[MRG + 1] ENH add check_inverse in FunctionTransformer (scikit-learn#9399)

* EHN add check_inverse in FunctionTransformer

* Add whats new entry and short narrative doc

* Sparse support

* better handle sparse data

* Address andreas comments

* PEP8

* Absolute tolerance default

* DOC fix docstring

* Remove random state and make check_inverse deterministic

* FIX remove random_state from init

* PEP8

* DOC motivation for the inverse

* make check_inverse=True default with a warning

* PEP8

* FIX get back X from check_array

* Andread comments

* Update whats new

* remove blank line

* joel s comments

* no check if one of forward or inverse not provided

* DOC fixes and example of filterwarnings

* DOC fix warningfiltering

* DOC fix merge error git

Author: glemaitre

doc/modules/preprocessing.rst

@@ -610,6 +610,15 @@ a transformer that applies a log transformation in a pipeline, do::
     array([[ 0.        ,  0.69314718],
            [ 1.09861229,  1.38629436]])
 
+You can ensure that ``func`` and ``inverse_func`` are the inverse of each other
+by setting ``check_inverse=True`` and calling ``fit`` before
+``transform``. Please note that a warning is raised and can be turned into an
+error with a ``filterwarnings``::
+
+  >>> import warnings
+  >>> warnings.filterwarnings("error", message=".*check_inverse*.",
+  ...                         category=UserWarning, append=False)
+
 For a full code example that demonstrates using a :class:`FunctionTransformer`
 to do custom feature selection,
 see :ref:`sphx_glr_auto_examples_preprocessing_plot_function_transformer.py`

doc/whats_new/v0.20.rst

@@ -40,7 +40,7 @@ Classifiers and regressors
 - Added :class:`naive_bayes.ComplementNB`, which implements the Complement
   Naive Bayes classifier described in Rennie et al. (2003).
   By :user:`Michael A. Alcorn <airalcorn2>`.
-  
+
 Model evaluation
 
 - Added the :func:`metrics.balanced_accuracy` metric and a corresponding
@@ -65,6 +65,11 @@ Classifiers and regressors
   :class:`sklearn.naive_bayes.GaussianNB` to give a precise control over
   variances calculation. :issue:`9681` by :user:`Dmitry Mottl <Mottl>`.
 
+- A parameter ``check_inverse`` was added to :class:`FunctionTransformer`
+  to ensure that ``func`` and ``inverse_func`` are the inverse of each
+  other.
+  :issue:`9399` by :user:`Guillaume Lemaitre <glemaitre>`.
+
 Model evaluation and meta-estimators
 
 - A scorer based on :func:`metrics.brier_score_loss` is also available.

sklearn/preprocessing/_function_transformer.py

@@ -2,6 +2,7 @@
 
 from ..base import BaseEstimator, TransformerMixin
 from ..utils import check_array
+from ..utils.testing import assert_allclose_dense_sparse
 from ..externals.six import string_types
 
 
@@ -19,8 +20,6 @@ class FunctionTransformer(BaseEstimator, TransformerMixin):
     function. This is useful for stateless transformations such as taking the
     log of frequencies, doing custom scaling, etc.
 
-    A FunctionTransformer will not do any checks on its function's output.
-
     Note: If a lambda is used as the function, then the resulting
     transformer will not be pickleable.
 
@@ -59,6 +58,13 @@ class FunctionTransformer(BaseEstimator, TransformerMixin):
 
         .. deprecated::0.19
 
+    check_inverse : bool, default=True
+       Whether to check that or ``func`` followed by ``inverse_func`` leads to
+       the original inputs. It can be used for a sanity check, raising a
+       warning when the condition is not fulfilled.
+
+       .. versionadded:: 0.20
+
     kw_args : dict, optional
         Dictionary of additional keyword arguments to pass to func.
 
@@ -67,16 +73,30 @@ class FunctionTransformer(BaseEstimator, TransformerMixin):
 
     """
     def __init__(self, func=None, inverse_func=None, validate=True,
-                 accept_sparse=False, pass_y='deprecated',
+                 accept_sparse=False, pass_y='deprecated', check_inverse=True,
                  kw_args=None, inv_kw_args=None):
         self.func = func
         self.inverse_func = inverse_func
         self.validate = validate
         self.accept_sparse = accept_sparse
         self.pass_y = pass_y
+        self.check_inverse = check_inverse
         self.kw_args = kw_args
         self.inv_kw_args = inv_kw_args
 
+    def _check_inverse_transform(self, X):
+        """Check that func and inverse_func are the inverse."""
+        idx_selected = slice(None, None, max(1, X.shape[0] // 100))
+        try:
+            assert_allclose_dense_sparse(
+                X[idx_selected],
+                self.inverse_transform(self.transform(X[idx_selected])))
+        except AssertionError:
+            warnings.warn("The provided functions are not strictly"
+                          " inverse of each other. If you are sure you"
+                          " want to proceed regardless, set"
+                          " 'check_inverse=False'.", UserWarning)
+
     def fit(self, X, y=None):
         """Fit transformer by checking X.
 
@@ -92,7 +112,10 @@ def fit(self, X, y=None):
         self
         """
         if self.validate:
-            check_array(X, self.accept_sparse)
+            X = check_array(X, self.accept_sparse)
+        if (self.check_inverse and not (self.func is None or
+                                        self.inverse_func is None)):
+            self._check_inverse_transform(X)
         return self
 
     def transform(self, X, y='deprecated'):

sklearn/preprocessing/tests/test_function_transformer.py

@@ -1,8 +1,10 @@
 import numpy as np
+from scipy import sparse
 
 from sklearn.preprocessing import FunctionTransformer
-from sklearn.utils.testing import assert_equal, assert_array_equal
-from sklearn.utils.testing import assert_warns_message
+from sklearn.utils.testing import (assert_equal, assert_array_equal,
+                                   assert_allclose_dense_sparse)
+from sklearn.utils.testing import assert_warns_message, assert_no_warnings
 
 
 def _make_func(args_store, kwargs_store, func=lambda X, *a, **k: X):
@@ -126,3 +128,43 @@ def test_inverse_transform():
         F.inverse_transform(F.transform(X)),
         np.around(np.sqrt(X), decimals=3),
     )
+
+
+def test_check_inverse():
+    X_dense = np.array([1, 4, 9, 16], dtype=np.float64).reshape((2, 2))
+
+    X_list = [X_dense,
+              sparse.csr_matrix(X_dense),
+              sparse.csc_matrix(X_dense)]
+
+    for X in X_list:
+        if sparse.issparse(X):
+            accept_sparse = True
+        else:
+            accept_sparse = False
+        trans = FunctionTransformer(func=np.sqrt,
+                                    inverse_func=np.around,
+                                    accept_sparse=accept_sparse,
+                                    check_inverse=True)
+        assert_warns_message(UserWarning,
+                             "The provided functions are not strictly"
+                             " inverse of each other. If you are sure you"
+                             " want to proceed regardless, set"
+                             " 'check_inverse=False'.",
+                             trans.fit, X)
+
+        trans = FunctionTransformer(func=np.expm1,
+                                    inverse_func=np.log1p,
+                                    accept_sparse=accept_sparse,
+                                    check_inverse=True)
+        Xt = assert_no_warnings(trans.fit_transform, X)
+        assert_allclose_dense_sparse(X, trans.inverse_transform(Xt))
+
+    # check that we don't check inverse when one of the func or inverse is not
+    # provided.
+    trans = FunctionTransformer(func=np.expm1, inverse_func=None,
+                                check_inverse=True)
+    assert_no_warnings(trans.fit, X_dense)
+    trans = FunctionTransformer(func=None, inverse_func=np.expm1,
+                                check_inverse=True)
+    assert_no_warnings(trans.fit, X_dense)