"""Test the stacking classifier and regressor.""" # Authors: Guillaume Lemaitre # License: BSD 3 clause import pytest import numpy as np import scipy.sparse as sparse from sklearn.base import BaseEstimator from sklearn.base import ClassifierMixin from sklearn.base import RegressorMixin from sklearn.base import clone from sklearn.exceptions import ConvergenceWarning from sklearn.datasets import load_iris from sklearn.datasets import load_diabetes from sklearn.datasets import load_breast_cancer from sklearn.datasets import make_regression from sklearn.datasets import make_classification from sklearn.dummy import DummyClassifier from sklearn.dummy import DummyRegressor from sklearn.linear_model import LogisticRegression from sklearn.linear_model import LinearRegression from sklearn.svm import LinearSVC from sklearn.svm import LinearSVR from sklearn.svm import SVC from sklearn.tree import DecisionTreeClassifier from sklearn.tree import DecisionTreeRegressor from sklearn.ensemble import RandomForestClassifier from sklearn.ensemble import RandomForestRegressor from sklearn.preprocessing import scale from sklearn.ensemble import StackingClassifier from sklearn.ensemble import StackingRegressor from sklearn.model_selection import train_test_split from sklearn.model_selection import StratifiedKFold from sklearn.model_selection import KFold from sklearn.utils._mocking import CheckingClassifier from sklearn.utils._testing import assert_allclose from sklearn.utils._testing import assert_allclose_dense_sparse from sklearn.utils._testing import ignore_warnings from sklearn.utils.estimator_checks import check_estimator from sklearn.utils.estimator_checks import check_no_attributes_set_in_init X_diabetes, y_diabetes = load_diabetes(return_X_y=True) X_iris, y_iris = load_iris(return_X_y=True) @pytest.mark.parametrize( "cv", [3, StratifiedKFold(n_splits=3, shuffle=True, random_state=42)] ) @pytest.mark.parametrize( "final_estimator", [None, RandomForestClassifier(random_state=42)] ) @pytest.mark.parametrize("passthrough", [False, True]) def test_stacking_classifier_iris(cv, final_estimator, passthrough): # prescale the data to avoid convergence warning without using a pipeline # for later assert X_train, X_test, y_train, y_test = train_test_split( scale(X_iris), y_iris, stratify=y_iris, random_state=42 ) estimators = [('lr', LogisticRegression()), ('svc', LinearSVC())] clf = StackingClassifier( estimators=estimators, final_estimator=final_estimator, cv=cv, passthrough=passthrough ) clf.fit(X_train, y_train) clf.predict(X_test) clf.predict_proba(X_test) assert clf.score(X_test, y_test) > 0.8 X_trans = clf.transform(X_test) expected_column_count = 10 if passthrough else 6 assert X_trans.shape[1] == expected_column_count if passthrough: assert_allclose(X_test, X_trans[:, -4:]) clf.set_params(lr='drop') clf.fit(X_train, y_train) clf.predict(X_test) clf.predict_proba(X_test) if final_estimator is None: # LogisticRegression has decision_function method clf.decision_function(X_test) X_trans = clf.transform(X_test) expected_column_count_drop = 7 if passthrough else 3 assert X_trans.shape[1] == expected_column_count_drop if passthrough: assert_allclose(X_test, X_trans[:, -4:]) def test_stacking_classifier_drop_column_binary_classification(): # check that a column is dropped in binary classification X, y = load_breast_cancer(return_X_y=True) X_train, X_test, y_train, _ = train_test_split( scale(X), y, stratify=y, random_state=42 ) # both classifiers implement 'predict_proba' and will both drop one column estimators = [('lr', LogisticRegression()), ('rf', RandomForestClassifier(random_state=42))] clf = StackingClassifier(estimators=estimators, cv=3) clf.fit(X_train, y_train) X_trans = clf.transform(X_test) assert X_trans.shape[1] == 2 # LinearSVC does not implement 'predict_proba' and will not drop one column estimators = [('lr', LogisticRegression()), ('svc', LinearSVC())] clf.set_params(estimators=estimators) clf.fit(X_train, y_train) X_trans = clf.transform(X_test) assert X_trans.shape[1] == 2 def test_stacking_classifier_drop_estimator(): # prescale the data to avoid convergence warning without using a pipeline # for later assert X_train, X_test, y_train, _ = train_test_split( scale(X_iris), y_iris, stratify=y_iris, random_state=42 ) estimators = [('lr', 'drop'), ('svc', LinearSVC(random_state=0))] rf = RandomForestClassifier(n_estimators=10, random_state=42) clf = StackingClassifier( estimators=[('svc', LinearSVC(random_state=0))], final_estimator=rf, cv=5 ) clf_drop = StackingClassifier( estimators=estimators, final_estimator=rf, cv=5 ) clf.fit(X_train, y_train) clf_drop.fit(X_train, y_train) assert_allclose(clf.predict(X_test), clf_drop.predict(X_test)) assert_allclose(clf.predict_proba(X_test), clf_drop.predict_proba(X_test)) assert_allclose(clf.transform(X_test), clf_drop.transform(X_test)) def test_stacking_regressor_drop_estimator(): # prescale the data to avoid convergence warning without using a pipeline # for later assert X_train, X_test, y_train, _ = train_test_split( scale(X_diabetes), y_diabetes, random_state=42 ) estimators = [('lr', 'drop'), ('svr', LinearSVR(random_state=0))] rf = RandomForestRegressor(n_estimators=10, random_state=42) reg = StackingRegressor( estimators=[('svr', LinearSVR(random_state=0))], final_estimator=rf, cv=5 ) reg_drop = StackingRegressor( estimators=estimators, final_estimator=rf, cv=5 ) reg.fit(X_train, y_train) reg_drop.fit(X_train, y_train) assert_allclose(reg.predict(X_test), reg_drop.predict(X_test)) assert_allclose(reg.transform(X_test), reg_drop.transform(X_test)) @pytest.mark.parametrize( "cv", [3, KFold(n_splits=3, shuffle=True, random_state=42)] ) @pytest.mark.parametrize( "final_estimator, predict_params", [(None, {}), (RandomForestRegressor(random_state=42), {}), (DummyRegressor(), {'return_std': True})] ) @pytest.mark.parametrize("passthrough", [False, True]) def test_stacking_regressor_diabetes(cv, final_estimator, predict_params, passthrough): # prescale the data to avoid convergence warning without using a pipeline # for later assert X_train, X_test, y_train, _ = train_test_split( scale(X_diabetes), y_diabetes, random_state=42 ) estimators = [('lr', LinearRegression()), ('svr', LinearSVR())] reg = StackingRegressor( estimators=estimators, final_estimator=final_estimator, cv=cv, passthrough=passthrough ) reg.fit(X_train, y_train) result = reg.predict(X_test, **predict_params) expected_result_length = 2 if predict_params else 1 if predict_params: assert len(result) == expected_result_length X_trans = reg.transform(X_test) expected_column_count = 12 if passthrough else 2 assert X_trans.shape[1] == expected_column_count if passthrough: assert_allclose(X_test, X_trans[:, -10:]) reg.set_params(lr='drop') reg.fit(X_train, y_train) reg.predict(X_test) X_trans = reg.transform(X_test) expected_column_count_drop = 11 if passthrough else 1 assert X_trans.shape[1] == expected_column_count_drop if passthrough: assert_allclose(X_test, X_trans[:, -10:]) @pytest.mark.parametrize('fmt', ['csc', 'csr', 'coo']) def test_stacking_regressor_sparse_passthrough(fmt): # Check passthrough behavior on a sparse X matrix X_train, X_test, y_train, _ = train_test_split( sparse.coo_matrix(scale(X_diabetes)).asformat(fmt), y_diabetes, random_state=42 ) estimators = [('lr', LinearRegression()), ('svr', LinearSVR())] rf = RandomForestRegressor(n_estimators=10, random_state=42) clf = StackingRegressor( estimators=estimators, final_estimator=rf, cv=5, passthrough=True ) clf.fit(X_train, y_train) X_trans = clf.transform(X_test) assert_allclose_dense_sparse(X_test, X_trans[:, -10:]) assert sparse.issparse(X_trans) assert X_test.format == X_trans.format @pytest.mark.parametrize('fmt', ['csc', 'csr', 'coo']) def test_stacking_classifier_sparse_passthrough(fmt): # Check passthrough behavior on a sparse X matrix X_train, X_test, y_train, _ = train_test_split( sparse.coo_matrix(scale(X_iris)).asformat(fmt), y_iris, random_state=42 ) estimators = [('lr', LogisticRegression()), ('svc', LinearSVC())] rf = RandomForestClassifier(n_estimators=10, random_state=42) clf = StackingClassifier( estimators=estimators, final_estimator=rf, cv=5, passthrough=True ) clf.fit(X_train, y_train) X_trans = clf.transform(X_test) assert_allclose_dense_sparse(X_test, X_trans[:, -4:]) assert sparse.issparse(X_trans) assert X_test.format == X_trans.format def test_stacking_classifier_drop_binary_prob(): # check that classifier will drop one of the probability column for # binary classification problem # Select only the 2 first classes X_, y_ = scale(X_iris[:100]), y_iris[:100] estimators = [ ('lr', LogisticRegression()), ('rf', RandomForestClassifier()) ] clf = StackingClassifier(estimators=estimators) clf.fit(X_, y_) X_meta = clf.transform(X_) assert X_meta.shape[1] == 2 class NoWeightRegressor(BaseEstimator, RegressorMixin): def fit(self, X, y): self.reg = DummyRegressor() return self.reg.fit(X, y) def predict(self, X): return np.ones(X.shape[0]) class NoWeightClassifier(BaseEstimator, ClassifierMixin): def fit(self, X, y): self.clf = DummyClassifier(strategy='stratified') return self.clf.fit(X, y) @pytest.mark.parametrize( "y, params, type_err, msg_err", [(y_iris, {'estimators': None}, ValueError, "Invalid 'estimators' attribute,"), (y_iris, {'estimators': []}, ValueError, "Invalid 'estimators' attribute,"), (y_iris, {'estimators': [('lr', LogisticRegression()), ('svm', SVC(max_iter=5e4))], 'stack_method': 'predict_proba'}, ValueError, 'does not implement the method predict_proba'), (y_iris, {'estimators': [('lr', LogisticRegression()), ('cor', NoWeightClassifier())]}, TypeError, 'does not support sample weight'), (y_iris, {'estimators': [('lr', LogisticRegression()), ('cor', LinearSVC(max_iter=5e4))], 'final_estimator': NoWeightClassifier()}, TypeError, 'does not support sample weight')] ) def test_stacking_classifier_error(y, params, type_err, msg_err): with pytest.raises(type_err, match=msg_err): clf = StackingClassifier(**params, cv=3) clf.fit( scale(X_iris), y, sample_weight=np.ones(X_iris.shape[0]) ) @pytest.mark.parametrize( "y, params, type_err, msg_err", [(y_diabetes, {'estimators': None}, ValueError, "Invalid 'estimators' attribute,"), (y_diabetes, {'estimators': []}, ValueError, "Invalid 'estimators' attribute,"), (y_diabetes, {'estimators': [('lr', LinearRegression()), ('cor', NoWeightRegressor())]}, TypeError, 'does not support sample weight'), (y_diabetes, {'estimators': [('lr', LinearRegression()), ('cor', LinearSVR())], 'final_estimator': NoWeightRegressor()}, TypeError, 'does not support sample weight')] ) def test_stacking_regressor_error(y, params, type_err, msg_err): with pytest.raises(type_err, match=msg_err): reg = StackingRegressor(**params, cv=3) reg.fit( scale(X_diabetes), y, sample_weight=np.ones(X_diabetes.shape[0]) ) @pytest.mark.parametrize( "estimator, X, y", [(StackingClassifier( estimators=[('lr', LogisticRegression(random_state=0)), ('svm', LinearSVC(random_state=0))]), X_iris[:100], y_iris[:100]), # keep only classes 0 and 1 (StackingRegressor( estimators=[('lr', LinearRegression()), ('svm', LinearSVR(random_state=0))]), X_diabetes, y_diabetes)], ids=['StackingClassifier', 'StackingRegressor'] ) def test_stacking_randomness(estimator, X, y): # checking that fixing the random state of the CV will lead to the same # results estimator_full = clone(estimator) estimator_full.set_params( cv=KFold(shuffle=True, random_state=np.random.RandomState(0)) ) estimator_drop = clone(estimator) estimator_drop.set_params(lr='drop') estimator_drop.set_params( cv=KFold(shuffle=True, random_state=np.random.RandomState(0)) ) assert_allclose( estimator_full.fit(X, y).transform(X)[:, 1:], estimator_drop.fit(X, y).transform(X) ) # These warnings are raised due to _BaseComposition @pytest.mark.filterwarnings("ignore:TypeError occurred during set_params") @pytest.mark.filterwarnings("ignore:Estimator's parameters changed after") @pytest.mark.parametrize( "estimator", [StackingClassifier( estimators=[('lr', LogisticRegression(random_state=0)), ('tree', DecisionTreeClassifier(random_state=0))]), StackingRegressor( estimators=[('lr', LinearRegression()), ('tree', DecisionTreeRegressor(random_state=0))])], ids=['StackingClassifier', 'StackingRegressor'] ) def test_check_estimators_stacking_estimator(estimator): check_estimator(estimator) check_no_attributes_set_in_init(estimator.__class__.__name__, estimator) def test_stacking_classifier_stratify_default(): # check that we stratify the classes for the default CV clf = StackingClassifier( estimators=[('lr', LogisticRegression(max_iter=1e4)), ('svm', LinearSVC(max_iter=1e4))] ) # since iris is not shuffled, a simple k-fold would not contain the # 3 classes during training clf.fit(X_iris, y_iris) @pytest.mark.parametrize( "stacker, X, y", [(StackingClassifier( estimators=[('lr', LogisticRegression()), ('svm', LinearSVC(random_state=42))], final_estimator=LogisticRegression(), cv=KFold(shuffle=True, random_state=42)), *load_breast_cancer(return_X_y=True)), (StackingRegressor( estimators=[('lr', LinearRegression()), ('svm', LinearSVR(random_state=42))], final_estimator=LinearRegression(), cv=KFold(shuffle=True, random_state=42)), X_diabetes, y_diabetes)], ids=['StackingClassifier', 'StackingRegressor'] ) def test_stacking_with_sample_weight(stacker, X, y): # check that sample weights has an influence on the fitting # note: ConvergenceWarning are catch since we are not worrying about the # convergence here n_half_samples = len(y) // 2 total_sample_weight = np.array( [0.1] * n_half_samples + [0.9] * (len(y) - n_half_samples) ) X_train, X_test, y_train, _, sample_weight_train, _ = train_test_split( X, y, total_sample_weight, random_state=42 ) with ignore_warnings(category=ConvergenceWarning): stacker.fit(X_train, y_train) y_pred_no_weight = stacker.predict(X_test) with ignore_warnings(category=ConvergenceWarning): stacker.fit(X_train, y_train, sample_weight=np.ones(y_train.shape)) y_pred_unit_weight = stacker.predict(X_test) assert_allclose(y_pred_no_weight, y_pred_unit_weight) with ignore_warnings(category=ConvergenceWarning): stacker.fit(X_train, y_train, sample_weight=sample_weight_train) y_pred_biased = stacker.predict(X_test) assert np.abs(y_pred_no_weight - y_pred_biased).sum() > 0 def test_stacking_classifier_sample_weight_fit_param(): # check sample_weight is passed to all invocations of fit stacker = StackingClassifier( estimators=[ ('lr', CheckingClassifier(expected_fit_params=['sample_weight'])) ], final_estimator=CheckingClassifier( expected_fit_params=['sample_weight'] ) ) stacker.fit(X_iris, y_iris, sample_weight=np.ones(X_iris.shape[0])) @pytest.mark.filterwarnings("ignore::sklearn.exceptions.ConvergenceWarning") @pytest.mark.parametrize( "stacker, X, y", [(StackingClassifier( estimators=[('lr', LogisticRegression()), ('svm', LinearSVC(random_state=42))], final_estimator=LogisticRegression()), *load_breast_cancer(return_X_y=True)), (StackingRegressor( estimators=[('lr', LinearRegression()), ('svm', LinearSVR(random_state=42))], final_estimator=LinearRegression()), X_diabetes, y_diabetes)], ids=['StackingClassifier', 'StackingRegressor'] ) def test_stacking_cv_influence(stacker, X, y): # check that the stacking affects the fit of the final estimator but not # the fit of the base estimators # note: ConvergenceWarning are catch since we are not worrying about the # convergence here stacker_cv_3 = clone(stacker) stacker_cv_5 = clone(stacker) stacker_cv_3.set_params(cv=3) stacker_cv_5.set_params(cv=5) stacker_cv_3.fit(X, y) stacker_cv_5.fit(X, y) # the base estimators should be identical for est_cv_3, est_cv_5 in zip(stacker_cv_3.estimators_, stacker_cv_5.estimators_): assert_allclose(est_cv_3.coef_, est_cv_5.coef_) # the final estimator should be different with pytest.raises(AssertionError, match='Not equal'): assert_allclose(stacker_cv_3.final_estimator_.coef_, stacker_cv_5.final_estimator_.coef_) @pytest.mark.parametrize("make_dataset, Stacking, Estimator", [ (make_classification, StackingClassifier, LogisticRegression), (make_regression, StackingRegressor, LinearRegression) ]) def test_stacking_without_n_features_in(make_dataset, Stacking, Estimator): # Stacking supports estimators without `n_features_in_`. Regression test # for #17353 class MyEstimator(Estimator): """Estimator without n_features_in_""" def fit(self, X, y): super().fit(X, y) del self.n_features_in_ X, y = make_dataset(random_state=0, n_samples=100) stacker = Stacking(estimators=[('lr', MyEstimator())]) msg = f"{Stacking.__name__} object has no attribute n_features_in_" with pytest.raises(AttributeError, match=msg): stacker.n_features_in_ # Does not raise stacker.fit(X, y) msg = "'MyEstimator' object has no attribute 'n_features_in_'" with pytest.raises(AttributeError, match=msg): stacker.n_features_in_