From cd7f30b2759817b3f0722bcbf8b51d436e1bfec0 Mon Sep 17 00:00:00 2001 From: Soledad Galli Date: Sat, 19 Sep 2026 11:27:15 +0200 Subject: [PATCH 1/2] Migrate the selection base classes and helpers to narwhals, add polars support BaseSelector.transform() returns the retained features in the train set order, in the same library as the input (pandas X[features], narwhals select otherwise). BaseRecursiveSelector.fit() trains the estimators on native frames and returns (nw_X, y). The helpers in base_selection_functions no longer import pandas: correlations are computed with numpy (np.corrcoef, or matrix products for pairwise complete observations when there are missing values), and feature importances are pandas Series for pandas input and dicts otherwise. Co-Authored-By: Claude Opus 5 --- .../selection/base_recursive_selector.py | 96 ++-- .../selection/base_selection_functions.py | 212 ++++++-- feature_engine/selection/base_selector.py | 44 +- tests/test_selection/conftest.py | 17 + .../test_base_recursive_selector.py | 257 +++++++++ .../test_base_selection_functions.py | 513 ++++++++++-------- tests/test_selection/test_base_selector.py | 178 ++++-- 7 files changed, 924 insertions(+), 393 deletions(-) create mode 100644 tests/test_selection/test_base_recursive_selector.py diff --git a/feature_engine/selection/base_recursive_selector.py b/feature_engine/selection/base_recursive_selector.py index fe9113077..1161572aa 100644 --- a/feature_engine/selection/base_recursive_selector.py +++ b/feature_engine/selection/base_recursive_selector.py @@ -1,7 +1,9 @@ from types import GeneratorType -from typing import List, Union +from typing import List, Tuple, Union -import pandas as pd +import narwhals as nw +import numpy as np +from narwhals.typing import IntoDataFrame, IntoSeries from sklearn.inspection import permutation_importance from sklearn.model_selection import cross_validate @@ -9,14 +11,13 @@ _check_variables_input_value, ) from feature_engine.dataframe_checks import check_X_y -from feature_engine.selection.base_selection_functions import get_feature_importances +from feature_engine.selection.base_selection_functions import ( + _importance_series, + _select_numerical_variables, + get_feature_importances, +) from feature_engine.selection.base_selector import BaseSelector from feature_engine.tags import _return_tags -from feature_engine.variable_handling import ( - check_numerical_variables, - find_numerical_variables, - retain_variables_if_in_df, -) Variables = Union[None, int, str, List[Union[str, int]]] @@ -81,10 +82,13 @@ class BaseRecursiveSelector(BaseSelector): Performance of the model trained using the original dataset. feature_importances_: - Pandas Series with the feature importance (comes from step 2) + The feature importance (comes from step 2). A pandas Series with the + features as index when X is a pandas dataframe, and a dictionary with the + features as keys otherwise. feature_importances_std_: - Pandas Series with the standard deviation of the feature importance. + The standard deviation of the feature importance, as a pandas Series or a + dictionary, like `feature_importances_`. features_to_drop_: List with the features to remove from the dataset. @@ -116,7 +120,9 @@ def __init__( ): if not isinstance(threshold, (int, float)): - raise ValueError("threshold can only be integer or float") + raise ValueError( + f"threshold must be an integer or a float. Got {threshold} instead." + ) super().__init__(confirm_variables) self.variables = _check_variables_input_value(variables) @@ -126,43 +132,45 @@ def __init__( self.cv = cv self.groups = groups - def fit(self, X: pd.DataFrame, y: pd.Series): + def fit(self, X: IntoDataFrame, y: IntoSeries) -> Tuple[nw.DataFrame, IntoSeries]: """ Find initial model performance. Sort features by importance. Parameters ---------- - X: pandas dataframe of shape = [n_samples, n_features] + X: dataframe of shape = [n_samples, n_features] The input dataframe y: array-like of shape (n_samples) Target variable. Required to train the estimator. - """ - # check input dataframe - X, y = check_X_y(X, y) + Returns + ------- + nw_X: narwhals dataframe + The input dataframe, as a narwhals dataframe. - if self.variables is None: - self.variables_ = find_numerical_variables(X) - else: - if self.confirm_variables is True: - variables_ = retain_variables_if_in_df(X, self.variables) - self.variables_ = check_numerical_variables(X, variables_) - else: - self.variables_ = check_numerical_variables(X, self.variables) + y: Series or numpy array + The target, checked. + """ + nw_X, y = check_X_y(X, y) + + self.variables_ = _select_numerical_variables( + X, self.variables, self.confirm_variables + ) self._cv = list(self.cv) if isinstance(self.cv, GeneratorType) else self.cv # check that there are more than 1 variable to select from self._check_variable_number() - # save input features self._get_feature_names_in(X) + X_model = nw_X.select(nw.col(*self.variables_)).to_native() + # train model with all features and cross-validation model = cross_validate( estimator=self.estimator, - X=X[self.variables_], + X=X_model, y=y, cv=self._cv, groups=self.groups, @@ -170,40 +178,32 @@ def fit(self, X: pd.DataFrame, y: pd.Series): return_estimator=True, ) - # store initial model performance self.initial_model_performance_ = model["test_score"].mean() - # Initialize a dataframe that will contain the list of the feature/coeff - # importance for each cross validation fold - feature_importances_cv = pd.DataFrame() - - # Populate the feature_importances_cv dataframe with columns containing - # the feature importance values for each model returned by the cross - # validation. - # There are as many columns as folds. - for i in range(len(model["estimator"])): - m = model["estimator"][i] - + # one row of feature importance per cross-validation fold + importances = [] + for m in model["estimator"]: if hasattr(m, "feature_importances_") or hasattr(m, "coef_"): - feature_importances_cv[i] = get_feature_importances(m) + importances.append(get_feature_importances(m)) else: r = permutation_importance( m, - X[self.variables_], + X_model, y, n_repeats=1, random_state=10, ) - feature_importances_cv[i] = r.importances_mean + importances.append(r.importances_mean) + importances_arr = np.array(importances) - # Add the variables as index to feature_importances_cv - feature_importances_cv.index = self.variables_ - - # Aggregate the feature importance returned in each fold - self.feature_importances_ = feature_importances_cv.mean(axis=1) - self.feature_importances_std_ = feature_importances_cv.std(axis=1) + self.feature_importances_ = _importance_series( + X, self.variables_, importances_arr.mean(axis=0) + ) + self.feature_importances_std_ = _importance_series( + X, self.variables_, importances_arr.std(axis=0, ddof=1) + ) - return X, y + return nw_X, y def _more_tags(self): tags_dict = _return_tags() diff --git a/feature_engine/selection/base_selection_functions.py b/feature_engine/selection/base_selection_functions.py index 96fc45970..4cbadb60b 100644 --- a/feature_engine/selection/base_selection_functions.py +++ b/feature_engine/selection/base_selection_functions.py @@ -1,8 +1,11 @@ -from typing import List, Union from types import GeneratorType +from typing import List, Union +import narwhals as nw +import narwhals.dependencies as nwd import numpy as np -import pandas as pd +from narwhals.typing import IntoDataFrame +from scipy.stats import kendalltau, rankdata from sklearn.model_selection import cross_validate from feature_engine.variable_handling import ( @@ -36,8 +39,19 @@ def get_feature_importances(estimator): return importances +def _importance_series(X: IntoDataFrame, features, values: np.ndarray): + """ + Return the importance of each feature as a pandas Series indexed by the + features when X is a pandas dataframe, or as a dictionary with the features as + keys otherwise. + """ + if nwd.is_pandas_dataframe(X) is True: + return nw.get_native_namespace(X).Series(values, index=features) + return dict(zip(features, values.tolist())) + + def _select_all_variables( - X: pd.DataFrame, + X: IntoDataFrame, variables: Variables, confirm_variables: bool, exclude_datetime: bool = False, @@ -62,7 +76,7 @@ def _select_all_variables( def _select_numerical_variables( - X: pd.DataFrame, + X: IntoDataFrame, variables: Variables, confirm_variables: bool, ): @@ -85,8 +99,113 @@ def _select_numerical_variables( return variables_ +def _corrcoef(values: np.ndarray) -> np.ndarray: + # constant columns return NaN, like pandas, instead of warning. + with np.errstate(divide="ignore", invalid="ignore"): + return np.corrcoef(values, rowvar=False) + + +def _pearson_pairwise_complete(values: np.ndarray, finite: np.ndarray) -> np.ndarray: + """ + Pearson correlation of every pair of columns, using the rows where both are + finite. The sums of all pairs come from matrix products, which is much faster + than looping over the pairs. + """ + mask: np.ndarray = finite.astype(float) + with np.errstate(divide="ignore", invalid="ignore"): + # centring first keeps the sums below numerically stable. + mean = np.where(finite, values, 0.0).sum(axis=0) / mask.sum(axis=0) + x = np.where(finite, values - mean, 0.0) + n_obs = mask.T @ mask + sum_x = x.T @ mask + sum_xx = (x * x).T @ mask + var = sum_xx - sum_x * sum_x / n_obs + corr = (x.T @ x - sum_x * sum_x.T / n_obs) / np.sqrt(var * var.T) + + # when the variance of the shared rows is tiny compared with the sums, the + # subtraction above loses precision: recompute those pairs one by one. + unstable = (var <= 1e-8 * sum_xx) | (var.T <= 1e-8 * sum_xx.T) + corr[unstable] = np.nan + for i, j in zip(*np.nonzero(np.triu(unstable & (n_obs > 1), 1))): + rows = finite[:, i] & finite[:, j] + corr[i, j] = _corrcoef(x[rows][:, [i, j]])[0, 1] + return corr + + +def _spearman_pairwise_complete(nw_X: nw.DataFrame) -> np.ndarray: + """ + Spearman correlation of every pair of columns, ranking each pair on the rows + where both are finite, like pandas.DataFrame.corr(). + """ + variables = nw_X.columns + exprs = [] + for i, var_i in enumerate(variables): + for j in range(i + 1, len(variables)): + var_j = variables[j] + rows = nw.col(var_i).is_finite() & nw.col(var_j).is_finite() + x = nw.when(rows).then(nw.col(var_i)).rank("average") + y = nw.when(rows).then(nw.col(var_j)).rank("average") + dx = x - x.mean() + dy = y - y.mean() + exprs.append( + ((dx * dy).sum() / ((dx * dx).sum() * (dy * dy).sum()).sqrt()).alias( + f"__{i}_{j}__" + ) + ) + n_vars = len(variables) + corr = np.full((n_vars, n_vars), np.nan) + corr[np.triu_indices(n_vars, 1)] = np.array(nw_X.select(exprs).row(0), dtype=float) + return corr + + +def _correlation_matrix(X: IntoDataFrame, variables: list, method) -> np.ndarray: + """ + Correlation matrix of the variables. Like pandas.DataFrame.corr(), each pair of + variables is compared on the rows where both have finite values. Only the + values above the diagonal are used. + """ + if nwd.is_pandas_dataframe(X) is True: + values = X[variables].to_numpy(dtype=float, na_value=np.nan) + else: + nw_X = nw.from_native(X, eager_only=True).select(nw.col(*variables)) + values = nw_X.to_numpy().astype(float) + finite = np.isfinite(values) + + # numpy is faster than pandas and narwhals. + if method == "pearson": + if finite.all(): + return _corrcoef(values) + return _pearson_pairwise_complete(values, finite) + + if method == "spearman" and finite.all(): + # scipy ranks faster than pandas, and polars faster than scipy. + if nwd.is_pandas_dataframe(X) is True: + return _corrcoef(rankdata(values, axis=0)) + return _corrcoef(nw_X.select(nw.all().rank("average")).to_numpy()) + + # pandas is faster than narwhals. + if nwd.is_pandas_dataframe(X) is True: + return X[variables].corr(method=method).to_numpy() + + if method == "spearman": + return _spearman_pairwise_complete(nw_X) + + # kendall and callables are computed pair by pair, as pandas does. + corr_func = (lambda a, b: kendalltau(a, b)[0]) if method == "kendall" else method + n_vars = len(variables) + corr = np.full((n_vars, n_vars), np.nan) + for i in range(n_vars): + for j in range(i + 1, n_vars): + rows = finite[:, i] & finite[:, j] + if rows.all(): + corr[i, j] = corr_func(values[:, i], values[:, j]) + elif rows.any(): + corr[i, j] = corr_func(values[rows, i], values[rows, j]) + return corr + + def find_correlated_features( - X: pd.DataFrame, + X: IntoDataFrame, variables: list[Union[str, int]], method: str, threshold: float, @@ -96,7 +215,7 @@ def find_correlated_features( Parameters ---------- - X : pandas dataframe of shape = [n_samples, n_features] + X : dataframe of shape = [n_samples, n_features] The training dataset. variables : list @@ -133,36 +252,32 @@ def find_correlated_features( correlated with the key. The key + the values should be the same as the set found in `correlated_feature_groups`. """ - # the correlation matrix - correlated_matrix = X[variables].corr(method=method).to_numpy() + correlated_matrix = _correlation_matrix(X, variables, method) # the correlated pairs correlated_mask = np.triu(np.abs(correlated_matrix), 1) > threshold - examined = set() + examined: np.ndarray = np.zeros(len(variables), dtype=bool) correlated_groups = list() features_to_drop = list() correlated_dict = {} for i, f_i in enumerate(variables): - if f_i not in examined: - examined.add(f_i) - temp_set = set([f_i]) - for j, f_j in enumerate(variables): - if f_j not in examined: - if correlated_mask[i, j] == 1: - examined.add(f_j) - features_to_drop.append(f_j) - temp_set.add(f_j) - if len(temp_set) > 1: - correlated_groups.append(temp_set) - correlated_dict[f_i] = temp_set.difference({f_i}) + if examined.item(i) is False: + examined[i] = True + correlated = np.flatnonzero(correlated_mask[i] & ~examined) + if len(correlated) > 0: + examined[correlated] = True + correlated_features = [variables[j] for j in correlated] + features_to_drop.extend(correlated_features) + correlated_groups.append({f_i, *correlated_features}) + correlated_dict[f_i] = set(correlated_features) return correlated_groups, features_to_drop, correlated_dict def single_feature_performance( - X: pd.DataFrame, - y: pd.Series, + X: IntoDataFrame, + y, variables: List[Union[str, int]], estimator, cv, @@ -174,7 +289,7 @@ def single_feature_performance( Parameters ---------- - X: pandas dataframe of shape = [n_samples, n_features] + X: dataframe of shape = [n_samples, n_features] The input dataframe y: array-like of shape (n_samples) @@ -211,12 +326,13 @@ def single_feature_performance( feature_performance_std = {} cv = list(cv) if isinstance(cv, GeneratorType) else cv + nw_X = nw.from_native(X, eager_only=True) # train a model for every feature and store the performance for feature in variables: model = cross_validate( estimator, - X[feature].to_frame(), + nw_X.get_column(feature).to_frame().to_native(), y, cv=cv, groups=groups, @@ -230,8 +346,8 @@ def single_feature_performance( def find_feature_importance( - X: pd.DataFrame, - y: pd.Series, + X: IntoDataFrame, + y, estimator, cv, scoring, @@ -245,7 +361,7 @@ def find_feature_importance( Parameters ---------- - X: pandas dataframe of shape = [n_samples, n_features] + X: dataframe of shape = [n_samples, n_features] The input dataframe y: array-like of shape (n_samples) @@ -268,14 +384,15 @@ def find_feature_importance( Returns ------- - feature_importance: pd.Series - A pandas Series with the feature name as index and its importance as value. The - importance is given by the coefficients of linear models or the impurity gain - from tree-based models. - - feature_importance_std: pd.Series - A pandas Series with the feature name as key and the standard deviation of the - feature importance as value. + feature_importance: pandas Series or dict + The importance of each feature, given by the coefficients of linear models or + the impurity gain from tree-based models. A pandas Series with the feature + names as index when X is a pandas dataframe, and a dictionary with the + feature names as keys otherwise. + + feature_importance_std: pandas Series or dict + The standard deviation of the importance of each feature, as a pandas Series + or a dictionary, like `feature_importance`. """ cv = list(cv) if isinstance(cv, GeneratorType) else cv @@ -289,19 +406,16 @@ def find_feature_importance( return_estimator=True, ) - # dataframe to store the feature importance for each cv fold - feature_importances_cv = pd.DataFrame() - - # Populate dataframe with columns containing the feature importance values - # for each cv fold. There are as many columns as folds. - for i in range(len(model["estimator"])): - m = model["estimator"][i] - feature_importances_cv[i] = get_feature_importances(m) + importances = np.array([get_feature_importances(m) for m in model["estimator"]]) - # add the variables as the index to feature_importances_cv - feature_importances_cv.index = X.columns + # pandas keeps the columns index, with its name and dtype. + if nwd.is_pandas_dataframe(X) is True: + features = X.columns + else: + features = nw.from_native(X, eager_only=True).columns - # aggregate the feature importance returned in each fold - feature_importances_ = feature_importances_cv.mean(axis=1) - feature_importances_std_ = feature_importances_cv.std(axis=1) + feature_importances_ = _importance_series(X, features, importances.mean(axis=0)) + feature_importances_std_ = _importance_series( + X, features, importances.std(axis=0, ddof=1) + ) return feature_importances_, feature_importances_std_ diff --git a/feature_engine/selection/base_selector.py b/feature_engine/selection/base_selector.py index cfa8f1c95..0e4ff5d97 100644 --- a/feature_engine/selection/base_selector.py +++ b/feature_engine/selection/base_selector.py @@ -1,5 +1,7 @@ +import narwhals as nw +import narwhals.dependencies as nwd import numpy as np -import pandas as pd +from narwhals.typing import IntoDataFrame from sklearn.base import BaseEstimator, TransformerMixin from sklearn.utils.validation import check_is_fitted @@ -41,41 +43,43 @@ def __init__( self.confirm_variables = confirm_variables - def transform(self, X: pd.DataFrame) -> pd.DataFrame: + def transform(self, X: IntoDataFrame) -> IntoDataFrame: """ Return dataframe with selected features. Parameters ---------- - X: pandas dataframe of shape = [n_samples, n_features]. + X: dataframe of shape = [n_samples, n_features]. The input dataframe. Returns ------- - X_new: pandas dataframe of shape = [n_samples, n_selected_features] - Pandas dataframe with the selected features. + X_new: dataframe of shape = [n_samples, n_selected_features] + The dataframe with the selected features, in the same library as the + input. """ - - # check if fit is performed prior to transform check_is_fitted(self) - - # check if input is a dataframe - X = check_X(X) - - # check if number of columns in test dataset matches to train dataset + nw_X = check_X(X) _check_X_matches_training_df(X, self.n_features_in_) - # reorder df to match train set - X = X[self.feature_names_in_] + # selecting in the train set order also restores the train column order. + features_to_drop = set(self.features_to_drop_) + features = [f for f in self.feature_names_in_ if f not in features_to_drop] - # return the dataframe with the selected features - return X.drop(columns=self.features_to_drop_) + # pandas is faster than narwhals. + if nwd.is_pandas_dataframe(X) is True: + return X[features] + else: + return nw_X.select(nw.col(*features)).to_native() - def _get_feature_names_in(self, X): - """Get the names and number of features in the train set. The dataframe - used during fit.""" + def _get_feature_names_in(self, X: IntoDataFrame): + """Get the names and number of features in the train set (the dataframe + used during fit).""" - self.feature_names_in_ = X.columns.to_list() + if nwd.is_pandas_dataframe(X) is True: + self.feature_names_in_ = list(X.columns) + else: + self.feature_names_in_ = nw.from_native(X, eager_only=True).columns self.n_features_in_ = X.shape[1] return self diff --git a/tests/test_selection/conftest.py b/tests/test_selection/conftest.py index e41d7ce4e..7006979c8 100644 --- a/tests/test_selection/conftest.py +++ b/tests/test_selection/conftest.py @@ -25,6 +25,23 @@ def df_test(): return X, y +@pytest.fixture(scope="module") +def data_classification(): + """The data of df_test as a plain dict, with the target under "target".""" + X, y = make_classification( + n_samples=1000, + n_features=12, + n_redundant=4, + n_clusters_per_class=1, + weights=[0.50], + class_sep=2, + random_state=1, + ) + data = {f"var_{i}": X[:, i].tolist() for i in range(12)} + data["target"] = y.tolist() + return data + + @pytest.fixture(scope="module") def df_test_with_groups(): # Parameters diff --git a/tests/test_selection/test_base_recursive_selector.py b/tests/test_selection/test_base_recursive_selector.py new file mode 100644 index 000000000..a4b0a3c6b --- /dev/null +++ b/tests/test_selection/test_base_recursive_selector.py @@ -0,0 +1,257 @@ +import re + +import narwhals as nw +import numpy as np +import pandas as pd +import pytest +from sklearn.ensemble import RandomForestClassifier +from sklearn.linear_model import LogisticRegression +from sklearn.model_selection import GroupKFold, StratifiedKFold +from sklearn.neighbors import KNeighborsClassifier + +from feature_engine.selection.base_recursive_selector import BaseRecursiveSelector +from tests.backend_helpers import make_series + +VARIABLES = ["var_0", "var_4", "var_7"] + + +def _split_target(make_df, data): + X = make_df({k: v for k, v in data.items() if k != "target"}) + return X, make_series(make_df, data["target"]) + + +# init parameters +@pytest.mark.parametrize("threshold", [None, [0.1], "a_string", {"a": 1}]) +def test_error_if_threshold_not_number(threshold): + msg = f"threshold must be an integer or a float. Got {threshold} instead." + with pytest.raises(ValueError, match=re.escape(msg)): + BaseRecursiveSelector(RandomForestClassifier(), threshold=threshold) + + +@pytest.mark.parametrize( + "estimator, scoring, cv, groups, threshold, confirm_variables", + [ + (RandomForestClassifier(), "roc_auc", 3, None, 0.01, False), + (LogisticRegression(), "accuracy", StratifiedKFold(), [1, 2], 1, True), + (KNeighborsClassifier(), "r2", GroupKFold(), None, -0.5, False), + ], +) +def test_init_param_assignment( + estimator, scoring, cv, groups, threshold, confirm_variables +): + selector = BaseRecursiveSelector( + estimator, + scoring=scoring, + cv=cv, + groups=groups, + threshold=threshold, + confirm_variables=confirm_variables, + ) + assert selector.estimator is estimator + assert selector.scoring == scoring + assert selector.cv is cv + assert selector.groups == groups + assert selector.threshold == threshold + assert selector.confirm_variables is confirm_variables + + +# fit +@pytest.mark.parametrize("cv_type", ["int", "splitter", "generator"]) +def test_fit_with_feature_importances(make_df, data_classification, cv_type): + X, y = _split_target(make_df, data_classification) + cv = {"int": 3, "splitter": StratifiedKFold(n_splits=3)}.get(cv_type) + if cv_type == "generator": + cv = StratifiedKFold(n_splits=3).split(X, y) + + selector = BaseRecursiveSelector( + RandomForestClassifier(n_estimators=5, random_state=1), + scoring="roc_auc", + cv=cv, + variables=VARIABLES, + ) + selector.fit(X, y) + + assert selector.variables_ == VARIABLES + assert selector.feature_names_in_ == [f"var_{i}" for i in range(12)] + assert selector.n_features_in_ == 12 + assert selector.initial_model_performance_ == pytest.approx(0.9947395643178775) + assert dict(selector.feature_importances_) == pytest.approx( + { + "var_0": 0.05016049596989658, + "var_4": 0.5704427408209541, + "var_7": 0.37939676320914945, + } + ) + assert dict(selector.feature_importances_std_) == pytest.approx( + { + "var_0": 0.02070511883333705, + "var_4": 0.031350384984021235, + "var_7": 0.03942210400299374, + } + ) + + +def test_fit_with_coefficients(make_df, data_classification): + X, y = _split_target(make_df, data_classification) + selector = BaseRecursiveSelector( + LogisticRegression(), scoring="roc_auc", cv=3, variables=VARIABLES + ) + selector.fit(X, y) + + assert selector.initial_model_performance_ == pytest.approx(0.996732746280939) + assert dict(selector.feature_importances_) == pytest.approx( + { + "var_0": 2.0421118575507067, + "var_4": 0.36861802531867144, + "var_7": 2.68269483714549, + } + ) + assert dict(selector.feature_importances_std_) == pytest.approx( + { + "var_0": 0.08627973281236784, + "var_4": 0.12490483002792199, + "var_7": 0.13862536091514688, + } + ) + + +def test_fit_with_permutation_importance(make_df, data_classification): + # KNN has no coef_ or feature_importances_, so importance comes from + # permutation_importance. + X, y = _split_target(make_df, data_classification) + selector = BaseRecursiveSelector( + KNeighborsClassifier(), scoring="accuracy", cv=3, variables=VARIABLES + ) + selector.fit(X, y) + + assert selector.initial_model_performance_ == pytest.approx(0.991997986009962) + assert dict(selector.feature_importances_) == pytest.approx( + { + "var_0": 0.0050000000000000044, + "var_4": 0.0753333333333333, + "var_7": 0.42766666666666664, + } + ) + assert dict(selector.feature_importances_std_) == pytest.approx( + { + "var_0": 0.0010000000000000009, + "var_4": 0.0005773502691896263, + "var_7": 0.0037859388972001223, + } + ) + + +def test_feature_importances_type(make_df, data_classification): + X, y = _split_target(make_df, data_classification) + selector = BaseRecursiveSelector( + LogisticRegression(), scoring="roc_auc", cv=3, variables=VARIABLES + ) + selector.fit(X, y) + + importance_type = pd.Series if make_df is pd.DataFrame else dict + assert isinstance(selector.feature_importances_, importance_type) + assert isinstance(selector.feature_importances_std_, importance_type) + assert list(selector.feature_importances_.keys()) == VARIABLES + + +def test_fit_returns_narwhals_frame_and_target(make_df, data_classification): + X, y = _split_target(make_df, data_classification) + selector = BaseRecursiveSelector( + LogisticRegression(), scoring="roc_auc", cv=3, variables=VARIABLES + ) + nw_X, y_ = selector.fit(X, y) + + assert isinstance(nw_X, nw.DataFrame) + assert nw_X.to_native() is X + assert isinstance(y_, type(y)) + + +def test_fit_finds_numerical_variables(make_df, data_classification): + X, y = _split_target( + make_df, + { + "var_0": data_classification["var_0"], + "cat": ["a", "b"] * 500, + "var_4": data_classification["var_4"], + "target": data_classification["target"], + }, + ) + selector = BaseRecursiveSelector(LogisticRegression(), scoring="roc_auc", cv=3) + selector.fit(X, y) + + assert selector.variables_ == ["var_0", "var_4"] + assert selector.feature_names_in_ == ["var_0", "cat", "var_4"] + assert list(selector.feature_importances_.keys()) == ["var_0", "var_4"] + + +def test_fit_with_confirm_variables(make_df, data_classification): + X, y = _split_target(make_df, data_classification) + selector = BaseRecursiveSelector( + LogisticRegression(), + scoring="roc_auc", + cv=3, + variables=["var_0", "var_4", "Hola"], + confirm_variables=True, + ) + selector.fit(X, y) + + assert selector.variables_ == ["var_0", "var_4"] + assert list(selector.feature_importances_.keys()) == ["var_0", "var_4"] + + +@pytest.mark.parametrize("target_type", [list, np.array]) +def test_fit_with_list_and_array_target(make_df, data_classification, target_type): + X, _ = _split_target(make_df, data_classification) + y = target_type(data_classification["target"]) + selector = BaseRecursiveSelector( + LogisticRegression(), scoring="roc_auc", cv=3, variables=VARIABLES + ) + selector.fit(X, y) + + assert selector.initial_model_performance_ == pytest.approx(0.996732746280939) + + +def test_error_if_only_one_variable(make_df, data_classification): + X, y = _split_target(make_df, data_classification) + selector = BaseRecursiveSelector( + LogisticRegression(), scoring="roc_auc", cv=3, variables=["var_0"] + ) + msg = ( + "The selector needs at least 2 or more variables to select from. " + "Got only 1 variable: ['var_0']." + ) + with pytest.raises(ValueError, match=re.escape(msg)): + selector.fit(X, y) + + +def test_feature_importances_are_pandas_series_indexed_by_variables( + data_classification, +): + X, y = _split_target(pd.DataFrame, data_classification) + selector = BaseRecursiveSelector( + LogisticRegression(), scoring="roc_auc", cv=3, variables=VARIABLES + ) + selector.fit(X, y) + + pd.testing.assert_series_equal( + selector.feature_importances_, + pd.Series( + [2.0421118575507067, 0.36861802531867144, 2.68269483714549], + index=VARIABLES, + ), + ) + + +def test_fit_with_integer_column_names(data_classification): + X, y = _split_target(pd.DataFrame, data_classification) + X.columns = list(range(12)) + selector = BaseRecursiveSelector( + LogisticRegression(), scoring="roc_auc", cv=3, variables=[0, 4, 7] + ) + selector.fit(X, y) + + assert selector.variables_ == [0, 4, 7] + assert selector.feature_names_in_ == list(range(12)) + assert dict(selector.feature_importances_) == pytest.approx( + {0: 2.0421118575507067, 4: 0.36861802531867144, 7: 2.68269483714549} + ) diff --git a/tests/test_selection/test_base_selection_functions.py b/tests/test_selection/test_base_selection_functions.py index b2345a53e..0c4cb0e03 100644 --- a/tests/test_selection/test_base_selection_functions.py +++ b/tests/test_selection/test_base_selection_functions.py @@ -1,333 +1,364 @@ +from datetime import datetime + +import numpy as np import pandas as pd import pytest from sklearn.ensemble import RandomForestClassifier -from sklearn.model_selection import StratifiedKFold, GroupKFold - +from sklearn.linear_model import Lasso, LogisticRegression +from sklearn.model_selection import GroupKFold, StratifiedKFold from feature_engine.selection.base_selection_functions import ( _select_all_variables, _select_numerical_variables, find_correlated_features, find_feature_importance, + get_feature_importances, single_feature_performance, ) - - -@pytest.fixture -def df(): - df = pd.DataFrame( - { - "Name": ["tom", "nick", "krish", "jack"], - "City": ["London", "Manchester", "Liverpool", "Bristol"], - "Age": [20, 21, 19, 18], - "Marks": [0.9, 0.8, 0.7, 0.6], - "date_range": pd.date_range("2020-02-24", periods=4, freq="min"), - "date_obj0": ["2020-02-24", "2020-02-25", "2020-02-26", "2020-02-27"], - } +from tests.backend_helpers import make_series + +DATA_VARTYPES = { + "Name": ["tom", "nick", "krish", "jack"], + "City": ["London", "Manchester", "Liverpool", "Bristol"], + "Age": [20, 21, 19, 18], + "Marks": [0.9, 0.8, 0.7, 0.6], + "date_range": [datetime(2020, 2, 24, 0, minute) for minute in range(4)], + "date_obj0": ["2020-02-24", "2020-02-25", "2020-02-26", "2020-02-27"], +} + +# a is uncorrelated, b is correlated with c and d, and c and d only with b. +DATA_CORR = { + "a": [1, -1, 0, 0, 0, 0, 2], + "b": [0, 0, 1, -1, 1, -1, 0], + "c": [0, 0, 1, -1, 0, 0, 1], + "d": [0, 0, 0, 0, 1, -1, 1], +} + +EXPECTED_MEAN = { + "var_0": 0.5813469607144305, + "var_1": 0.5325152703164752, + "var_2": 0.5023573007759755, + "var_3": 0.47596844810700234, + "var_4": 0.9696712897767115, + "var_5": 0.5078009005719849, + "var_6": 0.966096275433625, + "var_7": 0.9918595739378872, + "var_8": 0.521667767752105, + "var_9": 0.9476311088509884, + "var_10": 0.4871054926777818, + "var_11": 0.5180029642379039, +} + +EXPECTED_STD = { + "var_0": 0.0035430274728173775, + "var_1": 0.0046697767238672565, + "var_2": 0.023714708852568194, + "var_3": 0.04219857610624132, + "var_4": 0.010364079344188424, + "var_5": 0.03203946151605523, + "var_6": 0.0063709642968091335, + "var_7": 0.0014579159677989356, + "var_8": 0.027570153897628277, + "var_9": 0.014363240810578251, + "var_10": 0.020283618255582142, + "var_11": 0.02707242215734807, +} + + +EXPECTED_IMPORTANCE_MEAN = { + "var_0": 0.008110472647428566, + "var_1": 0.004425867029009318, + "var_2": 0.0014110527658847542, + "var_3": 0.0, + "var_4": 0.09519163119147249, + "var_5": 0.005151538162222261, + "var_6": 0.06819196935501609, + "var_7": 0.7958920351591532, + "var_8": 0.005514122712728161, + "var_9": 0.006699116878609683, + "var_10": 0.0006441114577744834, + "var_11": 0.008768082640701015, +} + +EXPECTED_IMPORTANCE_STD = { + "var_0": 0.0044896289532760465, + "var_1": 0.004400023300047043, + "var_2": 0.0012779435856766451, + "var_3": 0.0, + "var_4": 0.15831114958148926, + "var_5": 0.005860881861755391, + "var_6": 0.0666073858478959, + "var_7": 0.12339701768095801, + "var_8": 0.0037045342320885986, + "var_9": 0.0016309720229483885, + "var_10": 0.0011156337706026607, + "var_11": 0.005458498614789974, +} + + +def _split_target(make_df, data): + X = make_df({k: v for k, v in data.items() if k != "target"}) + return X, make_series(make_df, data["target"]) + + +def _pearson(x, y): + return np.corrcoef(x, y)[0, 1] + + +@pytest.fixture(scope="module") +def data_with_groups(): + rng = np.random.default_rng(1) + data = {f"var_{i}": rng.normal(size=100).tolist() for i in range(1, 6)} + data["target"] = rng.integers(0, 100, size=100).tolist() + groups = np.repeat(np.arange(1, 11), 10) + rng.shuffle(groups) + return data, groups.tolist() + + +@pytest.mark.parametrize( + "variables, confirm_variables, exclude_datetime, expected", + [ + (None, False, False, list(DATA_VARTYPES)), + (None, False, True, ["Name", "City", "Age", "Marks"]), + (["Name", "Age"], False, True, ["Name", "Age"]), + (["Name", "Age", "Hola"], True, True, ["Name", "Age"]), + ], +) +def test_select_all_variables( + make_df, variables, confirm_variables, exclude_datetime, expected +): + variables_ = _select_all_variables( + make_df(DATA_VARTYPES), variables, confirm_variables, exclude_datetime ) - df["Name"] = df["Name"].astype("category") - return df + assert variables_ == expected -def test_select_all_variables(df): - # select all variables - assert ( - _select_all_variables( - df, variables=None, confirm_variables=False, exclude_datetime=False - ) - == df.columns.to_list() +@pytest.mark.parametrize( + "variables, confirm_variables, expected", + [ + (None, False, ["Age", "Marks"]), + (["Marks"], False, ["Marks"]), + (["Marks", "Hola"], True, ["Marks"]), + ], +) +def test_select_numerical_variables(make_df, variables, confirm_variables, expected): + variables_ = _select_numerical_variables( + make_df(DATA_VARTYPES), variables, confirm_variables ) + assert variables_ == expected - # select all variables except datetime - assert _select_all_variables( - df, variables=None, confirm_variables=False, exclude_datetime=True - ) == ["Name", "City", "Age", "Marks"] - - # select subset of variables, without confirm - subset = ["Name", "City", "Age", "Marks"] - assert ( - _select_all_variables( - df, variables=subset, confirm_variables=False, exclude_datetime=True - ) - == subset - ) - # select subset of variables, with confirm - subset = ["Name", "City", "Age", "Marks", "Hola"] - assert ( - _select_all_variables( - df, variables=subset, confirm_variables=True, exclude_datetime=True - ) - == subset[:-1] +@pytest.mark.parametrize( + "variables, expected", + [ + (["a", "b", "c", "d"], ([{"b", "c", "d"}], ["c", "d"], {"b": {"c", "d"}})), + (["a", "c", "b", "d"], ([{"c", "b"}], ["b"], {"c": {"b"}})), + ], +) +def test_find_correlated_features(make_df, variables, expected): + X = make_df( + { + "a": [1, -1, 0, 0, 0, 0], + "b": [0, 0, 1, -1, 1, -1], + "c": [0, 0, 1, -1, 0, 0], + "d": [0, 0, 0, 0, 1, -1], + } ) + assert find_correlated_features(X, variables, "pearson", 0.7) == expected -def test_select_numerical_variables(df): - # select all numerical variables - assert _select_numerical_variables( - df, - variables=None, - confirm_variables=False, - ) == ["Age", "Marks"] - - # select subset of variables, without confirm - subset = ["Marks"] - assert ( - _select_numerical_variables( - df, - variables=subset, - confirm_variables=False, - ) - == subset - ) +@pytest.mark.parametrize("method", ["pearson", "spearman", "kendall", _pearson]) +def test_find_correlated_features_methods(make_df, method): + X = make_df(DATA_CORR) + groups, drop, dict_ = find_correlated_features(X, list(DATA_CORR), method, 0.5) + assert groups == [{"b", "c", "d"}] + assert drop == ["c", "d"] + assert dict_ == {"b": {"c", "d"}} - # select subset of variables, with confirm - subset = ["Marks", "Hola"] - assert ( - _select_numerical_variables( - df, - variables=subset, - confirm_variables=True, - ) - == subset[:-1] - ) +@pytest.mark.parametrize( + "method, expected", + [ + ("pearson", ([{"a", "c"}, {"b", "d"}], ["c", "d"], {"a": {"c"}, "b": {"d"}})), + ("spearman", ([{"b", "d"}], ["d"], {"b": {"d"}})), + ("kendall", ([{"b", "d"}], ["d"], {"b": {"d"}})), + (_pearson, ([{"a", "c"}, {"b", "d"}], ["c", "d"], {"a": {"c"}, "b": {"d"}})), + ], +) +def test_find_correlated_features_skips_missing_values(make_df, method, expected): + # each pair of variables is compared on the rows where neither is missing. + data = { + "a": [None, -1, 0, 0, 0, 0, 2], + "b": [0, 0, 1, -1, 1, -1, None], + "c": [0, 0, None, -1, 0, 0, 1], + "d": [0, 0, 0, 0, 1, -1, 1], + } + X = make_df(data) + assert find_correlated_features(X, list(data), method, 0.6) == expected -def test_find_correlated_features(): - # given a correlation-threshold of 0.7 - # a is uncorrelated, - # b is collinear to c and d, - # c and d are collinear only to b. - X = pd.DataFrame() - X["a"] = [1, -1, 0, 0, 0, 0] - X["b"] = [0, 0, 1, -1, 1, -1] - X["c"] = [0, 0, 1, -1, 0, 0] - X["d"] = [0, 0, 0, 0, 1, -1] +@pytest.mark.parametrize("method", ["pearson", "spearman", "kendall"]) +def test_find_correlated_features_ignores_constant_variables(make_df, method): + X = make_df({**DATA_CORR, "e": [1] * 7}) groups, drop, dict_ = find_correlated_features( - X, variables=["a", "b", "c", "d"], method="pearson", threshold=0.7 + X, ["e", *DATA_CORR], method, 0.5 ) - assert groups == [{"b", "c", "d"}] assert drop == ["c", "d"] assert dict_ == {"b": {"c", "d"}} - groups, drop, dict_ = find_correlated_features( - X, variables=["a", "c", "b", "d"], method="pearson", threshold=0.7 - ) - assert groups == [{"c", "b"}] - assert drop == ["b"] - assert dict_ == {"c": {"b"}} +def test_find_correlated_features_with_integer_column_names(): + X = pd.DataFrame({i: values for i, values in enumerate(DATA_CORR.values())}) + groups, drop, dict_ = find_correlated_features(X, [0, 1, 2, 3], "pearson", 0.5) + assert groups == [{1, 2, 3}] + assert drop == [2, 3] + assert dict_ == {1: {2, 3}} -def test_single_feature_performance(df_test): - X, y = df_test +def test_single_feature_performance(make_df, data_classification): + X, y = _split_target(make_df, data_classification) rf = RandomForestClassifier(n_estimators=5, random_state=1) - variables = X.columns.to_list() mean_, std_ = single_feature_performance( X=X, y=y, - variables=variables, + variables=list(EXPECTED_MEAN), estimator=rf, cv=3, scoring="roc_auc", ) - - expected_mean = { - "var_0": 0.5813469607144305, - "var_1": 0.5325152703164752, - "var_2": 0.5023573007759755, - "var_3": 0.47596844810700234, - "var_4": 0.9696712897767115, - "var_5": 0.5078009005719849, - "var_6": 0.966096275433625, - "var_7": 0.9918595739378872, - "var_8": 0.521667767752105, - "var_9": 0.9476311088509884, - "var_10": 0.4871054926777818, - "var_11": 0.5180029642379039, - } - expected_std = { - "var_0": 0.0035430274728173775, - "var_1": 0.0046697767238672565, - "var_2": 0.023714708852568194, - "var_3": 0.04219857610624132, - "var_4": 0.010364079344188424, - "var_5": 0.03203946151605523, - "var_6": 0.0063709642968091335, - "var_7": 0.0014579159677989356, - "var_8": 0.027570153897628277, - "var_9": 0.014363240810578251, - "var_10": 0.020283618255582142, - "var_11": 0.02707242215734807, - } - assert mean_ == expected_mean - assert std_ == expected_std + assert mean_ == pytest.approx(EXPECTED_MEAN) + assert std_ == pytest.approx(EXPECTED_STD) -def test_single_feature_performance_cv_generator(df_test): - X, y = df_test +@pytest.mark.parametrize("cv_type", ["splitter", "generator"]) +def test_single_feature_performance_with_cv_splitter( + make_df, data_classification, cv_type +): + X, y = _split_target(make_df, data_classification) rf = RandomForestClassifier(n_estimators=5, random_state=1) - variables = X.columns.to_list() cv = StratifiedKFold(n_splits=3) - for cv_ in [cv, cv.split(X, y)]: - mean_, _ = single_feature_performance( - X=X, - y=y, - variables=variables, - estimator=rf, - cv=cv_, - scoring="roc_auc", - ) - - expected_mean = { - "var_0": 0.5813469607144305, - "var_1": 0.5325152703164752, - "var_2": 0.5023573007759755, - "var_3": 0.47596844810700234, - "var_4": 0.9696712897767115, - "var_5": 0.5078009005719849, - "var_6": 0.966096275433625, - "var_7": 0.9918595739378872, - "var_8": 0.521667767752105, - "var_9": 0.9476311088509884, - "var_10": 0.4871054926777818, - "var_11": 0.5180029642379039, - } - assert mean_ == expected_mean + if cv_type == "generator": + cv = cv.split(X, y) + + mean_, _ = single_feature_performance( + X=X, y=y, variables=list(EXPECTED_MEAN), estimator=rf, cv=cv, scoring="roc_auc" + ) + assert mean_ == pytest.approx(EXPECTED_MEAN) -def test_single_feature_performance_with_groups(df_test_with_groups): - X, y, groups = df_test_with_groups +@pytest.mark.parametrize("target_type", [list, np.array]) +def test_single_feature_performance_with_list_and_array_target( + make_df, data_classification, target_type +): + X, _ = _split_target(make_df, data_classification) + y = target_type(data_classification["target"]) rf = RandomForestClassifier(n_estimators=5, random_state=1) - variables = X.columns.to_list() - scoring = "neg_mean_absolute_error" + + mean_, _ = single_feature_performance( + X=X, y=y, variables=["var_0", "var_4"], estimator=rf, cv=3, scoring="roc_auc" + ) + assert mean_ == pytest.approx( + {"var_0": EXPECTED_MEAN["var_0"], "var_4": EXPECTED_MEAN["var_4"]} + ) + + +def test_single_feature_performance_with_groups(make_df, data_with_groups): + data, groups = data_with_groups + X, y = _split_target(make_df, data) + rf = RandomForestClassifier(n_estimators=5, random_state=1) + variables = ["var_1", "var_2", "var_3", "var_4", "var_5"] cv = GroupKFold(n_splits=3) - cv_indices = cv.split(X=X, y=y, groups=groups) expected_mean_, expected_std_ = single_feature_performance( X=X, y=y, variables=variables, estimator=rf, - cv=cv_indices, - scoring=scoring, + cv=cv.split(X=X, y=y, groups=groups), + scoring="neg_mean_absolute_error", ) - mean_, std_ = single_feature_performance( X=X, y=y, variables=variables, estimator=rf, cv=cv, - scoring=scoring, + scoring="neg_mean_absolute_error", groups=groups, ) - assert mean_ == expected_mean_ assert std_ == expected_std_ -def test_find_feature_importance(df_test): - X, y = df_test +@pytest.mark.parametrize("cv_type", ["splitter", "generator"]) +def test_find_feature_importance(make_df, data_classification, cv_type): + X, y = _split_target(make_df, data_classification) rf = RandomForestClassifier(n_estimators=3, random_state=3) cv = StratifiedKFold(n_splits=3) - scoring = "recall" - - expected_mean = pd.Series( - data=[0.01, 0.0, 0.0, 0.0, 0.1, 0.01, 0.07, 0.8, 0.01, 0.01, 0.0, 0.01], - index=[ - "var_0", - "var_1", - "var_2", - "var_3", - "var_4", - "var_5", - "var_6", - "var_7", - "var_8", - "var_9", - "var_10", - "var_11", - ], - ) - expected_std = pd.Series( - data=[ - 0.0045, - 0.0044, - 0.0013, - 0.0, - 0.1583, - 0.0059, - 0.0666, - 0.1234, - 0.0037, - 0.0016, - 0.0011, - 0.0055, - ], - index=[ - "var_0", - "var_1", - "var_2", - "var_3", - "var_4", - "var_5", - "var_6", - "var_7", - "var_8", - "var_9", - "var_10", - "var_11", - ], - ) + if cv_type == "generator": + cv = cv.split(X, y) mean_, std_ = find_feature_importance( - X=X, - y=y, - estimator=rf, - cv=cv, - scoring=scoring, + X=X, y=y, estimator=rf, cv=cv, scoring="recall" ) - pd.testing.assert_series_equal(mean_.round(2), expected_mean) - pd.testing.assert_series_equal(std_.round(4), expected_std) - mean_, std_ = find_feature_importance( - X=X, - y=y, - estimator=rf, - cv=cv.split(X, y), - scoring=scoring, - ) - pd.testing.assert_series_equal(mean_.round(2), expected_mean) - pd.testing.assert_series_equal(std_.round(4), expected_std) + importance_type = pd.Series if make_df is pd.DataFrame else dict + assert isinstance(mean_, importance_type) + assert isinstance(std_, importance_type) + assert dict(mean_) == pytest.approx(EXPECTED_IMPORTANCE_MEAN) + assert dict(std_) == pytest.approx(EXPECTED_IMPORTANCE_STD) -def test_find_feature_importancewith_groups(df_test_with_groups): - X, y, groups = df_test_with_groups +def test_find_feature_importance_with_groups(make_df, data_with_groups): + data, groups = data_with_groups + X, y = _split_target(make_df, data) rf = RandomForestClassifier(n_estimators=3, random_state=1) cv = GroupKFold(n_splits=3) - scoring = "neg_mean_absolute_error" - cv_indices = cv.split(X=X, y=y, groups=groups) expected_mean_, expected_std_ = find_feature_importance( X=X, y=y, estimator=rf, - cv=cv_indices, - scoring=scoring, + cv=cv.split(X=X, y=y, groups=groups), + scoring="neg_mean_absolute_error", ) - mean_, std_ = find_feature_importance( X=X, y=y, estimator=rf, cv=cv, - scoring=scoring, - groups=groups + scoring="neg_mean_absolute_error", + groups=groups, ) + assert dict(mean_) == dict(expected_mean_) + assert dict(std_) == dict(expected_std_) - pd.testing.assert_series_equal(mean_, expected_mean_) - pd.testing.assert_series_equal(std_, expected_std_) + +def test_find_feature_importance_returns_series_indexed_by_columns(): + X = pd.DataFrame({"a": [1.0, 2, 3, 4, 5, 6], "b": [0.5, 0, 1, 1, 3, 2]}) + X.columns.name = "features" + y = pd.Series([1.0, 2, 3, 4, 5, 6]) + + mean_, std_ = find_feature_importance( + X=X, y=y, estimator=Lasso(alpha=0.01), cv=2, scoring="r2" + ) + assert list(mean_.index) == ["a", "b"] + assert mean_.index.name == "features" + assert std_.index.name == "features" + + +@pytest.mark.parametrize( + "estimator, expected", + [ + (LogisticRegression(), [0.728 ** (1 / 3), 1.0]), + (Lasso(), [0.5, 2.0]), + ], +) +def test_get_feature_importances(estimator, expected): + if isinstance(estimator, Lasso): + estimator.coef_ = np.array([-0.5, 2.0]) + else: + estimator.coef_ = np.array([[0.6, 0.0], [0.0, 1.0], [0.8, 0.0]]) + assert get_feature_importances(estimator) == pytest.approx(expected) diff --git a/tests/test_selection/test_base_selector.py b/tests/test_selection/test_base_selector.py index 54cc5bfc0..7ef31226b 100644 --- a/tests/test_selection/test_base_selector.py +++ b/tests/test_selection/test_base_selector.py @@ -1,55 +1,163 @@ +import re +from datetime import datetime + +import numpy as np +import pandas as pd import pytest -from pandas.testing import assert_frame_equal +from sklearn.exceptions import NotFittedError from feature_engine.selection.base_selector import BaseSelector +from tests.backend_helpers import frame_to_dict + +DATA = { + "Name": ["tom", "nick", "krish", None], + "City": ["London", "Manchester", "Liverpool", "Bristol"], + "Age": [20, 21, 19, 18], + "Marks": [0.9, None, 0.7, 0.6], + "dob": [datetime(2020, 2, 24, 0, minute) for minute in range(4)], +} + + +# init parameters +@pytest.mark.parametrize("confirm_variables", [None, "hola", [True], 1, 0.5]) +def test_error_if_confirm_variables_not_bool(confirm_variables): + msg = ( + "confirm_variables takes only values True and False. " + f"Got {confirm_variables} instead." + ) + with pytest.raises(ValueError, match=re.escape(msg)): + BaseSelector(confirm_variables=confirm_variables) -@pytest.mark.parametrize("val", [None, "hola", [True]]) -def test_confirm_variables_in_init(val): - with pytest.raises(ValueError): - BaseSelector(confirm_variables=val) +@pytest.mark.parametrize("confirm_variables", [True, False]) +def test_init_param_assignment(confirm_variables): + selector = BaseSelector(confirm_variables=confirm_variables) + assert selector.confirm_variables is confirm_variables -class MockClass(BaseSelector): - def __init__(self, variables=None, confirm_variables=False): - self.variables = variables - self.confirm_variables = confirm_variables +# fit and transform +class MockSelector(BaseSelector): + def __init__(self, features_to_drop=("Name", "Marks")): + self.features_to_drop = features_to_drop + self.confirm_variables = False def fit(self, X, y=None): - self.features_to_drop_ = ["Name", "Marks"] + self.features_to_drop_ = list(self.features_to_drop) self._get_feature_names_in(X) return self -def test_transform_method(df_vartypes): - transformer = MockClass() - transformer.fit(df_vartypes) - Xt = transformer.transform(df_vartypes) +def test_transform_drops_features(make_df): + X = make_df(DATA) + Xt = MockSelector().fit(X).transform(X) + + assert isinstance(Xt, make_df) + assert frame_to_dict(Xt) == { + "City": ["London", "Manchester", "Liverpool", "Bristol"], + "Age": [20, 21, 19, 18], + "dob": DATA["dob"], + } + + +def test_transform_restores_train_column_order(make_df): + selector = MockSelector().fit(make_df(DATA)) + X = make_df({var: DATA[var] for var in ["dob", "Marks", "Age", "Name", "City"]}) + Xt = selector.transform(X) + + assert isinstance(Xt, make_df) + assert list(Xt.columns) == ["City", "Age", "dob"] + + +@pytest.mark.parametrize( + "features_to_drop, expected", + [ + ([], ["Name", "City", "Age", "Marks", "dob"]), + (["dob"], ["Name", "City", "Age", "Marks"]), + (["Age", "Name", "City", "dob"], ["Marks"]), + ], +) +def test_transform_returns_retained_features(make_df, features_to_drop, expected): + X = make_df(DATA) + Xt = MockSelector(features_to_drop).fit(X).transform(X) + + assert isinstance(Xt, make_df) + assert list(Xt.columns) == expected + + +def test_transform_does_not_modify_input(make_df): + X = make_df(DATA) + MockSelector().fit(X).transform(X) + assert frame_to_dict(X) == frame_to_dict(make_df(DATA)) + - # tests output of transform - assert_frame_equal(Xt, df_vartypes.drop(["Name", "Marks"], axis=1)) +def test_error_if_transform_df_has_different_number_of_columns(make_df): + selector = MockSelector().fit(make_df(DATA)) + msg = ( + "The number of columns in this dataset is different from the one used to " + "fit this transformer (when using the fit() method)." + ) + with pytest.raises(ValueError, match=re.escape(msg)): + selector.transform(make_df({"Age": DATA["Age"], "Marks": DATA["Marks"]})) + + +def test_error_if_transform_before_fit(make_df): + msg = ( + "This MockSelector instance is not fitted yet. Call 'fit' with " + "appropriate arguments before using this estimator." + ) + with pytest.raises(NotFittedError, match=re.escape(msg)): + MockSelector().transform(make_df(DATA)) - # tests this line: X = X[self.feature_names_in_] - assert_frame_equal( - transformer.transform(df_vartypes[["City", "Age", "Name", "Marks", "dob"]]), - Xt, + +def test_error_if_transform_input_not_dataframe(make_df): + selector = MockSelector().fit(make_df(DATA)) + msg = ( + "X must be a dataframe from a library supported by narwhals " + "(e.g. pandas, polars, PyArrow). Got instead." ) - # test error when there is a df shape missmatch - with pytest.raises(ValueError): - assert transformer.transform(df_vartypes[["Age", "Marks"]]) + with pytest.raises(TypeError, match=re.escape(msg)): + selector.transform(np.ones((4, 5))) + + +def test_get_feature_names_in(make_df): + selector = MockSelector() + selector._get_feature_names_in(make_df(DATA)) + assert selector.feature_names_in_ == ["Name", "City", "Age", "Marks", "dob"] + assert selector.n_features_in_ == 5 + + +def test_get_support(make_df): + selector = MockSelector().fit(make_df(DATA)) + assert selector.get_support() == [False, True, True, False, True] + assert list(selector.get_support(indices=True)) == [1, 2, 4] + + +def test_get_feature_names_out(make_df): + selector = MockSelector().fit(make_df(DATA)) + assert selector.get_feature_names_out() == ["City", "Age", "dob"] + + +def test_check_variable_number(): + selector = MockSelector() + selector.variables_ = ["Age"] + msg = ( + "The selector needs at least 2 or more variables to select from. " + "Got only 1 variable: ['Age']." + ) + with pytest.raises(ValueError, match=re.escape(msg)): + selector._check_variable_number() + +def test_transform_with_integer_column_names(): + X = pd.DataFrame({i: values for i, values in enumerate(DATA.values())}) + selector = MockSelector(features_to_drop=[0, 3]).fit(X) + Xt = selector.transform(X[[4, 3, 2, 1, 0]]) -def test_get_feature_names_in(df_vartypes): - tr = MockClass() - tr._get_feature_names_in(df_vartypes) - assert tr.n_features_in_ == df_vartypes.shape[1] - assert tr.feature_names_in_ == list(df_vartypes.columns) + assert selector.feature_names_in_ == [0, 1, 2, 3, 4] + pd.testing.assert_frame_equal(Xt, X[[1, 2, 4]]) -def test_get_support(df_vartypes): - tr = MockClass() - tr.fit(df_vartypes) - v_bool = [False, True, True, False, True] - v_ind = [1, 2, 4] - assert tr.get_support() == v_bool - assert list(tr.get_support(indices=True)) == v_ind +def test_transform_keeps_pandas_index(): + X = pd.DataFrame(DATA, index=[10, 11, 12, 13]) + Xt = MockSelector().fit(X).transform(X) + pd.testing.assert_frame_equal(Xt, X[["City", "Age", "dob"]]) From 213a1eea750a7a5d9f1ac608ac983e1421d1aebc Mon Sep 17 00:00:00 2001 From: Soledad Galli Date: Sat, 19 Sep 2026 12:10:19 +0200 Subject: [PATCH 2/2] Migrate MRMR to narwhals, add polars support MRMR.fit() takes pandas or polars dataframes. The relevance is computed by scikit-learn on the native frame, as before. The correlation-based redundance now comes from one correlation matrix computed at the start (np.corrcoef, or pairwise complete observations when there are missing values) instead of pandas corrwith() at each iteration, and the mutual information redundance from a numpy array extracted once. The running mean of the redundance is kept as a sum, which gives the same values as the previous stacked mean. Selected features and relevance values are identical to the pandas implementation. Also fixes a missing space in the error message raised when the scoring is not suitable for classification, and the documented default of `regression`. Co-Authored-By: Claude Opus 5 --- docs/user_guide/selection/MRMR.rst | 39 ++ feature_engine/selection/mrmr.py | 190 +++++---- tests/test_selection/test_mrmr.py | 601 ++++++++++++++++++----------- 3 files changed, 514 insertions(+), 316 deletions(-) diff --git a/docs/user_guide/selection/MRMR.rst b/docs/user_guide/selection/MRMR.rst index 5fd9a9b18..241c46d93 100644 --- a/docs/user_guide/selection/MRMR.rst +++ b/docs/user_guide/selection/MRMR.rst @@ -509,6 +509,45 @@ which returns the following output: [True, True, False, True, False, True, True, True] +With polars +~~~~~~~~~~~ + +:class:`MRMR()` also works with polars dataframes. It selects the same features and returns +a polars dataframe: + +.. code:: python + + import polars as pl + from sklearn.datasets import load_breast_cancer + from feature_engine.selection import MRMR + + data = load_breast_cancer() + X = pl.DataFrame(data.data, schema=list(data.feature_names), orient="row") + y = pl.Series("target", data.target) + + sel = MRMR(method="FCQ", regression=False) + Xtr = sel.fit_transform(X, y) + print(Xtr.head()) + +In the following output we see the 6 selected features, the same ones that we obtained with +pandas in the F-statistic example: + +.. code:: text + + shape: (5, 6) + ┌────────────────┬──────────────┬──────────────┬─────────────────┬────────────┬───────────────┐ + │ mean perimeter ┆ mean concave ┆ worst radius ┆ worst perimeter ┆ worst area ┆ worst concave │ + │ --- ┆ points ┆ --- ┆ --- ┆ --- ┆ points │ + │ f64 ┆ --- ┆ f64 ┆ f64 ┆ f64 ┆ --- │ + │ ┆ f64 ┆ ┆ ┆ ┆ f64 │ + ╞════════════════╪══════════════╪══════════════╪═════════════════╪════════════╪═══════════════╡ + │ 122.8 ┆ 0.1471 ┆ 25.38 ┆ 184.6 ┆ 2019.0 ┆ 0.2654 │ + │ 132.9 ┆ 0.07017 ┆ 24.99 ┆ 158.8 ┆ 1956.0 ┆ 0.186 │ + │ 130.0 ┆ 0.1279 ┆ 23.57 ┆ 152.5 ┆ 1709.0 ┆ 0.243 │ + │ 77.58 ┆ 0.1052 ┆ 14.91 ┆ 98.87 ┆ 567.7 ┆ 0.2575 │ + │ 135.1 ┆ 0.1043 ┆ 22.54 ┆ 152.2 ┆ 1575.0 ┆ 0.1625 │ + └────────────────┴──────────────┴──────────────┴─────────────────┴────────────┴───────────────┘ + Considerations -------------- diff --git a/feature_engine/selection/mrmr.py b/feature_engine/selection/mrmr.py index f5d2c9f9a..7683044c4 100644 --- a/feature_engine/selection/mrmr.py +++ b/feature_engine/selection/mrmr.py @@ -1,10 +1,10 @@ -import copy - from types import GeneratorType from typing import List, Optional, Union +import narwhals as nw +import narwhals.dependencies as nwd import numpy as np -import pandas as pd +from narwhals.typing import IntoDataFrame, IntoSeries from sklearn.ensemble import RandomForestClassifier, RandomForestRegressor from sklearn.feature_selection import ( f_classif, @@ -40,13 +40,12 @@ _CLASSIFICATION_METRICS, _REGRESSION_METRICS, ) +from feature_engine.selection.base_selection_functions import ( + _correlation_matrix, + _select_numerical_variables, +) from feature_engine.selection.base_selector import BaseSelector from feature_engine.tags import _return_tags -from feature_engine.variable_handling import ( - check_numerical_variables, - find_numerical_variables, - retain_variables_if_in_df, -) _cv_docstring = _cv_docstring + """ Only used when `method = 'RFCQ'`.""" @@ -153,7 +152,7 @@ class MRMR(BaseSelector): will optimize the 'max_depth' over `[1, 2, 3, 4]`. Only used when `method` is `'RFCQ'`. - regression: boolean, default=True + regression: boolean, default=False Indicates whether the target is one for regression or a classification. {confirm_variables} @@ -216,6 +215,31 @@ class MRMR(BaseSelector): 2 7.2574 2.802260 3 5.6431 2.547945 4 3.8462 2.181467 + + With polars + + >>> import polars as pl + >>> from sklearn.datasets import fetch_california_housing + >>> from feature_engine.selection import MRMR + >>> data = fetch_california_housing() + >>> X = pl.DataFrame(data.data, schema=data.feature_names, orient="row") + >>> X = X.drop("Latitude", "Longitude") + >>> y = pl.Series("MedHouseVal", data.target) + >>> mrmr_sel = MRMR(method="MIQ", regression=True, random_state=3) + >>> X_t = mrmr_sel.fit_transform(X, y) + >>> print(X_t.head()) + shape: (5, 2) + ┌────────┬──────────┐ + │ MedInc ┆ AveOccup │ + │ --- ┆ --- │ + │ f64 ┆ f64 │ + ╞════════╪══════════╡ + │ 8.3252 ┆ 2.555556 │ + │ 8.3014 ┆ 2.109842 │ + │ 7.2574 ┆ 2.80226 │ + │ 5.6431 ┆ 2.547945 │ + │ 3.8462 ┆ 2.181467 │ + └────────┴──────────┘ """ def __init__( @@ -284,7 +308,7 @@ def __init__( and scoring not in _CLASSIFICATION_METRICS ): raise ValueError( - f"The metric {scoring} is not suitable for classification. Set the" + f"The metric {scoring} is not suitable for classification. Set the " "parameter regression to True or choose a different performance " "metric." ) @@ -302,88 +326,97 @@ def __init__( self.random_state = random_state self.n_jobs = n_jobs - def fit(self, X: pd.DataFrame, y: pd.Series): + def fit(self, X: IntoDataFrame, y: IntoSeries): """ Find the important features. Parameters ---------- - X: pandas dataframe of shape = [n_samples, n_features] + X: dataframe of shape = [n_samples, n_features] The input dataframe. y: array-like of shape (n_samples) Target variable. Required to train the estimator. """ - # check input dataframe - X, y = check_X_y(X, y) + nw_X, y = check_X_y(X, y) - if self.variables is None: - self.variables_ = find_numerical_variables(X) - else: - if self.confirm_variables is True: - variables_ = retain_variables_if_in_df(X, self.variables) - self.variables_ = check_numerical_variables(X, variables_) - else: - self.variables_ = check_numerical_variables(X, self.variables) + self.variables_ = _select_numerical_variables( + X, self.variables, self.confirm_variables + ) - # check that there are more than 1 variable to select from self._check_variable_number() - - # save input features self._get_feature_names_in(X) - # start the search - self.relevance_ = self._calculate_relevance(X[self.variables_], y) - - # select most relevant feature - relevance = self.relevance_ - n = relevance.argmax() # most relevant feature - relevance = np.delete(relevance, n) + # pandas is faster than narwhals. + if nwd.is_pandas_dataframe(X) is True: + X_vars = X[self.variables_] + else: + nw_X_vars = nw_X.select(nw.col(*self.variables_)) + X_vars = nw_X_vars.to_native() - remaining = copy.deepcopy(self.variables_) # all variables to examine - feature = remaining[n] # most important feature so far - selected = [feature] # selected feature so far - remaining.remove(feature) # remaining features to examine + # scikit-learn's f_regression fails with polars series. + if nwd.is_into_series(y) is True and nwd.is_pandas_series(y) is False: + y = nw.from_native(y, series_only=True).to_numpy() - # calculate redundance - redundance = self._calculate_redundance(X[remaining], X[feature]) + self.relevance_ = self._calculate_relevance(X_vars, y) - # find feature with highest mrmr - mrmr = self._calculate_mrmr(relevance, redundance) + if self.method in ["FCD", "FCQ", "RFCQ"]: + # one matrix product for all pairs is much faster than correlating the + # remaining features at each iteration. + corr = np.triu(_correlation_matrix(X, self.variables_, "pearson"), 1) + corr = np.absolute(corr + corr.T) + else: + # pandas is faster than narwhals. + if nwd.is_pandas_dataframe(X) is True: + values = X_vars.to_numpy(dtype=float, na_value=np.nan) + else: + values = nw_X_vars.to_numpy() if self.max_features is None: - iter = int(0.2 * len(self.variables_)) - 2 + n_features = int(0.2 * len(self.variables_)) else: - iter = self.max_features - 2 + n_features = self.max_features - for i in range(iter): - # find feature with maximum relevance and minimum redundancy - n = mrmr.argmax() + remaining: np.ndarray = np.ones(len(self.variables_), dtype=bool) + selected = [self.relevance_.argmax()] + redundance_sum = np.zeros(len(self.variables_)) - # adjust feature lists - feature = remaining[n] - selected.append(feature) - remaining.remove(feature) + # at least 2 features are selected, also when max_features is 1. + while len(selected) < max(n_features, 2): + feature = selected[-1] + remaining[feature] = False + to_examine = np.flatnonzero(remaining) - relevance = np.delete(relevance, n) - if i == 0: - redundance = np.delete(redundance, n) + if self.method in ["FCD", "FCQ", "RFCQ"]: + redundance = corr[to_examine, feature] else: - redundance = np.delete(redundance, n, axis=1) - - new_redundance = self._calculate_redundance(X[remaining], X[feature]) - redundance = np.vstack([redundance, new_redundance]) - mean_redundance = redundance.mean(axis=0) - - mrmr = self._calculate_mrmr(relevance, mean_redundance) + redundance = self._mutual_information( + values[:, to_examine], self._feature_values(X, nw_X, feature) + ) - n = mrmr.argmax() - selected.append(remaining[n]) + # summing row by row and dividing gives the same values as the mean + # of the redundance to all the selected features. + redundance_sum[to_examine] += redundance + mrmr = self._calculate_mrmr( + self.relevance_[to_examine], + redundance_sum[to_examine] / len(selected), + ) + selected.append(to_examine[mrmr.argmax()]) - self.features_to_drop_ = [f for f in self.variables_ if f not in selected] + selected_features = {self.variables_[i] for i in selected} + self.features_to_drop_ = [ + f for f in self.variables_ if f not in selected_features + ] return self + def _feature_values(self, X: IntoDataFrame, nw_X: nw.DataFrame, i) -> np.ndarray: + """Values of the i-th variable, in its own dtype.""" + # pandas is faster than narwhals. + if nwd.is_pandas_dataframe(X) is True: + return X[self.variables_[i]].to_numpy() + return nw_X.get_column(self.variables_[i]).to_numpy() + def _calculate_relevance(self, X, y): if self.method in ["MIQ", "MID"]: @@ -424,10 +457,10 @@ def _calculate_relevance(self, X, y): n_jobs=self.n_jobs, ) - if self.param_grid: - param_grid = self.param_grid - else: + if self.param_grid is None or len(self.param_grid) == 0: param_grid = {"max_depth": [1, 2, 3, 4]} + else: + param_grid = self.param_grid cv = list(self.cv) if isinstance(self.cv, GeneratorType) else self.cv @@ -441,22 +474,17 @@ def _calculate_relevance(self, X, y): return relevance - def _calculate_redundance(self, X, y): - - if self.method in ["FCD", "FCQ", "RFCQ"]: - redundance = X.corrwith(y).values - redundance = np.absolute(redundance) - - else: - redundance = mutual_info_regression( - X=X, - y=y, - n_neighbors=self.n_neighbors, - random_state=self.random_state, - n_jobs=self.n_jobs, - ) - - return redundance + def _mutual_information(self, X: np.ndarray, y: np.ndarray) -> np.ndarray: + """Mutual information between each column of X and the feature y.""" + # X is a copy made by the caller, so scikit-learn doesn't need to copy it. + return mutual_info_regression( + X=X, + y=y, + n_neighbors=self.n_neighbors, + copy=False, + random_state=self.random_state, + n_jobs=self.n_jobs, + ) def _calculate_mrmr(self, relevance, redundance): if self.method in ["MID", "FCD"]: diff --git a/tests/test_selection/test_mrmr.py b/tests/test_selection/test_mrmr.py index d27d4ba8c..ac914a7fd 100644 --- a/tests/test_selection/test_mrmr.py +++ b/tests/test_selection/test_mrmr.py @@ -1,322 +1,453 @@ +import re + import numpy as np import pandas as pd import pytest - -from sklearn.datasets import ( - make_classification, - load_breast_cancer, - fetch_california_housing, -) -from sklearn.ensemble import RandomForestClassifier, RandomForestRegressor -from sklearn.feature_selection import ( - f_classif, - f_regression, - mutual_info_classif, - mutual_info_regression, -) -from sklearn.model_selection import GridSearchCV +from sklearn.exceptions import NotFittedError +from sklearn.model_selection import KFold, StratifiedKFold from feature_engine.selection import MRMR +from tests.backend_helpers import frame_to_dict, make_series + +VARIABLES = [f"var_{i}" for i in range(12)] +RF_GRID = {"max_depth": [2, 3], "n_estimators": [10]} + +MI_CLASSIF = [ + 0.052936601624909096, + 0.012431039630421026, + 0.0031179453717387062, + 0.0004679804673619614, + 0.5770540935952642, + 0.011045380844762365, + 0.5728270276712453, + 0.6566020567069197, + 0.012040401687987368, + 0.5035424468925758, + 0.0, + 0.0, +] +MI_REGRESSION = [ + 0.4827568966040907, + 0.1498525858592843, + 0.0, + 0.04212366814778079, + 0.1824019466447857, + 0.011297428359838158, + 0.19292720067399838, + 0.2236206517399788, + 0.5277855986492561, + 0.22394827371463455, + 0.0, + 0.002100737962146937, +] +F_CLASSIF = [ + 79.04849944065174, + 7.852911596746189, + 1.4628293436965305, + 0.7454302324350504, + 2360.5567490946137, + 0.78416950052947, + 2296.80729048166, + 5206.0776362490415, + 0.059549527394634295, + 1739.598743686081, + 0.0453654613398977, + 0.5613535054454387, +] +F_REGRESSION = [ + 1426.4396061315033, + 424.0297119316108, + 3.060543877897646, + 65.31838343563534, + 100.41062036724897, + 1.622842273663943, + 105.20415656422067, + 4.142473196617828, + 1683.2517259758326, + 160.1177438792669, + 0.07650822171810838, + 0.18645998061038163, +] +RF_CLASSIF = [ + 0.022247324184615325, + 0.003955855934811008, + 0.0011991561893078399, + 0.00026914064555155195, + 0.19395815835718982, + 0.0004983747672734107, + 0.09261141003009202, + 0.41634361330706404, + 0.004294463160439444, + 0.26440681633767793, + 0.00019819544535523348, + 1.7491640622450164e-05, +] +RF_REGRESSION = [ + 0.08500311779594995, + 0.21949616499172103, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.0, + 0.695500717212329, + 0.0, + 0.0, + 0.0, +] @pytest.fixture(scope="module") -def df_test_regression(): - X, y = make_classification( - n_samples=1000, - n_features=12, - n_redundant=4, - n_clusters_per_class=1, - weights=[0.50], - class_sep=2, - random_state=1, - ) - - # transform arrays into pandas df and series - colnames = ["var_" + str(i) for i in range(12)] - X = pd.DataFrame(X, columns=colnames) - y = pd.Series(0.5 * X["var_1"] - 0.3 * X["var_3"] + X["var_8"]) - return X, y +def data_regression(data_classification): + data = {k: v for k, v in data_classification.items() if k != "target"} + data["target"] = [ + 0.5 * a - 0.3 * b + c + for a, b, c in zip(data["var_1"], data["var_3"], data["var_8"]) + ] + return data -@pytest.mark.parametrize("method", ["MIQ", "MID", "FCQ", "FCD", "RFCQ"]) -def test_method_param(method): - tr = MRMR(method=method) - assert tr.method == method +def _split_target(make_df, data): + X = make_df({k: v for k, v in data.items() if k != "target"}) + return X, make_series(make_df, data["target"]) -@pytest.mark.parametrize("method", [10, "string", False, [0, 1]]) -def test_method_raises_error(method): +# init parameters +@pytest.mark.parametrize("method", [10, "string", False, None, ["MIQ"]]) +def test_error_if_method_not_allowed(method): msg = ( "method must be one of 'MIQ', 'MID', 'FCQ', 'FCD', 'RFCQ'. " f"Got {method} instead." ) - with pytest.raises(ValueError) as record: + with pytest.raises(ValueError, match=re.escape(msg)): MRMR(method=method) - assert str(record.value) == msg - - -@pytest.mark.parametrize("max_features", [1, 10, 20, None]) -def test_max_features_param(max_features): - tr = MRMR(max_features=max_features) - if max_features is not None: - assert tr.max_features == max_features - else: - assert tr.max_features is None -@pytest.mark.parametrize("max_features", ["string", -1, [0, 1]]) -def test_max_features_raises_error(max_features): +@pytest.mark.parametrize("max_features", ["string", -1, 0, 1.5, [0, 1]]) +def test_error_if_max_features_not_positive_integer(max_features): msg = ( "max_features must be an integer with the number of features to " f"select. Got {max_features} instead." ) - with pytest.raises(ValueError) as record: + with pytest.raises(ValueError, match=re.escape(msg)): MRMR(max_features=max_features) - assert str(record.value) == msg @pytest.mark.parametrize( - ("vars", "max_feat"), + "variables, max_features", [(["var1", "var2"], 2), (["var1", "var2"], 3), (["var1", "var2", "var3"], 4)], ) -def test_max_features_raises_error_when_more_than_vars(vars, max_feat): +def test_error_if_max_features_not_less_than_number_of_variables( + variables, max_features +): msg = ( - f"The number of variables to examine is {len(vars)}, which is " + f"The number of variables to examine is {len(variables)}, which is " "less than or equal to the number of features to select indicated " - f"in `max_features`, which is {max_feat}. Please check the " + f"in `max_features`, which is {max_features}. Please check the " "values entered in the parameters `variables` and `max_features`." ) - with pytest.raises(ValueError) as record: - MRMR(variables=vars, max_features=max_feat) - assert str(record.value) == msg + with pytest.raises(ValueError, match=re.escape(msg)): + MRMR(variables=variables, max_features=max_features) @pytest.mark.parametrize("scoring", ["roc_auc", "accuracy", "precision"]) -def test_raises_error_when_metric_not_suitable_for_regression(scoring): +def test_error_if_scoring_not_for_regression(scoring): msg = ( f"The metric {scoring} is not suitable for regression. Set the " "parameter regression to False or choose a different performance " "metric." ) - with pytest.raises(ValueError) as record: + with pytest.raises(ValueError, match=re.escape(msg)): MRMR(method="RFCQ", regression=True, scoring=scoring) - assert str(record.value) == msg - - -@pytest.mark.parametrize( - "method", - [ - "MIQ", - "MID", - "FCQ", - "FCD", - ], -) -@pytest.mark.parametrize("scoring", ["roc_auc", "accuracy", "precision"]) -def test_metric_does_not_raise_error_when_not_RF_regression(method, scoring): - # scoring is only used when method='RFCQ'. Otherwise it should be ignored. - tr = MRMR(method=method, regression=True, scoring=scoring) - assert tr.method == method - assert tr.scoring == scoring @pytest.mark.parametrize("scoring", ["mse", "mae", "r2"]) -def test_raises_error_when_metric_not_suitable_for_classif(scoring): +def test_error_if_scoring_not_for_classification(scoring): msg = ( - f"The metric {scoring} is not suitable for classification. Set the" + f"The metric {scoring} is not suitable for classification. Set the " "parameter regression to True or choose a different performance " "metric." ) - with pytest.raises(ValueError) as record: + with pytest.raises(ValueError, match=re.escape(msg)): MRMR(method="RFCQ", regression=False, scoring=scoring) - assert str(record.value) == msg @pytest.mark.parametrize( - "method", + "method, max_features, discrete_features, n_neighbors, scoring, cv, " + "param_grid, regression, confirm_variables, random_state, n_jobs", [ - "MIQ", - "MID", - "FCQ", - "FCD", + ("MIQ", None, "auto", 3, "roc_auc", 3, None, False, False, None, None), + ("MID", 5, [True, False], 5, "r2", 5, None, True, True, 0, 2), + ("FCQ", 1, False, 1, "accuracy", KFold(), None, False, False, 42, -1), + ("FCD", 10, True, 3, "mse", 3, None, True, False, None, None), + ("RFCQ", 3, "auto", 3, "r2", 2, RF_GRID, True, True, 1, None), + ("RFCQ", 3, "auto", 3, "accuracy", 2, None, False, False, 1, None), ], ) -@pytest.mark.parametrize("scoring", ["mse", "mae", "r2"]) -def test_metric_does_not_raise_error_when_not_RF_classif(method, scoring): - # scoring is only used when method='RFCQ'. Otherwise it should be ignored. - tr = MRMR(method=method, regression=False, scoring=scoring) - assert tr.method == method - assert tr.scoring == scoring - - -@pytest.mark.parametrize("method", ["MID", "MIQ"]) -def test_calculate_relevance_mi(df_test, df_test_regression, method): - X, y = df_test - expected_relevance = mutual_info_classif(X, y, random_state=42) - - sel = MRMR(method=method, regression=False, random_state=42) - relevance = sel._calculate_relevance(X, y) - - assert np.array_equal(expected_relevance, relevance) - - X, y = df_test_regression - expected_relevance = mutual_info_regression(X, y, random_state=42) - - sel = MRMR(method=method, regression=True, random_state=42) - relevance = sel._calculate_relevance(X, y) - - assert np.array_equal(expected_relevance, relevance) - +def test_init_param_assignment( + method, + max_features, + discrete_features, + n_neighbors, + scoring, + cv, + param_grid, + regression, + confirm_variables, + random_state, + n_jobs, +): + sel = MRMR( + method=method, + max_features=max_features, + discrete_features=discrete_features, + n_neighbors=n_neighbors, + scoring=scoring, + cv=cv, + param_grid=param_grid, + regression=regression, + confirm_variables=confirm_variables, + random_state=random_state, + n_jobs=n_jobs, + ) + assert sel.method == method + assert sel.max_features == max_features + assert sel.discrete_features == discrete_features + assert sel.n_neighbors == n_neighbors + assert sel.scoring == scoring + assert sel.cv is cv + assert sel.param_grid == param_grid + assert sel.regression is regression + assert sel.confirm_variables is confirm_variables + assert sel.random_state == random_state + assert sel.n_jobs == n_jobs + + +# fit and transform +@pytest.mark.parametrize( + "method, relevance, selected", + [ + ("MIQ", MI_CLASSIF, ["var_6", "var_7", "var_10", "var_11"]), + ("MID", MI_CLASSIF, ["var_1", "var_4", "var_5", "var_7"]), + ("FCQ", F_CLASSIF, ["var_4", "var_6", "var_7", "var_9"]), + ("FCD", F_CLASSIF, ["var_4", "var_6", "var_7", "var_9"]), + ("RFCQ", RF_CLASSIF, ["var_0", "var_4", "var_7", "var_9"]), + ], +) +def test_fit_transform_classification( + make_df, data_classification, method, relevance, selected +): + X, y = _split_target(make_df, data_classification) + sel = MRMR( + method=method, + max_features=4, + param_grid=RF_GRID, + regression=False, + random_state=0, + ) + Xt = sel.fit_transform(X, y) -@pytest.mark.parametrize("method", ["FCD", "FCQ"]) -def test_calculate_relevance_f(df_test, df_test_regression, method): - X, y = df_test - expected_relevance = f_classif(X, y)[0] + assert sel.variables_ == VARIABLES + assert sel.relevance_.tolist() == pytest.approx(relevance) + assert sel.features_to_drop_ == [f for f in VARIABLES if f not in selected] + assert sel.feature_names_in_ == VARIABLES + assert sel.n_features_in_ == 12 + assert isinstance(Xt, make_df) + assert list(frame_to_dict(Xt)) == selected + assert frame_to_dict(Xt) == {f: data_classification[f] for f in selected} - sel = MRMR(method=method, regression=False, random_state=42) - relevance = sel._calculate_relevance(X, y) - assert np.array_equal(expected_relevance, relevance) +@pytest.mark.parametrize( + "method, relevance, selected", + [ + ("MIQ", MI_REGRESSION, ["var_1", "var_2", "var_5", "var_8"]), + ("MID", MI_REGRESSION, ["var_1", "var_3", "var_7", "var_8"]), + ("FCQ", F_REGRESSION, ["var_0", "var_1", "var_3", "var_8"]), + ("FCD", F_REGRESSION, ["var_0", "var_1", "var_8", "var_9"]), + ("RFCQ", RF_REGRESSION, ["var_0", "var_1", "var_2", "var_8"]), + ], +) +def test_fit_transform_regression( + make_df, data_regression, method, relevance, selected +): + X, y = _split_target(make_df, data_regression) + sel = MRMR( + method=method, + max_features=4, + scoring="r2", + param_grid=RF_GRID, + regression=True, + random_state=0, + ) + Xt = sel.fit_transform(X, y) - X, y = df_test_regression - expected_relevance = f_regression(X, y)[0] + assert sel.relevance_.tolist() == pytest.approx(relevance) + assert sel.features_to_drop_ == [f for f in VARIABLES if f not in selected] + assert isinstance(Xt, make_df) + assert frame_to_dict(Xt) == {f: data_regression[f] for f in selected} - sel = MRMR(method=method, regression=True, random_state=42) - relevance = sel._calculate_relevance(X, y) - assert np.array_equal(expected_relevance, relevance) +def test_default_max_features_selects_20_percent(make_df, data_classification): + X, y = _split_target(make_df, data_classification) + sel = MRMR(method="FCQ").fit(X, y) + assert sel.features_to_drop_ == [ + f for f in VARIABLES if f not in ["var_4", "var_7"] + ] -def test_calculate_relevance_RF(df_test, df_test_regression): - param_grid = {"max_depth": [1, 2, 3, 4]} +def test_variables_and_discrete_features(make_df, data_classification): + data = dict(data_classification) + data["var_1"] = [round(2 * v) for v in data["var_1"]] + data["var_5"] = [round(v) for v in data["var_5"]] + X, y = _split_target(make_df, data) + sel = MRMR( + variables=["var_0", "var_1", "var_4", "var_5", "var_7"], + method="MID", + max_features=3, + discrete_features=[False, True, False, True, False], + random_state=0, + ) + Xt = sel.fit_transform(X, y) + + assert sel.variables_ == ["var_0", "var_1", "var_4", "var_5", "var_7"] + assert sel.relevance_.tolist() == pytest.approx( + [ + 0.052936601624909096, + 0.01026964337663472, + 0.5770540935952642, + 0.0017639968720600564, + 0.6566020567069197, + ] + ) + assert sel.features_to_drop_ == ["var_0", "var_4"] + assert isinstance(Xt, make_df) + assert list(frame_to_dict(Xt)) == [ + f for f in VARIABLES if f not in ["var_0", "var_4"] + ] - X, y = df_test - model = RandomForestClassifier(random_state=42) - model = GridSearchCV(model, cv=3, scoring="roc_auc", param_grid=param_grid) - model.fit(X, y) - expected_relevance = model.best_estimator_.feature_importances_ +def test_confirm_variables(make_df, data_classification): + X, y = _split_target(make_df, data_classification) sel = MRMR( - method="RFCQ", regression=False, random_state=42, cv=3, scoring="roc_auc" + variables=["var_0", "var_2", "var_4", "var_6", "var_8", "var_20"], + method="MIQ", + max_features=3, + confirm_variables=True, + random_state=0, ) - relevance = sel._calculate_relevance(X, y) + sel.fit(X, y) - assert np.array_equal(expected_relevance, relevance) + assert sel.variables_ == ["var_0", "var_2", "var_4", "var_6", "var_8"] + assert sel.relevance_.tolist() == pytest.approx( + [ + 0.052936601624909096, + 0.0031179453717387062, + 0.5770540935952642, + 0.5728270276712453, + 0.012040401687987368, + ] + ) + assert sel.features_to_drop_ == ["var_0", "var_8"] - X, y = df_test_regression - model = RandomForestRegressor(random_state=42) - model = GridSearchCV(model, cv=3, scoring="r2", param_grid=param_grid) - model.fit(X, y) - expected_relevance = model.best_estimator_.feature_importances_ +def test_cv_generator(make_df, data_classification): + X, y = _split_target(make_df, data_classification) sel = MRMR( method="RFCQ", - regression=True, - random_state=42, - cv=3, - scoring="r2", - param_grid=param_grid, + max_features=3, + param_grid=RF_GRID, + cv=StratifiedKFold(n_splits=3).split(X, y), + random_state=0, ) - relevance = sel._calculate_relevance(X, y) - - assert np.array_equal(expected_relevance, relevance) - + sel.fit(X, y) -@pytest.mark.parametrize( - ("method1", "method2"), [("MID", "FCD"), ("MIQ", "FCQ"), ("MIQ", "RFCQ")] -) -def test_calculate_redundance(df_test_regression, method1, method2): - X, y = df_test_regression - - expected_redundance = mutual_info_regression(X, y, random_state=42) - sel = MRMR(method=method1, random_state=42) - redundance = sel._calculate_redundance(X, y) - assert np.array_equal(expected_redundance, redundance) - - expected_redundance = np.absolute(X.corrwith(y).values) - sel = MRMR(method=method2) - redundance = sel._calculate_redundance(X, y) - assert np.array_equal(expected_redundance, redundance) - - -@pytest.mark.parametrize("method", ["MID", "MIQ", "FCD", "FCQ", "RFCQ"]) -def test_calculate_mrmr(method): - relevance = np.array([1, 2, 3, 4, 5]) - redundance = np.array([1, 2, 3, 4, 5]) - - sel = MRMR(method=method) - mrmr = sel._calculate_mrmr(relevance, redundance) - - if method in ["MID", "FCD"]: - expected_mrmr = relevance - redundance - else: - expected_mrmr = relevance / redundance - assert np.array_equal(expected_mrmr, mrmr) - - -def test_mrmr_mid_and_miq_classif(): - X, y = load_breast_cancer(return_X_y=True, as_frame=True) - - selected = [ - "worst perimeter", - "fractal dimension error", - "worst texture", - "worst smoothness", - "mean concave points", - "perimeter error", - "worst symmetry", - "worst concave points", - "area error", - "mean perimeter", + assert sel.relevance_.tolist() == pytest.approx(RF_CLASSIF) + assert sel.features_to_drop_ == [ + f for f in VARIABLES if f not in ["var_4", "var_7", "var_9"] ] - to_drop = [f for f in X.columns if f not in selected] - sel = MRMR(method="MIQ", max_features=10, regression=False, random_state=42) - sel.fit(X, y) - Xtr = sel.transform(X) - - assert sel.features_to_drop_ == to_drop - pd.testing.assert_frame_equal(X.drop(to_drop, axis=1), Xtr) - - selected = [ - "worst perimeter", - "worst smoothness", - "worst texture", - "mean concave points", - "perimeter error", - "worst concavity", - "worst symmetry", - "area error", - "symmetry error", - "worst concave points", - ] - to_drop = [f for f in X.columns if f not in selected] - sel = MRMR(method="MID", max_features=10, regression=False, random_state=42) +def test_missing_values_with_random_forests(make_df, data_classification): + # only random forests take missing values; the redundance then uses the rows + # where both features have values. + data = dict(data_classification) + for var, step in [("var_2", 7), ("var_5", 5), ("var_9", 3)]: + data[var] = [None if i % step == 0 else v for i, v in enumerate(data[var])] + X, y = _split_target(make_df, data) + sel = MRMR(method="RFCQ", max_features=4, param_grid=RF_GRID, random_state=0) sel.fit(X, y) - Xtr = sel.transform(X) - - assert sel.features_to_drop_ == to_drop - pd.testing.assert_frame_equal(X.drop(to_drop, axis=1), Xtr) + assert sel.relevance_.tolist() == pytest.approx( + [ + 0.0076636392509130055, + 0.005491342491500148, + 0.0037204783072902247, + 0.0, + 0.2392943866283686, + 3.639947920429752e-05, + 0.17849998892103483, + 0.46742647746615623, + 0.0011218247849137536, + 0.09508246490768371, + 0.0016629977629352137, + 0.0, + ] + ) + assert sel.features_to_drop_ == [ + f for f in VARIABLES if f not in ["var_4", "var_6", "var_7", "var_10"] + ] -def test_mrmr_fcd_and_fcq_regression(): - X, y = fetch_california_housing(return_X_y=True, as_frame=True) - selected = ["MedInc", "Latitude", "HouseAge", "AveRooms", "AveOccup"] - to_drop = [f for f in X.columns if f not in selected] +@pytest.mark.parametrize("target_type", [list, np.array]) +def test_target_as_list_or_array(make_df, data_classification, target_type): + X, _ = _split_target(make_df, data_classification) + y = target_type(data_classification["target"]) + sel = MRMR(method="FCD", max_features=3).fit(X, y) - sel = MRMR(method="FCQ", max_features=5, regression=True) - Xtr = sel.fit_transform(X, y) + assert sel.relevance_.tolist() == pytest.approx(F_CLASSIF) + assert sel.features_to_drop_ == [ + f for f in VARIABLES if f not in ["var_4", "var_6", "var_7"] + ] - assert sel.features_to_drop_ == to_drop - pd.testing.assert_frame_equal(X.drop(to_drop, axis=1), Xtr) - selected = ["MedInc", "AveRooms", "Latitude", "HouseAge"] - to_drop = [f for f in X.columns if f not in selected] +def test_error_if_less_than_2_variables(make_df, data_classification): + X, y = _split_target(make_df, data_classification) + msg = ( + "The selector needs at least 2 or more variables to select from. " + "Got only 1 variable: ['var_0']." + ) + with pytest.raises(ValueError, match=re.escape(msg)): + MRMR(variables=["var_0"]).fit(X, y) - sel = MRMR(method="FCD", max_features=4, regression=True) - Xtr = sel.fit_transform(X, y) - assert sel.features_to_drop_ == to_drop - pd.testing.assert_frame_equal(X.drop(to_drop, axis=1), Xtr) +def test_error_if_transform_before_fit(make_df, data_classification): + X, _ = _split_target(make_df, data_classification) + msg = ( + "This MRMR instance is not fitted yet. Call 'fit' with appropriate " + "arguments before using this estimator." + ) + with pytest.raises(NotFittedError, match=re.escape(msg)): + MRMR().transform(X) + + +@pytest.mark.parametrize("method", ["MIQ", "FCQ"]) +def test_integer_column_names(data_classification, method): + data = {i: data_classification[f"var_{i}"] for i in range(12)} + X = pd.DataFrame(data) + y = pd.Series(data_classification["target"]) + sel = MRMR(method=method, max_features=4, random_state=0) + Xt = sel.fit_transform(X, y) + + expected = {"MIQ": [6, 7, 10, 11], "FCQ": [4, 6, 7, 9]}[method] + assert sel.variables_ == list(range(12)) + assert sel.features_to_drop_ == [i for i in range(12) if i not in expected] + pd.testing.assert_frame_equal(Xt, X[expected]) + + +def test_keeps_pandas_index(data_classification): + X, y = _split_target(pd.DataFrame, data_classification) + X.index = X.index + 100 + y.index = X.index + Xt = MRMR(method="FCQ", max_features=4).fit_transform(X, y) + pd.testing.assert_frame_equal(Xt, X[["var_4", "var_6", "var_7", "var_9"]])