Fix tests

Author: kbattocchi

econml/tests/test_dml.py

@@ -34,18 +34,22 @@ class TestDML(unittest.TestCase):
 
     def test_cate_api(self):
         """Test that we correctly implement the CATE API."""
-        n = 20
+        n_c = 20  # number of rows for continuous models
+        n_d = 30  # number of rows for discrete models
 
-        def make_random(is_discrete, d):
+        def make_random(n, is_discrete, d):
             if d is None:
                 return None
             sz = (n, d) if d >= 0 else (n,)
             if is_discrete:
                 while True:
                     arr = np.random.choice(['a', 'b', 'c'], size=sz)
-                    # ensure that we've got at least two of every element
+                    # ensure that we've got at least 6 of every element
+                    # 2 outer splits, 3 inner splits when model_t is 'auto' and treatment is discrete
+                    # NOTE: this number may need to change if the default number of folds in
+                    #       WeightedStratifiedKFold changes
                     _, counts = np.unique(arr, return_counts=True)
-                    if len(counts) == 3 and counts.min() > 1:
+                    if len(counts) == 3 and counts.min() > 5:
                         return arr
             else:
                 return np.random.normal(size=sz)
@@ -55,7 +59,8 @@ def make_random(is_discrete, d):
                 for d_y in [3, 1, -1]:
                     for d_x in [2, None]:
                         for d_w in [2, None]:
-                            W, X, Y, T = [make_random(is_discrete, d)
+                            n = n_d if is_discrete else n_c
+                            W, X, Y, T = [make_random(n, is_discrete, d)
                                           for is_discrete, d in [(False, d_w),
                                                                  (False, d_x),
                                                                  (False, d_y),
@@ -699,7 +704,7 @@ def test_can_custom_splitter(self):
     def test_can_use_featurizer(self):
         "Test that we can use a featurizer, and that fit is only called during training"
         dml = LinearDMLCateEstimator(LinearRegression(), LinearRegression(),
-                                     fit_cate_intercept=False, featurizer=OneHotEncoder(n_values='auto', sparse=False))
+                                     fit_cate_intercept=False, featurizer=OneHotEncoder(sparse=False))
 
         T = np.tile([1, 2, 3], 6)
         Y = np.array([1, 2, 3, 1, 2, 3])

econml/tests/test_drlearner.py

@@ -713,7 +713,7 @@ def test_sparse(self):
         y_lower, y_upper = sparse_dml.effect_interval(x_test, T0=0, T1=1)
         in_CI = ((y_lower < true_eff) & (true_eff < y_upper))
         # Check that a majority of true effects lie in the 5-95% CI
-        self.assertTrue(in_CI.mean() > 0.8)
+        self.assertGreater(in_CI.mean(), 0.8)
 
     def _test_te(self, learner_instance, tol, te_type="const"):
         if te_type not in ["const", "heterogeneous"]:

econml/tests/test_orf.py

@@ -184,6 +184,20 @@ def test_effect_shape(self):
 
     def test_nuisance_model_has_weights(self):
         """Test whether the correct exception is being raised if model_final doesn't have weights."""
+
+        # Create a wrapper around Lasso that doesn't support weights
+        # since Lasso does natively support them starting in sklearn 0.23
+        class NoWeightModel:
+            def __init__(self):
+                self.model = Lasso()
+
+            def fit(self, X, y):
+                self.model.fit(X, y)
+                return self
+
+            def predict(self, X):
+                return self.model.predict(X)
+
         # Generate data with continuous treatments
         T = np.dot(TestOrthoForest.W[:, TestOrthoForest.support], TestOrthoForest.coefs_T) + \
             TestOrthoForest.eta_sample(TestOrthoForest.n)
@@ -192,14 +206,14 @@ def test_nuisance_model_has_weights(self):
             T * TE + TestOrthoForest.epsilon_sample(TestOrthoForest.n)
         # Instantiate model with most of the default parameters
         est = ContinuousTreatmentOrthoForest(n_jobs=4, n_trees=10,
-                                             model_T=Lasso(),
-                                             model_Y=Lasso())
+                                             model_T=NoWeightModel(),
+                                             model_Y=NoWeightModel())
         est.fit(Y=Y, T=T, X=TestOrthoForest.X, W=TestOrthoForest.W)
         weights_error_msg = (
             "Estimators of type {} do not accept weights. "
             "Consider using the class WeightedModelWrapper from econml.utilities to build a weighted model."
         )
-        self.assertRaisesRegexp(TypeError, weights_error_msg.format("Lasso"),
+        self.assertRaisesRegexp(TypeError, weights_error_msg.format("NoWeightModel"),
                                 est.effect, X=TestOrthoForest.X)
 
     def _test_te(self, learner_instance, expected_te, tol, treatment_type='continuous'):