sklearn/linear_model/tests/test_common.py - main - githubmirror/scikit-learn

sklearn/linear_model/tests/test_common.py
297 строк10 KB
Christian Lorentzen
ENH change default scoring to log loss in LogisticRegressionCV (#33333)
16 мар 2026, 12:56
16 мар 2026, 12:56811b588
# SPDX-License-Identifier: BSD-3-Clause

import inspect

import numpy as np
import pytest

from sklearn.base import clone, is_classifier
from sklearn.datasets import make_classification, make_low_rank_matrix, make_regression
from sklearn.linear_model import (
    ARDRegression,
    BayesianRidge,
    ElasticNet,
    ElasticNetCV,
    GammaRegressor,
    HuberRegressor,
    Lars,
    LarsCV,
    Lasso,
    LassoCV,
    LassoLars,
    LassoLarsCV,
    LassoLarsIC,
    LinearRegression,
    LogisticRegression,
    LogisticRegressionCV,
    MultiTaskElasticNet,
    MultiTaskElasticNetCV,
    MultiTaskLasso,
    MultiTaskLassoCV,
    OrthogonalMatchingPursuit,
    OrthogonalMatchingPursuitCV,
    PassiveAggressiveClassifier,
    PassiveAggressiveRegressor,
    Perceptron,
    PoissonRegressor,
    Ridge,
    RidgeClassifier,
    RidgeClassifierCV,
    RidgeCV,
    SGDClassifier,
    SGDRegressor,
    TheilSenRegressor,
    TweedieRegressor,
)
from sklearn.pipeline import make_pipeline
from sklearn.preprocessing import MinMaxScaler, StandardScaler
from sklearn.svm import LinearSVC, LinearSVR
from sklearn.utils._testing import assert_allclose, set_random_state
from sklearn.utils.fixes import CSR_CONTAINERS


# Note: GammaRegressor() and TweedieRegressor(power != 1) have a non-canonical link.
@pytest.mark.parametrize(
    "model",
    [
        ARDRegression(),
        BayesianRidge(),
        ElasticNet(),
        ElasticNetCV(),
        Lars(),
        LarsCV(),
        Lasso(),
        LassoCV(),
        LassoLarsCV(),
        LassoLarsIC(),
        LinearRegression(),
        # TODO: FIx SAGA which fails badly with sample_weights.
        # This is a known limitation, see:
        # https://github.com/scikit-learn/scikit-learn/issues/21305
        pytest.param(
            LogisticRegression(l1_ratio=0.5, solver="saga", tol=1e-15),
            marks=pytest.mark.xfail(reason="Missing importance sampling scheme"),
        ),
        LogisticRegressionCV(
            tol=1e-6,
            use_legacy_attributes=False,
            scoring="neg_log_loss",  # TODO(1.11): remove because it is default now
            l1_ratios=(0,),  # TODO(1.10): remove because it is default now
        ),
        MultiTaskElasticNet(),
        MultiTaskElasticNetCV(),
        MultiTaskLasso(),
        MultiTaskLassoCV(),
        OrthogonalMatchingPursuit(),
        OrthogonalMatchingPursuitCV(),
        PoissonRegressor(),
        Ridge(),
        RidgeCV(),
        pytest.param(
            SGDRegressor(tol=1e-15),
            marks=pytest.mark.xfail(reason="Insufficient precision."),
        ),
        SGDRegressor(penalty="elasticnet", max_iter=10_000),
        TweedieRegressor(power=0),  # same as Ridge
    ],
    ids=lambda x: x.__class__.__name__,
)
@pytest.mark.parametrize("with_sample_weight", [False, True])
def test_balance_property(model, with_sample_weight, global_random_seed):
    # Test that sum(y_predicted) == sum(y_observed) on the training set.
    # This must hold for all linear models with deviance of an exponential disperson
    # family as loss and the corresponding canonical link if fit_intercept=True.
    # Examples:
    #     - squared error and identity link (most linear models)
    #     - Poisson deviance with log link
    #     - log loss with logit link
    # This is known as balance property or unconditional calibration/unbiasedness.
    # For reference, see Corollary 3.18, 3.20 and Chapter 5.1.5 of
    # M.V. Wuthrich and M. Merz, "Statistical Foundations of Actuarial Learning and its
    # Applications" (June 3, 2022). http://doi.org/10.2139/ssrn.3822407
    model = clone(model)  # Avoid side effects from shared instances.
    if (
        with_sample_weight
        and "sample_weight" not in inspect.signature(model.fit).parameters.keys()
    ):
        pytest.skip("Estimator does not support sample_weight.")

    rel = 2e-4  # test precision
    if isinstance(model, SGDRegressor):
        rel = 1e-1
    elif hasattr(model, "solver") and model.solver == "saga":
        rel = 1e-2

    rng = np.random.RandomState(global_random_seed)
    n_train, n_features, n_targets = 100, 10, None
    if isinstance(
        model,
        (MultiTaskElasticNet, MultiTaskElasticNetCV, MultiTaskLasso, MultiTaskLassoCV),
    ):
        n_targets = 3
    X = make_low_rank_matrix(n_samples=n_train, n_features=n_features, random_state=rng)
    if n_targets:
        coef = (
            rng.uniform(low=-2, high=2, size=(n_features, n_targets))
            / np.max(X, axis=0)[:, None]
        )
    else:
        coef = rng.uniform(low=-2, high=2, size=n_features) / np.max(X, axis=0)

    expectation = np.exp(X @ coef + 0.5)
    y = rng.poisson(lam=expectation) + 1  # strict positive, i.e. y > 0
    if is_classifier(model):
        y = (y > expectation + 1).astype(np.float64)

    if with_sample_weight:
        sw = rng.uniform(low=1, high=10, size=y.shape[0])
    else:
        sw = None

    model.set_params(fit_intercept=True)  # to be sure
    if with_sample_weight:
        model.fit(X, y, sample_weight=sw)
    else:
        model.fit(X, y)
    # Assert balance property.
    if is_classifier(model):
        assert np.average(model.predict_proba(X)[:, 1], weights=sw) == pytest.approx(
            np.average(y, weights=sw), rel=rel
        )
    else:
        assert np.average(model.predict(X), weights=sw, axis=0) == pytest.approx(
            np.average(y, weights=sw, axis=0), rel=rel
        )


@pytest.mark.filterwarnings("ignore:The default of 'normalize'")
@pytest.mark.filterwarnings("ignore:lbfgs failed to converge")
@pytest.mark.filterwarnings("ignore:A column-vector y was passed when a 1d array.*")
@pytest.mark.parametrize(
    "Regressor",
    [
        ARDRegression,
        BayesianRidge,
        ElasticNet,
        ElasticNetCV,
        GammaRegressor,
        HuberRegressor,
        Lars,
        LarsCV,
        Lasso,
        LassoCV,
        LassoLars,
        LassoLarsCV,
        LassoLarsIC,
        LinearSVR,
        LinearRegression,
        OrthogonalMatchingPursuit,
        OrthogonalMatchingPursuitCV,
        PassiveAggressiveRegressor,
        PoissonRegressor,
        Ridge,
        RidgeCV,
        SGDRegressor,
        TheilSenRegressor,
        TweedieRegressor,
    ],
)
@pytest.mark.parametrize("ndim", [1, 2])
def test_linear_model_regressor_coef_shape(Regressor, ndim):
    """Check the consistency of linear models `coef` shape."""
    if Regressor is LinearRegression:
        pytest.xfail("LinearRegression does not follow `coef_` shape contract!")

    X, y = make_regression(random_state=0, n_samples=200, n_features=20)
    y = MinMaxScaler().fit_transform(y.reshape(-1, 1))[:, 0] + 1
    y = y[:, np.newaxis] if ndim == 2 else y

    regressor = Regressor()
    set_random_state(regressor)
    regressor.fit(X, y)
    assert regressor.coef_.shape == (X.shape[1],)


@pytest.mark.parametrize(
    ["Classifier", "params"],
    [
        (LinearSVC, {}),
        (LogisticRegression, {}),
        (
            LogisticRegressionCV,
            {
                "solver": "newton-cholesky",
                "use_legacy_attributes": False,
                "l1_ratios": (0,),  # TODO(1.10): remove
                "scoring": "neg_log_loss",  # TODO(1.11): remove
            },
        ),
        (PassiveAggressiveClassifier, {}),
        (Perceptron, {}),
        (RidgeClassifier, {}),
        (RidgeClassifierCV, {}),
        (SGDClassifier, {}),
    ],
)
@pytest.mark.parametrize("n_classes", [2, 3])
def test_linear_model_classifier_coef_shape(Classifier, params, n_classes):
    if Classifier in (RidgeClassifier, RidgeClassifierCV):
        pytest.xfail(f"{Classifier} does not follow `coef_` shape contract!")

    X, y = make_classification(n_informative=10, n_classes=n_classes, random_state=0)
    n_features = X.shape[1]

    classifier = Classifier(**params)
    set_random_state(classifier)
    classifier.fit(X, y)
    expected_shape = (1, n_features) if n_classes == 2 else (n_classes, n_features)
    assert classifier.coef_.shape == expected_shape


@pytest.mark.parametrize(
    "LinearModel, params",
    [
        (Lasso, {"tol": 1e-15, "alpha": 0.01}),
        (LassoCV, {"tol": 1e-15}),
        (ElasticNetCV, {"tol": 1e-15}),
        (RidgeClassifier, {"solver": "sparse_cg", "alpha": 0.1}),
        (ElasticNet, {"tol": 1e-15, "l1_ratio": 1, "alpha": 0.01}),
        (ElasticNet, {"tol": 1e-15, "l1_ratio": 1e-5, "alpha": 0.01}),
        (Ridge, {"solver": "sparse_cg", "tol": 1e-12, "alpha": 0.1}),
        (LinearRegression, {}),
        (RidgeCV, {}),
        (RidgeClassifierCV, {}),
    ],
)
@pytest.mark.parametrize("csr_container", CSR_CONTAINERS)
def test_model_pipeline_same_dense_and_sparse(LinearModel, params, csr_container):
    """Test that sparse and dense linear models give same results.

    Models use a preprocessing pipeline with a StandardScaler.
    """
    model_dense = make_pipeline(StandardScaler(with_mean=False), LinearModel(**params))

    model_sparse = make_pipeline(StandardScaler(with_mean=False), LinearModel(**params))

    # prepare the data
    rng = np.random.RandomState(0)
    n_samples = 100
    n_features = 2
    X = rng.randn(n_samples, n_features)
    X[X < 0.1] = 0.0

    X_sparse = csr_container(X)
    y = rng.rand(n_samples)

    if is_classifier(model_dense):
        y = np.sign(y)

    model_dense.fit(X, y)
    model_sparse.fit(X_sparse, y)

    assert_allclose(model_sparse[1].coef_, model_dense[1].coef_, atol=1e-15)
    y_pred_dense = model_dense.predict(X)
    y_pred_sparse = model_sparse.predict(X_sparse)
    assert_allclose(y_pred_dense, y_pred_sparse)

    assert_allclose(model_dense[1].intercept_, model_sparse[1].intercept_)