MAINT Common parameter validation #22722

jeremiedbb · 2022-03-07T16:21:09Z

This PR proposes a unified design for parameter validation across estimators, classes and functions.

The goal is to have a consistent way to raise an informative error message when a parameter does not have a valid type/value. Here's an example:

>>> KMeans(init="wrong").fit(X)
ValueError: The 'init' parameter of KMeans must be a str among {'k-means++', 'random'}, a callable or an array-like. Got 'wrong' instead.

It's also meant to centralize all these checks in one place, i.e. being the first instruction of fit or of a function. Currently they can be spread throughout fit making it hard to follow and slow to fail. I also find that having all this boilerplate inside fit makes the actual interesting code of the algorithm hard to find and mixed up with non-relevant code.
In addition, these checks are currently often done for a small subset of the parameters and often not tested. And when tested, it's often spread inside several tests.

This PR only deals with non co-dependent types and values between parameters. For instance if a value of a parameter is valid only if some value of another parameter is set.

I propose to add to BaseEstimator a method _validate_params that performs validation for all parameters of estimators and a decorator validate_params for public functions. Validation is made against a dict param_name: constraint where constraint is a list of valid types/values.

# param validation of an estimator
class SomeEstimator(BaseEstimator):
    _parameter_constraints = {
        "n_clusters": [Interval(Integral, 1, None, closed="left")],
        "init": [StrOptions(["k-means++", "random"]), callable, "array-like")],
        "tol": [Interval(Real, 0, None, closed="left")],
        "algorithm": [StrOptions(["lloyd", "elkan", "auto", "full"], deprecated={"auto", "full"})],
        "max_no_improvement": [None,  Interval(Integral, 0, None, closed="left")]
    }

    def fit(X, y):
        self._validate_params()

# param validation of a function
@validate_params(
    {
        "n_clusters": [Interval(Integral, 1, None, closed="left")],
        "init": [StrOptions(["k-means++", "random"]), callable, "array-like")],
        "tol": [Interval(Real, 0, None, closed="left")],
        "algorithm": [StrOptions(["lloyd", "elkan", "auto", "full"], deprecated={"auto", "full"})],
        "max_no_improvement": [None,  Interval(Integral, 0, None, closed="left")]
    }
)
def some_func(n_clusters, init, tol, algorithm, max_no_improvement):
    ...

I also propose to add a new common test that makes sure this is done for all estimators (almost all of them being skipped right now).

closes #14721

jeremiedbb

Here are some comments for possible extensions of this work.

sklearn/cluster/_kmeans.py

jeremiedbb · 2022-03-07T16:27:52Z

sklearn/cluster/_kmeans.py

+        "n_clusters": [(numbers.Integral, Interval(1, None, closed="left"))],
+        "init": [
+            (str, {"k-means++", "random"}),
+            (callable,),


Future work: we can imagine defining the subset of callables with a specific signature to pass here as valid values

sklearn/cluster/_kmeans.py

jeremiedbb · 2022-03-07T16:31:25Z

sklearn/cluster/_kmeans.py

@@ -1166,7 +1190,8 @@ def fit(self, X, y=None, sample_weight=None):
            accept_large_sparse=False,
        )

-        self._check_params(X)
+        self._check_params_vs_input(X)


This is a second round of checks after data validation that deals with valid values that depend on the data or on other parameters.

thomasjpfan

Thanks for opening the PR on this topic!

The way the specification is defined is a dictionary of list of tuples where each tuple is: (valid_type, constraint). I like thinking of everything as a constraint.

As for the developer API, I see two parts:

Defining the constraints
Actually performing the validation.

In this PR, item 1 is a dictionary, and item 2 is a function call to validate_param. There is also another API for validate_params that combines item 1 and item 2 that is used in function calls. My preference is to have one API instead of two.

As we are already defining a Interval object, I think it's okay to go straight to defining a Validator object:

validator = Validator(
    n_clusters=[Interval(Integral, 1, None, closed="left")],
    init=[Options(["k-means++", "random"]), callable, "array-like")],
    tol=[Interval(Real, 0, None, closed="left")],
    algorithm=[Options(["lloyd", "elkan", "auto", "full"], deprecated={"auto", "full"})],
    max_no_improvement=[None,  Interval(Integral, 0, None, closed="left")]
)
validator.validate(n_clusters=2, ...)

The above can be used directly in functions.

For estimators:

class MyEstimator:
    _validator = Validator(...)

    def fit(self, X, y):
        self._validator.validate(self.get_params())

I think the dictionary of lists of tuples has semantics that makes it harder to parse and a validator object makes the semantics clear.

thomasjpfan

I like the dictionary of constraints idea!

sklearn/cluster/_kmeans.py

sklearn/utils/_param_validation.py

jjerphan

Thank you for tackling this, @jeremiedbb.

I think this very valuable for maintenance on the long term.

Here is a first review.

sklearn/utils/_param_validation.py

adrinjalali

This looks quite interesting, and I'm quite happy with it. But I really would like to see what @jnothman thinks about it. I don't think this adds too much complexity and it's not a required API for developers.

sklearn/cluster/_kmeans.py

adrinjalali

This looks really nice. I'm the second approver here, but since it's quite major, I'd like another set of eyes giving a thumb up before merging.

adrinjalali · 2022-05-13T11:09:17Z

Seems like there hasn't been any objections since I left my last comment a month ago. Will update the branch, and merge after if CI passes.

adrinjalali · 2022-05-13T11:30:44Z

@jeremiedbb CI fails here.

lorentzenchr · 2022-05-13T11:57:41Z

+1 for this change. It is a step in the right direction! Thank @jeremiedbb for your effort!

jjerphan · 2022-05-16T10:09:13Z

29c12fe resolves the failing tests. Feel free to cherry-pick (I've tried to do a PR on top of the branch of this PR but I can't).

Thank you once again, @jeremiedbb. I am looking forward to the merge.

jeremiedbb · 2022-05-16T10:15:45Z

thanks @jjerphan. I was also looking at this :)
It actually needed a little bit more fixes. Should be ok now

jjerphan · 2022-05-16T11:29:08Z

I would wait for another 3rd approval before merging this one. What do you think, @adrinjalali?

adrinjalali · 2022-05-16T11:54:53Z

We also have @lorentzenchr 's +1 here. I think we can merge. I think there's been enough time to object if there were concerns.

lorentzenchr · 2022-05-16T16:03:56Z

How about opening a follow-up issue to track progress on the modules (making PARAM_VALIDATION_ESTIMATORS_TO_IGNORE smaller)?
Maybe also some PR/issue for the documentation?

* common parameter validation * black * cln * wip * wip * rework * renaming and cleaning * lint * re lint * cln * add tests * lint * make random_state constraint * lint * closed positional * increase coverage + validate constraints * exp typing * trigger ci ? * lint * cln * rev type hints * cln * interval closed kwarg only * address comments * address comments + more tests + cln + improve err msg * lint * cln * cln * address comments * address comments * lint * adapt or skip new estimators * lint Co-authored-by: Adrin Jalali <adrin.jalali@gmail.com>

…cSVM scikit-learn#24001) finish v1.2 deprecation of params kwargs in `.fit` of SVDD (similar to ocSVM scikit-learn#20843) removed SVDD param-validation exception from test_common.py since scikit-learn#23462 is go (scikit-learn#22722)

…cSVM scikit-learn#24001) finish v1.2 deprecation of params kwargs in `.fit` of SVDD (similar to ocSVM scikit-learn#20843) TST ensure SVDD passes param-validation test_common.py due to scikit-learn#23462 (scikit-learn#22722)

jeremiedbb added 2 commits March 7, 2022 16:55

common parameter validation

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Include entire range in check_scalar error message #22691

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Merge branch 'master' into common-check-params

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jjerphan changed the title ~~Common parameter validation~~ MAINT Common parameter validation Mar 11, 2022

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Use decorators for simple input validations #14721

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harupy mentioned this pull request May 17, 2022

Fix test_get_params_returns_dict_that_has_more_keys_than_max_params_tags_per_bat mlflow/mlflow#5886

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Make all estimators use _validate_params #23462

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MAINT validate parameter in KernelPCA #24020

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MAINT add parameters validation for SplineTransformer #24057

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MAINT Parameters validation for SpectralEmbedding #24103

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ENH Adding TypeError support to param validation #24327

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Make automatic validation for all scikit-learn public functions #24862

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[MNT] Diffprivlib 0.6.2 IBM/differential-privacy-library#77

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Encoders do not raise parameter Value Error at initialisation skrub-data/skrub#442

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API: consistency in input validation scipy/scipy#18972

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Document developer utils for parameter validation #27038

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Parameter Validation Documentation? #28903

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MAINT add parameter validation using BaseEstimator skrub-data/skrub#958

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MAINT Common parameter validation #22722

MAINT Common parameter validation #22722

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MAINT Common parameter validation #22722

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