Fixes issue scikit-learn-contrib#195

verycherry · Mar 29, 2019 · ec06b62 · ec06b62
1 parent b209d19
commit ec06b62
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Showing 5 changed files with 270 additions and 32 deletions.
diff --git a/pyearth/_forward.pyx b/pyearth/_forward.pyx
@@ -402,9 +402,11 @@ cdef class ForwardPasser:
                 else:
                     gcv_ = gcv_factor_k_plus_1 * mse_
 
-                if linear_variables[variable]:
+                if linear_variables[variable] and variable_can_be_linear:
                     mse = mse_
                     knot_idx = -1
+                elif linear_variables[variable] and not variable_can_be_linear:
+                    continue
                 else:
                     # Find the valid knot candidates
                     candidates, candidates_idx = predictor.knot_candidates(p, self.endspan,

diff --git a/pyearth/test/pathological_data/issue_195.csv b/pyearth/test/pathological_data/issue_195.csv
@@ -0,0 +1,197 @@
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+172,725.9586499999998,0,0,0,0,1,50,0,1043,1047.10741,58.0,0,498.95873
+173,1047.10741,0,0,0,1,0,78,0,1044,567.9504300000001,94.0,0,622.9752299999999
+174,567.9504300000001,0,1,0,0,0,91,0,1045,430.26447000000013,123.0,0,648.29756
+175,430.26447000000013,0,0,1,0,0,84,0,1046,843.3223,102.0,0,534.15707
+176,843.3223,0,0,0,0,0,73,1,1047,753.0247899999998,113.0,0,630.5041600000002
+177,753.0247899999998,1,0,0,0,0,62,0,1048,1328.7767900000001,120.0,0,670.1488
+178,1328.7767900000001,0,0,0,0,0,58,0,1049,751.08263,101.0,1,479.97524000000004
+179,751.08263,0,0,0,0,1,55,0,1050,982.27266,101.0,0,435.03309000000013
+180,982.27266,0,0,0,1,0,49,0,1051,687.4793099999999,67.0,0,603.0496099999999
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+182,1188.4959199999998,0,0,1,0,0,66,0,1053,1008.61154,121.0,0,711.45456
+183,1008.61154,0,0,0,0,0,61,1,1054,949.3966599999997,98.0,0,575.7851799999999
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+188,695.7189800000001,0,1,0,0,0,58,0,1059,831.3140199999998,82.0,0,285.82645
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+192,513.1074199999998,0,0,0,0,0,64,0,1063,470.02477000000016,101.0,1,558.0165599999998
+193,470.02477000000016,0,0,0,0,1,61,0,1064,856.7520399999999,99.0,0,521.8430099999998
+194,856.7520399999999,0,0,0,1,0,58,0,1065,681.6528800000002,39.0,0,327.9587
+195,681.6528800000002,0,1,0,0,0,43,0,1066,985.9668999999997,43.0,0,306.57027
diff --git a/pyearth/test/pathological_data/issue_195.txt b/pyearth/test/pathological_data/issue_195.txt
@@ -0,0 +1,16 @@
+Unpruned Earth Model
+-------------------------------------
+Basis Function  Pruned  Coefficient  
+-------------------------------------
+(Intercept)     No      854.422      
+x6              No      4.32647      
+x10             No      1.11089      
+x7              No      -86.8824     
+x8              No      -0.687854    
+x11             No      20.9724      
+x9              No      -0.00349966  
+x0              No      0.0756107    
+x4              No      -44.481      
+x5              No      -13.4003     
+-------------------------------------
+MSE: 19925.1443, GCV: 25723.8175, RSQ: 0.6889, GRSQ: 0.6025
diff --git a/pyearth/test/pathological_data/readme.txt b/pyearth/test/pathological_data/readme.txt
@@ -12,4 +12,8 @@ This data set exposed a bug that occurred when using the sample_weight parameter
 was that the apply methods of the BasisFunctions were not applying the weights, and the 
 next_pair method of the ForwardPasser class assumed they were.  Now next_pair applies the 
 weights after calling apply.  The same data set exposed issue 51, in which user-specified 
-endspans were not used.  This test case covers both issues.
+endspans were not used.  This test case covers both issues.
+
+issue_195:
+This data set exposed a bug when you do not use pruning and only linear variables. In the
+forward pass a variable could be added more than once. This data set covers this issue.
diff --git a/pyearth/test/test_earth.py b/pyearth/test/test_earth.py
@@ -206,16 +206,15 @@ def test_smooth():
 def test_linvars():
     earth = Earth(**default_params)
     earth.fit(X, y, linvars=[0, 1, 2, 3, 4, 5, 6, 7, 8, 9])
-    res = str(earth.rsq_)
-    filename = os.path.join(os.path.dirname(__file__),
-                            'earth_linvars_regress.txt')
+    res = earth.rsq_
+    filename = os.path.join(os.path.dirname(__file__), "earth_linvars_regress.txt")
     if regenerate_target_files:
-        with open(filename, 'w') as fl:
+        with open(filename, "w") as fl:
             fl.write(res)
-    with open(filename, 'r') as fl:
-        prev = fl.read()
+    with open(filename, "r") as fl:
+        prev = float(fl.read())
 
-    assert_equal(res, prev)
+    assert_almost_equal(res, prev, places=7)
 
 
 def test_linvars_coefs():
@@ -249,32 +248,52 @@ def test_score():
 @if_pandas
 @if_environ_has('test_pathological_cases')
 def test_pathological_cases():
-    import pandas
+    import pandas as pd
+
     directory = os.path.join(
-        os.path.dirname(os.path.abspath(__file__)), 'pathological_data')
-    cases = {'issue_44': {},
-             'issue_50': {'penalty': 0.5,
-                          'minspan': 1,
-                          'allow_linear': False,
-                          'endspan': 1,
-                          'check_every': 1,
-                          'sample_weight': 'issue_50_weight.csv'}}
-    for case, settings in cases.iteritems():
-        data = pandas.read_csv(os.path.join(directory, case + '.csv'))
-        y = data['y']
-        del data['y']
-        X = data
-        if 'sample_weight' in settings:
-            filename = os.path.join(directory, settings['sample_weight'])
-            sample_weight = pandas.read_csv(filename)['sample_weight']
-            del settings['sample_weight']
+        os.path.dirname(os.path.abspath(__file__)), "pathological_data"
+    )
+    cases = {
+        "issue_44": {},
+        "issue_50": {
+            "penalty": 0.5,
+            "minspan": 1,
+            "allow_linear": False,
+            "endspan": 1,
+            "check_every": 1,
+            "sample_weight": "issue_50_weight.csv",
+        },
+        "issue_195": {
+            "allow_linear": True,
+            "minspan": 7,
+            "endspan": 7,
+            "max_degree": 1,
+            "thresh": 0.001,
+            "enable_pruning": False,
+            "max_terms": 30,
+            "linvars": True,
+        },
+    }
+    for case, settings in cases.items():
+        data = pd.read_csv(os.path.join(directory, case + ".csv"), index_col=0)
+        y = data["y"]
+        X = data.drop("y", axis=1)
+        if "sample_weight" in settings:
+            filename = os.path.join(directory, settings["sample_weight"])
+            sample_weight = pd.read_csv(filename)["sample_weight"]
+            del settings["sample_weight"]
         else:
             sample_weight = None
-        model = Earth(**settings)
-        model.fit(X, y, sample_weight=sample_weight)
-        with open(os.path.join(directory, case + '.txt'), 'r') as infile:
-            correct = infile.read()
-        assert_equal(model.summary(), correct)
+        if "linvars" in settings:
+            del settings["linvars"]
+            model = Earth(**settings)
+            model.fit(X, y, sample_weight=sample_weight, linvars=X.columns)
+        else:
+            model = Earth(**settings)
+            model.fit(X, y, sample_weight=sample_weight)
+        with open(os.path.join(directory, case + ".txt"), "r") as infile:
+            correct_summary = infile.read()
+        assert_equal(model.summary(), correct_summary)
 
 
 @if_pandas