示例#1
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def test_2d_categorical():
    # inputs
    x0 = ['cat', 'cat', 'cat', 'dog', 'dog', 'dog']
    x1 = ['red', 'blue', 'green', 'red', 'blue', 'green']
    y = [3., 1., 0., 7., 5., 4.]
    Xy = pd.DataFrame({'x0': x0, 'x1': x1, 'y': y})

    # test
    g = Golem(forest_type='dt', ntrees=1, random_state=42, verbose=False)
    g.fit(X=Xy.iloc[:, :-1], y=Xy.iloc[:, -1])

    y_robust = g.predict(X=Xy.iloc[:, :-1],
                         distributions={
                             'x0': Categorical(categories=list(set(x0)),
                                               unc=0.2),
                             'x1': Categorical(categories=list(set(x1)),
                                               unc=0.2)
                         })
    expected = [3.3, 1.9, 1.2, 5.7, 4.3, 3.6]
    assert_array_almost_equal(expected, y_robust)

    y_robust = g.predict(X=Xy.iloc[:, :-1],
                         distributions={
                             'x0':
                             Categorical(categories=list(set(x0)),
                                         unc=0.0000000000001),
                             'x1':
                             Categorical(categories=list(set(x1)),
                                         unc=0.0000000000001)
                         })
    expected = y
    assert_array_almost_equal(expected, y_robust)
示例#2
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def test_1d_continuous_bounded_inf_equals_unbounded():
    # inputs
    x = np.array([0., 0.2, 0.4, 0.6, 0.8, 1.]).reshape(-1, 1)
    y = np.array([0., 1., 0., 0.8, 0.8, 0.])

    # test a few input options
    g = Golem(forest_type='dt', ntrees=1, random_state=42, verbose=True)
    g.fit(X=x, y=y)

    # ---------
    # Gaussians
    # ---------
    y_robust_ref = g.predict(X=x, distributions=[Normal(std=0.2)])

    y_robust = g.predict(X=x,
                         distributions=[
                             FoldedNormal(std=0.2,
                                          low_bound=-np.inf,
                                          high_bound=np.inf)
                         ])
    assert_array_almost_equal(y_robust_ref, y_robust)

    y_robust = g.predict(X=x,
                         distributions=[
                             TruncatedNormal(std=0.2,
                                             low_bound=-np.inf,
                                             high_bound=np.inf)
                         ])
    assert_array_almost_equal(y_robust_ref, y_robust)

    # --------
    # Uniforms
    # --------
    y_robust_ref = g.predict(X=x, distributions=[Uniform(urange=0.2)])

    y_robust = g.predict(X=x,
                         distributions=[
                             BoundedUniform(urange=0.2,
                                            low_bound=-np.inf,
                                            high_bound=np.inf)
                         ])
    assert_array_almost_equal(y_robust_ref, y_robust)

    y_robust = g.predict(X=x,
                         distributions=[
                             TruncatedUniform(urange=0.2,
                                              low_bound=-np.inf,
                                              high_bound=np.inf)
                         ])
    assert_array_almost_equal(y_robust_ref, y_robust)
示例#3
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def test_1d_continuous_1():
    # inputs
    x = np.array([
        0.0, 0.05263158, 0.10526316, 0.15789474, 0.21052632, 0.26315789,
        0.31578947, 0.36842105, 0.42105263, 0.47368421, 0.52631579, 0.57894737,
        0.63157895, 0.68421053, 0.73684211, 0.78947368, 0.84210526, 0.89473684,
        0.94736842, 1.0
    ]).reshape(-1, 1)
    y = np.array([
        0., 0., 0.75, 0.75, 0.75, 0.75, 0.75, 0.75, 0., 0., 0., 0., 1., 0.5,
        1., 0.5, 0.5, 1., 0., 0.
    ])

    # test a few input options
    g = Golem(forest_type='dt',
              ntrees=1,
              goal='max',
              random_state=42,
              verbose=True)
    g.fit(X=x, y=y)

    g.predict(X=x, distributions=[Normal(std=0.1)])
    y_robust = g.get_merits(beta=0)
    expected = np.array([
        0.16115857, 0.29692691, 0.45141613, 0.58211272, 0.65490033, 0.65515297,
        0.58387391, 0.45953573, 0.32598349, 0.24245312, 0.25046356, 0.34463613,
        0.47534375, 0.58269396, 0.63168726, 0.61834583, 0.55102012, 0.43894327,
        0.30129135, 0.17149024
    ])
    assert_array_almost_equal(expected, y_robust)

    g.predict(X=x, distributions=[Normal(std=0.1)])
    y_robust = g.get_merits(beta=1)
    expected = np.array([
        -0.14689474, -0.06985585, 0.08428458, 0.26949584, 0.40531932,
        0.40574873, 0.27183403, 0.091973, -0.05302822, -0.12763612,
        -0.14015192, -0.08176542, 0.04979055, 0.20142471, 0.29739284,
        0.28884459, 0.18382555, 0.03298808, -0.10270032, -0.17547864
    ])
    assert_array_almost_equal(expected, y_robust)

    g.predict(X=x, distributions=[Uniform(urange=0.2)])
    y_robust = g.get_merits(beta=1)
    expected = np.array([
        -0.15122178, -0.0854665, 0.11190192, 0.44088347, 0.75, 0.75,
        0.44088347, 0.11190192, -0.0854665, -0.15122178, -0.20162907,
        -0.11981431, 0.07080252, 0.3735199, 0.44302233, 0.44302235, 0.3136041,
        0.05350977, -0.11981434, -0.20162905
    ])
    assert_array_almost_equal(expected, y_robust)
示例#4
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def test_get_tiles():
    """just checking method runs at the moment"""
    def objective(array):
        return np.sum(array**2, axis=1)

    # 2D input
    x0 = np.linspace(-1, 1, 10)
    x1 = np.linspace(-1, 1, 10)
    X = np.array([x0, x1]).T
    y = objective(X)

    # tests
    g = Golem(forest_type='rf',
              ntrees=5,
              goal='max',
              random_state=42,
              verbose=True)
    g.fit(X=X, y=y)
    for i in range(5):
        _ = g.get_tiles(tree_number=i)
示例#5
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def test_1d_categorical():
    # inputs
    x0 = ['red', 'blue', 'green']
    y = [3., 1., 0.]
    Xy = pd.DataFrame({'x0': x0, 'y': y})

    # test
    g = Golem(forest_type='dt', ntrees=1, random_state=42, verbose=False)
    g.fit(X=Xy.iloc[:, :-1], y=Xy.iloc[:, -1])

    y_robust = g.predict(
        X=Xy.iloc[:, :-1],
        distributions={'x0': Categorical(categories=x0, unc=0.4)})
    expected = [2.0, 1.2, 0.8]
    assert_array_almost_equal(expected, y_robust)

    y_robust = g.predict(
        X=Xy.iloc[:, :-1],
        distributions={'x0': Categorical(categories=x0, unc=0.0000000000001)})
    expected = y
    assert_array_almost_equal(expected, y_robust)
示例#6
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def test_2d_continuous_categorical():
    # inputs
    x0 = [0.5, 0.5, 0.5]
    x1 = ['red', 'blue', 'green']
    y = [3, 1, 0]
    Xy = pd.DataFrame({'x0': x0, 'x1': x1, 'y': y})

    # test
    g = Golem(forest_type='dt', ntrees=1, random_state=42, verbose=False)
    g.fit(X=Xy.iloc[:, :-1], y=Xy.iloc[:, -1])

    y_robust = g.predict(
        Xy.iloc[:, :-1],
        distributions={'x1': Categorical(categories=x1, unc=0.2)})
    expected = [2.5, 1.1, 0.4]
    assert_array_almost_equal(expected, y_robust)

    y_robust = g.predict(
        Xy.iloc[:, :-1],
        distributions={'x1': Categorical(categories=x1, unc=0.0000000000001)})
    expected = y
    assert_array_almost_equal(expected, y_robust)
示例#7
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def test_multiprocessing():

    # =======
    # 1D test
    # =======
    x = np.array([0., 0.2, 0.4, 0.6, 0.8, 1.]).reshape(-1, 1)
    y = np.array([0., 1., 0., 0.8, 0.8, 0.])

    # test a few input options
    g1 = Golem(forest_type='rf',
               ntrees=5,
               goal='max',
               nproc=1,
               random_state=42,
               verbose=True)
    g1.fit(X=x, y=y)
    g1.predict(X=x, distributions=[Normal(std=0.2)])
    y_robust1 = g1.get_merits(beta=0)
    g2 = Golem(forest_type='rf',
               ntrees=5,
               goal='max',
               nproc=None,
               random_state=42,
               verbose=True)
    g2.fit(X=x, y=y)
    g2.predict(X=x, distributions=[Normal(std=0.2)])
    y_robust2 = g2.get_merits(beta=0)
    assert_array_almost_equal(y_robust1, y_robust2)

    g1 = Golem(forest_type='dt',
               ntrees=5,
               goal='max',
               nproc=1,
               random_state=42,
               verbose=True)
    g1.fit(X=x.reshape(-1, 1), y=y)
    g1.predict(X=x, distributions=[Uniform(urange=0.15)])
    y_robust1 = g1.get_merits(beta=0)
    g2 = Golem(forest_type='dt',
               ntrees=5,
               goal='max',
               nproc=None,
               random_state=42,
               verbose=True)
    g2.fit(X=x.reshape(-1, 1), y=y)
    g2.predict(X=x, distributions=[Uniform(urange=0.15)])
    y_robust2 = g2.get_merits(beta=0)
    assert_array_almost_equal(y_robust1, y_robust2)

    # =======
    # 2D test
    # =======
    def objective(array):
        return np.sum(array**2, axis=1)

    # 2D input
    x0 = np.linspace(-1, 1, 10)
    x1 = np.linspace(-1, 1, 10)
    X = np.array([x0, x1]).T
    y = objective(X)

    # tests
    g1 = Golem(forest_type='rf',
               ntrees=5,
               goal='max',
               random_state=42,
               verbose=True)
    g1.fit(X=X, y=y)
    g1.predict(X=X, distributions=[Normal(std=0.2), Normal(std=0.2)])
    y_robust1 = g1.get_merits(beta=0)
    g2 = Golem(forest_type='rf',
               ntrees=5,
               goal='max',
               random_state=42,
               verbose=True)
    g2.fit(X=X, y=y)
    g2.predict(X=X, distributions=[Normal(std=0.2), Normal(std=0.2)])
    y_robust2 = g2.get_merits(beta=0)
    assert_array_almost_equal(y_robust1, y_robust2)

    g1 = Golem(forest_type='et',
               ntrees=4,
               goal='max',
               nproc=1,
               random_state=42,
               verbose=True)
    g1.fit(X=X, y=y)
    g1.predict(X=X, distributions=[Uniform(urange=0.3), Uniform(urange=0.3)])
    y_robust1 = g1.get_merits(beta=0)
    g2 = Golem(forest_type='et',
               ntrees=4,
               goal='max',
               nproc=None,
               random_state=42,
               verbose=True)
    g2.fit(X=X, y=y)
    g2.predict(X=X, distributions=[Uniform(urange=0.3), Uniform(urange=0.3)])
    y_robust2 = g2.get_merits(beta=0)
    assert_array_almost_equal(y_robust1, y_robust2)
示例#8
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def test_np_input_equals_pd_input():

    # =======
    # 1D test
    # =======
    x = np.array([0., 0.2, 0.4, 0.6, 0.8, 1.]).reshape(-1, 1)
    y = np.array([0., 1., 0., 0.8, 0.8, 0.])
    X = pd.DataFrame({'x': x.flatten(), 'y': y})

    # test a few input options
    g1 = Golem(forest_type='dt',
               ntrees=1,
               goal='max',
               random_state=42,
               verbose=True)
    g1.fit(X=x, y=y)
    g1.predict(X=x, distributions=[Normal(std=0.2)])
    y_robust1 = g1.get_merits(beta=0)
    g2 = Golem(forest_type='dt',
               ntrees=1,
               goal='max',
               random_state=42,
               verbose=True)
    g2.fit(X=X[['x']], y=y)
    g2.predict(X=X[['x']], distributions={'x': Normal(std=0.2)})
    y_robust2 = g2.get_merits(beta=0)
    assert_array_almost_equal(y_robust1, y_robust2)

    g1 = Golem(forest_type='dt',
               ntrees=1,
               goal='max',
               random_state=42,
               verbose=True)
    g1.fit(X=x.reshape(-1, 1), y=y)
    g1.predict(X=x, distributions=[Uniform(urange=0.15)])
    y_robust1 = g1.get_merits(beta=0)
    g2 = Golem(forest_type='dt',
               ntrees=1,
               goal='max',
               random_state=42,
               verbose=True)
    g2.fit(X=X[['x']], y=y)
    g2.predict(X=X[['x']], distributions={'x': Uniform(urange=0.15)})
    y_robust2 = g2.get_merits(beta=0)
    assert_array_almost_equal(y_robust1, y_robust2)

    g1 = Golem(forest_type='dt',
               ntrees='sqrt',
               goal='max',
               random_state=42,
               verbose=True)
    g1.fit(X=x.reshape(-1, 1), y=y)
    g1.predict(X=x, distributions=[Uniform(urange=0.4)])
    y_robust1 = g1.get_merits(beta=1)
    g2 = Golem(forest_type='dt',
               ntrees='sqrt',
               goal='max',
               random_state=42,
               verbose=True)
    g2.fit(X=X[['x']], y=y)
    g2.predict(X=X[['x']], distributions={'x': Uniform(urange=0.4)})
    y_robust2 = g2.get_merits(beta=1)
    assert_array_almost_equal(y_robust1, y_robust2)

    # =======
    # 2D test
    # =======
    def objective(array):
        return np.sum(array**2, axis=1)

    # 2D input
    x0 = np.linspace(-1, 1, 10)
    x1 = np.linspace(-1, 1, 10)
    X = np.array([x0, x1]).T
    y = objective(X)
    dfX = pd.DataFrame({'x0': x0, 'x1': x1})

    # tests
    g1 = Golem(forest_type='dt',
               ntrees=1,
               goal='max',
               random_state=42,
               verbose=True)
    g1.fit(X=X, y=y)
    g1.predict(X=X, distributions=[Normal(std=0.2), Normal(std=0.2)])
    y_robust1 = g1.get_merits(beta=0)
    g2 = Golem(forest_type='dt',
               ntrees=1,
               goal='max',
               random_state=42,
               verbose=True)
    g2.fit(X=dfX, y=y)
    g2.predict(X=dfX,
               distributions={
                   'x0': Normal(std=0.2),
                   'x1': Normal(std=0.2)
               })
    y_robust2 = g2.get_merits(beta=0)
    assert_array_almost_equal(y_robust1, y_robust2)

    g1 = Golem(forest_type='dt',
               ntrees=1,
               goal='max',
               random_state=42,
               verbose=True)
    g1.fit(X=X, y=y)
    g1.predict(X=X, distributions=[Uniform(urange=0.3), Uniform(urange=0.3)])
    y_robust1 = g1.get_merits(beta=0)
    g2 = Golem(forest_type='dt',
               ntrees=1,
               goal='max',
               random_state=42,
               verbose=True)
    g2.fit(X=dfX, y=y)
    g2.predict(X=dfX,
               distributions={
                   'x0': Uniform(urange=0.3),
                   'x1': Uniform(urange=0.3)
               })
    y_robust2 = g2.get_merits(beta=0)
    assert_array_almost_equal(y_robust1, y_robust2)

    g1 = Golem(forest_type='dt',
               ntrees='log2',
               goal='max',
               random_state=42,
               verbose=True)
    g1.fit(X=X, y=y)
    g1.predict(X=X, distributions=[Uniform(urange=0.3), Uniform(urange=0.3)])
    y_robust1 = g1.get_merits(beta=1)
    g2 = Golem(forest_type='dt',
               ntrees='log2',
               goal='max',
               random_state=42,
               verbose=True)
    g2.fit(X=dfX, y=y)
    g2.predict(X=dfX,
               distributions={
                   'x0': Uniform(urange=0.3),
                   'x1': Uniform(urange=0.3)
               })
    y_robust2 = g2.get_merits(beta=1)
    assert_array_almost_equal(y_robust1, y_robust2)

    g1 = Golem(forest_type='dt',
               ntrees=3,
               goal='max',
               random_state=42,
               verbose=True)
    g1.fit(X=X, y=y)
    g1.predict(X=X, distributions=[Uniform(urange=0.3), Uniform(urange=0.3)])
    y_robust1 = g1.get_merits(beta=1)
    g2 = Golem(forest_type='dt',
               ntrees=3,
               goal='max',
               random_state=42,
               verbose=True)
    g2.fit(X=dfX, y=y)
    g2.predict(X=dfX,
               distributions={
                   'x0': Uniform(urange=0.3),
                   'x1': Uniform(urange=0.3)
               })
    y_robust2 = g2.get_merits(beta=1)
    assert_array_almost_equal(y_robust1, y_robust2)

    g1 = Golem(forest_type='dt',
               ntrees=3,
               goal='max',
               random_state=42,
               verbose=True)
    g1.fit(X=X, y=y)
    g1.predict(X=X, distributions=[Uniform(urange=0.3), Uniform(urange=0.3)])
    y_robust1 = g1.get_merits(beta=1)
    g2 = Golem(forest_type='dt',
               ntrees=3,
               goal='max',
               random_state=42,
               verbose=True)
    g2.fit(X=dfX, y=y)
    g2.predict(X=dfX,
               distributions={
                   'x0': Uniform(urange=0.3),
                   'x1': Uniform(urange=0.3)
               })
    y_robust2 = g2.get_merits(beta=1)
    assert_array_almost_equal(y_robust1, y_robust2)
示例#9
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def test_2d_continuous_0():
    def bertsimas(x, y):
        f = (2 * (x**6) - 12.2 * (x**5) + 21.2 * (x**4) + 6.2 * x - 6.4 *
             (x**3) - 4.7 * (x**2) + y**6 - 11 * (y**5) + 43.3 * (y**4) -
             10 * y - 74.8 * (y**3) + 56.9 * (y**2) - 4.1 * x * y - 0.1 *
             (y**2) * (x**2) + 0.4 * (y**2) * x + 0.4 * (x**2) * y)
        return f

    # bounds
    xlims = [-1, 3.2]
    ylims = [-0.5, 4.4]

    # 2D input
    x0 = np.linspace(xlims[0], xlims[1], 8)
    x1 = np.linspace(ylims[0], ylims[1], 8)
    X0, X1 = np.meshgrid(x0, x1)
    Y = bertsimas(X0, X1)

    # reshape
    X = np.concatenate(
        [X0.flatten().reshape(-1, 1),
         X1.flatten().reshape(-1, 1)], axis=1)
    y = Y.flatten()

    # ------------------------
    # test a few input options
    # ------------------------
    g = Golem(forest_type='dt',
              ntrees=1,
              goal='max',
              random_state=42,
              verbose=True)
    g.fit(X=X, y=y)

    g.predict(X=X, distributions=[Normal(std=0.8), Normal(std=0.8)])
    y_robust = g.get_merits(beta=0)
    expected = np.array([
        40.70398764, 32.65853133, 28.32176438, 29.50136531, 33.78318761,
        38.89942994, 45.21695841, 52.69336383, 32.9453956, 24.17391611,
        18.91310959, 19.1464824, 22.56245141, 26.93182147, 32.65418315,
        39.72785478, 30.63073356, 20.96347974, 14.55201802, 13.58952519,
        15.88786976, 19.26768862, 24.17974726, 30.69221847, 34.91764764,
        24.41112272, 16.90338347, 14.7715317, 15.93777386, 18.27322435,
        22.29519952, 28.17109307, 40.93976156, 29.74423589, 21.31150865,
        18.15248179, 18.27262877, 19.58970671, 22.70121525, 27.90238289,
        44.18203674, 32.46462821, 23.30082043, 19.28191895, 18.46755727,
        18.81715986, 21.02008144, 25.52487339, 46.27471965, 34.20280293,
        24.51113795, 19.82415779, 18.22914323, 17.72032607, 19.08138919,
        22.92300264, 50.84378107, 38.57380311, 28.56558833, 23.44719409,
        21.3150151, 20.18723393, 20.92235044, 24.26175858
    ])
    assert_array_almost_equal(expected, y_robust)

    g.predict(X=X, distributions=[Uniform(urange=1.5), Uniform(urange=1.5)])
    y_robust = g.get_merits(beta=0)
    expected = np.array([
        42.8954175, 31.2560375, 24.30410955, 29.80189359, 36.76967766,
        39.45322131, 46.65495774, 55.77870765, 31.24932108, 18.67162188,
        10.45930192, 14.83680595, 20.824422, 22.66790962, 29.16970204,
        37.85953597, 28.38026605, 14.65101084, 4.8771309, 7.83923491,
        12.55761095, 13.27801855, 18.80289096, 26.86734492, 36.24564109,
        21.56592589, 10.47744595, 12.20054997, 15.75552599, 15.38813356,
        19.90080596, 27.28695996, 45.48840621, 30.05932699, 17.90320705,
        18.56371105, 21.06112704, 19.64121457, 23.10640694, 29.76134096,
        47.15488941, 31.1775422, 18.20074228, 17.9750463, 19.5207423,
        17.08358982, 19.46602221, 25.33681628, 46.81266511, 30.48814592,
        16.93762604, 16.00213009, 16.70194613, 13.28283368, 14.54722613,
        19.58096029, 53.30018781, 36.81492061, 22.95892072, 21.58522476,
        21.71412078, 17.59136829, 18.01940071, 22.41459488
    ])
    assert_array_almost_equal(expected, y_robust)

    g.predict(X=X, distributions=[Uniform(urange=1.5), Normal(std=0.8)])
    y_robust = g.get_merits(beta=0)
    expected = np.array([
        41.81959333, 29.96985125, 22.73388651, 27.97647458, 34.71790352,
        37.20393286, 44.2369958, 53.25421061, 34.30397883, 21.63783439,
        13.30066228, 17.55593597, 23.42394351, 25.15044444, 31.53787198,
        40.14869923, 32.28977257, 18.62228969, 8.92198751, 11.93199958,
        16.67261394, 17.38959014, 22.88536143, 30.91917672, 36.85934086,
        22.26392567, 11.27881033, 13.07541696, 16.6740336, 16.3204198,
        20.81700885, 28.1799597, 43.11507999, 27.77194562, 15.72153372,
        16.45787272, 19.00125065, 17.59742708, 21.0488353, 27.68217119,
        46.53623873, 30.64388165, 17.77373856, 17.62887353, 19.22957461,
        16.82160133, 19.20738706, 25.07019811, 48.75240951, 32.50455606,
        19.06442229, 18.24082378, 19.05404859, 15.74985623, 17.13068011,
        22.24652079, 53.39183038, 36.957542, 23.18984506, 21.93153518,
        22.2029004, 18.24970023, 18.8743681, 23.41804032
    ])
    assert_array_almost_equal(expected, y_robust)

    g.predict(X=X, distributions=[Uniform(urange=1.5), Delta()])
    y_robust = g.get_merits(beta=0)
    expected = np.array([
        50.69535694, 39.41668414, 32.94702818, 38.86929222, 46.2037643,
        49.19620395, 56.64904438, 65.92545028, 21.44558393, 8.81425914,
        0.53608319, 4.86654722, 10.82593928, 12.66001891, 19.17121934,
        27.87516527, 28.95982493, 15.17694413, 5.3372082, 8.25227222,
        12.94242427, 13.65342387, 19.18770429, 27.26627026, 34.30071993,
        19.56737913, 8.4130432, 10.08910723, 13.61585925, 13.23905883,
        17.76113925, 25.16140524, 46.93506892, 31.45236412, 19.23038821,
        19.84385223, 22.31304424, 20.88372379, 24.3583242, 31.02737023,
        54.14443192, 38.11345912, 25.07080321, 24.79806723, 26.31553923,
        23.86897875, 26.26081914, 32.14572521, 35.14300892, 18.76486412,
        5.14848821, 4.16595223, 4.83754422, 1.40902371, 2.68282409, 7.73067019,
        59.90279992, 43.37857912, 29.43544321, 27.91950723, 27.85105921,
        23.47585866, 23.59633903, 27.75420517
    ])
    assert_array_almost_equal(expected, y_robust)

    g.predict(X=X, distributions=[Delta(), Normal(std=0.8)])
    y_robust = g.get_merits(beta=0)
    expected = np.array([
        51.54574388, 19.12524226, 22.85343748, 26.18312952, 35.49063838,
        42.22236407, 32.22598659, 62.26630594, 44.39465949, 10.75905751,
        13.38604535, 15.72842301, 24.16251049, 30.13470779, 19.49269491,
        49.00127185, 42.8247528, 7.70815228, 8.97201003, 10.06912607,
        17.37582038, 22.33849298, 10.80482386, 39.53961301, 47.80118736,
        11.32836594, 11.30741053, 11.19112113, 17.35581774, 21.24790037,
        8.71504901, 36.52206366, 54.37802414, 16.83487721, 15.74862523,
        14.5720682, 19.68152613, 22.523399, 8.94536682, 35.7122296, 58.0266604,
        19.72525509, 17.81927191, 15.76151086, 19.92829194, 21.76601514,
        7.12236048, 32.76212794, 60.38120555, 21.61855234, 19.14257848,
        16.40608395, 19.78538877, 20.72689292, 5.07827642, 29.60433925,
        65.08675091, 26.10368274, 23.30014571, 20.12893981, 22.96638504,
        23.25888141, 6.8541089, 30.51686753
    ])
    assert_array_almost_equal(expected, y_robust)

    g.predict(X=X, distributions=[Normal(std=0.8), Normal(std=0.8)])
    y_robust = g.get_merits(beta=1)
    expected = np.array([
        20.98193969, 12.75933982, 10.32132122, 11.93935509, 15.35389623,
        18.89057628, 23.24143348, 30.44337903, 12.8983337, 3.94355047,
        1.0179131, 2.12497054, 4.69172624, 7.3220051, 10.95281735, 17.61357528,
        11.62599335, 2.14737624, -0.35343126, 1.42467053, 3.62218697, 5.202056,
        7.77144999, 13.91753423, 15.2290975, 5.06006705, 2.42149155,
        4.80473107, 7.06025407, 7.78635802, 9.41142273, 15.06060216,
        20.66381366, 9.59301638, 6.13926777, 7.88966823, 9.33714117,
        9.12562961, 9.99228692, 14.90056455, 23.34798155, 11.46863821,
        7.0661326, 7.6896919, 7.91192383, 6.77630077, 6.99633477, 11.10217231,
        24.40852822, 12.05746151, 6.95540145, 6.78705572, 6.3548293,
        4.78383947, 4.69791703, 8.37190267, 28.95544536, 16.3531763,
        11.01953162, 10.68062095, 9.97610287, 8.03913705, 7.68481882,
        11.13276007
    ])
    assert_array_almost_equal(expected, y_robust)
示例#10
0
def test_1d_continuous_0():
    # inputs
    x = np.array([0., 0.2, 0.4, 0.6, 0.8, 1.]).reshape(-1, 1)
    y = np.array([0., 1., 0., 0.8, 0.8, 0.])

    g = Golem(forest_type='dt', ntrees=1, random_state=42, verbose=True)
    g.fit(X=x, y=y)

    # -----------------------
    # Unbounded distributions
    # -----------------------
    y_robust = g.predict(X=x, distributions=[Normal(std=0.2)])
    expected = np.array([
        0.24669807, 0.43618458, 0.48359262, 0.56032173, 0.50570125, 0.24209494
    ])
    assert_array_almost_equal(expected, y_robust)

    y_robust = g.predict(X=x, distributions=[Uniform(urange=0.15)])
    expected = y
    assert_array_almost_equal(expected, y_robust)

    y_robust = g.predict(X=x, distributions=[Uniform(urange=0.4)])
    expected = np.array(
        [0.25, 0.50000001, 0.44999998, 0.59999997, 0.60000001, 0.20000001])
    assert_array_almost_equal(expected, y_robust)

    # ---------------------
    # Bounded distributions
    # ---------------------
    y_robust = g.predict(
        X=x,
        distributions=[TruncatedNormal(std=0.2, low_bound=0, high_bound=1)])
    expected = np.array([
        0.49339614, 0.51845691, 0.49553503, 0.57415898, 0.60108568, 0.48418987
    ])
    assert_array_almost_equal(expected, y_robust)

    y_robust = g.predict(
        X=x, distributions=[FoldedNormal(std=0.2, low_bound=0, high_bound=1)])
    expected = np.array([
        0.49339614, 0.49696822, 0.48975576, 0.56552209, 0.55896091, 0.48418987
    ])
    assert_array_almost_equal(expected, y_robust)

    y_robust = g.predict(
        X=x,
        distributions=[BoundedUniform(urange=0.4, low_bound=0, high_bound=1)])
    expected = np.array([
        0.50000001, 0.50000001, 0.44999998, 0.59999997, 0.60000001, 0.60000001
    ])
    assert_array_almost_equal(expected, y_robust)

    y_robust = g.predict(X=x,
                         distributions=[
                             TruncatedUniform(urange=0.4,
                                              low_bound=0,
                                              high_bound=1)
                         ])
    expected = np.array([
        0.49999999, 0.50000001, 0.44999998, 0.59999997, 0.60000001, 0.40000002
    ])
    assert_array_almost_equal(expected, y_robust)

    # ----------------------------------------
    # Bounded distributions: only lower bounds
    # ----------------------------------------
    y_robust = g.predict(X=x,
                         distributions=[TruncatedNormal(std=0.2, low_bound=0)])
    expected = np.array([
        0.49339614, 0.51843739, 0.49485054, 0.56107913, 0.50571726, 0.24209494
    ])
    assert_array_almost_equal(expected, y_robust)

    y_robust = g.predict(X=x,
                         distributions=[FoldedNormal(std=0.2, low_bound=0)])
    expected = np.array([
        0.49339614, 0.49696822, 0.48956966, 0.56055436, 0.50570125, 0.24209494
    ])
    assert_array_almost_equal(expected, y_robust)

    y_robust = g.predict(
        X=x, distributions=[BoundedUniform(urange=0.4, low_bound=0)])
    expected = np.array([
        0.50000001, 0.50000001, 0.44999998, 0.59999997, 0.60000001, 0.20000001
    ])
    assert_array_almost_equal(expected, y_robust)

    y_robust = g.predict(
        X=x, distributions=[TruncatedUniform(urange=0.4, low_bound=0)])
    expected = np.array([
        0.49999999, 0.50000001, 0.44999998, 0.59999997, 0.60000001, 0.20000001
    ])
    assert_array_almost_equal(expected, y_robust)

    y_robust = g.predict(X=x, distributions=[Gamma(std=0.2, low_bound=0)])
    expected = np.array([
        0.4401813, 0.57280083, 0.47757399, 0.54286822, 0.48623131, 0.20307416
    ])
    assert_array_almost_equal(expected, y_robust)

    # ----------------------------------------
    # Bounded distributions: only upper bounds
    # ----------------------------------------
    y_robust = g.predict(
        X=x, distributions=[TruncatedNormal(std=0.2, high_bound=1)])
    expected = np.array([
        0.24669807, 0.43619839, 0.48424631, 0.57336588, 0.60106306, 0.48418987
    ])
    assert_array_almost_equal(expected, y_robust)

    y_robust = g.predict(X=x,
                         distributions=[FoldedNormal(std=0.2, high_bound=1)])
    expected = np.array([
        0.24669807, 0.43618458, 0.48377873, 0.56528946, 0.55896091, 0.48418987
    ])
    assert_array_almost_equal(expected, y_robust)

    y_robust = g.predict(
        X=x, distributions=[BoundedUniform(urange=0.4, high_bound=1)])
    expected = np.array(
        [0.25, 0.50000001, 0.44999998, 0.59999997, 0.60000001, 0.60000001])
    assert_array_almost_equal(expected, y_robust)

    y_robust = g.predict(
        X=x, distributions=[TruncatedUniform(urange=0.4, high_bound=1)])
    expected = np.array(
        [0.25, 0.50000001, 0.44999998, 0.59999997, 0.60000001, 0.40000002])
    assert_array_almost_equal(expected, y_robust)

    y_robust = g.predict(X=x, distributions=[Gamma(std=0.2, high_bound=1)])
    expected = np.array([
        0.22292533, 0.41057959, 0.43963827, 0.57149698, 0.63397455, 0.43864493
    ])
    assert_array_almost_equal(expected, y_robust)