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test_suod.py
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test_suod.py
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# -*- coding: utf-8 -*-
from __future__ import division
from __future__ import print_function
import os
import sys
import unittest
from os import path
# noinspection PyProtectedMember
from numpy.testing import assert_equal
from numpy.testing import assert_raises
from scipy.io import loadmat
from sklearn.base import clone
from sklearn.metrics import roc_auc_score
from sklearn.model_selection import train_test_split
from sklearn.utils.validation import check_X_y
# temporary solution for relative imports in case pyod is not installed
# if pyod is installed, no need to use the following line
sys.path.append(os.path.abspath(os.path.join(os.path.dirname(__file__), '..')))
from pyod.models.suod import SUOD
from pyod.models.lof import LOF
from pyod.models.iforest import IForest
from pyod.models.copod import COPOD
from pyod.utils.data import generate_data
class TestSUOD(unittest.TestCase):
def setUp(self):
# Define data file and read X and y
# Generate some data if the source data is missing
this_directory = path.abspath(path.dirname(__file__))
mat_file = 'cardio.mat'
try:
mat = loadmat(path.join(*[this_directory, 'data', mat_file]))
except TypeError:
print('{data_file} does not exist. Use generated data'.format(
data_file=mat_file))
X, y = generate_data(train_only=True) # load data
except IOError:
print('{data_file} does not exist. Use generated data'.format(
data_file=mat_file))
X, y = generate_data(train_only=True) # load data
else:
X = mat['X']
y = mat['y'].ravel()
X, y = check_X_y(X, y)
self.X_train, self.X_test, self.y_train, self.y_test = \
train_test_split(X, y, test_size=0.4, random_state=42)
self.base_estimators = [LOF(), LOF(), IForest(), COPOD()]
self.clf = SUOD(base_estimators=self.base_estimators)
self.clf.fit(self.X_train)
self.roc_floor = 0.7
def test_parameters(self):
assert (hasattr(self.clf, 'decision_scores_') and
self.clf.decision_scores_ is not None)
assert (hasattr(self.clf, 'labels_') and
self.clf.labels_ is not None)
assert (hasattr(self.clf, 'threshold_') and
self.clf.threshold_ is not None)
assert (hasattr(self.clf, '_mu') and
self.clf._mu is not None)
assert (hasattr(self.clf, '_sigma') and
self.clf._sigma is not None)
assert (hasattr(self.clf, 'model_') and
self.clf.model_ is not None)
def test_train_scores(self):
assert_equal(len(self.clf.decision_scores_), self.X_train.shape[0])
def test_prediction_scores(self):
pred_scores = self.clf.decision_function(self.X_test)
# check score shapes
assert_equal(pred_scores.shape[0], self.X_test.shape[0])
# check performance
assert (roc_auc_score(self.y_test, pred_scores) >= self.roc_floor)
def test_prediction_labels(self):
pred_labels = self.clf.predict(self.X_test)
assert_equal(pred_labels.shape, self.y_test.shape)
def test_prediction_proba(self):
pred_proba = self.clf.predict_proba(self.X_test)
assert (pred_proba.min() >= 0)
assert (pred_proba.max() <= 1)
def test_prediction_proba_linear(self):
pred_proba = self.clf.predict_proba(self.X_test, method='linear')
assert (pred_proba.min() >= 0)
assert (pred_proba.max() <= 1)
def test_prediction_proba_unify(self):
pred_proba = self.clf.predict_proba(self.X_test, method='unify')
assert (pred_proba.min() >= 0)
assert (pred_proba.max() <= 1)
def test_prediction_proba_parameter(self):
with assert_raises(ValueError):
self.clf.predict_proba(self.X_test, method='something')
def test_prediction_labels_confidence(self):
pred_labels, confidence = self.clf.predict(self.X_test,
return_confidence=True)
assert_equal(pred_labels.shape, self.y_test.shape)
assert_equal(confidence.shape, self.y_test.shape)
assert (confidence.min() >= 0)
assert (confidence.max() <= 1)
def test_prediction_proba_linear_confidence(self):
pred_proba, confidence = self.clf.predict_proba(self.X_test,
method='linear',
return_confidence=True)
assert (pred_proba.min() >= 0)
assert (pred_proba.max() <= 1)
assert_equal(confidence.shape, self.y_test.shape)
assert (confidence.min() >= 0)
assert (confidence.max() <= 1)
def test_fit_predict(self):
pred_labels = self.clf.fit_predict(self.X_train)
assert_equal(pred_labels.shape, self.y_train.shape)
def test_fit_predict_score(self):
self.clf.fit_predict_score(self.X_test, self.y_test)
self.clf.fit_predict_score(self.X_test, self.y_test,
scoring='roc_auc_score')
self.clf.fit_predict_score(self.X_test, self.y_test,
scoring='prc_n_score')
with assert_raises(NotImplementedError):
self.clf.fit_predict_score(self.X_test, self.y_test,
scoring='something')
# def test_predict_rank(self):
# pred_socres = self.clf.decision_function(self.X_test)
# pred_ranks = self.clf._predict_rank(self.X_test)
#
# # assert the order is reserved
# # assert_allclose(rankdata(pred_ranks), rankdata(pred_socres), atol=3)
# assert_array_less(pred_ranks, self.X_train.shape[0] + 1)
# assert_array_less(-0.1, pred_ranks)
#
# def test_predict_rank_normalized(self):
# pred_socres = self.clf.decision_function(self.X_test)
# pred_ranks = self.clf._predict_rank(self.X_test, normalized=True)
#
# # assert the order is reserved
# # assert_allclose(rankdata(pred_ranks), rankdata(pred_socres), atol=3)
# assert_array_less(pred_ranks, 1.01)
# assert_array_less(-0.1, pred_ranks)
def test_model_clone(self):
clone_clf = clone(self.clf)
def test_default_njobs(self):
# Define data file and read X and y
# Generate some data if the source data is missing
this_directory = path.abspath(path.dirname(__file__))
mat_file = 'cardio.mat'
try:
mat = loadmat(path.join(*[this_directory, 'data', mat_file]))
except TypeError:
print('{data_file} does not exist. Use generated data'.format(
data_file=mat_file))
X, y = generate_data(train_only=True) # load data
except IOError:
print('{data_file} does not exist. Use generated data'.format(
data_file=mat_file))
X, y = generate_data(train_only=True) # load data
else:
X = mat['X']
y = mat['y'].ravel()
X, y = check_X_y(X, y)
self.X_train, self.X_test, self.y_train, self.y_test = \
train_test_split(X, y, test_size=0.4, random_state=42)
self.base_estimators = [LOF(), LOF(), IForest(), COPOD()]
self.clf = SUOD(n_jobs=2)
self.clf.fit(self.X_train)
self.roc_floor = 0.7
def tearDown(self):
pass
if __name__ == '__main__':
unittest.main()