from __future__ import division import pytest import numpy as np from scipy import sparse from scipy.stats import kstest import io from sklearn.utils._testing import assert_allclose from sklearn.utils._testing import assert_allclose_dense_sparse from sklearn.utils._testing import assert_array_equal from sklearn.utils._testing import assert_array_almost_equal # make IterativeImputer available from sklearn.experimental import enable_iterative_imputer # noqa from sklearn.datasets import load_diabetes from sklearn.impute import MissingIndicator from sklearn.impute import SimpleImputer, IterativeImputer from sklearn.dummy import DummyRegressor from sklearn.linear_model import BayesianRidge, ARDRegression, RidgeCV from sklearn.pipeline import Pipeline from sklearn.pipeline import make_union from sklearn.model_selection import GridSearchCV from sklearn import tree from sklearn.random_projection import _sparse_random_matrix from sklearn.exceptions import ConvergenceWarning def _check_statistics(X, X_true, strategy, statistics, missing_values): """Utility function for testing imputation for a given strategy. Test with dense and sparse arrays Check that: - the statistics (mean, median, mode) are correct - the missing values are imputed correctly""" err_msg = "Parameters: strategy = %s, missing_values = %s, " \ "sparse = {0}" % (strategy, missing_values) assert_ae = assert_array_equal if X.dtype.kind == 'f' or X_true.dtype.kind == 'f': assert_ae = assert_array_almost_equal # Normal matrix imputer = SimpleImputer(missing_values=missing_values, strategy=strategy) X_trans = imputer.fit(X).transform(X.copy()) assert_ae(imputer.statistics_, statistics, err_msg=err_msg.format(False)) assert_ae(X_trans, X_true, err_msg=err_msg.format(False)) # Sparse matrix imputer = SimpleImputer(missing_values=missing_values, strategy=strategy) imputer.fit(sparse.csc_matrix(X)) X_trans = imputer.transform(sparse.csc_matrix(X.copy())) if sparse.issparse(X_trans): X_trans = X_trans.toarray() assert_ae(imputer.statistics_, statistics, err_msg=err_msg.format(True)) assert_ae(X_trans, X_true, err_msg=err_msg.format(True)) @pytest.mark.parametrize("strategy", ['mean', 'median', 'most_frequent', "constant"]) def test_imputation_shape(strategy): # Verify the shapes of the imputed matrix for different strategies. X = np.random.randn(10, 2) X[::2] = np.nan imputer = SimpleImputer(strategy=strategy) X_imputed = imputer.fit_transform(sparse.csr_matrix(X)) assert X_imputed.shape == (10, 2) X_imputed = imputer.fit_transform(X) assert X_imputed.shape == (10, 2) iterative_imputer = IterativeImputer(initial_strategy=strategy) X_imputed = iterative_imputer.fit_transform(X) assert X_imputed.shape == (10, 2) @pytest.mark.parametrize("strategy", ["const", 101, None]) def test_imputation_error_invalid_strategy(strategy): X = np.ones((3, 5)) X[0, 0] = np.nan with pytest.raises(ValueError, match=str(strategy)): imputer = SimpleImputer(strategy=strategy) imputer.fit_transform(X) @pytest.mark.parametrize("strategy", ["mean", "median", "most_frequent"]) def test_imputation_deletion_warning(strategy): X = np.ones((3, 5)) X[:, 0] = np.nan with pytest.warns(UserWarning, match="Deleting"): imputer = SimpleImputer(strategy=strategy, verbose=True) imputer.fit_transform(X) @pytest.mark.parametrize("strategy", ["mean", "median", "most_frequent", "constant"]) def test_imputation_error_sparse_0(strategy): # check that error are raised when missing_values = 0 and input is sparse X = np.ones((3, 5)) X[0] = 0 X = sparse.csc_matrix(X) imputer = SimpleImputer(strategy=strategy, missing_values=0) with pytest.raises(ValueError, match="Provide a dense array"): imputer.fit(X) imputer.fit(X.toarray()) with pytest.raises(ValueError, match="Provide a dense array"): imputer.transform(X) def safe_median(arr, *args, **kwargs): # np.median([]) raises a TypeError for numpy >= 1.10.1 length = arr.size if hasattr(arr, 'size') else len(arr) return np.nan if length == 0 else np.median(arr, *args, **kwargs) def safe_mean(arr, *args, **kwargs): # np.mean([]) raises a RuntimeWarning for numpy >= 1.10.1 length = arr.size if hasattr(arr, 'size') else len(arr) return np.nan if length == 0 else np.mean(arr, *args, **kwargs) def test_imputation_mean_median(): # Test imputation using the mean and median strategies, when # missing_values != 0. rng = np.random.RandomState(0) dim = 10 dec = 10 shape = (dim * dim, dim + dec) zeros = np.zeros(shape[0]) values = np.arange(1, shape[0] + 1) values[4::2] = - values[4::2] tests = [("mean", np.nan, lambda z, v, p: safe_mean(np.hstack((z, v)))), ("median", np.nan, lambda z, v, p: safe_median(np.hstack((z, v))))] for strategy, test_missing_values, true_value_fun in tests: X = np.empty(shape) X_true = np.empty(shape) true_statistics = np.empty(shape[1]) # Create a matrix X with columns # - with only zeros, # - with only missing values # - with zeros, missing values and values # And a matrix X_true containing all true values for j in range(shape[1]): nb_zeros = (j - dec + 1 > 0) * (j - dec + 1) * (j - dec + 1) nb_missing_values = max(shape[0] + dec * dec - (j + dec) * (j + dec), 0) nb_values = shape[0] - nb_zeros - nb_missing_values z = zeros[:nb_zeros] p = np.repeat(test_missing_values, nb_missing_values) v = values[rng.permutation(len(values))[:nb_values]] true_statistics[j] = true_value_fun(z, v, p) # Create the columns X[:, j] = np.hstack((v, z, p)) if 0 == test_missing_values: # XXX unreached code as of v0.22 X_true[:, j] = np.hstack((v, np.repeat( true_statistics[j], nb_missing_values + nb_zeros))) else: X_true[:, j] = np.hstack((v, z, np.repeat(true_statistics[j], nb_missing_values))) # Shuffle them the same way np.random.RandomState(j).shuffle(X[:, j]) np.random.RandomState(j).shuffle(X_true[:, j]) # Mean doesn't support columns containing NaNs, median does if strategy == "median": cols_to_keep = ~np.isnan(X_true).any(axis=0) else: cols_to_keep = ~np.isnan(X_true).all(axis=0) X_true = X_true[:, cols_to_keep] _check_statistics(X, X_true, strategy, true_statistics, test_missing_values) def test_imputation_median_special_cases(): # Test median imputation with sparse boundary cases X = np.array([ [0, np.nan, np.nan], # odd: implicit zero [5, np.nan, np.nan], # odd: explicit nonzero [0, 0, np.nan], # even: average two zeros [-5, 0, np.nan], # even: avg zero and neg [0, 5, np.nan], # even: avg zero and pos [4, 5, np.nan], # even: avg nonzeros [-4, -5, np.nan], # even: avg negatives [-1, 2, np.nan], # even: crossing neg and pos ]).transpose() X_imputed_median = np.array([ [0, 0, 0], [5, 5, 5], [0, 0, 0], [-5, 0, -2.5], [0, 5, 2.5], [4, 5, 4.5], [-4, -5, -4.5], [-1, 2, .5], ]).transpose() statistics_median = [0, 5, 0, -2.5, 2.5, 4.5, -4.5, .5] _check_statistics(X, X_imputed_median, "median", statistics_median, np.nan) @pytest.mark.parametrize("strategy", ["mean", "median"]) @pytest.mark.parametrize("dtype", [None, object, str]) def test_imputation_mean_median_error_invalid_type(strategy, dtype): X = np.array([["a", "b", 3], [4, "e", 6], ["g", "h", 9]], dtype=dtype) msg = "non-numeric data:\ncould not convert string to float: '" with pytest.raises(ValueError, match=msg): imputer = SimpleImputer(strategy=strategy) imputer.fit_transform(X) @pytest.mark.parametrize("strategy", ["mean", "median"]) @pytest.mark.parametrize("type", ['list', 'dataframe']) def test_imputation_mean_median_error_invalid_type_list_pandas(strategy, type): X = [["a", "b", 3], [4, "e", 6], ["g", "h", 9]] if type == 'dataframe': pd = pytest.importorskip("pandas") X = pd.DataFrame(X) msg = "non-numeric data:\ncould not convert string to float: '" with pytest.raises(ValueError, match=msg): imputer = SimpleImputer(strategy=strategy) imputer.fit_transform(X) @pytest.mark.parametrize("strategy", ["constant", "most_frequent"]) @pytest.mark.parametrize("dtype", [str, np.dtype('U'), np.dtype('S')]) def test_imputation_const_mostf_error_invalid_types(strategy, dtype): # Test imputation on non-numeric data using "most_frequent" and "constant" # strategy X = np.array([ [np.nan, np.nan, "a", "f"], [np.nan, "c", np.nan, "d"], [np.nan, "b", "d", np.nan], [np.nan, "c", "d", "h"], ], dtype=dtype) err_msg = "SimpleImputer does not support data" with pytest.raises(ValueError, match=err_msg): imputer = SimpleImputer(strategy=strategy) imputer.fit(X).transform(X) def test_imputation_most_frequent(): # Test imputation using the most-frequent strategy. X = np.array([ [-1, -1, 0, 5], [-1, 2, -1, 3], [-1, 1, 3, -1], [-1, 2, 3, 7], ]) X_true = np.array([ [2, 0, 5], [2, 3, 3], [1, 3, 3], [2, 3, 7], ]) # scipy.stats.mode, used in SimpleImputer, doesn't return the first most # frequent as promised in the doc but the lowest most frequent. When this # test will fail after an update of scipy, SimpleImputer will need to be # updated to be consistent with the new (correct) behaviour _check_statistics(X, X_true, "most_frequent", [np.nan, 2, 3, 3], -1) @pytest.mark.parametrize("marker", [None, np.nan, "NAN", "", 0]) def test_imputation_most_frequent_objects(marker): # Test imputation using the most-frequent strategy. X = np.array([ [marker, marker, "a", "f"], [marker, "c", marker, "d"], [marker, "b", "d", marker], [marker, "c", "d", "h"], ], dtype=object) X_true = np.array([ ["c", "a", "f"], ["c", "d", "d"], ["b", "d", "d"], ["c", "d", "h"], ], dtype=object) imputer = SimpleImputer(missing_values=marker, strategy="most_frequent") X_trans = imputer.fit(X).transform(X) assert_array_equal(X_trans, X_true) @pytest.mark.parametrize("dtype", [object, "category"]) def test_imputation_most_frequent_pandas(dtype): # Test imputation using the most frequent strategy on pandas df pd = pytest.importorskip("pandas") f = io.StringIO("Cat1,Cat2,Cat3,Cat4\n" ",i,x,\n" "a,,y,\n" "a,j,,\n" "b,j,x,") df = pd.read_csv(f, dtype=dtype) X_true = np.array([ ["a", "i", "x"], ["a", "j", "y"], ["a", "j", "x"], ["b", "j", "x"] ], dtype=object) imputer = SimpleImputer(strategy="most_frequent") X_trans = imputer.fit_transform(df) assert_array_equal(X_trans, X_true) @pytest.mark.parametrize("X_data, missing_value", [(1, 0), (1., np.nan)]) def test_imputation_constant_error_invalid_type(X_data, missing_value): # Verify that exceptions are raised on invalid fill_value type X = np.full((3, 5), X_data, dtype=float) X[0, 0] = missing_value with pytest.raises(ValueError, match="imputing numerical"): imputer = SimpleImputer(missing_values=missing_value, strategy="constant", fill_value="x") imputer.fit_transform(X) def test_imputation_constant_integer(): # Test imputation using the constant strategy on integers X = np.array([ [-1, 2, 3, -1], [4, -1, 5, -1], [6, 7, -1, -1], [8, 9, 0, -1] ]) X_true = np.array([ [0, 2, 3, 0], [4, 0, 5, 0], [6, 7, 0, 0], [8, 9, 0, 0] ]) imputer = SimpleImputer(missing_values=-1, strategy="constant", fill_value=0) X_trans = imputer.fit_transform(X) assert_array_equal(X_trans, X_true) @pytest.mark.parametrize("array_constructor", [sparse.csr_matrix, np.asarray]) def test_imputation_constant_float(array_constructor): # Test imputation using the constant strategy on floats X = np.array([ [np.nan, 1.1, 0, np.nan], [1.2, np.nan, 1.3, np.nan], [0, 0, np.nan, np.nan], [1.4, 1.5, 0, np.nan] ]) X_true = np.array([ [-1, 1.1, 0, -1], [1.2, -1, 1.3, -1], [0, 0, -1, -1], [1.4, 1.5, 0, -1] ]) X = array_constructor(X) X_true = array_constructor(X_true) imputer = SimpleImputer(strategy="constant", fill_value=-1) X_trans = imputer.fit_transform(X) assert_allclose_dense_sparse(X_trans, X_true) @pytest.mark.parametrize("marker", [None, np.nan, "NAN", "", 0]) def test_imputation_constant_object(marker): # Test imputation using the constant strategy on objects X = np.array([ [marker, "a", "b", marker], ["c", marker, "d", marker], ["e", "f", marker, marker], ["g", "h", "i", marker] ], dtype=object) X_true = np.array([ ["missing", "a", "b", "missing"], ["c", "missing", "d", "missing"], ["e", "f", "missing", "missing"], ["g", "h", "i", "missing"] ], dtype=object) imputer = SimpleImputer(missing_values=marker, strategy="constant", fill_value="missing") X_trans = imputer.fit_transform(X) assert_array_equal(X_trans, X_true) @pytest.mark.parametrize("dtype", [object, "category"]) def test_imputation_constant_pandas(dtype): # Test imputation using the constant strategy on pandas df pd = pytest.importorskip("pandas") f = io.StringIO("Cat1,Cat2,Cat3,Cat4\n" ",i,x,\n" "a,,y,\n" "a,j,,\n" "b,j,x,") df = pd.read_csv(f, dtype=dtype) X_true = np.array([ ["missing_value", "i", "x", "missing_value"], ["a", "missing_value", "y", "missing_value"], ["a", "j", "missing_value", "missing_value"], ["b", "j", "x", "missing_value"] ], dtype=object) imputer = SimpleImputer(strategy="constant") X_trans = imputer.fit_transform(df) assert_array_equal(X_trans, X_true) @pytest.mark.parametrize("X", [[[1], [2]], [[1], [np.nan]]]) def test_iterative_imputer_one_feature(X): # check we exit early when there is a single feature imputer = IterativeImputer().fit(X) assert imputer.n_iter_ == 0 imputer = IterativeImputer() imputer.fit([[1], [2]]) assert imputer.n_iter_ == 0 imputer.fit([[1], [np.nan]]) assert imputer.n_iter_ == 0 def test_imputation_pipeline_grid_search(): # Test imputation within a pipeline + gridsearch. X = _sparse_random_matrix(100, 100, density=0.10) missing_values = X.data[0] pipeline = Pipeline([('imputer', SimpleImputer(missing_values=missing_values)), ('tree', tree.DecisionTreeRegressor(random_state=0))]) parameters = { 'imputer__strategy': ["mean", "median", "most_frequent"] } Y = _sparse_random_matrix(100, 1, density=0.10).toarray() gs = GridSearchCV(pipeline, parameters) gs.fit(X, Y) def test_imputation_copy(): # Test imputation with copy X_orig = _sparse_random_matrix(5, 5, density=0.75, random_state=0) # copy=True, dense => copy X = X_orig.copy().toarray() imputer = SimpleImputer(missing_values=0, strategy="mean", copy=True) Xt = imputer.fit(X).transform(X) Xt[0, 0] = -1 assert not np.all(X == Xt) # copy=True, sparse csr => copy X = X_orig.copy() imputer = SimpleImputer(missing_values=X.data[0], strategy="mean", copy=True) Xt = imputer.fit(X).transform(X) Xt.data[0] = -1 assert not np.all(X.data == Xt.data) # copy=False, dense => no copy X = X_orig.copy().toarray() imputer = SimpleImputer(missing_values=0, strategy="mean", copy=False) Xt = imputer.fit(X).transform(X) Xt[0, 0] = -1 assert_array_almost_equal(X, Xt) # copy=False, sparse csc => no copy X = X_orig.copy().tocsc() imputer = SimpleImputer(missing_values=X.data[0], strategy="mean", copy=False) Xt = imputer.fit(X).transform(X) Xt.data[0] = -1 assert_array_almost_equal(X.data, Xt.data) # copy=False, sparse csr => copy X = X_orig.copy() imputer = SimpleImputer(missing_values=X.data[0], strategy="mean", copy=False) Xt = imputer.fit(X).transform(X) Xt.data[0] = -1 assert not np.all(X.data == Xt.data) # Note: If X is sparse and if missing_values=0, then a (dense) copy of X is # made, even if copy=False. def test_iterative_imputer_zero_iters(): rng = np.random.RandomState(0) n = 100 d = 10 X = _sparse_random_matrix(n, d, density=0.10, random_state=rng).toarray() missing_flag = X == 0 X[missing_flag] = np.nan imputer = IterativeImputer(max_iter=0) X_imputed = imputer.fit_transform(X) # with max_iter=0, only initial imputation is performed assert_allclose(X_imputed, imputer.initial_imputer_.transform(X)) # repeat but force n_iter_ to 0 imputer = IterativeImputer(max_iter=5).fit(X) # transformed should not be equal to initial imputation assert not np.all(imputer.transform(X) == imputer.initial_imputer_.transform(X)) imputer.n_iter_ = 0 # now they should be equal as only initial imputation is done assert_allclose(imputer.transform(X), imputer.initial_imputer_.transform(X)) def test_iterative_imputer_verbose(): rng = np.random.RandomState(0) n = 100 d = 3 X = _sparse_random_matrix(n, d, density=0.10, random_state=rng).toarray() imputer = IterativeImputer(missing_values=0, max_iter=1, verbose=1) imputer.fit(X) imputer.transform(X) imputer = IterativeImputer(missing_values=0, max_iter=1, verbose=2) imputer.fit(X) imputer.transform(X) def test_iterative_imputer_all_missing(): n = 100 d = 3 X = np.zeros((n, d)) imputer = IterativeImputer(missing_values=0, max_iter=1) X_imputed = imputer.fit_transform(X) assert_allclose(X_imputed, imputer.initial_imputer_.transform(X)) @pytest.mark.parametrize( "imputation_order", ['random', 'roman', 'ascending', 'descending', 'arabic'] ) def test_iterative_imputer_imputation_order(imputation_order): rng = np.random.RandomState(0) n = 100 d = 10 max_iter = 2 X = _sparse_random_matrix(n, d, density=0.10, random_state=rng).toarray() X[:, 0] = 1 # this column should not be discarded by IterativeImputer imputer = IterativeImputer(missing_values=0, max_iter=max_iter, n_nearest_features=5, sample_posterior=False, skip_complete=True, min_value=0, max_value=1, verbose=1, imputation_order=imputation_order, random_state=rng) imputer.fit_transform(X) ordered_idx = [i.feat_idx for i in imputer.imputation_sequence_] assert (len(ordered_idx) // imputer.n_iter_ == imputer.n_features_with_missing_) if imputation_order == 'roman': assert np.all(ordered_idx[:d-1] == np.arange(1, d)) elif imputation_order == 'arabic': assert np.all(ordered_idx[:d-1] == np.arange(d-1, 0, -1)) elif imputation_order == 'random': ordered_idx_round_1 = ordered_idx[:d-1] ordered_idx_round_2 = ordered_idx[d-1:] assert ordered_idx_round_1 != ordered_idx_round_2 elif 'ending' in imputation_order: assert len(ordered_idx) == max_iter * (d - 1) @pytest.mark.parametrize( "estimator", [None, DummyRegressor(), BayesianRidge(), ARDRegression(), RidgeCV()] ) def test_iterative_imputer_estimators(estimator): rng = np.random.RandomState(0) n = 100 d = 10 X = _sparse_random_matrix(n, d, density=0.10, random_state=rng).toarray() imputer = IterativeImputer(missing_values=0, max_iter=1, estimator=estimator, random_state=rng) imputer.fit_transform(X) # check that types are correct for estimators hashes = [] for triplet in imputer.imputation_sequence_: expected_type = (type(estimator) if estimator is not None else type(BayesianRidge())) assert isinstance(triplet.estimator, expected_type) hashes.append(id(triplet.estimator)) # check that each estimator is unique assert len(set(hashes)) == len(hashes) def test_iterative_imputer_clip(): rng = np.random.RandomState(0) n = 100 d = 10 X = _sparse_random_matrix(n, d, density=0.10, random_state=rng).toarray() imputer = IterativeImputer(missing_values=0, max_iter=1, min_value=0.1, max_value=0.2, random_state=rng) Xt = imputer.fit_transform(X) assert_allclose(np.min(Xt[X == 0]), 0.1) assert_allclose(np.max(Xt[X == 0]), 0.2) assert_allclose(Xt[X != 0], X[X != 0]) def test_iterative_imputer_clip_truncnorm(): rng = np.random.RandomState(0) n = 100 d = 10 X = _sparse_random_matrix(n, d, density=0.10, random_state=rng).toarray() X[:, 0] = 1 imputer = IterativeImputer(missing_values=0, max_iter=2, n_nearest_features=5, sample_posterior=True, min_value=0.1, max_value=0.2, verbose=1, imputation_order='random', random_state=rng) Xt = imputer.fit_transform(X) assert_allclose(np.min(Xt[X == 0]), 0.1) assert_allclose(np.max(Xt[X == 0]), 0.2) assert_allclose(Xt[X != 0], X[X != 0]) def test_iterative_imputer_truncated_normal_posterior(): # test that the values that are imputed using `sample_posterior=True` # with boundaries (`min_value` and `max_value` are not None) are drawn # from a distribution that looks gaussian via the Kolmogorov Smirnov test. # note that starting from the wrong random seed will make this test fail # because random sampling doesn't occur at all when the imputation # is outside of the (min_value, max_value) range rng = np.random.RandomState(42) X = rng.normal(size=(5, 5)) X[0][0] = np.nan imputer = IterativeImputer(min_value=0, max_value=0.5, sample_posterior=True, random_state=rng) imputer.fit_transform(X) # generate multiple imputations for the single missing value imputations = np.array([imputer.transform(X)[0][0] for _ in range(100)]) assert all(imputations >= 0) assert all(imputations <= 0.5) mu, sigma = imputations.mean(), imputations.std() ks_statistic, p_value = kstest((imputations - mu) / sigma, 'norm') if sigma == 0: sigma += 1e-12 ks_statistic, p_value = kstest((imputations - mu) / sigma, 'norm') # we want to fail to reject null hypothesis # null hypothesis: distributions are the same assert ks_statistic < 0.2 or p_value > 0.1, \ "The posterior does appear to be normal" @pytest.mark.parametrize( "strategy", ["mean", "median", "most_frequent"] ) def test_iterative_imputer_missing_at_transform(strategy): rng = np.random.RandomState(0) n = 100 d = 10 X_train = rng.randint(low=0, high=3, size=(n, d)) X_test = rng.randint(low=0, high=3, size=(n, d)) X_train[:, 0] = 1 # definitely no missing values in 0th column X_test[0, 0] = 0 # definitely missing value in 0th column imputer = IterativeImputer(missing_values=0, max_iter=1, initial_strategy=strategy, random_state=rng).fit(X_train) initial_imputer = SimpleImputer(missing_values=0, strategy=strategy).fit(X_train) # if there were no missing values at time of fit, then imputer will # only use the initial imputer for that feature at transform assert_allclose(imputer.transform(X_test)[:, 0], initial_imputer.transform(X_test)[:, 0]) def test_iterative_imputer_transform_stochasticity(): rng1 = np.random.RandomState(0) rng2 = np.random.RandomState(1) n = 100 d = 10 X = _sparse_random_matrix(n, d, density=0.10, random_state=rng1).toarray() # when sample_posterior=True, two transforms shouldn't be equal imputer = IterativeImputer(missing_values=0, max_iter=1, sample_posterior=True, random_state=rng1) imputer.fit(X) X_fitted_1 = imputer.transform(X) X_fitted_2 = imputer.transform(X) # sufficient to assert that the means are not the same assert np.mean(X_fitted_1) != pytest.approx(np.mean(X_fitted_2)) # when sample_posterior=False, and n_nearest_features=None # and imputation_order is not random # the two transforms should be identical even if rng are different imputer1 = IterativeImputer(missing_values=0, max_iter=1, sample_posterior=False, n_nearest_features=None, imputation_order='ascending', random_state=rng1) imputer2 = IterativeImputer(missing_values=0, max_iter=1, sample_posterior=False, n_nearest_features=None, imputation_order='ascending', random_state=rng2) imputer1.fit(X) imputer2.fit(X) X_fitted_1a = imputer1.transform(X) X_fitted_1b = imputer1.transform(X) X_fitted_2 = imputer2.transform(X) assert_allclose(X_fitted_1a, X_fitted_1b) assert_allclose(X_fitted_1a, X_fitted_2) def test_iterative_imputer_no_missing(): rng = np.random.RandomState(0) X = rng.rand(100, 100) X[:, 0] = np.nan m1 = IterativeImputer(max_iter=10, random_state=rng) m2 = IterativeImputer(max_iter=10, random_state=rng) pred1 = m1.fit(X).transform(X) pred2 = m2.fit_transform(X) # should exclude the first column entirely assert_allclose(X[:, 1:], pred1) # fit and fit_transform should both be identical assert_allclose(pred1, pred2) def test_iterative_imputer_rank_one(): rng = np.random.RandomState(0) d = 50 A = rng.rand(d, 1) B = rng.rand(1, d) X = np.dot(A, B) nan_mask = rng.rand(d, d) < 0.5 X_missing = X.copy() X_missing[nan_mask] = np.nan imputer = IterativeImputer(max_iter=5, verbose=1, random_state=rng) X_filled = imputer.fit_transform(X_missing) assert_allclose(X_filled, X, atol=0.02) @pytest.mark.parametrize( "rank", [3, 5] ) def test_iterative_imputer_transform_recovery(rank): rng = np.random.RandomState(0) n = 70 d = 70 A = rng.rand(n, rank) B = rng.rand(rank, d) X_filled = np.dot(A, B) nan_mask = rng.rand(n, d) < 0.5 X_missing = X_filled.copy() X_missing[nan_mask] = np.nan # split up data in half n = n // 2 X_train = X_missing[:n] X_test_filled = X_filled[n:] X_test = X_missing[n:] imputer = IterativeImputer(max_iter=5, imputation_order='descending', verbose=1, random_state=rng).fit(X_train) X_test_est = imputer.transform(X_test) assert_allclose(X_test_filled, X_test_est, atol=0.1) def test_iterative_imputer_additive_matrix(): rng = np.random.RandomState(0) n = 100 d = 10 A = rng.randn(n, d) B = rng.randn(n, d) X_filled = np.zeros(A.shape) for i in range(d): for j in range(d): X_filled[:, (i+j) % d] += (A[:, i] + B[:, j]) / 2 # a quarter is randomly missing nan_mask = rng.rand(n, d) < 0.25 X_missing = X_filled.copy() X_missing[nan_mask] = np.nan # split up data n = n // 2 X_train = X_missing[:n] X_test_filled = X_filled[n:] X_test = X_missing[n:] imputer = IterativeImputer(max_iter=10, verbose=1, random_state=rng).fit(X_train) X_test_est = imputer.transform(X_test) assert_allclose(X_test_filled, X_test_est, rtol=1e-3, atol=0.01) @pytest.mark.parametrize("max_iter, tol, error_type, warning", [ (-1, 1e-3, ValueError, 'should be a positive integer'), (1, -1e-3, ValueError, 'should be a non-negative float') ]) def test_iterative_imputer_error_param(max_iter, tol, error_type, warning): X = np.zeros((100, 2)) imputer = IterativeImputer(max_iter=max_iter, tol=tol) with pytest.raises(error_type, match=warning): imputer.fit_transform(X) def test_iterative_imputer_early_stopping(): rng = np.random.RandomState(0) n = 50 d = 5 A = rng.rand(n, 1) B = rng.rand(1, d) X = np.dot(A, B) nan_mask = rng.rand(n, d) < 0.5 X_missing = X.copy() X_missing[nan_mask] = np.nan imputer = IterativeImputer(max_iter=100, tol=1e-2, sample_posterior=False, verbose=1, random_state=rng) X_filled_100 = imputer.fit_transform(X_missing) assert len(imputer.imputation_sequence_) == d * imputer.n_iter_ imputer = IterativeImputer(max_iter=imputer.n_iter_, sample_posterior=False, verbose=1, random_state=rng) X_filled_early = imputer.fit_transform(X_missing) assert_allclose(X_filled_100, X_filled_early, atol=1e-7) imputer = IterativeImputer(max_iter=100, tol=0, sample_posterior=False, verbose=1, random_state=rng) imputer.fit(X_missing) assert imputer.n_iter_ == imputer.max_iter def test_iterative_imputer_catch_warning(): # check that we catch a RuntimeWarning due to a division by zero when a # feature is constant in the dataset X, y = load_diabetes(return_X_y=True) n_samples, n_features = X.shape # simulate that a feature only contain one category during fit X[:, 3] = 1 # add some missing values rng = np.random.RandomState(0) missing_rate = 0.15 for feat in range(n_features): sample_idx = rng.choice( np.arange(n_samples), size=int(n_samples * missing_rate), replace=False ) X[sample_idx, feat] = np.nan imputer = IterativeImputer(n_nearest_features=5, sample_posterior=True) with pytest.warns(None) as record: X_fill = imputer.fit_transform(X, y) assert not record.list assert not np.any(np.isnan(X_fill)) @pytest.mark.parametrize( "min_value, max_value, correct_output", [(0, 100, np.array([[0] * 3, [100] * 3])), (None, None, np.array([[-np.inf] * 3, [np.inf] * 3])), (-np.inf, np.inf, np.array([[-np.inf] * 3, [np.inf] * 3])), ([-5, 5, 10], [100, 200, 300], np.array([[-5, 5, 10], [100, 200, 300]])), ([-5, -np.inf, 10], [100, 200, np.inf], np.array([[-5, -np.inf, 10], [100, 200, np.inf]]))], ids=["scalars", "None-default", "inf", "lists", "lists-with-inf"]) def test_iterative_imputer_min_max_array_like(min_value, max_value, correct_output): # check that passing scalar or array-like # for min_value and max_value in IterativeImputer works X = np.random.RandomState(0).randn(10, 3) imputer = IterativeImputer(min_value=min_value, max_value=max_value) imputer.fit(X) assert (isinstance(imputer._min_value, np.ndarray) and isinstance(imputer._max_value, np.ndarray)) assert ((imputer._min_value.shape[0] == X.shape[1]) and (imputer._max_value.shape[0] == X.shape[1])) assert_allclose(correct_output[0, :], imputer._min_value) assert_allclose(correct_output[1, :], imputer._max_value) @pytest.mark.parametrize( "min_value, max_value, err_msg", [(100, 0, "min_value >= max_value."), (np.inf, -np.inf, "min_value >= max_value."), ([-5, 5], [100, 200, 0], "_value' should be of shape")]) def test_iterative_imputer_catch_min_max_error(min_value, max_value, err_msg): # check that passing scalar or array-like # for min_value and max_value in IterativeImputer works X = np.random.random((10, 3)) imputer = IterativeImputer(min_value=min_value, max_value=max_value) with pytest.raises(ValueError, match=err_msg): imputer.fit(X) @pytest.mark.parametrize( "min_max_1, min_max_2", [([None, None], [-np.inf, np.inf]), ([-10, 10], [[-10] * 4, [10] * 4])], ids=["None-vs-inf", "Scalar-vs-vector"]) def test_iterative_imputer_min_max_array_like_imputation(min_max_1, min_max_2): # Test that None/inf and scalar/vector give the same imputation X_train = np.array([ [np.nan, 2, 2, 1], [10, np.nan, np.nan, 7], [3, 1, np.nan, 1], [np.nan, 4, 2, np.nan]]) X_test = np.array([ [np.nan, 2, np.nan, 5], [2, 4, np.nan, np.nan], [np.nan, 1, 10, 1]]) imputer1 = IterativeImputer(min_value=min_max_1[0], max_value=min_max_1[1], random_state=0) imputer2 = IterativeImputer(min_value=min_max_2[0], max_value=min_max_2[1], random_state=0) X_test_imputed1 = imputer1.fit(X_train).transform(X_test) X_test_imputed2 = imputer2.fit(X_train).transform(X_test) assert_allclose(X_test_imputed1[:, 0], X_test_imputed2[:, 0]) @pytest.mark.parametrize( "skip_complete", [True, False] ) def test_iterative_imputer_skip_non_missing(skip_complete): # check the imputing strategy when missing data are present in the # testing set only. # taken from: https://github.com/scikit-learn/scikit-learn/issues/14383 rng = np.random.RandomState(0) X_train = np.array([ [5, 2, 2, 1], [10, 1, 2, 7], [3, 1, 1, 1], [8, 4, 2, 2] ]) X_test = np.array([ [np.nan, 2, 4, 5], [np.nan, 4, 1, 2], [np.nan, 1, 10, 1] ]) imputer = IterativeImputer( initial_strategy='mean', skip_complete=skip_complete, random_state=rng ) X_test_est = imputer.fit(X_train).transform(X_test) if skip_complete: # impute with the initial strategy: 'mean' assert_allclose(X_test_est[:, 0], np.mean(X_train[:, 0])) else: assert_allclose(X_test_est[:, 0], [11, 7, 12], rtol=1e-4) @pytest.mark.parametrize( "X_fit, X_trans, params, msg_err", [(np.array([[-1, 1], [1, 2]]), np.array([[-1, 1], [1, -1]]), {'features': 'missing-only', 'sparse': 'auto'}, 'have missing values in transform but have no missing values in fit'), (np.array([[-1, 1], [1, 2]]), np.array([[-1, 1], [1, 2]]), {'features': 'random', 'sparse': 'auto'}, "'features' has to be either 'missing-only' or 'all'"), (np.array([[-1, 1], [1, 2]]), np.array([[-1, 1], [1, 2]]), {'features': 'all', 'sparse': 'random'}, "'sparse' has to be a boolean or 'auto'"), (np.array([['a', 'b'], ['c', 'a']], dtype=str), np.array([['a', 'b'], ['c', 'a']], dtype=str), {}, "MissingIndicator does not support data with dtype")] ) def test_missing_indicator_error(X_fit, X_trans, params, msg_err): indicator = MissingIndicator(missing_values=-1) indicator.set_params(**params) with pytest.raises(ValueError, match=msg_err): indicator.fit(X_fit).transform(X_trans) @pytest.mark.parametrize( "missing_values, dtype, arr_type", [(np.nan, np.float64, np.array), (0, np.int32, np.array), (-1, np.int32, np.array), (np.nan, np.float64, sparse.csc_matrix), (-1, np.int32, sparse.csc_matrix), (np.nan, np.float64, sparse.csr_matrix), (-1, np.int32, sparse.csr_matrix), (np.nan, np.float64, sparse.coo_matrix), (-1, np.int32, sparse.coo_matrix), (np.nan, np.float64, sparse.lil_matrix), (-1, np.int32, sparse.lil_matrix), (np.nan, np.float64, sparse.bsr_matrix), (-1, np.int32, sparse.bsr_matrix) ]) @pytest.mark.parametrize( "param_features, n_features, features_indices", [('missing-only', 3, np.array([0, 1, 2])), ('all', 3, np.array([0, 1, 2]))]) def test_missing_indicator_new(missing_values, arr_type, dtype, param_features, n_features, features_indices): X_fit = np.array([[missing_values, missing_values, 1], [4, 2, missing_values]]) X_trans = np.array([[missing_values, missing_values, 1], [4, 12, 10]]) X_fit_expected = np.array([[1, 1, 0], [0, 0, 1]]) X_trans_expected = np.array([[1, 1, 0], [0, 0, 0]]) # convert the input to the right array format and right dtype X_fit = arr_type(X_fit).astype(dtype) X_trans = arr_type(X_trans).astype(dtype) X_fit_expected = X_fit_expected.astype(dtype) X_trans_expected = X_trans_expected.astype(dtype) indicator = MissingIndicator(missing_values=missing_values, features=param_features, sparse=False) X_fit_mask = indicator.fit_transform(X_fit) X_trans_mask = indicator.transform(X_trans) assert X_fit_mask.shape[1] == n_features assert X_trans_mask.shape[1] == n_features assert_array_equal(indicator.features_, features_indices) assert_allclose(X_fit_mask, X_fit_expected[:, features_indices]) assert_allclose(X_trans_mask, X_trans_expected[:, features_indices]) assert X_fit_mask.dtype == bool assert X_trans_mask.dtype == bool assert isinstance(X_fit_mask, np.ndarray) assert isinstance(X_trans_mask, np.ndarray) indicator.set_params(sparse=True) X_fit_mask_sparse = indicator.fit_transform(X_fit) X_trans_mask_sparse = indicator.transform(X_trans) assert X_fit_mask_sparse.dtype == bool assert X_trans_mask_sparse.dtype == bool assert X_fit_mask_sparse.format == 'csc' assert X_trans_mask_sparse.format == 'csc' assert_allclose(X_fit_mask_sparse.toarray(), X_fit_mask) assert_allclose(X_trans_mask_sparse.toarray(), X_trans_mask) @pytest.mark.parametrize( "arr_type", [sparse.csc_matrix, sparse.csr_matrix, sparse.coo_matrix, sparse.lil_matrix, sparse.bsr_matrix]) def test_missing_indicator_raise_on_sparse_with_missing_0(arr_type): # test for sparse input and missing_value == 0 missing_values = 0 X_fit = np.array([[missing_values, missing_values, 1], [4, missing_values, 2]]) X_trans = np.array([[missing_values, missing_values, 1], [4, 12, 10]]) # convert the input to the right array format X_fit_sparse = arr_type(X_fit) X_trans_sparse = arr_type(X_trans) indicator = MissingIndicator(missing_values=missing_values) with pytest.raises(ValueError, match="Sparse input with missing_values=0"): indicator.fit_transform(X_fit_sparse) indicator.fit_transform(X_fit) with pytest.raises(ValueError, match="Sparse input with missing_values=0"): indicator.transform(X_trans_sparse) @pytest.mark.parametrize("param_sparse", [True, False, 'auto']) @pytest.mark.parametrize("missing_values, arr_type", [(np.nan, np.array), (0, np.array), (np.nan, sparse.csc_matrix), (np.nan, sparse.csr_matrix), (np.nan, sparse.coo_matrix), (np.nan, sparse.lil_matrix) ]) def test_missing_indicator_sparse_param(arr_type, missing_values, param_sparse): # check the format of the output with different sparse parameter X_fit = np.array([[missing_values, missing_values, 1], [4, missing_values, 2]]) X_trans = np.array([[missing_values, missing_values, 1], [4, 12, 10]]) X_fit = arr_type(X_fit).astype(np.float64) X_trans = arr_type(X_trans).astype(np.float64) indicator = MissingIndicator(missing_values=missing_values, sparse=param_sparse) X_fit_mask = indicator.fit_transform(X_fit) X_trans_mask = indicator.transform(X_trans) if param_sparse is True: assert X_fit_mask.format == 'csc' assert X_trans_mask.format == 'csc' elif param_sparse == 'auto' and missing_values == 0: assert isinstance(X_fit_mask, np.ndarray) assert isinstance(X_trans_mask, np.ndarray) elif param_sparse is False: assert isinstance(X_fit_mask, np.ndarray) assert isinstance(X_trans_mask, np.ndarray) else: if sparse.issparse(X_fit): assert X_fit_mask.format == 'csc' assert X_trans_mask.format == 'csc' else: assert isinstance(X_fit_mask, np.ndarray) assert isinstance(X_trans_mask, np.ndarray) def test_missing_indicator_string(): X = np.array([['a', 'b', 'c'], ['b', 'c', 'a']], dtype=object) indicator = MissingIndicator(missing_values='a', features='all') X_trans = indicator.fit_transform(X) assert_array_equal(X_trans, np.array([[True, False, False], [False, False, True]])) @pytest.mark.parametrize( "X, missing_values, X_trans_exp", [(np.array([['a', 'b'], ['b', 'a']], dtype=object), 'a', np.array([['b', 'b', True, False], ['b', 'b', False, True]], dtype=object)), (np.array([[np.nan, 1.], [1., np.nan]]), np.nan, np.array([[1., 1., True, False], [1., 1., False, True]])), (np.array([[np.nan, 'b'], ['b', np.nan]], dtype=object), np.nan, np.array([['b', 'b', True, False], ['b', 'b', False, True]], dtype=object)), (np.array([[None, 'b'], ['b', None]], dtype=object), None, np.array([['b', 'b', True, False], ['b', 'b', False, True]], dtype=object))] ) def test_missing_indicator_with_imputer(X, missing_values, X_trans_exp): trans = make_union( SimpleImputer(missing_values=missing_values, strategy='most_frequent'), MissingIndicator(missing_values=missing_values) ) X_trans = trans.fit_transform(X) assert_array_equal(X_trans, X_trans_exp) @pytest.mark.parametrize("imputer_constructor", [SimpleImputer, IterativeImputer]) @pytest.mark.parametrize( "imputer_missing_values, missing_value, err_msg", [("NaN", np.nan, "Input contains NaN"), ("-1", -1, "types are expected to be both numerical.")]) def test_inconsistent_dtype_X_missing_values(imputer_constructor, imputer_missing_values, missing_value, err_msg): # regression test for issue #11390. Comparison between incoherent dtype # for X and missing_values was not raising a proper error. rng = np.random.RandomState(42) X = rng.randn(10, 10) X[0, 0] = missing_value imputer = imputer_constructor(missing_values=imputer_missing_values) with pytest.raises(ValueError, match=err_msg): imputer.fit_transform(X) def test_missing_indicator_no_missing(): # check that all features are dropped if there are no missing values when # features='missing-only' (#13491) X = np.array([[1, 1], [1, 1]]) mi = MissingIndicator(features='missing-only', missing_values=-1) Xt = mi.fit_transform(X) assert Xt.shape[1] == 0 def test_missing_indicator_sparse_no_explicit_zeros(): # Check that non missing values don't become explicit zeros in the mask # generated by missing indicator when X is sparse. (#13491) X = sparse.csr_matrix([[0, 1, 2], [1, 2, 0], [2, 0, 1]]) mi = MissingIndicator(features='all', missing_values=1) Xt = mi.fit_transform(X) assert Xt.getnnz() == Xt.sum() @pytest.mark.parametrize("imputer_constructor", [SimpleImputer, IterativeImputer]) def test_imputer_without_indicator(imputer_constructor): X = np.array([[1, 1], [1, 1]]) imputer = imputer_constructor() imputer.fit(X) assert imputer.indicator_ is None @pytest.mark.parametrize( "arr_type", [ sparse.csc_matrix, sparse.csr_matrix, sparse.coo_matrix, sparse.lil_matrix, sparse.bsr_matrix ] ) def test_simple_imputation_add_indicator_sparse_matrix(arr_type): X_sparse = arr_type([ [np.nan, 1, 5], [2, np.nan, 1], [6, 3, np.nan], [1, 2, 9] ]) X_true = np.array([ [3., 1., 5., 1., 0., 0.], [2., 2., 1., 0., 1., 0.], [6., 3., 5., 0., 0., 1.], [1., 2., 9., 0., 0., 0.], ]) imputer = SimpleImputer(missing_values=np.nan, add_indicator=True) X_trans = imputer.fit_transform(X_sparse) assert sparse.issparse(X_trans) assert X_trans.shape == X_true.shape assert_allclose(X_trans.toarray(), X_true) @pytest.mark.parametrize( "order, idx_order", [ ("ascending", [3, 4, 2, 0, 1]), ("descending", [1, 0, 2, 4, 3]) ] ) def test_imputation_order(order, idx_order): # regression test for #15393 rng = np.random.RandomState(42) X = rng.rand(100, 5) X[:50, 1] = np.nan X[:30, 0] = np.nan X[:20, 2] = np.nan X[:10, 4] = np.nan with pytest.warns(ConvergenceWarning): trs = IterativeImputer(max_iter=1, imputation_order=order, random_state=0).fit(X) idx = [x.feat_idx for x in trs.imputation_sequence_] assert idx == idx_order