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author | jbencook <jbenjamincook@gmail.com> | 2014-12-16 11:37:23 -0800 |
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committer | Xiangrui Meng <meng@databricks.com> | 2014-12-16 11:37:23 -0800 |
commit | cb484474934d664000df3d63a326bcd6b12f2f09 (patch) | |
tree | 4d8f3b76fd8e0216aa4f5df8d58f378ebddf3485 /python/pyspark/mllib | |
parent | ed362008f0a317729f8404e86e57d8a6ceb60f21 (diff) | |
download | spark-cb484474934d664000df3d63a326bcd6b12f2f09.tar.gz spark-cb484474934d664000df3d63a326bcd6b12f2f09.tar.bz2 spark-cb484474934d664000df3d63a326bcd6b12f2f09.zip |
[SPARK-4855][mllib] testing the Chi-squared hypothesis test
This PR tests the pyspark Chi-squared hypothesis test from this commit: c8abddc5164d8cf11cdede6ab3d5d1ea08028708 and moves some of the error messaging in to python.
It is a port of the Scala tests here: [HypothesisTestSuite.scala](https://github.com/apache/spark/blob/master/mllib/src/test/scala/org/apache/spark/mllib/stat/HypothesisTestSuite.scala)
Hopefully, SPARK-2980 can be closed.
Author: jbencook <jbenjamincook@gmail.com>
Closes #3679 from jbencook/master and squashes the following commits:
44078e0 [jbencook] checking that bad input throws the correct exceptions
f12ee10 [jbencook] removing checks for ValueError since input tests are on the Scala side
7536cf1 [jbencook] removing python checks for invalid input
a17ee84 [jbencook] [SPARK-2980][mllib] adding unit tests for the pyspark chi-squared test
3aeb0d9 [jbencook] [SPARK-2980][mllib] bringing Chi-squared error messages to the python side
Diffstat (limited to 'python/pyspark/mllib')
-rw-r--r-- | python/pyspark/mllib/tests.py | 100 |
1 files changed, 99 insertions, 1 deletions
diff --git a/python/pyspark/mllib/tests.py b/python/pyspark/mllib/tests.py index 8332f8e061..5034f229e8 100644 --- a/python/pyspark/mllib/tests.py +++ b/python/pyspark/mllib/tests.py @@ -23,6 +23,7 @@ import sys import array as pyarray from numpy import array, array_equal +from py4j.protocol import Py4JJavaError if sys.version_info[:2] <= (2, 6): try: @@ -34,7 +35,7 @@ else: import unittest from pyspark.mllib.linalg import Vector, SparseVector, DenseVector, VectorUDT, _convert_to_vector,\ - DenseMatrix + DenseMatrix, Vectors, Matrices from pyspark.mllib.regression import LabeledPoint from pyspark.mllib.random import RandomRDDs from pyspark.mllib.stat import Statistics @@ -400,6 +401,103 @@ class SciPyTests(PySparkTestCase): self.assertTrue(dt_model.predict(features[3]) > 0) +class ChiSqTestTests(PySparkTestCase): + def test_goodness_of_fit(self): + from numpy import inf + + observed = Vectors.dense([4, 6, 5]) + pearson = Statistics.chiSqTest(observed) + + # Validated against the R command `chisq.test(c(4, 6, 5), p=c(1/3, 1/3, 1/3))` + self.assertEqual(pearson.statistic, 0.4) + self.assertEqual(pearson.degreesOfFreedom, 2) + self.assertAlmostEqual(pearson.pValue, 0.8187, 4) + + # Different expected and observed sum + observed1 = Vectors.dense([21, 38, 43, 80]) + expected1 = Vectors.dense([3, 5, 7, 20]) + pearson1 = Statistics.chiSqTest(observed1, expected1) + + # Results validated against the R command + # `chisq.test(c(21, 38, 43, 80), p=c(3/35, 1/7, 1/5, 4/7))` + self.assertAlmostEqual(pearson1.statistic, 14.1429, 4) + self.assertEqual(pearson1.degreesOfFreedom, 3) + self.assertAlmostEqual(pearson1.pValue, 0.002717, 4) + + # Vectors with different sizes + observed3 = Vectors.dense([1.0, 2.0, 3.0]) + expected3 = Vectors.dense([1.0, 2.0, 3.0, 4.0]) + self.assertRaises(ValueError, Statistics.chiSqTest, observed3, expected3) + + # Negative counts in observed + neg_obs = Vectors.dense([1.0, 2.0, 3.0, -4.0]) + self.assertRaises(Py4JJavaError, Statistics.chiSqTest, neg_obs, expected1) + + # Count = 0.0 in expected but not observed + zero_expected = Vectors.dense([1.0, 0.0, 3.0]) + pearson_inf = Statistics.chiSqTest(observed, zero_expected) + self.assertEqual(pearson_inf.statistic, inf) + self.assertEqual(pearson_inf.degreesOfFreedom, 2) + self.assertEqual(pearson_inf.pValue, 0.0) + + # 0.0 in expected and observed simultaneously + zero_observed = Vectors.dense([2.0, 0.0, 1.0]) + self.assertRaises(Py4JJavaError, Statistics.chiSqTest, zero_observed, zero_expected) + + def test_matrix_independence(self): + data = [40.0, 24.0, 29.0, 56.0, 32.0, 42.0, 31.0, 10.0, 0.0, 30.0, 15.0, 12.0] + chi = Statistics.chiSqTest(Matrices.dense(3, 4, data)) + + # Results validated against R command + # `chisq.test(rbind(c(40, 56, 31, 30),c(24, 32, 10, 15), c(29, 42, 0, 12)))` + self.assertAlmostEqual(chi.statistic, 21.9958, 4) + self.assertEqual(chi.degreesOfFreedom, 6) + self.assertAlmostEqual(chi.pValue, 0.001213, 4) + + # Negative counts + neg_counts = Matrices.dense(2, 2, [4.0, 5.0, 3.0, -3.0]) + self.assertRaises(Py4JJavaError, Statistics.chiSqTest, neg_counts) + + # Row sum = 0.0 + row_zero = Matrices.dense(2, 2, [0.0, 1.0, 0.0, 2.0]) + self.assertRaises(Py4JJavaError, Statistics.chiSqTest, row_zero) + + # Column sum = 0.0 + col_zero = Matrices.dense(2, 2, [0.0, 0.0, 2.0, 2.0]) + self.assertRaises(Py4JJavaError, Statistics.chiSqTest, col_zero) + + def test_chi_sq_pearson(self): + data = [ + LabeledPoint(0.0, Vectors.dense([0.5, 10.0])), + LabeledPoint(0.0, Vectors.dense([1.5, 20.0])), + LabeledPoint(1.0, Vectors.dense([1.5, 30.0])), + LabeledPoint(0.0, Vectors.dense([3.5, 30.0])), + LabeledPoint(0.0, Vectors.dense([3.5, 40.0])), + LabeledPoint(1.0, Vectors.dense([3.5, 40.0])) + ] + + for numParts in [2, 4, 6, 8]: + chi = Statistics.chiSqTest(self.sc.parallelize(data, numParts)) + feature1 = chi[0] + self.assertEqual(feature1.statistic, 0.75) + self.assertEqual(feature1.degreesOfFreedom, 2) + self.assertAlmostEqual(feature1.pValue, 0.6873, 4) + + feature2 = chi[1] + self.assertEqual(feature2.statistic, 1.5) + self.assertEqual(feature2.degreesOfFreedom, 3) + self.assertAlmostEqual(feature2.pValue, 0.6823, 4) + + def test_right_number_of_results(self): + num_cols = 1001 + sparse_data = [ + LabeledPoint(0.0, Vectors.sparse(num_cols, [(100, 2.0)])), + LabeledPoint(0.1, Vectors.sparse(num_cols, [(200, 1.0)])) + ] + chi = Statistics.chiSqTest(self.sc.parallelize(sparse_data)) + self.assertEqual(len(chi), num_cols) + self.assertIsNotNone(chi[1000]) + if __name__ == "__main__": if not _have_scipy: print "NOTE: Skipping SciPy tests as it does not seem to be installed" |