10000 TST invalid init parameters for losses by lorentzenchr · Pull Request #22407 · scikit-learn/scikit-learn · GitHub
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TST invalid init parameters for losses #22407

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Merged
merged 6 commits into from
Feb 19, 2022
Merged

TST invalid init parameters for losses #22407

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aa42041
TST invalid init parameters for losses
lorentzenchr Feb 4, 2022
6b3efe8
CLN address review comments
lorentzenchr Feb 7, 2022
fdae8a9
MNT use check_scalar
lorentzenchr Feb 9, 2022
dfe308d
CLN remove unnecessary check
lorentzenchr Feb 10, 2022
05bdf8c
Merge branch 'main' into tst_init_loss_parameter
lorentzenchr Feb 19, 2022
c4e3e13
MAINT new error messages of check_scalar
lorentzenchr Feb 19, 2022
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23 changes: 18 additions & 5 deletions sklearn/_loss/loss.py
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Original file line number Diff line number Diff line change
Expand Up @@ -15,6 +15,7 @@
# - SGDRegressor, SGDClassifier
# - Replace link module of GLMs.

import numbers
import numpy as np
from scipy.special import xlogy
from ._loss import (
Expand All @@ -34,6 +35,7 @@
LogitLink,
MultinomialLogit,
)
from ..utils import check_scalar
from ..utils._readonly_array_wrapper import ReadonlyArrayWrapper
from ..utils.stats import _weighted_percentile

Expand Down Expand Up @@ -604,11 +606,14 @@ class PinballLoss(BaseLoss):
need_update_leaves_values = True

def __init__(self, sample_weight=None, quantile=0.5):
if quantile <= 0 or quantile >= 1:
raise ValueError(
"PinballLoss aka quantile loss only accepts "
f"0 < quantile < 1; {quantile} was given."
)
check_scalar(
quantile,
"quantile",
target_type=numbers.Real,
min_val=0,
max_val=1,
include_boundaries="neither",
)
super().__init__(
closs=CyPinballLoss(quantile=float(quantile)),
link=IdentityLink(),
Expand Down Expand Up @@ -725,6 +730,14 @@ class HalfTweedieLoss(BaseLoss):
"""

def __init__(self, sample_weight=None, power=1.5):
check_scalar(
power,
"power",
target_type=numbers.Real,
include_boundaries="neither",
min_val=-np.inf,
max_val=np.inf,
)
super().__init__(
closs=CyHalfTweedieLoss(power=float(power)),
link=LogLink(),
Expand Down
36 changes: 36 additions & 0 deletions sklearn/_loss/tests/test_loss.py
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Original file line number Diff line number Diff line change
Expand Up @@ -1048,6 +1048,42 @@ def test_init_gradient_and_hessian_raises(loss, params, err_msg):
gradient, hessian = loss.init_gradient_and_hessian(n_samples=5, **params)


@pytest.mark.parametrize(
"loss, params, err_type, err_msg",
[
(
PinballLoss,
{"quantile": None},
TypeError,
"quantile must be an instance of float, not NoneType.",
),
(
PinballLoss,
{"quantile": 0},
ValueError,
"quantile == 0, must be > 0.",
),
(PinballLoss, {"quantile": 1.1}, ValueError, "quantile == 1.1, must be < 1."),
(
HalfTweedieLoss,
{"power": None},
TypeError,
"power must be an instance of float, not NoneType.",
),
(
HalfTweedieLoss,
{"power": np.inf},
ValueError,
"power == inf, must be < inf.",
),
],
)
def test_loss_init_parameter_validation(loss, params, err_type, err_msg):
"""Test that loss raises errors for invalid input."""
with pytest.raises(err_type, match=err_msg):
loss(**params)


@pytest.mark.parametrize("loss", LOSS_INSTANCES, ids=loss_instance_name)
def test_loss_pickle(loss):
"""Test that losses can be pickled."""
Expand Down
0