=True)
            X_score, Y_score = clf.fit_transform(X_s, Y_s)
            assert_array_almost_equal(X_s_score, X_score)
            assert_array_almost_equal(Y_s_score, Y_score)