test_rfe.py 文件源码

def test_rfecv():
    generator = check_random_state(0)
    iris = load_iris()
    X = np.c_[iris.data, generator.normal(size=(len(iris.data), 6))]
    y = list(iris.target)   # regression test: list should be supported

    # Test using the score function
    rfecv = RFECV(estimator=SVC(kernel="linear"), step=1, cv=5)
    rfecv.fit(X, y)
    # non-regression test for missing worst feature:
    assert_equal(len(rfecv.grid_scores_), X.shape[1])
    assert_equal(len(rfecv.ranking_), X.shape[1])
    X_r = rfecv.transform(X)

    # All the noisy variable were filtered out
    assert_array_equal(X_r, iris.data)

    # same in sparse
    rfecv_sparse = RFECV(estimator=SVC(kernel="linear"), step=1, cv=5)
    X_sparse = sparse.csr_matrix(X)
    rfecv_sparse.fit(X_sparse, y)
    X_r_sparse = rfecv_sparse.transform(X_sparse)
    assert_array_equal(X_r_sparse.toarray(), iris.data)

    # Test using a customized loss function
    scoring = make_scorer(zero_one_loss, greater_is_better=False)
    rfecv = RFECV(estimator=SVC(kernel="linear"), step=1, cv=5,
                  scoring=scoring)
    ignore_warnings(rfecv.fit)(X, y)
    X_r = rfecv.transform(X)
    assert_array_equal(X_r, iris.data)

    # Test using a scorer
    scorer = get_scorer('accuracy')
    rfecv = RFECV(estimator=SVC(kernel="linear"), step=1, cv=5,
                  scoring=scorer)
    rfecv.fit(X, y)
    X_r = rfecv.transform(X)
    assert_array_equal(X_r, iris.data)

    # Test fix on grid_scores
    def test_scorer(estimator, X, y):
        return 1.0
    rfecv = RFECV(estimator=SVC(kernel="linear"), step=1, cv=5,
                  scoring=test_scorer)
    rfecv.fit(X, y)
    assert_array_equal(rfecv.grid_scores_, np.ones(len(rfecv.grid_scores_)))

    # Same as the first two tests, but with step=2
    rfecv = RFECV(estimator=SVC(kernel="linear"), step=2, cv=5)
    rfecv.fit(X, y)
    assert_equal(len(rfecv.grid_scores_), 6)
    assert_equal(len(rfecv.ranking_), X.shape[1])
    X_r = rfecv.transform(X)
    assert_array_equal(X_r, iris.data)

    rfecv_sparse = RFECV(estimator=SVC(kernel="linear"), step=2, cv=5)
    X_sparse = sparse.csr_matrix(X)
    rfecv_sparse.fit(X_sparse, y)
    X_r_sparse = rfecv_sparse.transform(X_sparse)
    assert_array_equal(X_r_sparse.toarray(), iris.data)