tests/testthat/test-elastic-net.R

In cuda.ml: R Interface for the RAPIDS cuML Suite of Libraries

context("Elastic Net")

test_that("Elastic net regressor works as expected", {
  for (normalize_input in c(FALSE, TRUE)) {
    for (fit_intercept in c(FALSE, TRUE)) {
      for (l1_ratio in c(0.4, 0.5, 0.6)) {
        if (!fit_intercept && normalize_input) {
          next
        }

        if (!fit_intercept) {
          input <- mtcars
          input[, which(names(mtcars) != "mpg")] <- scale(
            input[, which(names(mtcars) != "mpg")],
            scale = FALSE
          )
          input <- as.matrix(input)
        } else {
          input <- as.matrix(mtcars)
        }

        if (normalize_input) {
          sklearn_scaler <- sklearn$preprocessing$StandardScaler(
            copy = TRUE, with_mean = TRUE, with_std = TRUE
          )
          sklearn_scaler$fit(as.matrix(mtcars[, which(names(mtcars) != "mpg")]))
          sklearn_predictors <- sklearn_scaler$transform(
            as.matrix(mtcars[, which(names(mtcars) != "mpg")])
          )
        } else {
          sklearn_predictors <- as.matrix(input[, which(names(mtcars) != "mpg")])
        }

        sklearn_elastic_net_regressor <- sklearn$linear_model$ElasticNet(
          alpha = 1e-3,
          max_iter = 10000,
          tol = 1e-4,
          fit_intercept = fit_intercept,
          l1_ratio = l1_ratio
        )
        sklearn_elastic_net_regressor$fit(
          X = sklearn_predictors,
          y = mtcars$mpg
        )
        sklearn_elastic_net_regressor_preds <- sklearn_elastic_net_regressor$predict(
          sklearn_predictors
        )

        cuda_ml_elastic_net_regressor <- cuda_ml_elastic_net(
          mpg ~ ., data = input,
          alpha = 1e-3,
          l1_ratio = l1_ratio,
          max_iter = 10000,
          tol = 1e-4,
          fit_intercept = fit_intercept,
          normalize_input = normalize_input
        )
        cuda_ml_elastic_net_regressor_preds <- predict(
          cuda_ml_elastic_net_regressor, input
        )

        expect_equal(
          cuda_ml_elastic_net_regressor_preds$.pred,
          as.numeric(sklearn_elastic_net_regressor_preds),
          tol = 0.3,
          scale = 1
        )
      }
    }
  }
})