"""
Testing for the gradient boosting module (sklearn.ensemble.gradient_boosting).
"""
import warnings
import numpy as np
from scipy.sparse import csr_matrix
from scipy.sparse import csc_matrix
from scipy.sparse import coo_matrix
from scipy.special import expit
import pytest
from sklearn import datasets
from sklearn.base import clone
from sklearn.datasets import (make_classification,
make_regression)
from sklearn.ensemble import GradientBoostingClassifier
from sklearn.ensemble import GradientBoostingRegressor
from sklearn.ensemble._gradient_boosting import predict_stages
from sklearn.preprocessing import OneHotEncoder, scale
from sklearn.svm import LinearSVC
from sklearn.metrics import mean_squared_error
from sklearn.model_selection import train_test_split
from sklearn.utils import check_random_state, tosequence
from sklearn.utils._mocking import NoSampleWeightWrapper
from sklearn.utils._testing import assert_almost_equal
from sklearn.utils._testing import assert_array_almost_equal
from sklearn.utils._testing import assert_array_equal
from sklearn.utils._testing import assert_raises
from sklearn.utils._testing import assert_raise_message
from sklearn.utils._testing import assert_warns
from sklearn.utils._testing import assert_warns_message
from sklearn.utils._testing import skip_if_32bit
from sklearn.exceptions import DataConversionWarning
from sklearn.exceptions import NotFittedError
from sklearn.dummy import DummyClassifier, DummyRegressor
from sklearn.pipeline import make_pipeline
from sklearn.linear_model import LinearRegression
from sklearn.svm import NuSVR
GRADIENT_BOOSTING_ESTIMATORS = [GradientBoostingClassifier,
GradientBoostingRegressor]
# toy sample
X = [[-2, -1], [-1, -1], [-1, -2], [1, 1], [1, 2], [2, 1]]
y = [-1, -1, -1, 1, 1, 1]
T = [[-1, -1], [2, 2], [3, 2]]
true_result = [-1, 1, 1]
# also make regression dataset
X_reg, y_reg = make_regression(
n_samples=500, n_features=10, n_informative=8, noise=10, random_state=7
)
y_reg = scale(y_reg)
rng = np.random.RandomState(0)
# also load the iris dataset
# and randomly permute it
iris = datasets.load_iris()
perm = rng.permutation(iris.target.size)
iris.data = iris.data[perm]
iris.target = iris.target[perm]
@pytest.mark.parametrize('loss', ('deviance', 'exponential'))
def test_classification_toy(loss):
# Check classification on a toy dataset.
clf = GradientBoostingClassifier(loss=loss, n_estimators=10,
random_state=1)
assert_raises(ValueError, clf.predict, T)
clf.fit(X, y)
assert_array_equal(clf.predict(T), true_result)
assert 10 == len(clf.estimators_)
deviance_decrease = (clf.train_score_[:-1] - clf.train_score_[1:])
assert np.any(deviance_decrease >= 0.0)
leaves = clf.apply(X)
assert leaves.shape == (6, 10, 1)
@pytest.mark.parametrize(
"params, err_msg",
[({"n_estimators": 0}, "n_estimators must be greater than 0"),
({"n_estimators": -1}, "n_estimators must be greater than 0"),
({"learning_rate": 0}, "learning_rate must be greater than 0"),
({"learning_rate": -1.0}, "learning_rate must be greater than 0"),
({"loss": "foobar"}, "Loss 'foobar' not supported"),
({"min_samples_split": 0.0}, "min_samples_split must be an integer"),
({"min_samples_split": -1.0}, "min_samples_split must be an integer"),
({"min_samples_split": 1.1}, "min_samples_split must be an integer"),
({"min_samples_leaf": 0}, "min_samples_leaf must be at least 1 or"),
({"min_samples_leaf": -1.0}, "min_samples_leaf must be at least 1 or"),
({"min_weight_fraction_leaf": -1.0}, "min_weight_fraction_leaf must in"),
({"min_weight_fraction_leaf": 0.6}, "min_weight_fraction_leaf must in"),
({"subsample": 0.0}, r"subsample must be in \(0,1\]"),
({"subsample": 1.1}, r"subsample must be in \(0,1\]"),
({"subsample": -0.1}, r"subsample must be in \(0,1\]"),
({"max_depth": -0.1}, "max_depth must be greater than zero"),
({"max_depth": 0}, "max_depth must be greater than zero"),
({"init": {}}, "The init parameter must be an estimator or 'zero'"),
({"max_features": "invalid"}, "Invalid value for max_features:"),
({"max_features": 0}, r"max_features must be in \(0, n_features\]"),
({"max_features": 100}, r"max_features must be in \(0, n_features\]"),
({"max_features": -0.1}, r"max_features must be in \(0, n_features\]"),
({"n_iter_no_change": "invalid"}, "n_iter_no_change should either be")]
)
@pytest.mark.parametrize(
"GradientBoosting, X, y",
[(GradientBoostingRegressor, X_reg, y_reg),
(GradientBoostingClassifier, iris.data, iris.target)]
)
def test_gbdt_parameter_checks(GradientBoosting, X, y, params, err_msg):
# Check input parameter validation for GradientBoosting
with pytest.raises(ValueError, match=err_msg):
GradientBoosting(**params).fit(X, y)
@pytest.mark.parametrize(
"params, err_msg",
[({"loss": "huber", "alpha": 1.2}, r"alpha must be in \(0.0, 1.0\)"),
({"loss": "quantile", "alpha": 1.2}, r"alpha must be in \(0.0, 1.0\)")]
)
def test_gbdt_loss_alpha_error(params, err_msg):
# check that an error is raised when alpha is not proper for quantile and
# huber loss
with pytest.raises(ValueError, match=err_msg):
GradientBoostingRegressor(**params).fit(X_reg, y_reg)
@pytest.mark.parametrize(
"GradientBoosting, loss",
[(GradientBoostingClassifier, "ls"),
(GradientBoostingClassifier, "lad"),
(GradientBoostingClassifier, "quantile"),
(GradientBoostingClassifier, "huber"),
(GradientBoostingRegressor, "deviance"),
(GradientBoostingRegressor, "exponential")]
)
def test_wrong_type_loss_function(GradientBoosting, loss):
# check that we raise an error when not using the right type of loss
# function
with pytest.raises(ValueError):
GradientBoosting(loss=loss).fit(X, y)
@pytest.mark.parametrize('loss', ('deviance', 'exponential'))
def test_classification_synthetic(loss):
# Test GradientBoostingClassifier on synthetic dataset used by
# Hastie et al. in ESLII Example 12.7.
X, y = datasets.make_hastie_10_2(n_samples=12000, random_state=1)
X_train, X_test = X[:2000], X[2000:]
y_train, y_test = y[:2000], y[2000:]
gbrt = GradientBoostingClassifier(n_estimators=100, min_samples_split=2,
max_depth=1, loss=loss,
learning_rate=1.0, random_state=0)
gbrt.fit(X_train, y_train)
error_rate = (1.0 - gbrt.score(X_test, y_test))
assert error_rate < 0.09
gbrt = GradientBoostingClassifier(n_estimators=200, min_samples_split=2,
max_depth=1, loss=loss,
learning_rate=1.0, subsample=0.5,
random_state=0)
gbrt.fit(X_train, y_train)
error_rate = (1.0 - gbrt.score(X_test, y_test))
assert error_rate < 0.08
@pytest.mark.parametrize('loss', ('ls', 'lad', 'huber'))
@pytest.mark.parametrize('subsample', (1.0, 0.5))
def test_regression_dataset(loss, subsample):
# Check consistency on regression dataset with least squares
# and least absolute deviation.
ones = np.ones(len(y_reg))
last_y_pred = None
for sample_weight in [None, ones, 2 * ones]:
reg = GradientBoostingRegressor(n_estimators=100,
loss=loss,
max_depth=4,
subsample=subsample,
min_samples_split=2,
random_state=1)
reg.fit(X_reg, y_reg, sample_weight=sample_weight)
leaves = reg.apply(X_reg)
assert leaves.shape == (500, 100)
y_pred = reg.predict(X_reg)
mse = mean_squared_error(y_reg, y_pred)
assert mse < 0.04
if last_y_pred is not None:
# FIXME: We temporarily bypass this test. This is due to the fact
# that GBRT with and without `sample_weight` do not use the same
# implementation of the median during the initialization with the
# `DummyRegressor`. In the future, we should make sure that both
# implementations should be the same. See PR #17377 for more.
# assert_allclose(last_y_pred, y_pred)
pass
last_y_pred = y_pred
@pytest.mark.parametrize('subsample', (1.0, 0.5))
@pytest.mark.parametrize('sample_weight', (None, 1))
def test_iris(subsample, sample_weight):
if sample_weight == 1:
sample_weight = np.ones(len(iris.target))
# Check consistency on dataset iris.
clf = GradientBoostingClassifier(n_estimators=100,
loss="deviance",
random_state=1,
subsample=subsample)
clf.fit(iris.data, iris.target, sample_weight=sample_weight)
score = clf.score(iris.data, iris.target)
assert score > 0.9
leaves = clf.apply(iris.data)
assert leaves.shape == (150, 100, 3)
def test_regression_synthetic():
# Test on synthetic regression datasets used in Leo Breiman,
# `Bagging Predictors?. Machine Learning 24(2): 123-140 (1996).
random_state = check_random_state(1)
regression_params = {'n_estimators': 100, 'max_depth': 4,
'min_samples_split': 2, 'learning_rate': 0.1,
'loss': 'ls'}
# Friedman1
X, y = datasets.make_friedman1(n_samples=1200,
random_state=random_state,
noise=1.0)
X_train, y_train = X[:200], y[:200]
X_test, y_test = X[200:], y[200:]
clf = GradientBoostingRegressor()
clf.fit(X_train, y_train)
mse = mean_squared_error(y_test, clf.predict(X_test))
assert mse < 5.0
# Friedman2
X, y = datasets.make_friedman2(n_samples=1200, random_state=random_state)
X_train, y_train = X[:200], y[:200]
X_test, y_test = X[200:], y[200:]
clf = GradientBoostingRegressor(**regression_params)
clf.fit(X_train, y_train)
mse = mean_squared_error(y_test, clf.predict(X_test))
assert mse < 1700.0
# Friedman3
X, y = datasets.make_friedman3(n_samples=1200, random_state=random_state)
X_train, y_train = X[:200], y[:200]
X_test, y_test = X[200:], y[200:]
clf = GradientBoostingRegressor(**regression_params)
clf.fit(X_train, y_train)
mse = mean_squared_error(y_test, clf.predict(X_test))
assert mse < 0.015
@pytest.mark.parametrize(
"GradientBoosting, X, y",
[(GradientBoostingRegressor, X_reg, y_reg),
(GradientBoostingClassifier, iris.data, iris.target)]
)
def test_feature_importances(GradientBoosting, X, y):
# smoke test to check that the gradient boosting expose an attribute
# feature_importances_
gbdt = GradientBoosting()
assert not hasattr(gbdt, "feature_importances_")
gbdt.fit(X, y)
assert hasattr(gbdt, 'feature_importances_')
def test_probability_log():
# Predict probabilities.
clf = GradientBoostingClassifier(n_estimators=100, random_state=1)
assert_raises(ValueError, clf.predict_proba, T)
clf.fit(X, y)
assert_array_equal(clf.predict(T), true_result)
# check if probabilities are in [0, 1].
y_proba = clf.predict_proba(T)
assert np.all(y_proba >= 0.0)
assert np.all(y_proba <= 1.0)
# derive predictions from probabilities
y_pred = clf.classes_.take(y_proba.argmax(axis=1), axis=0)
assert_array_equal(y_pred, true_result)
def test_single_class_with_sample_weight():
sample_weight = [0, 0, 0, 1, 1, 1]
clf = GradientBoostingClassifier(n_estimators=100, random_state=1)
msg = (
"y contains 1 class after sample_weight trimmed classes with "
"zero weights, while a minimum of 2 classes are required."
)
with pytest.raises(ValueError, match=msg):
clf.fit(X, y, sample_weight=sample_weight)
def test_check_inputs_predict_stages():
# check that predict_stages through an error if the type of X is not
# supported
x, y = datasets.make_hastie_10_2(n_samples=100, random_state=1)
x_sparse_csc = csc_matrix(x)
clf = GradientBoostingClassifier(n_estimators=100, random_state=1)
clf.fit(x, y)
score = np.zeros((y.shape)).reshape(-1, 1)
assert_raise_message(ValueError,
"When X is a sparse matrix, a CSR format is expected",
predict_stages, clf.estimators_, x_sparse_csc,
clf.learning_rate, score)
x_fortran = np.asfortranarray(x)
assert_raise_message(ValueError,
"X should be C-ordered np.ndarray",
predict_stages, clf.estimators_, x_fortran,
clf.learning_rate, score)
def test_max_feature_regression():
# Test to make sure random state is set properly.
X, y = datasets.make_hastie_10_2(n_samples=12000, random_state=1)
X_train, X_test = X[:2000], X[2000:]
y_train, y_test = y[:2000], y[2000:]
gbrt = GradientBoostingClassifier(n_estimators=100, min_samples_split=5,
max_depth=2, learning_rate=.1,
max_features=2, random_state=1)
gbrt.fit(X_train, y_train)
deviance = gbrt.loss_(y_test, gbrt.decision_function(X_test))
assert deviance < 0.5, "GB failed with deviance %.4f" % deviance
def test_feature_importance_regression(fetch_california_housing_fxt):
"""Test that Gini importance is calculated correctly.
This test follows the example from [1]_ (pg. 373).
.. [1] Friedman, J., Hastie, T., & Tibshirani, R. (2001). The elements
of statistical learning. New York: Springer series in statistics.
"""
california = fetch_california_housing_fxt()
X, y = california.data, california.target
X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=0)
reg = GradientBoostingRegressor(loss='huber', learning_rate=0.1,
max_leaf_nodes=6, n_estimators=100,
random_state=0)
reg.fit(X_train, y_train)
sorted_idx = np.argsort(reg.feature_importances_)[::-1]
sorted_features = [california.feature_names[s] for s in sorted_idx]
# The most important feature is the median income by far.
assert sorted_features[0] == 'MedInc'
# The three subsequent features are the following. Their relative ordering
# might change a bit depending on the randomness of the trees and the
# train / test split.
assert set(sorted_features[1:4]) == {'Longitude', 'AveOccup', 'Latitude'}
def test_max_feature_auto():
# Test if max features is set properly for floats and str.
X, y = datasets.make_hastie_10_2(n_samples=12000, random_state=1)
_, n_features = X.shape
X_train = X[:2000]
y_train = y[:2000]
gbrt = GradientBoostingClassifier(n_estimators=1, max_features='auto')
gbrt.fit(X_train, y_train)
assert gbrt.max_features_ == int(np.sqrt(n_features))
gbrt = GradientBoostingRegressor(n_estimators=1, max_features='auto')
gbrt.fit(X_train, y_train)
assert gbrt.max_features_ == n_features
gbrt = GradientBoostingRegressor(n_estimators=1, max_features=0.3)
gbrt.fit(X_train, y_train)
assert gbrt.max_features_ == int(n_features * 0.3)
gbrt = GradientBoostingRegressor(n_estimators=1, max_features='sqrt')
gbrt.fit(X_train, y_train)
assert gbrt.max_features_ == int(np.sqrt(n_features))
gbrt = GradientBoostingRegressor(n_estimators=1, max_features='log2')
gbrt.fit(X_train, y_train)
assert gbrt.max_features_ == int(np.log2(n_features))
gbrt = GradientBoostingRegressor(n_estimators=1,
max_features=0.01 / X.shape[1])
gbrt.fit(X_train, y_train)
assert gbrt.max_features_ == 1
def test_staged_predict():
# Test whether staged decision function eventually gives
# the same prediction.
X, y = datasets.make_friedman1(n_samples=1200,
random_state=1, noise=1.0)
X_train, y_train = X[:200], y[:200]
X_test = X[200:]
clf = GradientBoostingRegressor()
# test raise ValueError if not fitted
assert_raises(ValueError, lambda X: np.fromiter(
clf.staged_predict(X), dtype=np.float64), X_test)
clf.fit(X_train, y_train)
y_pred = clf.predict(X_test)
# test if prediction for last stage equals ``predict``
for y in clf.staged_predict(X_test):
assert y.shape == y_pred.shape
assert_array_almost_equal(y_pred, y)
def test_staged_predict_proba():
# Test whether staged predict proba eventually gives
# the same prediction.
X, y = datasets.make_hastie_10_2(n_samples=1200,
random_state=1)
X_train, y_train = X[:200], y[:200]
X_test, y_test = X[200:], y[200:]
clf = GradientBoostingClassifier(n_estimators=20)
# test raise NotFittedError if not fitted
assert_raises(NotFittedError, lambda X: np.fromiter(
clf.staged_predict_proba(X), dtype=np.float64), X_test)
clf.fit(X_train, y_train)
# test if prediction for last stage equals ``predict``
for y_pred in clf.staged_predict(X_test):
assert y_test.shape == y_pred.shape
assert_array_equal(clf.predict(X_test), y_pred)
# test if prediction for last stage equals ``predict_proba``
for staged_proba in clf.staged_predict_proba(X_test):
assert y_test.shape[0] == staged_proba.shape[0]
assert 2 == staged_proba.shape[1]
assert_array_almost_equal(clf.predict_proba(X_test), staged_proba)
@pytest.mark.parametrize('Estimator', GRADIENT_BOOSTING_ESTIMATORS)
def test_staged_functions_defensive(Estimator):
# test that staged_functions make defensive copies
rng = np.random.RandomState(0)
X = rng.uniform(size=(10, 3))
y = (4 * X[:, 0]).astype(int) + 1 # don't predict zeros
estimator = Estimator()
estimator.fit(X, y)
for func in ['predict', 'decision_function', 'predict_proba']:
staged_func = getattr(estimator, "staged_" + func, None)
if staged_func is None:
# regressor has no staged_predict_proba
continue
with warnings.catch_warnings(record=True):
staged_result = list(staged_func(X))
staged_result[1][:] = 0
assert np.all(staged_result[0] != 0)
def test_serialization():
# Check model serialization.
clf = GradientBoostingClassifier(n_estimators=100, random_state=1)
clf.fit(X, y)
assert_array_equal(clf.predict(T), true_result)
assert 100 == len(clf.estimators_)
try:
import cPickle as pickle
except ImportError:
import pickle
serialized_clf = pickle.dumps(clf, protocol=pickle.HIGHEST_PROTOCOL)
clf = None
clf = pickle.loads(serialized_clf)
assert_array_equal(clf.predict(T), true_result)
assert 100 == len(clf.estimators_)
def test_degenerate_targets():
# Check if we can fit even though all targets are equal.
clf = GradientBoostingClassifier(n_estimators=100, random_state=1)
# classifier should raise exception
assert_raises(ValueError, clf.fit, X, np.ones(len(X)))
clf = GradientBoostingRegressor(n_estimators=100, random_state=1)
clf.fit(X, np.ones(len(X)))
clf.predict([rng.rand(2)])
assert_array_equal(np.ones((1,), dtype=np.float64),
clf.predict([rng.rand(2)]))
def test_quantile_loss():
# Check if quantile loss with alpha=0.5 equals lad.
clf_quantile = GradientBoostingRegressor(n_estimators=100, loss='quantile',
max_depth=4, alpha=0.5,
random_state=7)
clf_quantile.fit(X_reg, y_reg)
y_quantile = clf_quantile.predict(X_reg)
clf_lad = GradientBoostingRegressor(n_estimators=100, loss='lad',
max_depth=4, random_state=7)
clf_lad.fit(X_reg, y_reg)
y_lad = clf_lad.predict(X_reg)
assert_array_almost_equal(y_quantile, y_lad, decimal=4)
def test_symbol_labels():
# Test with non-integer class labels.
clf = GradientBoostingClassifier(n_estimators=100, random_state=1)
symbol_y = tosequence(map(str, y))
clf.fit(X, symbol_y)
assert_array_equal(clf.predict(T), tosequence(map(str, true_result)))
assert 100 == len(clf.estimators_)
def test_float_class_labels():
# Test with float class labels.
clf = GradientBoostingClassifier(n_estimators=100, random_state=1)
float_y = np.asarray(y, dtype=np.float32)
clf.fit(X, float_y)
assert_array_equal(clf.predict(T),
np.asarray(true_result, dtype=np.float32))
assert 100 == len(clf.estimators_)
def test_shape_y():
# Test with float class labels.
clf = GradientBoostingClassifier(n_estimators=100, random_state=1)
y_ = np.asarray(y, dtype=np.int32)
y_ = y_[:, np.newaxis]
# This will raise a DataConversionWarning that we want to
# "always" raise, elsewhere the warnings gets ignored in the
# later tests, and the tests that check for this warning fail
assert_warns(DataConversionWarning, clf.fit, X, y_)
assert_array_equal(clf.predict(T), true_result)
assert 100 == len(clf.estimators_)
def test_mem_layout():
# Test with different memory layouts of X and y
X_ = np.asfortranarray(X)
clf = GradientBoostingClassifier(n_estimators=100, random_state=1)
clf.fit(X_, y)
assert_array_equal(clf.predict(T), true_result)
assert 100 == len(clf.estimators_)
X_ = np.ascontiguousarray(X)
clf = GradientBoostingClassifier(n_estimators=100, random_state=1)
clf.fit(X_, y)
assert_array_equal(clf.predict(T), true_result)
assert 100 == len(clf.estimators_)
y_ = np.asarray(y, dtype=np.int32)
y_ = np.ascontiguousarray(y_)
clf = GradientBoostingClassifier(n_estimators=100, random_state=1)
clf.fit(X, y_)
assert_array_equal(clf.predict(T), true_result)
assert 100 == len(clf.estimators_)
y_ = np.asarray(y, dtype=np.int32)
y_ = np.asfortranarray(y_)
clf = GradientBoostingClassifier(n_estimators=100, random_state=1)
clf.fit(X, y_)
assert_array_equal(clf.predict(T), true_result)
assert 100 == len(clf.estimators_)
def test_oob_improvement():
# Test if oob improvement has correct shape and regression test.
clf = GradientBoostingClassifier(n_estimators=100, random_state=1,
subsample=0.5)
clf.fit(X, y)
assert clf.oob_improvement_.shape[0] == 100
# hard-coded regression test - change if modification in OOB computation
assert_array_almost_equal(clf.oob_improvement_[:5],
np.array([0.19, 0.15, 0.12, -0.12, -0.11]),
decimal=2)
def test_oob_improvement_raise():
# Test if oob improvement has correct shape.
clf = GradientBoostingClassifier(n_estimators=100, random_state=1,
subsample=1.0)
clf.fit(X, y)
assert_raises(AttributeError, lambda: clf.oob_improvement_)
def test_oob_multilcass_iris():
# Check OOB improvement on multi-class dataset.
clf = GradientBoostingClassifier(n_estimators=100, loss='deviance',
random_state=1, subsample=0.5)
clf.fit(iris.data, iris.target)
score = clf.score(iris.data, iris.target)
assert score > 0.9
assert clf.oob_improvement_.shape[0] == clf.n_estimators
# hard-coded regression test - change if modification in OOB computation
# FIXME: the following snippet does not yield the same results on 32 bits
# assert_array_almost_equal(clf.oob_improvement_[:5],
# np.array([12.68, 10.45, 8.18, 6.43, 5.13]),
# decimal=2)
def test_verbose_output():
# Check verbose=1 does not cause error.
from io import StringIO
import sys
old_stdout = sys.stdout
sys.stdout = StringIO()
clf = GradientBoostingClassifier(n_estimators=100, random_state=1,
verbose=1, subsample=0.8)
clf.fit(X, y)
verbose_output = sys.stdout
sys.stdout = old_stdout
# check output
verbose_output.seek(0)
header = verbose_output.readline().rstrip()
# with OOB
true_header = ' '.join(['%10s'] + ['%16s'] * 3) % (
'Iter', 'Train Loss', 'OOB Improve', 'Remaining Time')
assert true_header == header
n_lines = sum(1 for l in verbose_output.readlines())
# one for 1-10 and then 9 for 20-100
assert 10 + 9 == n_lines
def test_more_verbose_output():
# Check verbose=2 does not cause error.
from io import StringIO
import sys
old_stdout = sys.stdout
sys.stdout = StringIO()
clf = GradientBoostingClassifier(n_estimators=100, random_state=1,
verbose=2)
clf.fit(X, y)
verbose_output = sys.stdout
sys.stdout = old_stdout
# check output
verbose_output.seek(0)
header = verbose_output.readline().rstrip()
# no OOB
true_header = ' '.join(['%10s'] + ['%16s'] * 2) % (
'Iter', 'Train Loss', 'Remaining Time')
assert true_header == header
n_lines = sum(1 for l in verbose_output.readlines())
# 100 lines for n_estimators==100
assert 100 == n_lines
@pytest.mark.parametrize('Cls', GRADIENT_BOOSTING_ESTIMATORS)
def test_warm_start(Cls):
# Test if warm start equals fit.
X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1)
est = Cls(n_estimators=200, max_depth=1)
est.fit(X, y)
est_ws = Cls(n_estimators=100, max_depth=1, warm_start=True)
est_ws.fit(X, y)
est_ws.set_params(n_estimators=200)
est_ws.fit(X, y)
if Cls is GradientBoostingRegressor:
assert_array_almost_equal(est_ws.predict(X), est.predict(X))
else:
# Random state is preserved and hence predict_proba must also be
# same
assert_array_equal(est_ws.predict(X), est.predict(X))
assert_array_almost_equal(est_ws.predict_proba(X),
est.predict_proba(X))
@pytest.mark.parametrize('Cls', GRADIENT_BOOSTING_ESTIMATORS)
def test_warm_start_n_estimators(Cls):
# Test if warm start equals fit - set n_estimators.
X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1)
est = Cls(n_estimators=300, max_depth=1)
est.fit(X, y)
est_ws = Cls(n_estimators=100, max_depth=1, warm_start=True)
est_ws.fit(X, y)
est_ws.set_params(n_estimators=300)
est_ws.fit(X, y)
assert_array_almost_equal(est_ws.predict(X), est.predict(X))
@pytest.mark.parametrize('Cls', GRADIENT_BOOSTING_ESTIMATORS)
def test_warm_start_max_depth(Cls):
# Test if possible to fit trees of different depth in ensemble.
X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1)
est = Cls(n_estimators=100, max_depth=1, warm_start=True)
est.fit(X, y)
est.set_params(n_estimators=110, max_depth=2)
est.fit(X, y)
# last 10 trees have different depth
assert est.estimators_[0, 0].max_depth == 1
for i in range(1, 11):
assert est.estimators_[-i, 0].max_depth == 2
@pytest.mark.parametrize('Cls', GRADIENT_BOOSTING_ESTIMATORS)
def test_warm_start_clear(Cls):
# Test if fit clears state.
X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1)
est = Cls(n_estimators=100, max_depth=1)
est.fit(X, y)
est_2 = Cls(n_estimators=100, max_depth=1, warm_start=True)
est_2.fit(X, y) # inits state
est_2.set_params(warm_start=False)
est_2.fit(X, y) # clears old state and equals est
assert_array_almost_equal(est_2.predict(X), est.predict(X))
@pytest.mark.parametrize('Cls', GRADIENT_BOOSTING_ESTIMATORS)
def test_warm_start_zero_n_estimators(Cls):
# Test if warm start with zero n_estimators raises error
X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1)
est = Cls(n_estimators=100, max_depth=1, warm_start=True)
est.fit(X, y)
est.set_params(n_estimators=0)
assert_raises(ValueError, est.fit, X, y)
@pytest.mark.parametrize('Cls', GRADIENT_BOOSTING_ESTIMATORS)
def test_warm_start_smaller_n_estimators(Cls):
# Test if warm start with smaller n_estimators raises error
X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1)
est = Cls(n_estimators=100, max_depth=1, warm_start=True)
est.fit(X, y)
est.set_params(n_estimators=99)
assert_raises(ValueError, est.fit, X, y)
@pytest.mark.parametrize('Cls', GRADIENT_BOOSTING_ESTIMATORS)
def test_warm_start_equal_n_estimators(Cls):
# Test if warm start with equal n_estimators does nothing
X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1)
est = Cls(n_estimators=100, max_depth=1)
est.fit(X, y)
est2 = clone(est)
est2.set_params(n_estimators=est.n_estimators, warm_start=True)
est2.fit(X, y)
assert_array_almost_equal(est2.predict(X), est.predict(X))
@pytest.mark.parametrize('Cls', GRADIENT_BOOSTING_ESTIMATORS)
def test_warm_start_oob_switch(Cls):
# Test if oob can be turned on during warm start.
X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1)
est = Cls(n_estimators=100, max_depth=1, warm_start=True)
est.fit(X, y)
est.set_params(n_estimators=110, subsample=0.5)
est.fit(X, y)
assert_array_equal(est.oob_improvement_[:100], np.zeros(100))
# the last 10 are not zeros
assert_array_equal(est.oob_improvement_[-10:] == 0.0,
np.zeros(10, dtype=bool))
@pytest.mark.parametrize('Cls', GRADIENT_BOOSTING_ESTIMATORS)
def test_warm_start_oob(Cls):
# Test if warm start OOB equals fit.
X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1)
est = Cls(n_estimators=200, max_depth=1, subsample=0.5,
random_state=1)
est.fit(X, y)
est_ws = Cls(n_estimators=100, max_depth=1, subsample=0.5,
random_state=1, warm_start=True)
est_ws.fit(X, y)
est_ws.set_params(n_estimators=200)
est_ws.fit(X, y)
assert_array_almost_equal(est_ws.oob_improvement_[:100],
est.oob_improvement_[:100])
@pytest.mark.parametrize('Cls', GRADIENT_BOOSTING_ESTIMATORS)
def test_warm_start_sparse(Cls):
# Test that all sparse matrix types are supported
X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1)
sparse_matrix_type = [csr_matrix, csc_matrix, coo_matrix]
est_dense = Cls(n_estimators=100, max_depth=1, subsample=0.5,
random_state=1, warm_start=True)
est_dense.fit(X, y)
est_dense.predict(X)
est_dense.set_params(n_estimators=200)
est_dense.fit(X, y)
y_pred_dense = est_dense.predict(X)
for sparse_constructor in sparse_matrix_type:
X_sparse = sparse_constructor(X)
est_sparse = Cls(n_estimators=100, max_depth=1, subsample=0.5,
random_state=1, warm_start=True)
est_sparse.fit(X_sparse, y)
est_sparse.predict(X)
est_sparse.set_params(n_estimators=200)
est_sparse.fit(X_sparse, y)
y_pred_sparse = est_sparse.predict(X)
assert_array_almost_equal(est_dense.oob_improvement_[:100],
est_sparse.oob_improvement_[:100])
assert_array_almost_equal(y_pred_dense, y_pred_sparse)
@pytest.mark.parametrize('Cls', GRADIENT_BOOSTING_ESTIMATORS)
def test_warm_start_fortran(Cls):
# Test that feeding a X in Fortran-ordered is giving the same results as
# in C-ordered
X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1)
est_c = Cls(n_estimators=1, random_state=1, warm_start=True)
est_fortran = Cls(n_estimators=1, random_state=1, warm_start=True)
est_c.fit(X, y)
est_c.set_params(n_estimators=11)
est_c.fit(X, y)
X_fortran = np.asfortranarray(X)
est_fortran.fit(X_fortran, y)
est_fortran.set_params(n_estimators=11)
est_fortran.fit(X_fortran, y)
assert_array_almost_equal(est_c.predict(X), est_fortran.predict(X))
def early_stopping_monitor(i, est, locals):
"""Returns True on the 10th iteration. """
if i == 9:
return True
else:
return False
@pytest.mark.parametrize('Cls', GRADIENT_BOOSTING_ESTIMATORS)
def test_monitor_early_stopping(Cls):
# Test if monitor return value works.
X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1)
est = Cls(n_estimators=20, max_depth=1, random_state=1, subsample=0.5)
est.fit(X, y, monitor=early_stopping_monitor)
assert est.n_estimators == 20 # this is not altered
assert est.estimators_.shape[0] == 10
assert est.train_score_.shape[0] == 10
assert est.oob_improvement_.shape[0] == 10
# try refit
est.set_params(n_estimators=30)
est.fit(X, y)
assert est.n_estimators == 30
assert est.estimators_.shape[0] == 30
assert est.train_score_.shape[0] == 30
est = Cls(n_estimators=20, max_depth=1, random_state=1, subsample=0.5,
warm_start=True)
est.fit(X, y, monitor=early_stopping_monitor)
assert est.n_estimators == 20
assert est.estimators_.shape[0] == 10
assert est.train_score_.shape[0] == 10
assert est.oob_improvement_.shape[0] == 10
# try refit
est.set_params(n_estimators=30, warm_start=False)
est.fit(X, y)
assert est.n_estimators == 30
assert est.train_score_.shape[0] == 30
assert est.estimators_.shape[0] == 30
assert est.oob_improvement_.shape[0] == 30
def test_complete_classification():
# Test greedy trees with max_depth + 1 leafs.
from sklearn.tree._tree import TREE_LEAF
X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1)
k = 4
est = GradientBoostingClassifier(n_estimators=20, max_depth=None,
random_state=1, max_leaf_nodes=k + 1)
est.fit(X, y)
tree = est.estimators_[0, 0].tree_
assert tree.max_depth == k
assert (tree.children_left[tree.children_left == TREE_LEAF].shape[0] ==
k + 1)
def test_complete_regression():
# Test greedy trees with max_depth + 1 leafs.
from sklearn.tree._tree import TREE_LEAF
k = 4
est = GradientBoostingRegressor(n_estimators=20, max_depth=None,
random_state=1, max_leaf_nodes=k + 1)
est.fit(X_reg, y_reg)
tree = est.estimators_[-1, 0].tree_
assert (tree.children_left[tree.children_left == TREE_LEAF].shape[0] ==
k + 1)
def test_zero_estimator_reg():
# Test if init='zero' works for regression.
est = GradientBoostingRegressor(n_estimators=20, max_depth=1,
random_state=1, init='zero')
est.fit(X_reg, y_reg)
y_pred = est.predict(X_reg)
mse = mean_squared_error(y_reg, y_pred)
assert_almost_equal(mse, 0.52, decimal=2)
est = GradientBoostingRegressor(n_estimators=20, max_depth=1,
random_state=1, init='foobar')
assert_raises(ValueError, est.fit, X_reg, y_reg)
def test_zero_estimator_clf():
# Test if init='zero' works for classification.
X = iris.data
y = np.array(iris.target)
est = GradientBoostingClassifier(n_estimators=20, max_depth=1,
random_state=1, init='zero')
est.fit(X, y)
assert est.score(X, y) > 0.96
# binary clf
mask = y != 0
y[mask] = 1
y[~mask] = 0
est = GradientBoostingClassifier(n_estimators=20, max_depth=1,
random_state=1, init='zero')
est.fit(X, y)
assert est.score(X, y) > 0.96
est = GradientBoostingClassifier(n_estimators=20, max_depth=1,
random_state=1, init='foobar')
assert_raises(ValueError, est.fit, X, y)
@pytest.mark.parametrize('GBEstimator', GRADIENT_BOOSTING_ESTIMATORS)
def test_max_leaf_nodes_max_depth(GBEstimator):
# Test precedence of max_leaf_nodes over max_depth.
X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1)
k = 4
est = GBEstimator(max_depth=1, max_leaf_nodes=k).fit(X, y)
tree = est.estimators_[0, 0].tree_
assert tree.max_depth == 1
est = GBEstimator(max_depth=1).fit(X, y)
tree = est.estimators_[0, 0].tree_
assert tree.max_depth == 1
@pytest.mark.parametrize('GBEstimator', GRADIENT_BOOSTING_ESTIMATORS)
def test_min_impurity_split(GBEstimator):
# Test if min_impurity_split of base estimators is set
# Regression test for #8006
X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1)
est = GBEstimator(min_impurity_split=0.1)
est = assert_warns_message(FutureWarning,
"min_impurity_decrease",
est.fit, X, y)
for tree in est.estimators_.flat:
assert tree.min_impurity_split == 0.1
@pytest.mark.parametrize('GBEstimator', GRADIENT_BOOSTING_ESTIMATORS)
def test_min_impurity_decrease(GBEstimator):
X, y = datasets.make_hastie_10_2(n_samples=100, random_state=1)
est = GBEstimator(min_impurity_decrease=0.1)
est.fit(X, y)
for tree in est.estimators_.flat:
# Simply check if the parameter is passed on correctly. Tree tests
# will suffice for the actual working of this param
assert tree.min_impurity_decrease == 0.1
def test_warm_start_wo_nestimators_change():
# Test if warm_start does nothing if n_estimators is not changed.
# Regression test for #3513.
clf = GradientBoostingClassifier(n_estimators=10, warm_start=True)
clf.fit([[0, 1], [2, 3]], [0, 1])
assert clf.estimators_.shape[0] == 10
clf.fit([[0, 1], [2, 3]], [0, 1])
assert clf.estimators_.shape[0] == 10
def test_probability_exponential():
# Predict probabilities.
clf = GradientBoostingClassifier(loss='exponential',
n_estimators=100, random_state=1)
assert_raises(ValueError, clf.predict_proba, T)
clf.fit(X, y)
assert_array_equal(clf.predict(T), true_result)
# check if probabilities are in [0, 1].
y_proba = clf.predict_proba(T)
assert np.all(y_proba >= 0.0)
assert np.all(y_proba <= 1.0)
score = clf.decision_function(T).ravel()
assert_array_almost_equal(y_proba[:, 1], expit(2 * score))
# derive predictions from probabilities
y_pred = clf.classes_.take(y_proba.argmax(axis=1), axis=0)
assert_array_equal(y_pred, true_result)
def test_non_uniform_weights_toy_edge_case_reg():
X = [[1, 0],
[1, 0],
[1, 0],
[0, 1]]
y = [0, 0, 1, 0]
# ignore the first 2 training samples by setting their weight to 0
sample_weight = [0, 0, 1, 1]
for loss in ('huber', 'ls', 'lad', 'quantile'):
gb = GradientBoostingRegressor(learning_rate=1.0, n_estimators=2,
loss=loss)
gb.fit(X, y, sample_weight=sample_weight)
assert gb.predict([[1, 0]])[0] > 0.5
def test_non_uniform_weights_toy_edge_case_clf():
X = [[1, 0],
[1, 0],
[1, 0],
[0, 1]]
y = [0, 0, 1, 0]
# ignore the first 2 training samples by setting their weight to 0
sample_weight = [0, 0, 1, 1]
for loss in ('deviance', 'exponential'):
gb = GradientBoostingClassifier(n_estimators=5, loss=loss)
gb.fit(X, y, sample_weight=sample_weight)
assert_array_equal(gb.predict([[1, 0]]), [1])
@skip_if_32bit
@pytest.mark.parametrize(
'EstimatorClass',
(GradientBoostingClassifier, GradientBoostingRegressor)
)
@pytest.mark.parametrize('sparse_matrix', (csr_matrix, csc_matrix, coo_matrix))
def test_sparse_input(EstimatorClass, sparse_matrix):
y, X = datasets.make_multilabel_classification(random_state=0,
n_samples=50,
n_features=1,
n_classes=20)
y = y[:, 0]
X_sparse = sparse_matrix(X)
dense = EstimatorClass(n_estimators=10, random_state=0,
max_depth=2, min_impurity_decrease=1e-7).fit(X, y)
sparse = EstimatorClass(n_estimators=10, random_state=0,
max_depth=2,
min_impurity_decrease=1e-7).fit(X_sparse, y)
assert_array_almost_equal(sparse.apply(X), dense.apply(X))
assert_array_almost_equal(sparse.predict(X), dense.predict(X))
assert_array_almost_equal(sparse.feature_importances_,
dense.feature_importances_)
assert_array_almost_equal(sparse.predict(X_sparse), dense.predict(X))
assert_array_almost_equal(dense.predict(X_sparse), sparse.predict(X))
if issubclass(EstimatorClass, GradientBoostingClassifier):
assert_array_almost_equal(sparse.predict_proba(X),
dense.predict_proba(X))
assert_array_almost_equal(sparse.predict_log_proba(X),
dense.predict_log_proba(X))
assert_array_almost_equal(sparse.decision_function(X_sparse),
sparse.decision_function(X))
assert_array_almost_equal(dense.decision_function(X_sparse),
sparse.decision_function(X))
for res_sparse, res in zip(sparse.staged_decision_function(X_sparse),
sparse.staged_decision_function(X)):
assert_array_almost_equal(res_sparse, res)
def test_gradient_boosting_early_stopping():
X, y = make_classification(n_samples=1000, random_state=0)
gbc = GradientBoostingClassifier(n_estimators=1000,
n_iter_no_change=10,
learning_rate=0.1, max_depth=3,
random_state=42)
gbr = GradientBoostingRegressor(n_estimators=1000, n_iter_no_change=10,
learning_rate=0.1, max_depth=3,
random_state=42)
X_train, X_test, y_train, y_test = train_test_split(X, y,
random_state=42)
# Check if early_stopping works as expected
for est, tol, early_stop_n_estimators in ((gbc, 1e-1, 28), (gbr, 1e-1, 13),
(gbc, 1e-3, 70),
(gbr, 1e-3, 28)):
est.set_params(tol=tol)
est.fit(X_train, y_train)
assert est.n_estimators_ == early_stop_n_estimators
assert est.score(X_test, y_test) > 0.7
# Without early stopping
gbc = GradientBoostingClassifier(n_estimators=100, learning_rate=0.1,
max_depth=3, random_state=42)
gbc.fit(X, y)
gbr = GradientBoostingRegressor(n_estimators=200, learning_rate=0.1,
max_depth=3, random_state=42)
gbr.fit(X, y)
assert gbc.n_estimators_ == 100
assert gbr.n_estimators_ == 200
def test_gradient_boosting_validation_fraction():
X, y = make_classification(n_samples=1000, random_state=0)
gbc = GradientBoostingClassifier(n_estimators=100,
n_iter_no_change=10,
validation_fraction=0.1,
learning_rate=0.1, max_depth=3,
random_state=42)
gbc2 = clone(gbc).set_params(validation_fraction=0.3)
gbc3 = clone(gbc).set_params(n_iter_no_change=20)
gbr = GradientBoostingRegressor(n_estimators=100, n_iter_no_change=10,
learning_rate=0.1, max_depth=3,
validation_fraction=0.1,
random_state=42)
gbr2 = clone(gbr).set_params(validation_fraction=0.3)
gbr3 = clone(gbr).set_params(n_iter_no_change=20)
X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=42)
# Check if validation_fraction has an effect
gbc.fit(X_train, y_train)
gbc2.fit(X_train, y_train)
assert gbc.n_estimators_ != gbc2.n_estimators_
gbr.fit(X_train, y_train)
gbr2.fit(X_train, y_train)
assert gbr.n_estimators_ != gbr2.n_estimators_
# Check if n_estimators_ increase monotonically with n_iter_no_change
# Set validation
gbc3.fit(X_train, y_train)
gbr3.fit(X_train, y_train)
assert gbr.n_estimators_ < gbr3.n_estimators_
assert gbc.n_estimators_ < gbc3.n_estimators_
def test_early_stopping_stratified():
# Make sure data splitting for early stopping is stratified
X = [[1, 2], [2, 3], [3, 4], [4, 5]]
y = [0, 0, 0, 1]
gbc = GradientBoostingClassifier(n_iter_no_change=5)
with pytest.raises(
ValueError,
match='The least populated class in y has only 1 member'):
gbc.fit(X, y)
def _make_multiclass():
return make_classification(n_classes=3, n_clusters_per_class=1)
@pytest.mark.parametrize(
"gb, dataset_maker, init_estimator",
[(GradientBoostingClassifier, make_classification, DummyClassifier),
(GradientBoostingClassifier, _make_multiclass, DummyClassifier),
(GradientBoostingRegressor, make_regression, DummyRegressor)],
ids=["binary classification", "multiclass classification", "regression"])
def test_gradient_boosting_with_init(gb, dataset_maker, init_estimator):
# Check that GradientBoostingRegressor works when init is a sklearn
# estimator.
# Check that an error is raised if trying to fit with sample weight but
# initial estimator does not support sample weight
X, y = dataset_maker()
sample_weight = np.random.RandomState(42).rand(100)
# init supports sample weights
init_est = init_estimator()
gb(init=init_est).fit(X, y, sample_weight=sample_weight)
# init does not support sample weights
init_est = NoSampleWeightWrapper(init_estimator())
gb(init=init_est).fit(X, y) # ok no sample weights
with pytest.raises(ValueError,
match="estimator.*does not support sample weights"):
gb(init=init_est).fit(X, y, sample_weight=sample_weight)
def test_gradient_boosting_with_init_pipeline():
# Check that the init estimator can be a pipeline (see issue #13466)
X, y = make_regression(random_state=0)
init = make_pipeline(LinearRegression())
gb = GradientBoostingRegressor(init=init)
gb.fit(X, y) # pipeline without sample_weight works fine
with pytest.raises(
ValueError,
match='The initial estimator Pipeline does not support sample '
'weights'):
gb.fit(X, y, sample_weight=np.ones(X.shape[0]))
# Passing sample_weight to a pipeline raises a ValueError. This test makes
# sure we make the distinction between ValueError raised by a pipeline that
# was passed sample_weight, and a ValueError raised by a regular estimator
# whose input checking failed.
with pytest.raises(
ValueError,
match='nu <= 0 or nu > 1'):
# Note that NuSVR properly supports sample_weight
init = NuSVR(gamma='auto', nu=1.5)
gb = GradientBoostingRegressor(init=init)
gb.fit(X, y, sample_weight=np.ones(X.shape[0]))
@pytest.mark.parametrize('estimator, missing_method', [
(GradientBoostingClassifier(init=LinearSVC()), 'predict_proba'),
(GradientBoostingRegressor(init=OneHotEncoder()), 'predict')
])
def test_gradient_boosting_init_wrong_methods(estimator, missing_method):
# Make sure error is raised if init estimators don't have the required
# methods (fit, predict, predict_proba)
message = ("The init parameter must be a valid estimator and support "
"both fit and " + missing_method)
with pytest.raises(ValueError, match=message):
estimator.fit(X, y)
def test_early_stopping_n_classes():
# when doing early stopping (_, , y_train, _ = train_test_split(X, y))
# there might be classes in y that are missing in y_train. As the init
# estimator will be trained on y_train, we need to raise an error if this
# happens.
X = [[1]] * 10
y = [0, 0] + [1] * 8 # only 2 negative class over 10 samples
gb = GradientBoostingClassifier(n_iter_no_change=5, random_state=0,
validation_fraction=8)
with pytest.raises(
ValueError,
match='The training data after the early stopping split'):
gb.fit(X, y)
# No error if we let training data be big enough
gb = GradientBoostingClassifier(n_iter_no_change=5, random_state=0,
validation_fraction=4)
def test_gbr_degenerate_feature_importances():
# growing an ensemble of single node trees. See #13620
X = np.zeros((10, 10))
y = np.ones((10,))
gbr = GradientBoostingRegressor().fit(X, y)
assert_array_equal(gbr.feature_importances_,
np.zeros(10, dtype=np.float64))
# TODO: Remove in 1.1 when `n_classes_` is deprecated
def test_gbr_deprecated_attr():
# check that accessing n_classes_ in GradientBoostingRegressor raises
# a deprecation warning
X = np.zeros((10, 10))
y = np.ones((10,))
gbr = GradientBoostingRegressor().fit(X, y)
msg = "Attribute n_classes_ was deprecated"
with pytest.warns(FutureWarning, match=msg):
gbr.n_classes_
# TODO: Remove in 1.1 when `n_classes_` is deprecated
@pytest.mark.filterwarnings("ignore:Attribute n_classes_ was deprecated")
def test_attr_error_raised_if_not_fitted():
# check that accessing n_classes_ in not fitted GradientBoostingRegressor
# raises an AttributeError
gbr = GradientBoostingRegressor()
# test raise AttributeError if not fitted
msg = (
f"{GradientBoostingRegressor.__name__} object has no n_classes_ "
f"attribute."
)
with pytest.raises(AttributeError, match=msg):
gbr.n_classes_
# TODO: Update in 1.1 to check for the error raised
@pytest.mark.parametrize('estimator', [
GradientBoostingClassifier(criterion='mae'),
GradientBoostingRegressor(criterion='mae')
])
def test_criterion_mae_deprecation(estimator):
# checks whether a deprecation warning is issues when criterion='mae'
# is used.
msg = ("criterion='mae' was deprecated in version 0.24 and "
"will be removed in version 1.1")
with pytest.warns(FutureWarning, match=msg):
estimator.fit(X, y)