# coding=utf-8 import pytest from sklearn.datasets import make_classification from sklearn.metrics import roc_auc_score try: from sklearn.model_selection import train_test_split except ImportError: from sklearn.cross_validation import train_test_split from mla.ensemble import RandomForestClassifier from mla.pca import PCA @pytest.fixture def dataset(): # Generate a random binary classification problem. return make_classification( n_samples=1000, n_features=100, n_informative=75, random_state=1111, n_classes=2, class_sep=2.5, ) # TODO: fix @pytest.mark.skip() def test_PCA(dataset): X, y = dataset X_train, X_test, y_train, y_test = train_test_split( X, y, test_size=0.25, random_state=1111 ) p = PCA(50, solver="eigen") # fit PCA with training set, not the entire dataset p.fit(X_train) X_train_reduced = p.transform(X_train) X_test_reduced = p.transform(X_test) model = RandomForestClassifier(n_estimators=25, max_depth=5) model.fit(X_train_reduced, y_train) predictions = model.predict(X_test_reduced)[:, 1] score = roc_auc_score(y_test, predictions) assert score >= 0.75