MAINT compatibility with sklearn 1.4 (#1045)

Author: glemaitre

doc/whats_new/v0.12.rst

@@ -18,6 +18,14 @@ Bug fixes
   the number of samples in the minority class.
   :pr:`1012` by :user:`Guillaume Lemaitre <glemaitre>`.
 
+Compatibility
+.............
+
+- :class:`~imblearn.ensemble.BalancedRandomForestClassifier` now support missing values
+  and monotonic constraints if scikit-learn >= 1.4 is installed.
+- :class:`~imblearn.pipeline.Pipeline` support metadata routing if scikit-learn >= 1.4
+  is installed.
+
 Deprecations
 ............
 

imblearn/ensemble/_common.py

@@ -101,4 +101,5 @@ def check(self):
         list,
         None,
     ],
+    "monotonic_cst": ["array-like", None],
 }

imblearn/ensemble/_forest.py

@@ -60,6 +60,7 @@ def _local_parallel_build_trees(
     class_weight=None,
     n_samples_bootstrap=None,
     forest=None,
+    missing_values_in_feature_mask=None,
 ):
     # resample before to fit the tree
     X_resampled, y_resampled = sampler.fit_resample(X, y)
@@ -68,33 +69,34 @@ def _local_parallel_build_trees(
     if _get_n_samples_bootstrap is not None:
         n_samples_bootstrap = min(n_samples_bootstrap, X_resampled.shape[0])
 
-    if sklearn_version >= parse_version("1.1"):
-        tree = _parallel_build_trees(
-            tree,
-            bootstrap,
-            X_resampled,
-            y_resampled,
-            sample_weight,
-            tree_idx,
-            n_trees,
-            verbose=verbose,
-            class_weight=class_weight,
-            n_samples_bootstrap=n_samples_bootstrap,
-        )
+    params_parallel_build_trees = {
+        "tree": tree,
+        "X": X_resampled,
+        "y": y_resampled,
+        "sample_weight": sample_weight,
+        "tree_idx": tree_idx,
+        "n_trees": n_trees,
+        "verbose": verbose,
+        "class_weight": class_weight,
+        "n_samples_bootstrap": n_samples_bootstrap,
+    }
+
+    if parse_version(sklearn_version.base_version) >= parse_version("1.4"):
+        # TODO: remove when the minimum supported version of scikit-learn will be 1.4
+        # support for missing values
+        params_parallel_build_trees[
+            "missing_values_in_feature_mask"
+        ] = missing_values_in_feature_mask
+
+    # TODO: remove when the minimum supported version of scikit-learn will be 1.1
+    # change of signature in scikit-learn 1.1
+    if parse_version(sklearn_version.base_version) >= parse_version("1.1"):
+        params_parallel_build_trees["bootstrap"] = bootstrap
     else:
-        # TODO: remove when the minimum version of scikit-learn supported is 1.1
-        tree = _parallel_build_trees(
-            tree,
-            forest,
-            X_resampled,
-            y_resampled,
-            sample_weight,
-            tree_idx,
-            n_trees,
-            verbose=verbose,
-            class_weight=class_weight,
-            n_samples_bootstrap=n_samples_bootstrap,
-        )
+        params_parallel_build_trees["forest"] = forest
+
+    tree = _parallel_build_trees(**params_parallel_build_trees)
+
     return sampler, tree
 
 
@@ -305,6 +307,25 @@ class BalancedRandomForestClassifier(_ParamsValidationMixin, RandomForestClassif
         .. versionadded:: 0.6
            Added in `scikit-learn` in 0.22
 
+    monotonic_cst : array-like of int of shape (n_features), default=None
+        Indicates the monotonicity constraint to enforce on each feature.
+          - 1: monotonic increase
+          - 0: no constraint
+          - -1: monotonic decrease
+
+        If monotonic_cst is None, no constraints are applied.
+
+        Monotonicity constraints are not supported for:
+          - multiclass classifications (i.e. when `n_classes > 2`),
+          - multioutput classifications (i.e. when `n_outputs_ > 1`),
+          - classifications trained on data with missing values.
+
+        The constraints hold over the probability of the positive class.
+
+        .. versionadded:: 0.12
+           Only supported when scikit-learn >= 1.4 is installed. Otherwise, a
+           `ValueError` is raised.
+
     Attributes
     ----------
     estimator_ : :class:`~sklearn.tree.DecisionTreeClassifier` instance
@@ -415,7 +436,7 @@ class labels (multi-output problem).
     """
 
     # make a deepcopy to not modify the original dictionary
-    if sklearn_version >= parse_version("1.3"):
+    if sklearn_version >= parse_version("1.4"):
         _parameter_constraints = deepcopy(RandomForestClassifier._parameter_constraints)
     else:
         _parameter_constraints = deepcopy(
@@ -459,27 +480,42 @@ def __init__(
         class_weight=None,
         ccp_alpha=0.0,
         max_samples=None,
+        monotonic_cst=None,
     ):
-        super().__init__(
-            criterion=criterion,
-            max_depth=max_depth,
-            n_estimators=n_estimators,
-            bootstrap=bootstrap,
-            oob_score=oob_score,
-            n_jobs=n_jobs,
-            random_state=random_state,
-            verbose=verbose,
-            warm_start=warm_start,
-            class_weight=class_weight,
-            min_samples_split=min_samples_split,
-            min_samples_leaf=min_samples_leaf,
-            min_weight_fraction_leaf=min_weight_fraction_leaf,
-            max_features=max_features,
-            max_leaf_nodes=max_leaf_nodes,
-            min_impurity_decrease=min_impurity_decrease,
-            ccp_alpha=ccp_alpha,
-            max_samples=max_samples,
-        )
+        params_random_forest = {
+            "criterion": criterion,
+            "max_depth": max_depth,
+            "n_estimators": n_estimators,
+            "bootstrap": bootstrap,
+            "oob_score": oob_score,
+            "n_jobs": n_jobs,
+            "random_state": random_state,
+            "verbose": verbose,
+            "warm_start": warm_start,
+            "class_weight": class_weight,
+            "min_samples_split": min_samples_split,
+            "min_samples_leaf": min_samples_leaf,
+            "min_weight_fraction_leaf": min_weight_fraction_leaf,
+            "max_features": max_features,
+            "max_leaf_nodes": max_leaf_nodes,
+            "min_impurity_decrease": min_impurity_decrease,
+            "ccp_alpha": ccp_alpha,
+            "max_samples": max_samples,
+        }
+        # TODO: remove when the minimum supported version of scikit-learn will be 1.4
+        if parse_version(sklearn_version.base_version) >= parse_version("1.4"):
+            # use scikit-learn support for monotonic constraints
+            params_random_forest["monotonic_cst"] = monotonic_cst
+        else:
+            if monotonic_cst is not None:
+                raise ValueError(
+                    "Monotonic constraints are not supported for scikit-learn "
+                    "version < 1.4."
+                )
+            # create an attribute for compatibility with other scikit-learn tools such
+            # as HTML representation.
+            self.monotonic_cst = monotonic_cst
+        super().__init__(**params_random_forest)
 
         self.sampling_strategy = sampling_strategy
         self.replacement = replacement
@@ -591,11 +627,41 @@ def fit(self, X, y, sample_weight=None):
         # Validate or convert input data
         if issparse(y):
             raise ValueError("sparse multilabel-indicator for y is not supported.")
+
+        # TODO: remove when the minimum supported version of scipy will be 1.4
+        # Support for missing values
+        if parse_version(sklearn_version.base_version) >= parse_version("1.4"):
+            force_all_finite = False
+        else:
+            force_all_finite = True
+
         X, y = self._validate_data(
-            X, y, multi_output=True, accept_sparse="csc", dtype=DTYPE
+            X,
+            y,
+            multi_output=True,
+            accept_sparse="csc",
+            dtype=DTYPE,
+            force_all_finite=force_all_finite,
         )
+
+        # TODO: remove when the minimum supported version of scikit-learn will be 1.4
+        if parse_version(sklearn_version.base_version) >= parse_version("1.4"):
+            # _compute_missing_values_in_feature_mask checks if X has missing values and
+            # will raise an error if the underlying tree base estimator can't handle
+            # missing values. Only the criterion is required to determine if the tree
+            # supports missing values.
+            estimator = type(self.estimator)(criterion=self.criterion)
+            missing_values_in_feature_mask = (
+                estimator._compute_missing_values_in_feature_mask(
+                    X, estimator_name=self.__class__.__name__
+                )
+            )
+        else:
+            missing_values_in_feature_mask = None
+
         if sample_weight is not None:
             sample_weight = _check_sample_weight(sample_weight, X)
+
         self._n_features = X.shape[1]
 
         if issparse(X):
@@ -713,6 +779,7 @@ def fit(self, X, y, sample_weight=None):
                     class_weight=self.class_weight,
                     n_samples_bootstrap=n_samples_bootstrap,
                     forest=self,
+                    missing_values_in_feature_mask=missing_values_in_feature_mask,
                 )
                 for i, (s, t) in enumerate(zip(samplers, trees))
             )

imblearn/ensemble/tests/test_forest.py

@@ -258,3 +258,100 @@ def test_balanced_random_forest_change_behaviour(imbalanced_dataset):
     )
     with pytest.warns(FutureWarning, match="The default of `bootstrap`"):
         estimator.fit(*imbalanced_dataset)
+
+
+@pytest.mark.skipif(
+    parse_version(sklearn_version.base_version) < parse_version("1.4"),
+    reason="scikit-learn should be >= 1.4",
+)
+def test_missing_values_is_resilient():
+    """Check that forest can deal with missing values and has decent performance."""
+
+    rng = np.random.RandomState(0)
+    n_samples, n_features = 1000, 10
+    X, y = make_classification(
+        n_samples=n_samples, n_features=n_features, random_state=rng
+    )
+
+    # Create dataset with missing values
+    X_missing = X.copy()
+    X_missing[rng.choice([False, True], size=X.shape, p=[0.95, 0.05])] = np.nan
+    assert np.isnan(X_missing).any()
+
+    X_missing_train, X_missing_test, y_train, y_test = train_test_split(
+        X_missing, y, random_state=0
+    )
+
+    # Train forest with missing values
+    forest_with_missing = BalancedRandomForestClassifier(
+        sampling_strategy="all",
+        replacement=True,
+        bootstrap=False,
+        random_state=rng,
+        n_estimators=50,
+    )
+    forest_with_missing.fit(X_missing_train, y_train)
+    score_with_missing = forest_with_missing.score(X_missing_test, y_test)
+
+    # Train forest without missing values
+    X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=0)
+    forest = BalancedRandomForestClassifier(
+        sampling_strategy="all",
+        replacement=True,
+        bootstrap=False,
+        random_state=rng,
+        n_estimators=50,
+    )
+    forest.fit(X_train, y_train)
+    score_without_missing = forest.score(X_test, y_test)
+
+    # Score is still 80 percent of the forest's score that had no missing values
+    assert score_with_missing >= 0.80 * score_without_missing
+
+
+@pytest.mark.skipif(
+    parse_version(sklearn_version.base_version) < parse_version("1.4"),
+    reason="scikit-learn should be >= 1.4",
+)
+def test_missing_value_is_predictive():
+    """Check that the forest learns when missing values are only present for
+    a predictive feature."""
+    rng = np.random.RandomState(0)
+    n_samples = 300
+
+    X_non_predictive = rng.standard_normal(size=(n_samples, 10))
+    y = rng.randint(0, high=2, size=n_samples)
+
+    # Create a predictive feature using `y` and with some noise
+    X_random_mask = rng.choice([False, True], size=n_samples, p=[0.95, 0.05])
+    y_mask = y.astype(bool)
+    y_mask[X_random_mask] = ~y_mask[X_random_mask]
+
+    predictive_feature = rng.standard_normal(size=n_samples)
+    predictive_feature[y_mask] = np.nan
+    assert np.isnan(predictive_feature).any()
+
+    X_predictive = X_non_predictive.copy()
+    X_predictive[:, 5] = predictive_feature
+
+    (
+        X_predictive_train,
+        X_predictive_test,
+        X_non_predictive_train,
+        X_non_predictive_test,
+        y_train,
+        y_test,
+    ) = train_test_split(X_predictive, X_non_predictive, y, random_state=0)
+    forest_predictive = BalancedRandomForestClassifier(
+        sampling_strategy="all", replacement=True, bootstrap=False, random_state=0
+    ).fit(X_predictive_train, y_train)
+    forest_non_predictive = BalancedRandomForestClassifier(
+        sampling_strategy="all", replacement=True, bootstrap=False, random_state=0
+    ).fit(X_non_predictive_train, y_train)
+
+    predictive_test_score = forest_predictive.score(X_predictive_test, y_test)
+
+    assert predictive_test_score >= 0.75
+    assert predictive_test_score >= forest_non_predictive.score(
+        X_non_predictive_test, y_test
+    )