Merge branch 'main' into feat/zir-score-samples

sklego/linear_model.py

@@ -426,8 +426,9 @@ class _FairClassifier(BaseEstimator, LinearClassifierMixin):
         A list of column names or column indexes in the input data that represent sensitive attributes.
     C : float, default=1.0
         Inverse of regularization strength; must be a positive float. Smaller values specify stronger regularization.
-    penalty : Literal["l1", "none"], default="l1"
-        The type of penalty to apply to the model. "l1" applies L1 regularization, while "none" disables regularization.
+    penalty : Literal["l1", "l2", "none", None], default="l1"
+        The type of penalty to apply to the model. "l1" applies L1 regularization, "l2" applies L2 regularization,
+        while None (or "none") disables regularization.
     fit_intercept : bool, default=True
         Whether or not to fit an intercept term. If True, an intercept term is added to the model.
     max_iter : int, default=100
@@ -451,6 +452,8 @@ class _FairClassifier(BaseEstimator, LinearClassifierMixin):
     `_FairClassifier` should not be used directly; it serves as a base class for fair classification models.
     """
 
+    _ALLOWED_PENALTIES = ("l1", "l2", "none", None)
+
     def __init__(
         self,
         sensitive_cols=None,
@@ -487,22 +490,38 @@ def fit(self, X, y):
         Raises
         ------
         ValueError
-            If `penalty` is not one of "l1" or "none".
+            If `penalty` is not one of "l1", "l2", "none" or None.
         """
-        if self.penalty not in ["l1", "none"]:
-            raise ValueError(f"penalty should be either 'l1' or 'none', got {self.penalty}")
+        if self.penalty not in self._ALLOWED_PENALTIES:
+            raise ValueError(f"penalty should be one of {self._ALLOWED_PENALTIES}, got {self.penalty}")
+
+        if self.penalty == "none":
+            warn(
+                "Please use `penalty=None` instead of `penalty='none'`, 'none' will be deprecated in future versions",
+                DeprecationWarning,
+            )
 
         self.sensitive_col_idx_ = self.sensitive_cols
         X = nw.from_native(X, eager_only=True, strict=False)
+
         if isinstance(X, nw.DataFrame):
             self.sensitive_col_idx_ = [i for i, name in enumerate(X.columns) if name in self.sensitive_cols]
+
         X, y = check_X_y(X, y, accept_large_sparse=False)
         sensitive = X[:, self.sensitive_col_idx_]
+
         if not self.train_sensitive_cols:
             X = np.delete(X, self.sensitive_col_idx_, axis=1)
 
-        X = self._add_intercept(X)
+        if self.fit_intercept:
+            X = np.c_[np.ones(len(X)), X]
+
+        if X.shape[1] == 0:
+            msg = "Cannot fit the model, at least 1 feature(s) is required."
+            raise ValueError(msg)
+
         column_or_1d(y)
+
         label_encoder = LabelEncoder().fit(y)
         y = label_encoder.transform(y)
         self.classes_ = label_encoder.classes_
@@ -529,8 +548,12 @@ def _solve(self, sensitive, X, y):
             cp.multiply(y, y_hat)
             - cp.log_sum_exp(cp.hstack([np.zeros((n_obs, 1)), cp.reshape(y_hat, (n_obs, 1))]), axis=1)
         )
+
         if self.penalty == "l1":
-            log_likelihood -= cp.sum((1 / self.C) * cp.norm(theta[1:]))
+            log_likelihood -= cp.norm(theta[int(self.fit_intercept) :], 1) / self.C
+
+        elif self.penalty == "l2":
+            log_likelihood -= cp.norm(theta[int(self.fit_intercept) :], 2) / self.C
 
         constraints = self.constraints(y_hat, y, sensitive, n_obs)
 
@@ -540,7 +563,7 @@ def _solve(self, sensitive, X, y):
             kwargs = {"max_iters": self.max_iter}
         else:
             if self.max_iter:
-                logging.warning("solver does not support `max_iters` and it `self.max_iter` will be ignored")
+                logging.warning("solver does not support `max_iters` and the argument will be ignored")
             kwargs = {}
 
         problem.solve(**kwargs)
@@ -583,10 +606,6 @@ def decision_function(self, X):
             X = np.delete(X, self.sensitive_col_idx_, axis=1)
         return super().decision_function(X)
 
-    def _add_intercept(self, X):
-        if self.fit_intercept:
-            return np.c_[np.ones(len(X)), X]
-
     def _more_tags(self):
         return {"poor_score": True}
 
@@ -618,8 +637,9 @@ class DemographicParityClassifier(BaseEstimator, LinearClassifierMixin):
     C : float, default=1.0
         Inverse of regularization strength; must be a positive float. Like in support vector machines, smaller values
         specify stronger regularization.
-    penalty : Literal["l1", "none"], default="l1"
-        Used to specify the norm used in the penalization.
+    penalty : Literal["l1", "l2", "none", None], default="l1"
+        The type of penalty to apply to the model. "l1" applies L1 regularization, "l2" applies L2 regularization,
+        while None (or "none") disables regularization.
     fit_intercept : bool, default=True
         Whether or not a constant term (a.k.a. bias or intercept) should be added to the decision function.
     max_iter : int, default=100
@@ -712,8 +732,9 @@ class EqualOpportunityClassifier(BaseEstimator, LinearClassifierMixin):
     C : float, default=1.0
         Inverse of regularization strength; must be a positive float. Like in support vector machines, smaller values
         specify stronger regularization.
-    penalty : Literal["l1", "none"], default="l1"
-        Used to specify the norm used in the penalization.
+    penalty : Literal["l1", "l2", "none", None], default="l1"
+        The type of penalty to apply to the model. "l1" applies L1 regularization, "l2" applies L2 regularization,
+        while None (or "none") disables regularization.
     fit_intercept : bool, default=True
         Whether or not a constant term (a.k.a. bias or intercept) should be added to the decision function.
     max_iter : int, default=100

tests/conftest.py

@@ -62,26 +62,13 @@ def random_xy_dataset_multitarget(request):
     return X, y
 
 
-@pytest.fixture
-def sensitive_classification_dataset():
-    df = pd.DataFrame(
-        {
-            "x1": [1, 0, 1, 0, 1, 0, 1, 1],
-            "x2": [0, 0, 0, 0, 0, 1, 1, 1],
-            "y": [1, 1, 1, 0, 1, 0, 0, 0],
-        }
-    )
-
-    return df[["x1", "x2"]], df["y"]
-
-
 @pytest.fixture(params=[pd.DataFrame, pl.DataFrame])
 def funct(request):
     return request.param
 
 
 @pytest.fixture
-def sensitive_classification_dataset_equalopportunity(funct):
+def sensitive_classification_dataset(funct):
     df = funct(
         {
             "x1": [1, 0, 1, 0, 1, 0, 1, 1],

tests/test_estimators/test_demographic_parity.py

@@ -24,7 +24,7 @@
             train_sensitive_cols=train_sensitive_cols,
         )
         for train_sensitive_cols in [True, False]
-        for penalty in ["none", "l1"]
+        for penalty in ["l1", "l2", None]
     ]
 )
 def test_sklearn_compatible_estimator(estimator, check):
@@ -100,21 +100,27 @@ def test_same_logistic_multiclass(random_xy_dataset_multiclf):
     _test_same(random_xy_dataset_multiclf)
 
 
-def test_regularization(sensitive_classification_dataset_equalopportunity):
+@pytest.mark.parametrize("penalty", ["l1", "l2"])
+def test_regularization(sensitive_classification_dataset, penalty):
     """Tests whether increasing regularization decreases the norm of the coefficient vector"""
-    X, y = sensitive_classification_dataset_equalopportunity
+    X, y = sensitive_classification_dataset
 
     prev_theta_norm = np.inf
     for C in [1, 0.5, 0.1, 0.05]:
-        fair = DemographicParityClassifier(covariance_threshold=None, sensitive_cols=["x1"], C=C).fit(X, y)
-        theta_norm = np.sum(np.abs(fair.estimators_[0].coef_))
+        fair = DemographicParityClassifier(
+            covariance_threshold=None,
+            sensitive_cols=["x1"],
+            C=C,
+            penalty=penalty,
+        ).fit(X, y)
+        theta_norm = np.linalg.norm(fair.estimators_[0].coef_, ord=int(penalty[-1]))
         assert theta_norm < prev_theta_norm
         prev_theta_norm = theta_norm
 
 
-def test_fairness(sensitive_classification_dataset_equalopportunity):
+def test_fairness(sensitive_classification_dataset):
     """tests whether fairness (measured by p percent score) increases as we decrease the covariance threshold"""
-    X, y = sensitive_classification_dataset_equalopportunity
+    X, y = sensitive_classification_dataset
     scorer = p_percent_score("x1")
 
     prev_fairness = -np.inf

tests/test_estimators/test_equal_opportunity.py

@@ -20,7 +20,7 @@
             train_sensitive_cols=train_sensitive_cols,
         )
         for train_sensitive_cols in [True, False]
-        for penalty in ["none", "l1"]
+        for penalty in ["l1", "l2", None]
     ]
 )
 def test_sklearn_compatible_estimator(estimator, check):
@@ -97,23 +97,28 @@ def test_same_logistic_multiclass(random_xy_dataset_multiclf):
     _test_same(random_xy_dataset_multiclf)
 
 
-def test_regularization(sensitive_classification_dataset_equalopportunity):
+@pytest.mark.parametrize("penalty", ["l1", "l2"])
+def test_regularization(sensitive_classification_dataset, penalty):
     """Tests whether increasing regularization decreases the norm of the coefficient vector"""
-    X, y = sensitive_classification_dataset_equalopportunity
+    X, y = sensitive_classification_dataset
 
     prev_theta_norm = np.inf
     for C in [1, 0.5, 0.1, 0.05]:
         fair = EqualOpportunityClassifier(
-            covariance_threshold=None, sensitive_cols=["x1"], C=C, positive_target=True
+            covariance_threshold=None,
+            sensitive_cols=["x1"],
+            C=C,
+            positive_target=True,
+            penalty=penalty,
         ).fit(X, y)
-        theta_norm = np.sum(np.abs(fair.estimators_[0].coef_))
+        theta_norm = np.linalg.norm(fair.estimators_[0].coef_, ord=int(penalty[-1]))
         assert theta_norm < prev_theta_norm
         prev_theta_norm = theta_norm
 
 
-def test_fairness(sensitive_classification_dataset_equalopportunity):
+def test_fairness(sensitive_classification_dataset):
     """tests whether fairness (measured by p percent score) increases as we decrease the covariance threshold"""
-    X, y = sensitive_classification_dataset_equalopportunity
+    X, y = sensitive_classification_dataset
     scorer = equal_opportunity_score("x1")
 
     prev_fairness = -np.inf

tests/test_metrics/test_equal_opportunity.py

@@ -67,7 +67,7 @@ def test_p_percent_pandas_multiclass():
 
 def test_p_percent_numpy(sensitive_classification_dataset):
     X, y = sensitive_classification_dataset
-    X = X.values
+    X, y = X.to_numpy(), y.to_numpy()
     mod = LogisticRegression().fit(X, y)
     assert equal_opportunity_score(1)(mod, X, y) == 0
 

tests/test_metrics/test_p_percent.py

@@ -30,7 +30,7 @@ def test_p_percent_pandas_multiclass(sensitive_multiclass_classification_dataset
 
 def test_p_percent_numpy(sensitive_classification_dataset):
     X, y = sensitive_classification_dataset
-    X = X.values
+    X, y = X.to_numpy(), y.to_numpy()
     mod = LogisticRegression().fit(X, y)
     assert p_percent_score(1)(mod, X) == 0