def test_min_samples_split(): iris = load_iris() X, y = iris.data, iris.target mtr = MondrianTreeRegressor(min_samples_split=10, random_state=0) mtr.fit(X, y) n_node_samples = mtr.tree_.n_node_samples[mtr.tree_.children_left != -1] assert_less(np.min(n_node_samples), 11)
def test_boston(): """Consistency on boston house prices""" mtr = MondrianTreeRegressor(random_state=0) boston = load_boston() X, y = boston.data, boston.target mtr.fit(X, y) score = mean_squared_error(mtr.predict(X), y) assert_less(score, 1, "Failed with score = {0}".format(score))
def test_tree_predict(): X = np.array([[-2, -1], [-1, -1], [-1, -2], [1, 1], [1, 2], [2, 1]]) y = [-1, -1, -1, 1, 1, 1] T = [[-1, -1], [2, 2], [3, 2]] # This test is dependent on the random-state since the feature # and the threshold selected at every split is independent of the # label. mtr = MondrianTreeRegressor(max_depth=1, random_state=0) mtr.fit(X, y) mtr_tree = mtr.tree_ cand_feature = mtr_tree.feature[0] cand_thresh = mtr_tree.threshold[0] assert_almost_equal(cand_thresh, -0.38669141) assert_almost_equal(cand_feature, 0.0) # Close to (1.0 / np.sum(np.max(X, axis=0) - np.min(X, axis=0))) assert_almost_equal(mtr_tree.tau[0], 0.07112633) # For [-1, -1]: # P_not_separated = 1.0 # Root: # eta_root = 0.0 (inside the bounding boc of the root) # P_root = 1 - exp(0.0) = 0.0 # weight_root = P_root # mean_root = 0.0 # Leaf: # P_not_separated = 1.0 * (1 - 0.0) = 1.0 # weight_leaf = P_not_separated = 1.0 # mean_leaf = -1.0 # prediction = 0.0 - 1.0 = -1.0 # variance = (weight_root * (var_root + mean_root**2) + # weight_leaf * (var_leaf + mean_leaf**2)) - mean**2 # This reduces to weight_leaf * mean_leaf**2 - mean**2 = 1.0 * (1.0 - 1.0) # = 0.0 # Similarly for [2, 2]: # prediction = 0.0 + 1.0 # Variance reduces to zero # For [3, 2] # P_not_separated = 1.0 # Root: # Delta_root = 0.07112633 # eta_root = 1.0 # weight_root = 1 - exp(-0.07112633) = 0.0686 # Leaf: # weight_leaf = P_not_separated = (1 - 0.0686) = 0.93134421 # prediction = weight_leaf # variance = (weight_root * (var_root + mean_root**2) + # weight_leaf * (var_leaf + mean_leaf**2)) - mean**2 # = 0.0686 * (1 + 0) + 0.93134 * (0 + 1) - 0.93134421**2 = 0.132597 T_predict, T_std = mtr.predict(T, return_std=True) assert_array_almost_equal(T_predict, [-1.0, 1.0, 0.93134421]) assert_array_almost_equal(T_std, np.sqrt([0.0, 0.0, 0.132597]))
def test_std_positive(): """Sometimes variance can be slightly negative due to numerical errors.""" X = np.linspace(-np.pi, np.pi, 20.0) y = 2 * np.sin(X) X_train = np.reshape(X, (-1, 1)) mr = MondrianTreeRegressor(random_state=0) mr.fit(X_train, y) X_test = np.array([[2.87878788], [2.97979798], [3.08080808]]) _, y_std = mr.predict(X_test, return_std=True) assert_false(np.any(np.isnan(y_std))) assert_false(np.any(np.isinf(y_std)))
def test_node_weights(): """ Test the implementation of node_weights. """ rng = np.random.RandomState(0) boston = load_boston() X, y = boston.data, boston.target n_train = 100 n_test = 100 X_train, y_train = X[:n_train], y[:n_train] X_test, y_test = X[-n_test:], y[-n_test:] minmax = MinMaxScaler() X_train = minmax.fit_transform(X_train) X_test = minmax.transform(X_test) # Test that when all samples are in the training data all weights # should be concentrated at the leaf. mtr = MondrianTreeRegressor(random_state=0) mtr.fit(X_train, y_train) leaf_nodes = mtr.apply(X_train) weights_sparse = mtr.weighted_decision_path(X_train) assert_array_equal(weights_sparse.data, np.ones(X_train.shape[0])) assert_array_equal(weights_sparse.indices, leaf_nodes) assert_array_equal(weights_sparse.indptr, np.arange(n_train + 1)) # Test prediction using the node_weights function gives similar results # to that using the prediction method. weights = mtr.weighted_decision_path(X_test) node_means = mtr.tree_.mean node_variances = mtr.tree_.variance variances1 = [] means1 = [] for startptr, endptr in zip(weights.indptr[:-1], weights.indptr[1:]): curr_nodes = weights.indices[startptr:endptr] curr_weights = weights.data[startptr:endptr] curr_means = node_means[curr_nodes] curr_var = node_variances[curr_nodes] means1.append(np.sum(curr_weights * curr_means)) variances1.append(np.sum(curr_weights * (curr_var + curr_means**2))) means1 = np.array(means1) variances1 = np.array(variances1) variances1 -= means1**2 means2, std2 = mtr.predict(X_test, return_std=True) assert_array_almost_equal(means1, means2, 5) assert_array_almost_equal(variances1, std2**2, 3)
def test_mean_std(): boston = load_boston() X, y = boston.data, boston.target X = MinMaxScaler().fit_transform(X) mr = MondrianTreeRegressor(random_state=0) mr.fit(X, y) # For points completely in the training data. # mean should converge to the actual target value. # variance should converge to 0.0 mean, std = mr.predict(X, return_std=True) assert_array_almost_equal(mean, y, 5) assert_array_almost_equal(std, 0.0, 2) # For points completely far away from the training data, this # should converge to the empirical mean and variance. # X is scaled between to -1.0 and 1.0 X_inf = np.vstack( (20.0 * np.ones(X.shape[1]), -20.0 * np.ones(X.shape[1]))) inf_mean, inf_std = mr.predict(X_inf, return_std=True) assert_array_almost_equal(inf_mean, y.mean(), 1) assert_array_almost_equal(inf_std, y.std(), 2)
def test_numerical_stability(): X = np.array([[152.08097839, 140.40744019, 129.75102234, 159.90493774], [142.50700378, 135.81935120, 117.82884979, 162.75781250], [127.28772736, 140.40744019, 129.75102234, 159.90493774], [132.37025452, 143.71923828, 138.35694885, 157.84558105], [103.10237122, 143.71928406, 138.35696411, 157.84559631], [127.71276855, 143.71923828, 138.35694885, 157.84558105], [120.91514587, 140.40744019, 129.75102234, 159.90493774]]) y = np.array( [1., 0.70209277, 0.53896582, 0., 0.90914464, 0.48026916, 0.49622521]) with np.errstate(all="raise"): mtr = MondrianTreeRegressor(random_state=0) mtr.fit(X, y) mtr.fit(X, -y) mtr.fit(-X, y) mtr.fit(-X, -y)
def test_pure_set(): X = [[-2, -1], [-1, -1], [-1, -2], [1, 1], [1, 2], [2, 1]] y = [1, 1, 1, 1, 1, 1] mtr = MondrianTreeRegressor(random_state=0) mtr.fit(X, y) assert_array_almost_equal(mtr.predict(X), y)
def test_array_repr(): X = np.arange(10000)[:, np.newaxis] y = np.arange(10000) mtr = MondrianTreeRegressor(random_state=0) mtr.fit(X, y)