def test_add_predictors_target_not_in_sync_raise_ValueError(self):
stacker = LinearPredictorStacker(metric=metric_rmse)
self.assertRaises(ValueError,
stacker.add_predictors_by_filename,
files=[
get_path('noid_OOF_predictions_1.csv'),
get_path('noid_OOF_predictions_2.csv')
])
def test_standard_fit_regression_stacker_no_bagging_free_weights(self):
"""Test regression stacking with metric mean absolute error, no bagging"""
stacker = LinearPredictorStacker(
metric=metric_mae,
algorithm=LinearPredictorStacker.STANDARD,
normed_weights=False,
max_iter=200,
n_bags=1,
colsample=1.,
subsample=1.,
verbose=2,
eps=1e-3,
seed=0)
stacker.add_predictors_by_filename(files=[
get_path('noid_OOF_predictions_2.csv'),
get_path('noid_OOF_predictions_3.csv'),
get_path('noid_OOF_predictions_4.csv')
])
self.assertEqual(len(stacker.target), 1000)
self.assertEqual(len(stacker.predictors), 1000)
self.assertEqual(stacker.predictors.shape[1], 22)
stacker.fit()
print(stacker.get_weights())
self.assertAlmostEqual(stacker.score, 1185.0745095110819, places=4)
self.assertAlmostEqual(stacker.mean_score,
1188.5725272161117,
places=4)
def test_fit_swapping_regression_stacker_no_bagging_normed_weights(self):
"""Test regression stacking with metric mean absolute error, no bagging"""
stacker = LinearPredictorStacker(
metric=metric_mae,
algorithm=LinearPredictorStacker.SWAPPING,
normed_weights=True,
max_iter=2000,
n_bags=1,
colsample=1.,
subsample=1.,
verbose=2,
eps=1e-3,
seed=11)
stacker.add_predictors_by_filename(files=[
get_path('noid_OOF_predictions_2.csv'),
get_path('noid_OOF_predictions_3.csv'),
get_path('noid_OOF_predictions_4.csv')
])
self.assertEqual(len(stacker.target), 1000)
self.assertEqual(len(stacker.predictors), 1000)
self.assertEqual(stacker.predictors.shape[1], 22)
stacker.fit()
self.assertAlmostEqual(stacker.score, 1156.3066, places=4)
self.assertAlmostEqual(stacker.mean_score,
1188.5725272161117,
places=4)
def test_init_stacker(self):
"""Check LinearPredictorStacker's attributes initialization"""
stacker = LinearPredictorStacker(metric=metric_rmse)
self.assertEqual(stacker.metric, metric_rmse)
self.assertEqual(stacker.predictors, None)
self.assertEqual(stacker.target, None)
self.assertEqual(stacker.weights, None)
self.assertEqual(stacker.score, None)
self.assertEqual(stacker.maximize, False)
self.assertEqual(stacker.algo, LinearPredictorStacker.STANDARD)
self.assertEqual(stacker.max_predictors, 1.0)
self.assertEqual(stacker.max_samples, 1.0)
self.assertEqual(stacker.n_bags, 1)
self.assertEqual(stacker.max_iter, 10)
# self.assertEqual(stacker.step, 1)
self.assertEqual(stacker.verbose, 0)
self.assertEqual(stacker.verb_round, 1)
self.assertEqual(stacker.normed_weights, True)
self.assertEqual(stacker.eps, 1e-5)
self.assertEqual(stacker.seed, None)
def test_fit_with_predictors_and_target_exception_tests(self):
data = pd.read_csv(get_path('noid_OOF_predictions_2.csv'))
target = data.loss
data.drop(['loss'], axis=1, inplace=True)
stacker = LinearPredictorStacker(
metric=metric_rmse,
algorithm=LinearPredictorStacker.SWAPPING,
max_iter=20,
n_bags=1,
colsample=1.,
subsample=1.,
verbose=0)
# Predictors and target do not have same length
self.assertRaises(ValueError,
stacker.fit,
predictors=data,
target=target.head(100))
# Predictors contain null values
data_null = data.copy()
data_null[data_null < 1000] = np.nan
self.assertRaises(ValueError,
stacker.fit,
predictors=data_null,
target=target)
# target contains null values
target_null = target.copy()
target_null[target_null < 1000] = np.nan
self.assertRaises(ValueError,
stacker.fit,
predictors=data,
target=target_null)
# target contains more than one columns
self.assertRaises(ValueError,
stacker.fit,
predictors=data,
target=data)
def test_fit_regression_stacker_mae_ten_bags(self):
"""Test regression stacking with metric mean absolute error and 20 bags"""
stacker = LinearPredictorStacker(metric=metric_mae,
max_iter=10,
n_bags=20,
colsample=.8,
subsample=.8,
seed=24698537)
stacker.add_predictors_by_filename(files=[
get_path('noid_OOF_predictions_2.csv'),
get_path('noid_OOF_predictions_3.csv'),
get_path('noid_OOF_predictions_4.csv')
])
self.assertEqual(len(stacker.target), 1000)
self.assertEqual(len(stacker.predictors), 1000)
self.assertEqual(stacker.predictors.shape[1], 22)
stacker.fit()
self.assertAlmostEqual(stacker.score, 1179.2406088734808, places=4)
# Old version self.assertAlmostEqual(stacker.score, 1187.6537373418842, places=4)
self.assertAlmostEqual(stacker.mean_score,
1188.5725272161117,
places=4)
def test_fit_regression_stacker_rmse_no_bagging_step_decrease(self):
"""Test regression stacking with metric root mean squared error, no bagging"""
stacker = LinearPredictorStacker(metric=metric_rmse,
max_iter=250,
n_bags=1,
colsample=1.,
subsample=1.,
verbose=0)
stacker.add_predictors_by_filename(files=[
get_path('noid_OOF_predictions_2.csv'),
get_path('noid_OOF_predictions_3.csv'),
get_path('noid_OOF_predictions_4.csv')
])
self.assertEqual(len(stacker.target), 1000)
self.assertEqual(len(stacker.predictors), 1000)
self.assertEqual(stacker.predictors.shape[1], 22)
stacker.fit()
self.assertAlmostEqual(stacker.score, 1972.574584232116, places=4)
# Old version self.assertAlmostEqual(stacker.score, 2030.5021340510675, places=4)
self.assertAlmostEqual(stacker.mean_score,
2032.2110846499691,
places=4)
def test_fit_regression_stacker_mae_no_bagging(self):
"""Test regression stacking with metric mean absolute error, no bagging"""
stacker = LinearPredictorStacker(metric=metric_mae,
max_iter=20,
n_bags=1,
colsample=1.,
subsample=1.,
verbose=0)
stacker.add_predictors_by_filename(files=[
get_path('noid_OOF_predictions_2.csv'),
get_path('noid_OOF_predictions_3.csv'),
get_path('noid_OOF_predictions_4.csv')
])
self.assertEqual(len(stacker.target), 1000)
self.assertEqual(len(stacker.predictors), 1000)
self.assertEqual(stacker.predictors.shape[1], 22)
stacker.fit()
self.assertAlmostEqual(stacker.score, 1176.295406, places=4)
# Old version self.assertAlmostEqual(stacker.score, 1187.1916616561432, places=4)
self.assertAlmostEqual(stacker.mean_score,
1188.5725272161117,
places=4)
def test_swapping_fit_regression_stacker_rmse_no_bagging(self):
"""Test regression stacking with metric root mean squared error, no bagging"""
stacker = LinearPredictorStacker(
metric=metric_rmse,
algorithm=LinearPredictorStacker.SWAPPING,
max_iter=20,
n_bags=1,
colsample=1.,
subsample=1.,
verbose=0)
stacker.add_predictors_by_filename(files=[
get_path('noid_OOF_predictions_2.csv'),
get_path('noid_OOF_predictions_3.csv'),
get_path('noid_OOF_predictions_4.csv')
])
self.assertEqual(len(stacker.target), 1000)
self.assertEqual(len(stacker.predictors), 1000)
self.assertEqual(stacker.predictors.shape[1], 22)
stacker.fit()
self.assertAlmostEqual(stacker.score, 2008.0897782026507, places=4)
self.assertAlmostEqual(stacker.mean_score,
2032.2110846499691,
places=4)
def test_regression_r2_score_maximization(self):
stacker = LinearPredictorStacker(
metric=r2_score,
maximize=True,
algorithm=LinearPredictorStacker.STANDARD,
normed_weights=False,
max_iter=200,
n_bags=1,
colsample=1.,
subsample=1.,
verbose=2,
eps=1e-4,
seed=0)
stacker.add_predictors_by_filename(files=[
get_path('noid_OOF_predictions_2.csv'),
get_path('noid_OOF_predictions_3.csv'),
get_path('noid_OOF_predictions_4.csv')
])
self.assertEqual(len(stacker.target), 1000)
self.assertEqual(len(stacker.predictors), 1000)
self.assertEqual(stacker.predictors.shape[1], 22)
stacker.fit()
self.assertAlmostEqual(stacker.score, 0.5478882, places=4)
self.assertAlmostEqual(stacker.mean_score, 0.537271112149033, places=4)
def test_add_predictors_not_a_string_raise_TypeError(self):
stacker = LinearPredictorStacker(metric=metric_rmse)
self.assertRaises(TypeError,
stacker.add_predictors_by_filename,
files=[1, 2])
def test_add_predictors_file_error_raise_ValueError(self):
stacker = LinearPredictorStacker(metric=metric_rmse)
self.assertRaises(ValueError,
stacker.add_predictors_by_filename,
files=[get_path('does_not_exist.csv')])
def test_fit_without_predictors_raise_ValueError(self):
stacker = LinearPredictorStacker(metric=metric_rmse)
self.assertRaises(ValueError, stacker.fit)