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import typing
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from ._split import BaseCrossValidator
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from ._split import BaseShuffleSplit
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from ._split import KFold
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from ._split import GroupKFold
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from ._split import StratifiedKFold
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from ._split import TimeSeriesSplit
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from ._split import LeaveOneGroupOut
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from ._split import LeaveOneOut
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from ._split import LeavePGroupsOut
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from ._split import LeavePOut
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from ._split import RepeatedKFold
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from ._split import RepeatedStratifiedKFold
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from ._split import ShuffleSplit
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from ._split import GroupShuffleSplit
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from ._split import StratifiedShuffleSplit
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from ._split import StratifiedGroupKFold
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from ._split import PredefinedSplit
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from ._split import train_test_split
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from ._split import check_cv
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from ._validation import cross_val_score
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from ._validation import cross_val_predict
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from ._validation import cross_validate
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from ._validation import learning_curve
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from ._validation import permutation_test_score
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from ._validation import validation_curve
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from ._search import GridSearchCV
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from ._search import RandomizedSearchCV
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from ._search import ParameterGrid
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from ._search import ParameterSampler
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if typing.TYPE_CHECKING:
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# Avoid errors in type checkers (e.g. mypy) for experimental estimators.
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# TODO: remove this check once the estimator is no longer experimental.
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from ._search_successive_halving import ( # noqa
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HalvingGridSearchCV,
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HalvingRandomSearchCV,
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)
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__all__ = [
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"BaseCrossValidator",
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"BaseShuffleSplit",
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"GridSearchCV",
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"TimeSeriesSplit",
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"KFold",
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"GroupKFold",
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"GroupShuffleSplit",
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"LeaveOneGroupOut",
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"LeaveOneOut",
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"LeavePGroupsOut",
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"LeavePOut",
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"RepeatedKFold",
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"RepeatedStratifiedKFold",
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"ParameterGrid",
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"ParameterSampler",
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"PredefinedSplit",
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"RandomizedSearchCV",
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"ShuffleSplit",
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"StratifiedKFold",
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"StratifiedGroupKFold",
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"StratifiedShuffleSplit",
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"check_cv",
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"cross_val_predict",
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"cross_val_score",
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"cross_validate",
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"learning_curve",
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"permutation_test_score",
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"train_test_split",
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"validation_curve",
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]
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# TODO: remove this check once the estimator is no longer experimental.
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def __getattr__(name):
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if name in {"HalvingGridSearchCV", "HalvingRandomSearchCV"}:
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raise ImportError(
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f"{name} is experimental and the API might change without any "
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"deprecation cycle. To use it, you need to explicitly import "
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"enable_halving_search_cv:\n"
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"from sklearn.experimental import enable_halving_search_cv"
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)
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raise AttributeError(f"module {__name__} has no attribute {name}")
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"""
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Common utilities for testing model selection.
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"""
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import numpy as np
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from sklearn.model_selection import KFold
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class OneTimeSplitter:
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"""A wrapper to make KFold single entry cv iterator"""
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def __init__(self, n_splits=4, n_samples=99):
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self.n_splits = n_splits
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self.n_samples = n_samples
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self.indices = iter(KFold(n_splits=n_splits).split(np.ones(n_samples)))
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def split(self, X=None, y=None, groups=None):
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"""Split can be called only once"""
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for index in self.indices:
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yield index
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def get_n_splits(self, X=None, y=None, groups=None):
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return self.n_splits
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from math import ceil
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import pytest
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from scipy.stats import norm, randint
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import numpy as np
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from sklearn.datasets import make_classification
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from sklearn.dummy import DummyClassifier
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from sklearn.experimental import enable_halving_search_cv # noqa
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from sklearn.model_selection import StratifiedKFold
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from sklearn.model_selection import StratifiedShuffleSplit
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from sklearn.model_selection import LeaveOneGroupOut
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from sklearn.model_selection import LeavePGroupsOut
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from sklearn.model_selection import GroupKFold
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from sklearn.model_selection import GroupShuffleSplit
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from sklearn.model_selection import HalvingGridSearchCV
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from sklearn.model_selection import HalvingRandomSearchCV
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from sklearn.model_selection import KFold, ShuffleSplit
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from sklearn.svm import LinearSVC
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from sklearn.model_selection._search_successive_halving import (
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_SubsampleMetaSplitter,
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_top_k,
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)
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class FastClassifier(DummyClassifier):
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"""Dummy classifier that accepts parameters a, b, ... z.
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These parameter don't affect the predictions and are useful for fast
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grid searching."""
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def __init__(
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self, strategy="stratified", random_state=None, constant=None, **kwargs
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):
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super().__init__(
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strategy=strategy, random_state=random_state, constant=constant
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)
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def get_params(self, deep=False):
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params = super().get_params(deep=deep)
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for char in range(ord("a"), ord("z") + 1):
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params[chr(char)] = "whatever"
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return params
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@pytest.mark.parametrize("Est", (HalvingGridSearchCV, HalvingRandomSearchCV))
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@pytest.mark.parametrize(
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"aggressive_elimination,"
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"max_resources,"
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"expected_n_iterations,"
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"expected_n_required_iterations,"
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"expected_n_possible_iterations,"
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"expected_n_remaining_candidates,"
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"expected_n_candidates,"
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"expected_n_resources,",
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[
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# notice how it loops at the beginning
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# also, the number of candidates evaluated at the last iteration is
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# <= factor
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(True, "limited", 4, 4, 3, 1, [60, 20, 7, 3], [20, 20, 60, 180]),
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# no aggressive elimination: we end up with less iterations, and
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# the number of candidates at the last iter is > factor, which isn't
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# ideal
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(False, "limited", 3, 4, 3, 3, [60, 20, 7], [20, 60, 180]),
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# # When the amount of resource isn't limited, aggressive_elimination
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# # has no effect. Here the default min_resources='exhaust' will take
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# # over.
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(True, "unlimited", 4, 4, 4, 1, [60, 20, 7, 3], [37, 111, 333, 999]),
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(False, "unlimited", 4, 4, 4, 1, [60, 20, 7, 3], [37, 111, 333, 999]),
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],
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)
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def test_aggressive_elimination(
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Est,
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aggressive_elimination,
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max_resources,
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expected_n_iterations,
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expected_n_required_iterations,
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expected_n_possible_iterations,
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expected_n_remaining_candidates,
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expected_n_candidates,
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expected_n_resources,
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):
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# Test the aggressive_elimination parameter.
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n_samples = 1000
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X, y = make_classification(n_samples=n_samples, random_state=0)
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param_grid = {"a": ("l1", "l2"), "b": list(range(30))}
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base_estimator = FastClassifier()
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if max_resources == "limited":
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max_resources = 180
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else:
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max_resources = n_samples
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sh = Est(
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base_estimator,
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param_grid,
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aggressive_elimination=aggressive_elimination,
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max_resources=max_resources,
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factor=3,
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)
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sh.set_params(verbose=True) # just for test coverage
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if Est is HalvingRandomSearchCV:
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# same number of candidates as with the grid
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sh.set_params(n_candidates=2 * 30, min_resources="exhaust")
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sh.fit(X, y)
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assert sh.n_iterations_ == expected_n_iterations
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assert sh.n_required_iterations_ == expected_n_required_iterations
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assert sh.n_possible_iterations_ == expected_n_possible_iterations
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assert sh.n_resources_ == expected_n_resources
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assert sh.n_candidates_ == expected_n_candidates
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assert sh.n_remaining_candidates_ == expected_n_remaining_candidates
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assert ceil(sh.n_candidates_[-1] / sh.factor) == sh.n_remaining_candidates_
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@pytest.mark.parametrize("Est", (HalvingGridSearchCV, HalvingRandomSearchCV))
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@pytest.mark.parametrize(
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"min_resources,"
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"max_resources,"
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"expected_n_iterations,"
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"expected_n_possible_iterations,"
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"expected_n_resources,",
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[
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# with enough resources
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("smallest", "auto", 2, 4, [20, 60]),
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# with enough resources but min_resources set manually
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(50, "auto", 2, 3, [50, 150]),
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# without enough resources, only one iteration can be done
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("smallest", 30, 1, 1, [20]),
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# with exhaust: use as much resources as possible at the last iter
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("exhaust", "auto", 2, 2, [333, 999]),
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("exhaust", 1000, 2, 2, [333, 999]),
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("exhaust", 999, 2, 2, [333, 999]),
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("exhaust", 600, 2, 2, [200, 600]),
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("exhaust", 599, 2, 2, [199, 597]),
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("exhaust", 300, 2, 2, [100, 300]),
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("exhaust", 60, 2, 2, [20, 60]),
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("exhaust", 50, 1, 1, [20]),
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("exhaust", 20, 1, 1, [20]),
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],
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)
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def test_min_max_resources(
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Est,
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min_resources,
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max_resources,
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expected_n_iterations,
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expected_n_possible_iterations,
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expected_n_resources,
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):
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# Test the min_resources and max_resources parameters, and how they affect
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# the number of resources used at each iteration
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n_samples = 1000
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X, y = make_classification(n_samples=n_samples, random_state=0)
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param_grid = {"a": [1, 2], "b": [1, 2, 3]}
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base_estimator = FastClassifier()
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sh = Est(
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base_estimator,
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param_grid,
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factor=3,
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min_resources=min_resources,
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max_resources=max_resources,
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)
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if Est is HalvingRandomSearchCV:
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sh.set_params(n_candidates=6) # same number as with the grid
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sh.fit(X, y)
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expected_n_required_iterations = 2 # given 6 combinations and factor = 3
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assert sh.n_iterations_ == expected_n_iterations
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assert sh.n_required_iterations_ == expected_n_required_iterations
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assert sh.n_possible_iterations_ == expected_n_possible_iterations
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assert sh.n_resources_ == expected_n_resources
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if min_resources == "exhaust":
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assert sh.n_possible_iterations_ == sh.n_iterations_ == len(sh.n_resources_)
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@pytest.mark.parametrize("Est", (HalvingRandomSearchCV, HalvingGridSearchCV))
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@pytest.mark.parametrize(
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"max_resources, n_iterations, n_possible_iterations",
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[
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("auto", 5, 9), # all resources are used
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(1024, 5, 9),
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(700, 5, 8),
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(512, 5, 8),
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(511, 5, 7),
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(32, 4, 4),
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(31, 3, 3),
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(16, 3, 3),
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(4, 1, 1), # max_resources == min_resources, only one iteration is
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# possible
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],
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)
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def test_n_iterations(Est, max_resources, n_iterations, n_possible_iterations):
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# test the number of actual iterations that were run depending on
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# max_resources
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n_samples = 1024
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X, y = make_classification(n_samples=n_samples, random_state=1)
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param_grid = {"a": [1, 2], "b": list(range(10))}
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base_estimator = FastClassifier()
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factor = 2
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sh = Est(
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base_estimator,
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param_grid,
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cv=2,
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factor=factor,
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max_resources=max_resources,
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min_resources=4,
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)
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if Est is HalvingRandomSearchCV:
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sh.set_params(n_candidates=20) # same as for HalvingGridSearchCV
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sh.fit(X, y)
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assert sh.n_required_iterations_ == 5
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assert sh.n_iterations_ == n_iterations
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assert sh.n_possible_iterations_ == n_possible_iterations
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@pytest.mark.parametrize("Est", (HalvingRandomSearchCV, HalvingGridSearchCV))
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def test_resource_parameter(Est):
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# Test the resource parameter
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n_samples = 1000
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X, y = make_classification(n_samples=n_samples, random_state=0)
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param_grid = {"a": [1, 2], "b": list(range(10))}
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base_estimator = FastClassifier()
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sh = Est(base_estimator, param_grid, cv=2, resource="c", max_resources=10, factor=3)
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sh.fit(X, y)
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assert set(sh.n_resources_) == set([1, 3, 9])
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for r_i, params, param_c in zip(
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sh.cv_results_["n_resources"],
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sh.cv_results_["params"],
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sh.cv_results_["param_c"],
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):
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assert r_i == params["c"] == param_c
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with pytest.raises(
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ValueError, match="Cannot use resource=1234 which is not supported "
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):
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sh = HalvingGridSearchCV(
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base_estimator, param_grid, cv=2, resource="1234", max_resources=10
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)
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sh.fit(X, y)
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with pytest.raises(
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ValueError,
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match=(
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"Cannot use parameter c as the resource since it is part "
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"of the searched parameters."
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),
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):
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param_grid = {"a": [1, 2], "b": [1, 2], "c": [1, 3]}
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sh = HalvingGridSearchCV(
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base_estimator, param_grid, cv=2, resource="c", max_resources=10
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)
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sh.fit(X, y)
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@pytest.mark.parametrize(
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"max_resources, n_candidates, expected_n_candidates",
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[
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(512, "exhaust", 128), # generate exactly as much as needed
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(32, "exhaust", 8),
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(32, 8, 8),
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(32, 7, 7), # ask for less than what we could
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(32, 9, 9), # ask for more than 'reasonable'
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],
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)
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def test_random_search(max_resources, n_candidates, expected_n_candidates):
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# Test random search and make sure the number of generated candidates is
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# as expected
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n_samples = 1024
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X, y = make_classification(n_samples=n_samples, random_state=0)
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param_grid = {"a": norm, "b": norm}
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base_estimator = FastClassifier()
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sh = HalvingRandomSearchCV(
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base_estimator,
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param_grid,
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n_candidates=n_candidates,
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cv=2,
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max_resources=max_resources,
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factor=2,
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min_resources=4,
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)
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sh.fit(X, y)
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assert sh.n_candidates_[0] == expected_n_candidates
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if n_candidates == "exhaust":
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# Make sure 'exhaust' makes the last iteration use as much resources as
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# we can
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assert sh.n_resources_[-1] == max_resources
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@pytest.mark.parametrize(
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"param_distributions, expected_n_candidates",
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[
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({"a": [1, 2]}, 2), # all lists, sample less than n_candidates
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({"a": randint(1, 3)}, 10), # not all list, respect n_candidates
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],
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)
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def test_random_search_discrete_distributions(
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param_distributions, expected_n_candidates
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):
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# Make sure random search samples the appropriate number of candidates when
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# we ask for more than what's possible. How many parameters are sampled
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# depends whether the distributions are 'all lists' or not (see
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# ParameterSampler for details). This is somewhat redundant with the checks
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# in ParameterSampler but interaction bugs were discovered during
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# development of SH
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n_samples = 1024
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X, y = make_classification(n_samples=n_samples, random_state=0)
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base_estimator = FastClassifier()
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sh = HalvingRandomSearchCV(base_estimator, param_distributions, n_candidates=10)
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sh.fit(X, y)
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assert sh.n_candidates_[0] == expected_n_candidates
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@pytest.mark.parametrize("Est", (HalvingGridSearchCV, HalvingRandomSearchCV))
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||||
@pytest.mark.parametrize(
|
||||
"params, expected_error_message",
|
||||
[
|
||||
({"scoring": {"accuracy", "accuracy"}}, "Multimetric scoring is not supported"),
|
||||
(
|
||||
{"resource": "not_a_parameter"},
|
||||
"Cannot use resource=not_a_parameter which is not supported",
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||||
),
|
||||
(
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||||
{"resource": "a", "max_resources": 100},
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||||
"Cannot use parameter a as the resource since it is part of",
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||||
),
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({"max_resources": "not_auto"}, "max_resources must be either"),
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||||
({"max_resources": 100.5}, "max_resources must be either"),
|
||||
({"max_resources": -10}, "max_resources must be either"),
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({"min_resources": "bad str"}, "min_resources must be either"),
|
||||
({"min_resources": 0.5}, "min_resources must be either"),
|
||||
({"min_resources": -10}, "min_resources must be either"),
|
||||
(
|
||||
{"max_resources": "auto", "resource": "b"},
|
||||
"max_resources can only be 'auto' if resource='n_samples'",
|
||||
),
|
||||
(
|
||||
{"min_resources": 15, "max_resources": 14},
|
||||
"min_resources_=15 is greater than max_resources_=14",
|
||||
),
|
||||
({"cv": KFold(shuffle=True)}, "must yield consistent folds"),
|
||||
({"cv": ShuffleSplit()}, "must yield consistent folds"),
|
||||
({"refit": "whatever"}, "refit is expected to be a boolean"),
|
||||
],
|
||||
)
|
||||
def test_input_errors(Est, params, expected_error_message):
|
||||
base_estimator = FastClassifier()
|
||||
param_grid = {"a": [1]}
|
||||
X, y = make_classification(100)
|
||||
|
||||
sh = Est(base_estimator, param_grid, **params)
|
||||
|
||||
with pytest.raises(ValueError, match=expected_error_message):
|
||||
sh.fit(X, y)
|
||||
|
||||
|
||||
@pytest.mark.parametrize(
|
||||
"params, expected_error_message",
|
||||
[
|
||||
(
|
||||
{"n_candidates": "exhaust", "min_resources": "exhaust"},
|
||||
"cannot be both set to 'exhaust'",
|
||||
),
|
||||
({"n_candidates": "bad"}, "either 'exhaust' or a positive integer"),
|
||||
({"n_candidates": 0}, "either 'exhaust' or a positive integer"),
|
||||
],
|
||||
)
|
||||
def test_input_errors_randomized(params, expected_error_message):
|
||||
# tests specific to HalvingRandomSearchCV
|
||||
|
||||
base_estimator = FastClassifier()
|
||||
param_grid = {"a": [1]}
|
||||
X, y = make_classification(100)
|
||||
|
||||
sh = HalvingRandomSearchCV(base_estimator, param_grid, **params)
|
||||
|
||||
with pytest.raises(ValueError, match=expected_error_message):
|
||||
sh.fit(X, y)
|
||||
|
||||
|
||||
@pytest.mark.parametrize(
|
||||
"fraction, subsample_test, expected_train_size, expected_test_size",
|
||||
[
|
||||
(0.5, True, 40, 10),
|
||||
(0.5, False, 40, 20),
|
||||
(0.2, True, 16, 4),
|
||||
(0.2, False, 16, 20),
|
||||
],
|
||||
)
|
||||
def test_subsample_splitter_shapes(
|
||||
fraction, subsample_test, expected_train_size, expected_test_size
|
||||
):
|
||||
# Make sure splits returned by SubsampleMetaSplitter are of appropriate
|
||||
# size
|
||||
|
||||
n_samples = 100
|
||||
X, y = make_classification(n_samples)
|
||||
cv = _SubsampleMetaSplitter(
|
||||
base_cv=KFold(5),
|
||||
fraction=fraction,
|
||||
subsample_test=subsample_test,
|
||||
random_state=None,
|
||||
)
|
||||
|
||||
for train, test in cv.split(X, y):
|
||||
assert train.shape[0] == expected_train_size
|
||||
assert test.shape[0] == expected_test_size
|
||||
if subsample_test:
|
||||
assert train.shape[0] + test.shape[0] == int(n_samples * fraction)
|
||||
else:
|
||||
assert test.shape[0] == n_samples // cv.base_cv.get_n_splits()
|
||||
|
||||
|
||||
@pytest.mark.parametrize("subsample_test", (True, False))
|
||||
def test_subsample_splitter_determinism(subsample_test):
|
||||
# Make sure _SubsampleMetaSplitter is consistent across calls to split():
|
||||
# - we're OK having training sets differ (they're always sampled with a
|
||||
# different fraction anyway)
|
||||
# - when we don't subsample the test set, we want it to be always the same.
|
||||
# This check is the most important. This is ensured by the determinism
|
||||
# of the base_cv.
|
||||
|
||||
# Note: we could force both train and test splits to be always the same if
|
||||
# we drew an int seed in _SubsampleMetaSplitter.__init__
|
||||
|
||||
n_samples = 100
|
||||
X, y = make_classification(n_samples)
|
||||
cv = _SubsampleMetaSplitter(
|
||||
base_cv=KFold(5), fraction=0.5, subsample_test=subsample_test, random_state=None
|
||||
)
|
||||
|
||||
folds_a = list(cv.split(X, y, groups=None))
|
||||
folds_b = list(cv.split(X, y, groups=None))
|
||||
|
||||
for (train_a, test_a), (train_b, test_b) in zip(folds_a, folds_b):
|
||||
assert not np.all(train_a == train_b)
|
||||
|
||||
if subsample_test:
|
||||
assert not np.all(test_a == test_b)
|
||||
else:
|
||||
assert np.all(test_a == test_b)
|
||||
assert np.all(X[test_a] == X[test_b])
|
||||
|
||||
|
||||
@pytest.mark.parametrize(
|
||||
"k, itr, expected",
|
||||
[
|
||||
(1, 0, ["c"]),
|
||||
(2, 0, ["a", "c"]),
|
||||
(4, 0, ["d", "b", "a", "c"]),
|
||||
(10, 0, ["d", "b", "a", "c"]),
|
||||
(1, 1, ["e"]),
|
||||
(2, 1, ["f", "e"]),
|
||||
(10, 1, ["f", "e"]),
|
||||
(1, 2, ["i"]),
|
||||
(10, 2, ["g", "h", "i"]),
|
||||
],
|
||||
)
|
||||
def test_top_k(k, itr, expected):
|
||||
|
||||
results = { # this isn't a 'real world' result dict
|
||||
"iter": [0, 0, 0, 0, 1, 1, 2, 2, 2],
|
||||
"mean_test_score": [4, 3, 5, 1, 11, 10, 5, 6, 9],
|
||||
"params": ["a", "b", "c", "d", "e", "f", "g", "h", "i"],
|
||||
}
|
||||
got = _top_k(results, k=k, itr=itr)
|
||||
assert np.all(got == expected)
|
||||
|
||||
|
||||
@pytest.mark.parametrize("Est", (HalvingRandomSearchCV, HalvingGridSearchCV))
|
||||
def test_cv_results(Est):
|
||||
# test that the cv_results_ matches correctly the logic of the
|
||||
# tournament: in particular that the candidates continued in each
|
||||
# successive iteration are those that were best in the previous iteration
|
||||
pd = pytest.importorskip("pandas")
|
||||
|
||||
rng = np.random.RandomState(0)
|
||||
|
||||
n_samples = 1000
|
||||
X, y = make_classification(n_samples=n_samples, random_state=0)
|
||||
param_grid = {"a": ("l1", "l2"), "b": list(range(30))}
|
||||
base_estimator = FastClassifier()
|
||||
|
||||
# generate random scores: we want to avoid ties, which would otherwise
|
||||
# mess with the ordering and make testing harder
|
||||
def scorer(est, X, y):
|
||||
return rng.rand()
|
||||
|
||||
sh = Est(base_estimator, param_grid, factor=2, scoring=scorer)
|
||||
if Est is HalvingRandomSearchCV:
|
||||
# same number of candidates as with the grid
|
||||
sh.set_params(n_candidates=2 * 30, min_resources="exhaust")
|
||||
|
||||
sh.fit(X, y)
|
||||
|
||||
# non-regression check for
|
||||
# https://github.com/scikit-learn/scikit-learn/issues/19203
|
||||
assert isinstance(sh.cv_results_["iter"], np.ndarray)
|
||||
assert isinstance(sh.cv_results_["n_resources"], np.ndarray)
|
||||
|
||||
cv_results_df = pd.DataFrame(sh.cv_results_)
|
||||
|
||||
# just make sure we don't have ties
|
||||
assert len(cv_results_df["mean_test_score"].unique()) == len(cv_results_df)
|
||||
|
||||
cv_results_df["params_str"] = cv_results_df["params"].apply(str)
|
||||
table = cv_results_df.pivot(
|
||||
index="params_str", columns="iter", values="mean_test_score"
|
||||
)
|
||||
|
||||
# table looks like something like this:
|
||||
# iter 0 1 2 3 4 5
|
||||
# params_str
|
||||
# {'a': 'l2', 'b': 23} 0.75 NaN NaN NaN NaN NaN
|
||||
# {'a': 'l1', 'b': 30} 0.90 0.875 NaN NaN NaN NaN
|
||||
# {'a': 'l1', 'b': 0} 0.75 NaN NaN NaN NaN NaN
|
||||
# {'a': 'l2', 'b': 3} 0.85 0.925 0.9125 0.90625 NaN NaN
|
||||
# {'a': 'l1', 'b': 5} 0.80 NaN NaN NaN NaN NaN
|
||||
# ...
|
||||
|
||||
# where a NaN indicates that the candidate wasn't evaluated at a given
|
||||
# iteration, because it wasn't part of the top-K at some previous
|
||||
# iteration. We here make sure that candidates that aren't in the top-k at
|
||||
# any given iteration are indeed not evaluated at the subsequent
|
||||
# iterations.
|
||||
nan_mask = pd.isna(table)
|
||||
n_iter = sh.n_iterations_
|
||||
for it in range(n_iter - 1):
|
||||
already_discarded_mask = nan_mask[it]
|
||||
|
||||
# make sure that if a candidate is already discarded, we don't evaluate
|
||||
# it later
|
||||
assert (
|
||||
already_discarded_mask & nan_mask[it + 1] == already_discarded_mask
|
||||
).all()
|
||||
|
||||
# make sure that the number of discarded candidate is correct
|
||||
discarded_now_mask = ~already_discarded_mask & nan_mask[it + 1]
|
||||
kept_mask = ~already_discarded_mask & ~discarded_now_mask
|
||||
assert kept_mask.sum() == sh.n_candidates_[it + 1]
|
||||
|
||||
# make sure that all discarded candidates have a lower score than the
|
||||
# kept candidates
|
||||
discarded_max_score = table[it].where(discarded_now_mask).max()
|
||||
kept_min_score = table[it].where(kept_mask).min()
|
||||
assert discarded_max_score < kept_min_score
|
||||
|
||||
# We now make sure that the best candidate is chosen only from the last
|
||||
# iteration.
|
||||
# We also make sure this is true even if there were higher scores in
|
||||
# earlier rounds (this isn't generally the case, but worth ensuring it's
|
||||
# possible).
|
||||
|
||||
last_iter = cv_results_df["iter"].max()
|
||||
idx_best_last_iter = cv_results_df[cv_results_df["iter"] == last_iter][
|
||||
"mean_test_score"
|
||||
].idxmax()
|
||||
idx_best_all_iters = cv_results_df["mean_test_score"].idxmax()
|
||||
|
||||
assert sh.best_params_ == cv_results_df.iloc[idx_best_last_iter]["params"]
|
||||
assert (
|
||||
cv_results_df.iloc[idx_best_last_iter]["mean_test_score"]
|
||||
< cv_results_df.iloc[idx_best_all_iters]["mean_test_score"]
|
||||
)
|
||||
assert (
|
||||
cv_results_df.iloc[idx_best_last_iter]["params"]
|
||||
!= cv_results_df.iloc[idx_best_all_iters]["params"]
|
||||
)
|
||||
|
||||
|
||||
@pytest.mark.parametrize("Est", (HalvingGridSearchCV, HalvingRandomSearchCV))
|
||||
def test_base_estimator_inputs(Est):
|
||||
# make sure that the base estimators are passed the correct parameters and
|
||||
# number of samples at each iteration.
|
||||
pd = pytest.importorskip("pandas")
|
||||
|
||||
passed_n_samples_fit = []
|
||||
passed_n_samples_predict = []
|
||||
passed_params = []
|
||||
|
||||
class FastClassifierBookKeeping(FastClassifier):
|
||||
def fit(self, X, y):
|
||||
passed_n_samples_fit.append(X.shape[0])
|
||||
return super().fit(X, y)
|
||||
|
||||
def predict(self, X):
|
||||
passed_n_samples_predict.append(X.shape[0])
|
||||
return super().predict(X)
|
||||
|
||||
def set_params(self, **params):
|
||||
passed_params.append(params)
|
||||
return super().set_params(**params)
|
||||
|
||||
n_samples = 1024
|
||||
n_splits = 2
|
||||
X, y = make_classification(n_samples=n_samples, random_state=0)
|
||||
param_grid = {"a": ("l1", "l2"), "b": list(range(30))}
|
||||
base_estimator = FastClassifierBookKeeping()
|
||||
|
||||
sh = Est(
|
||||
base_estimator,
|
||||
param_grid,
|
||||
factor=2,
|
||||
cv=n_splits,
|
||||
return_train_score=False,
|
||||
refit=False,
|
||||
)
|
||||
if Est is HalvingRandomSearchCV:
|
||||
# same number of candidates as with the grid
|
||||
sh.set_params(n_candidates=2 * 30, min_resources="exhaust")
|
||||
|
||||
sh.fit(X, y)
|
||||
|
||||
assert len(passed_n_samples_fit) == len(passed_n_samples_predict)
|
||||
passed_n_samples = [
|
||||
x + y for (x, y) in zip(passed_n_samples_fit, passed_n_samples_predict)
|
||||
]
|
||||
|
||||
# Lists are of length n_splits * n_iter * n_candidates_at_i.
|
||||
# Each chunk of size n_splits corresponds to the n_splits folds for the
|
||||
# same candidate at the same iteration, so they contain equal values. We
|
||||
# subsample such that the lists are of length n_iter * n_candidates_at_it
|
||||
passed_n_samples = passed_n_samples[::n_splits]
|
||||
passed_params = passed_params[::n_splits]
|
||||
|
||||
cv_results_df = pd.DataFrame(sh.cv_results_)
|
||||
|
||||
assert len(passed_params) == len(passed_n_samples) == len(cv_results_df)
|
||||
|
||||
uniques, counts = np.unique(passed_n_samples, return_counts=True)
|
||||
assert (sh.n_resources_ == uniques).all()
|
||||
assert (sh.n_candidates_ == counts).all()
|
||||
|
||||
assert (cv_results_df["params"] == passed_params).all()
|
||||
assert (cv_results_df["n_resources"] == passed_n_samples).all()
|
||||
|
||||
|
||||
@pytest.mark.parametrize("Est", (HalvingGridSearchCV, HalvingRandomSearchCV))
|
||||
def test_groups_support(Est):
|
||||
# Check if ValueError (when groups is None) propagates to
|
||||
# HalvingGridSearchCV and HalvingRandomSearchCV
|
||||
# And also check if groups is correctly passed to the cv object
|
||||
rng = np.random.RandomState(0)
|
||||
|
||||
X, y = make_classification(n_samples=50, n_classes=2, random_state=0)
|
||||
groups = rng.randint(0, 3, 50)
|
||||
|
||||
clf = LinearSVC(random_state=0)
|
||||
grid = {"C": [1]}
|
||||
|
||||
group_cvs = [
|
||||
LeaveOneGroupOut(),
|
||||
LeavePGroupsOut(2),
|
||||
GroupKFold(n_splits=3),
|
||||
GroupShuffleSplit(random_state=0),
|
||||
]
|
||||
error_msg = "The 'groups' parameter should not be None."
|
||||
for cv in group_cvs:
|
||||
gs = Est(clf, grid, cv=cv, random_state=0)
|
||||
with pytest.raises(ValueError, match=error_msg):
|
||||
gs.fit(X, y)
|
||||
gs.fit(X, y, groups=groups)
|
||||
|
||||
non_group_cvs = [StratifiedKFold(), StratifiedShuffleSplit(random_state=0)]
|
||||
for cv in non_group_cvs:
|
||||
gs = Est(clf, grid, cv=cv)
|
||||
# Should not raise an error
|
||||
gs.fit(X, y)
|
||||
|
||||
|
||||
@pytest.mark.parametrize("SearchCV", [HalvingRandomSearchCV, HalvingGridSearchCV])
|
||||
def test_min_resources_null(SearchCV):
|
||||
"""Check that we raise an error if the minimum resources is set to 0."""
|
||||
base_estimator = FastClassifier()
|
||||
param_grid = {"a": [1]}
|
||||
X = np.empty(0).reshape(0, 3)
|
||||
|
||||
search = SearchCV(base_estimator, param_grid, min_resources="smallest")
|
||||
|
||||
err_msg = "min_resources_=0: you might have passed an empty dataset X."
|
||||
with pytest.raises(ValueError, match=err_msg):
|
||||
search.fit(X, [])
|
||||
|
||||
|
||||
@pytest.mark.parametrize("SearchCV", [HalvingGridSearchCV, HalvingRandomSearchCV])
|
||||
def test_select_best_index(SearchCV):
|
||||
"""Check the selection strategy of the halving search."""
|
||||
results = { # this isn't a 'real world' result dict
|
||||
"iter": np.array([0, 0, 0, 0, 1, 1, 2, 2, 2]),
|
||||
"mean_test_score": np.array([4, 3, 5, 1, 11, 10, 5, 6, 9]),
|
||||
"params": np.array(["a", "b", "c", "d", "e", "f", "g", "h", "i"]),
|
||||
}
|
||||
|
||||
# we expect the index of 'i'
|
||||
best_index = SearchCV._select_best_index(None, None, results)
|
||||
assert best_index == 8
|
||||
File diff suppressed because it is too large
Load Diff
Reference in New Issue
Block a user