import numpy as np from numpy.testing import assert_allclose from itertools import product import pytest from sklearn.utils._testing import assert_almost_equal from sklearn.utils._testing import assert_array_equal from sklearn.utils._testing import assert_array_almost_equal from sklearn.metrics import explained_variance_score from sklearn.metrics import mean_absolute_error from sklearn.metrics import mean_squared_error from sklearn.metrics import mean_squared_log_error from sklearn.metrics import median_absolute_error from sklearn.metrics import max_error from sklearn.metrics import r2_score from sklearn.metrics import mean_tweedie_deviance from sklearn.metrics._regression import _check_reg_targets from ...exceptions import UndefinedMetricWarning def test_regression_metrics(n_samples=50): y_true = np.arange(n_samples) y_pred = y_true + 1 assert_almost_equal(mean_squared_error(y_true, y_pred), 1.) assert_almost_equal(mean_squared_log_error(y_true, y_pred), mean_squared_error(np.log(1 + y_true), np.log(1 + y_pred))) assert_almost_equal(mean_absolute_error(y_true, y_pred), 1.) assert_almost_equal(median_absolute_error(y_true, y_pred), 1.) assert_almost_equal(max_error(y_true, y_pred), 1.) assert_almost_equal(r2_score(y_true, y_pred), 0.995, 2) assert_almost_equal(explained_variance_score(y_true, y_pred), 1.) assert_almost_equal(mean_tweedie_deviance(y_true, y_pred, power=0), mean_squared_error(y_true, y_pred)) # Tweedie deviance needs positive y_pred, except for p=0, # p>=2 needs positive y_true # results evaluated by sympy y_true = np.arange(1, 1 + n_samples) y_pred = 2 * y_true n = n_samples assert_almost_equal(mean_tweedie_deviance(y_true, y_pred, power=-1), 5/12 * n * (n**2 + 2 * n + 1)) assert_almost_equal(mean_tweedie_deviance(y_true, y_pred, power=1), (n + 1) * (1 - np.log(2))) assert_almost_equal(mean_tweedie_deviance(y_true, y_pred, power=2), 2 * np.log(2) - 1) assert_almost_equal(mean_tweedie_deviance(y_true, y_pred, power=3/2), ((6 * np.sqrt(2) - 8) / n) * np.sqrt(y_true).sum()) assert_almost_equal(mean_tweedie_deviance(y_true, y_pred, power=3), np.sum(1 / y_true) / (4 * n)) def test_mean_squared_error_multioutput_raw_value_squared(): # non-regression test for # https://github.com/scikit-learn/scikit-learn/pull/16323 mse1 = mean_squared_error( [[1]], [[10]], multioutput="raw_values", squared=True ) mse2 = mean_squared_error( [[1]], [[10]], multioutput="raw_values", squared=False ) assert np.sqrt(mse1) == pytest.approx(mse2) def test_multioutput_regression(): y_true = np.array([[1, 0, 0, 1], [0, 1, 1, 1], [1, 1, 0, 1]]) y_pred = np.array([[0, 0, 0, 1], [1, 0, 1, 1], [0, 0, 0, 1]]) error = mean_squared_error(y_true, y_pred) assert_almost_equal(error, (1. / 3 + 2. / 3 + 2. / 3) / 4.) error = mean_squared_error(y_true, y_pred, squared=False) assert_almost_equal(error, 0.454, decimal=2) error = mean_squared_log_error(y_true, y_pred) assert_almost_equal(error, 0.200, decimal=2) # mean_absolute_error and mean_squared_error are equal because # it is a binary problem. error = mean_absolute_error(y_true, y_pred) assert_almost_equal(error, (1. + 2. / 3) / 4.) error = median_absolute_error(y_true, y_pred) assert_almost_equal(error, (1. + 1.) / 4.) error = r2_score(y_true, y_pred, multioutput='variance_weighted') assert_almost_equal(error, 1. - 5. / 2) error = r2_score(y_true, y_pred, multioutput='uniform_average') assert_almost_equal(error, -.875) def test_regression_metrics_at_limits(): assert_almost_equal(mean_squared_error([0.], [0.]), 0.00, 2) assert_almost_equal(mean_squared_error([0.], [0.], squared=False), 0.00, 2) assert_almost_equal(mean_squared_log_error([0.], [0.]), 0.00, 2) assert_almost_equal(mean_absolute_error([0.], [0.]), 0.00, 2) assert_almost_equal(median_absolute_error([0.], [0.]), 0.00, 2) assert_almost_equal(max_error([0.], [0.]), 0.00, 2) assert_almost_equal(explained_variance_score([0.], [0.]), 1.00, 2) assert_almost_equal(r2_score([0., 1], [0., 1]), 1.00, 2) err_msg = ("Mean Squared Logarithmic Error cannot be used when targets " "contain negative values.") with pytest.raises(ValueError, match=err_msg): mean_squared_log_error([-1.], [-1.]) err_msg = ("Mean Squared Logarithmic Error cannot be used when targets " "contain negative values.") with pytest.raises(ValueError, match=err_msg): mean_squared_log_error([1., 2., 3.], [1., -2., 3.]) err_msg = ("Mean Squared Logarithmic Error cannot be used when targets " "contain negative values.") with pytest.raises(ValueError, match=err_msg): mean_squared_log_error([1., -2., 3.], [1., 2., 3.]) # Tweedie deviance error power = -1.2 assert_allclose(mean_tweedie_deviance([0], [1.], power=power), 2 / (2 - power), rtol=1e-3) with pytest.raises(ValueError, match="can only be used on strictly positive y_pred."): mean_tweedie_deviance([0.], [0.], power=power) assert_almost_equal(mean_tweedie_deviance([0.], [0.], power=0), 0.00, 2) msg = "only be used on non-negative y and strictly positive y_pred." with pytest.raises(ValueError, match=msg): mean_tweedie_deviance([0.], [0.], power=1.0) power = 1.5 assert_allclose(mean_tweedie_deviance([0.], [1.], power=power), 2 / (2 - power)) msg = "only be used on non-negative y and strictly positive y_pred." with pytest.raises(ValueError, match=msg): mean_tweedie_deviance([0.], [0.], power=power) power = 2. assert_allclose(mean_tweedie_deviance([1.], [1.], power=power), 0.00, atol=1e-8) msg = "can only be used on strictly positive y and y_pred." with pytest.raises(ValueError, match=msg): mean_tweedie_deviance([0.], [0.], power=power) power = 3. assert_allclose(mean_tweedie_deviance([1.], [1.], power=power), 0.00, atol=1e-8) msg = "can only be used on strictly positive y and y_pred." with pytest.raises(ValueError, match=msg): mean_tweedie_deviance([0.], [0.], power=power) with pytest.raises(ValueError, match="is only defined for power<=0 and power>=1"): mean_tweedie_deviance([0.], [0.], power=0.5) def test__check_reg_targets(): # All of length 3 EXAMPLES = [ ("continuous", [1, 2, 3], 1), ("continuous", [[1], [2], [3]], 1), ("continuous-multioutput", [[1, 1], [2, 2], [3, 1]], 2), ("continuous-multioutput", [[5, 1], [4, 2], [3, 1]], 2), ("continuous-multioutput", [[1, 3, 4], [2, 2, 2], [3, 1, 1]], 3), ] for (type1, y1, n_out1), (type2, y2, n_out2) in product(EXAMPLES, repeat=2): if type1 == type2 and n_out1 == n_out2: y_type, y_check1, y_check2, multioutput = _check_reg_targets( y1, y2, None) assert type1 == y_type if type1 == 'continuous': assert_array_equal(y_check1, np.reshape(y1, (-1, 1))) assert_array_equal(y_check2, np.reshape(y2, (-1, 1))) else: assert_array_equal(y_check1, y1) assert_array_equal(y_check2, y2) else: with pytest.raises(ValueError): _check_reg_targets(y1, y2, None) def test__check_reg_targets_exception(): invalid_multioutput = 'this_value_is_not_valid' expected_message = ("Allowed 'multioutput' string values are.+" "You provided multioutput={!r}".format( invalid_multioutput)) with pytest.raises(ValueError, match=expected_message): _check_reg_targets([1, 2, 3], [[1], [2], [3]], invalid_multioutput) def test_regression_multioutput_array(): y_true = [[1, 2], [2.5, -1], [4.5, 3], [5, 7]] y_pred = [[1, 1], [2, -1], [5, 4], [5, 6.5]] mse = mean_squared_error(y_true, y_pred, multioutput='raw_values') mae = mean_absolute_error(y_true, y_pred, multioutput='raw_values') r = r2_score(y_true, y_pred, multioutput='raw_values') evs = explained_variance_score(y_true, y_pred, multioutput='raw_values') assert_array_almost_equal(mse, [0.125, 0.5625], decimal=2) assert_array_almost_equal(mae, [0.25, 0.625], decimal=2) assert_array_almost_equal(r, [0.95, 0.93], decimal=2) assert_array_almost_equal(evs, [0.95, 0.93], decimal=2) # mean_absolute_error and mean_squared_error are equal because # it is a binary problem. y_true = [[0, 0]]*4 y_pred = [[1, 1]]*4 mse = mean_squared_error(y_true, y_pred, multioutput='raw_values') mae = mean_absolute_error(y_true, y_pred, multioutput='raw_values') r = r2_score(y_true, y_pred, multioutput='raw_values') assert_array_almost_equal(mse, [1., 1.], decimal=2) assert_array_almost_equal(mae, [1., 1.], decimal=2) assert_array_almost_equal(r, [0., 0.], decimal=2) r = r2_score([[0, -1], [0, 1]], [[2, 2], [1, 1]], multioutput='raw_values') assert_array_almost_equal(r, [0, -3.5], decimal=2) assert np.mean(r) == r2_score([[0, -1], [0, 1]], [[2, 2], [1, 1]], multioutput='uniform_average') evs = explained_variance_score([[0, -1], [0, 1]], [[2, 2], [1, 1]], multioutput='raw_values') assert_array_almost_equal(evs, [0, -1.25], decimal=2) # Checking for the condition in which both numerator and denominator is # zero. y_true = [[1, 3], [-1, 2]] y_pred = [[1, 4], [-1, 1]] r2 = r2_score(y_true, y_pred, multioutput='raw_values') assert_array_almost_equal(r2, [1., -3.], decimal=2) assert np.mean(r2) == r2_score(y_true, y_pred, multioutput='uniform_average') evs = explained_variance_score(y_true, y_pred, multioutput='raw_values') assert_array_almost_equal(evs, [1., -3.], decimal=2) assert np.mean(evs) == explained_variance_score(y_true, y_pred) # Handling msle separately as it does not accept negative inputs. y_true = np.array([[0.5, 1], [1, 2], [7, 6]]) y_pred = np.array([[0.5, 2], [1, 2.5], [8, 8]]) msle = mean_squared_log_error(y_true, y_pred, multioutput='raw_values') msle2 = mean_squared_error(np.log(1 + y_true), np.log(1 + y_pred), multioutput='raw_values') assert_array_almost_equal(msle, msle2, decimal=2) def test_regression_custom_weights(): y_true = [[1, 2], [2.5, -1], [4.5, 3], [5, 7]] y_pred = [[1, 1], [2, -1], [5, 4], [5, 6.5]] msew = mean_squared_error(y_true, y_pred, multioutput=[0.4, 0.6]) rmsew = mean_squared_error(y_true, y_pred, multioutput=[0.4, 0.6], squared=False) maew = mean_absolute_error(y_true, y_pred, multioutput=[0.4, 0.6]) rw = r2_score(y_true, y_pred, multioutput=[0.4, 0.6]) evsw = explained_variance_score(y_true, y_pred, multioutput=[0.4, 0.6]) assert_almost_equal(msew, 0.39, decimal=2) assert_almost_equal(rmsew, 0.59, decimal=2) assert_almost_equal(maew, 0.475, decimal=3) assert_almost_equal(rw, 0.94, decimal=2) assert_almost_equal(evsw, 0.94, decimal=2) # Handling msle separately as it does not accept negative inputs. y_true = np.array([[0.5, 1], [1, 2], [7, 6]]) y_pred = np.array([[0.5, 2], [1, 2.5], [8, 8]]) msle = mean_squared_log_error(y_true, y_pred, multioutput=[0.3, 0.7]) msle2 = mean_squared_error(np.log(1 + y_true), np.log(1 + y_pred), multioutput=[0.3, 0.7]) assert_almost_equal(msle, msle2, decimal=2) @pytest.mark.parametrize('metric', [r2_score]) def test_regression_single_sample(metric): y_true = [0] y_pred = [1] warning_msg = 'not well-defined with less than two samples.' # Trigger the warning with pytest.warns(UndefinedMetricWarning, match=warning_msg): score = metric(y_true, y_pred) assert np.isnan(score) def test_tweedie_deviance_continuity(): n_samples = 100 y_true = np.random.RandomState(0).rand(n_samples) + 0.1 y_pred = np.random.RandomState(1).rand(n_samples) + 0.1 assert_allclose(mean_tweedie_deviance(y_true, y_pred, power=0 - 1e-10), mean_tweedie_deviance(y_true, y_pred, power=0)) # Ws we get closer to the limit, with 1e-12 difference the absolute # tolerance to pass the below check increases. There are likely # numerical precision issues on the edges of different definition # regions. assert_allclose(mean_tweedie_deviance(y_true, y_pred, power=1 + 1e-10), mean_tweedie_deviance(y_true, y_pred, power=1), atol=1e-6) assert_allclose(mean_tweedie_deviance(y_true, y_pred, power=2 - 1e-10), mean_tweedie_deviance(y_true, y_pred, power=2), atol=1e-6) assert_allclose(mean_tweedie_deviance(y_true, y_pred, power=2 + 1e-10), mean_tweedie_deviance(y_true, y_pred, power=2), atol=1e-6)