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mufs/mfs/tests/Metrics_test.py

246 lines
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Python
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import unittest
import numpy as np
from sklearn.datasets import load_iris, load_wine
from sklearn.utils import check_random_state
from mdlp import MDLP
from ..Selection import Metrics
class Metrics_test(unittest.TestCase):
def __init__(self, *args, **kwargs):
super().__init__(*args, **kwargs)
mdlp = MDLP(random_state=1)
self.X_i_c, self.y_i = load_iris(return_X_y=True)
self.X_i = mdlp.fit_transform(self.X_i_c, self.y_i).astype("int64")
self.X_w_c, self.y_w = load_wine(return_X_y=True)
self.X_w = mdlp.fit_transform(self.X_w_c, self.y_w).astype("int64")
def test_entropy(self):
metric = Metrics()
datasets = [
([0, 0, 0, 0, 1, 1, 1, 1], 2, 1.0),
([0, 1, 0, 2, 1, 2], 3, 1.0),
([0, 0, 0, 0, 0, 0, 0, 2, 2, 2], 2, 0.8812908992306927),
([1, 1, 1, 5, 2, 2, 3, 3, 3], 4, 0.9455305560363263),
([1, 1, 1, 2, 2, 3, 3, 3, 5], 4, 0.9455305560363263),
([1, 1, 5], 2, 0.9182958340544896),
(self.y_i, 3, 0.999999999),
]
for dataset, base, entropy_expected in datasets:
computed = metric.entropy(dataset, base)
self.assertAlmostEqual(entropy_expected, computed)
def test_differential_entropy(self):
metric = Metrics()
datasets = [
([0, 0, 0, 0, 1, 1, 1, 1], 6, 1.0026709900837547096),
([0, 1, 0, 2, 1, 2], 5, 1.3552453009332424),
([0, 0, 0, 0, 0, 0, 0, 2, 2, 2], 7, 1.7652626150881443),
([1, 1, 1, 5, 2, 2, 3, 3, 3], 8, 1.9094631320594582),
([1, 1, 1, 2, 2, 3, 3, 3, 5], 8, 1.9094631320594582),
([1, 1, 5], 2, 2.5794415416798357),
(self.X_i_c, 37, 3.06627326925228),
(self.X_w_c, 37, 63.13827518897429),
]
for dataset, base, entropy_expected in datasets:
computed = metric.differential_entropy(
np.array(dataset, dtype="float64"), base
)
self.assertAlmostEqual(
entropy_expected, computed, msg=str(dataset)
)
expected = [
1.6378708764142766,
2.0291571802275037,
0.8273865123744271,
3.203935772642847,
4.859193341386733,
1.3707315434976266,
1.8794952925706312,
-0.2983180654207054,
1.4521478934625076,
2.834404839362728,
0.4894081282811191,
1.361210381692561,
7.6373991502818175,
]
n_samples = self.X_w_c.shape[0]
for c, res_expected in enumerate(expected):
computed = metric.differential_entropy(
self.X_w_c[:, c], n_samples - 1
)
self.assertAlmostEqual(computed, res_expected)
def test_conditional_entropy(self):
metric = Metrics()
results_expected = [
0.490953458537736,
0.7110077966379169,
0.15663362014829718,
0.13032469395094992,
]
for expected, col in zip(results_expected, range(self.X_i.shape[1])):
computed = metric.conditional_entropy(
self.X_i[:, col], self.y_i, 3
)
self.assertAlmostEqual(expected, computed)
self.assertAlmostEqual(
0.6309297535714573,
metric.conditional_entropy(
[1, 3, 2, 3, 2, 1], [1, 2, 0, 1, 1, 2], 3
),
)
# https://planetcalc.com/8414/?joint=0.4%200%0A0.2%200.4&showDetails=1
self.assertAlmostEqual(
0.5509775004326938,
metric.conditional_entropy([1, 1, 2, 2, 2], [0, 0, 0, 2, 2], 2),
)
def test_information_gain(self):
metric = Metrics()
results_expected = [
0.5090465414622638,
0.28899220336208287,
0.8433663798517026,
0.8696753060490499,
]
for expected, col in zip(results_expected, range(self.X_i.shape[1])):
computed = metric.information_gain(self.X_i[:, col], self.y_i, 3)
self.assertAlmostEqual(expected, computed)
# https://planetcalc.com/8419/
# ?_d=FrDfFN2COAhqh9Pb5ycqy5CeKgIOxlfSjKgyyIR.Q5L0np-g-hw6yv8M1Q8_
results_expected = [
0.806819679,
0.458041805,
1.336704086,
1.378402748,
]
for expected, col in zip(results_expected, range(self.X_i.shape[1])):
computed = metric.information_gain(self.X_i[:, col], self.y_i, 2)
self.assertAlmostEqual(expected, computed)
def test_information_gain_continuous(self):
metric = Metrics()
# Wine
results_expected = [
0.4993916064992192,
0.4049969724847222,
0.2934244372102506,
0.16970372100970632,
]
for expected, col in zip(results_expected, range(self.X_w_c.shape[1])):
computed = metric.information_gain_cont(
self.X_w_c[:, col], self.y_w
)
self.assertAlmostEqual(expected, computed)
# Iris
results_expected = [
0.32752672968734586,
0.0,
0.5281084030413838,
0.0,
]
for expected, col in zip(results_expected, range(self.X_i_c.shape[1])):
computed = metric.information_gain_cont(
self.X_i_c[:, col].reshape(-1, 1), # reshape for coverage
self.y_i,
)
self.assertAlmostEqual(expected, computed)
def test_symmetrical_uncertainty(self):
metric = Metrics()
results_expected = [
0.33296547388990266,
0.19068147573570668,
0.810724587460511,
0.870521418179061,
]
for expected, col in zip(results_expected, range(self.X_i.shape[1])):
computed = metric.symmetrical_uncertainty(
self.X_i[:, col], self.y_i
)
self.assertAlmostEqual(expected, computed)
def test_symmetrical_uncertainty_continuous(self):
metric = Metrics()
results_expected = [
0.3116626663552704,
0.22524988105092494,
0.24511182026415218,
0.07114329389542708,
]
for expected, col in zip(results_expected, range(self.X_w.shape[1])):
computed = metric.symmetrical_unc_continuous(
self.X_w_c[:, col], self.y_w
)
self.assertAlmostEqual(expected, computed)
def test_compute_mi_cd_wine(self):
metric = Metrics()
mi = metric._compute_mi_cd(self.X_w_c, self.y_w, 5)
self.assertAlmostEqual(mi, 0.27887866726386035)
def test_compute_mi_cd_no_mi(self):
metric = Metrics()
synth_y = list(range(0, self.y_w.shape[0]))
mi = metric._compute_mi_cd(self.X_w_c, synth_y, 1)
self.assertAlmostEqual(mi, 0.0)
def test_compute_mi_cd(self):
# code taken from sklearn.feature_selection.tests.test_mutual_info
# To test define a joint distribution as follows:
# p(x, y) = p(x) p(y | x)
# X ~ Bernoulli(p)
# (Y | x = 0) ~ Uniform(-1, 1)
# (Y | x = 1) ~ Uniform(0, 2)
# Use the following formula for mutual information:
# I(X; Y) = H(Y) - H(Y | X)
# Two entropies can be computed by hand:
# H(Y) = -(1-p)/2 * ln((1-p)/2) - p/2*log(p/2) - 1/2*log(1/2)
# H(Y | X) = ln(2)
# Now we need to implement sampling from out distribution, which is
# done easily using conditional distribution logic.
metric = Metrics()
n_samples = 1000
rng = check_random_state(0)
for p in [0.3, 0.5, 0.7]:
x = rng.uniform(size=n_samples) > p
y = np.empty(n_samples)
mask = x == 0
y[mask] = rng.uniform(-1, 1, size=np.sum(mask))
y[~mask] = rng.uniform(0, 2, size=np.sum(~mask))
I_theory = -0.5 * (
(1 - p) * np.log(0.5 * (1 - p))
+ p * np.log(0.5 * p)
+ np.log(0.5)
) - np.log(2)
# Assert the same tolerance.
for n_neighbors in [3, 5, 7]:
I_computed = metric._compute_mi_cd(y, x, n_neighbors)
self.assertAlmostEqual(I_computed, I_theory, 1)
def test_compute_mi_cd_unique_label(self):
# code taken from sklearn.feature_selection.tests.test_mutual_info
# Test that adding unique label doesn't change MI.
metric = Metrics()
n_samples = 100
x = np.random.uniform(size=n_samples) > 0.5
y = np.empty(n_samples)
mask = x == 0
y[mask] = np.random.uniform(-1, 1, size=np.sum(mask))
y[~mask] = np.random.uniform(0, 2, size=np.sum(~mask))
mi_1 = metric._compute_mi_cd(y, x, 3)
x = np.hstack((x, 2))
y = np.hstack((y, 10))
mi_2 = metric._compute_mi_cd(y, x, 3)
self.assertAlmostEqual(mi_1, mi_2, 1)