225 lines
8.1 KiB
Python
225 lines
8.1 KiB
Python
|
# Author: Vlad Niculae
|
||
|
|
# License: BSD 3 clause
|
||
|
|
|
||
|
|
import sys
|
||
|
|
import pytest
|
||
|
|
|
||
|
|
import numpy as np
|
||
|
|
|
||
|
|
from sklearn.utils._testing import assert_array_almost_equal
|
||
|
|
from sklearn.utils._testing import assert_allclose
|
||
|
|
from sklearn.utils._testing import if_safe_multiprocessing_with_blas
|
||
|
|
|
||
|
|
from sklearn.decomposition import SparsePCA, MiniBatchSparsePCA, PCA
|
||
|
|
from sklearn.utils import check_random_state
|
||
|
|
|
||
|
|
def generate_toy_data(n_components, n_samples, image_size, random_state=None):
|
||
|
|
n_features = image_size[0] * image_size[1]
|
||
|
|
|
||
|
|
rng = check_random_state(random_state)
|
||
|
|
U = rng.randn(n_samples, n_components)
|
||
|
|
V = rng.randn(n_components, n_features)
|
||
|
|
|
||
|
|
centers = [(3, 3), (6, 7), (8, 1)]
|
||
|
|
sz = [1, 2, 1]
|
||
|
|
for k in range(n_components):
|
||
|
|
img = np.zeros(image_size)
|
||
|
|
xmin, xmax = centers[k][0] - sz[k], centers[k][0] + sz[k]
|
||
|
|
ymin, ymax = centers[k][1] - sz[k], centers[k][1] + sz[k]
|
||
|
|
img[xmin:xmax][:, ymin:ymax] = 1.0
|
||
|
|
V[k, :] = img.ravel()
|
||
|
|
|
||
|
|
# Y is defined by : Y = UV + noise
|
||
|
|
Y = np.dot(U, V)
|
||
|
|
Y += 0.1 * rng.randn(Y.shape[0], Y.shape[1]) # Add noise
|
||
|
|
return Y, U, V
|
||
|
|
|
||
|
|
# SparsePCA can be a bit slow. To avoid having test times go up, we
|
||
|
|
# test different aspects of the code in the same test
|
||
|
|
|
||
|
|
|
||
|
|
def test_correct_shapes():
|
||
|
|
rng = np.random.RandomState(0)
|
||
|
|
X = rng.randn(12, 10)
|
||
|
|
spca = SparsePCA(n_components=8, random_state=rng)
|
||
|
|
U = spca.fit_transform(X)
|
||
|
|
assert spca.components_.shape == (8, 10)
|
||
|
|
assert U.shape == (12, 8)
|
||
|
|
# test overcomplete decomposition
|
||
|
|
spca = SparsePCA(n_components=13, random_state=rng)
|
||
|
|
U = spca.fit_transform(X)
|
||
|
|
assert spca.components_.shape == (13, 10)
|
||
|
|
assert U.shape == (12, 13)
|
||
|
|
|
||
|
|
|
||
|
|
def test_fit_transform():
|
||
|
|
alpha = 1
|
||
|
|
rng = np.random.RandomState(0)
|
||
|
|
Y, _, _ = generate_toy_data(3, 10, (8, 8), random_state=rng) # wide array
|
||
|
|
spca_lars = SparsePCA(n_components=3, method='lars', alpha=alpha,
|
||
|
|
random_state=0)
|
||
|
|
spca_lars.fit(Y)
|
||
|
|
|
||
|
|
# Test that CD gives similar results
|
||
|
|
spca_lasso = SparsePCA(n_components=3, method='cd', random_state=0,
|
||
|
|
alpha=alpha)
|
||
|
|
spca_lasso.fit(Y)
|
||
|
|
assert_array_almost_equal(spca_lasso.components_, spca_lars.components_)
|
||
|
|
|
||
|
|
|
||
|
|
@if_safe_multiprocessing_with_blas
|
||
|
|
def test_fit_transform_parallel():
|
||
|
|
alpha = 1
|
||
|
|
rng = np.random.RandomState(0)
|
||
|
|
Y, _, _ = generate_toy_data(3, 10, (8, 8), random_state=rng) # wide array
|
||
|
|
spca_lars = SparsePCA(n_components=3, method='lars', alpha=alpha,
|
||
|
|
random_state=0)
|
||
|
|
spca_lars.fit(Y)
|
||
|
|
U1 = spca_lars.transform(Y)
|
||
|
|
# Test multiple CPUs
|
||
|
|
spca = SparsePCA(n_components=3, n_jobs=2, method='lars', alpha=alpha,
|
||
|
|
random_state=0).fit(Y)
|
||
|
|
U2 = spca.transform(Y)
|
||
|
|
assert not np.all(spca_lars.components_ == 0)
|
||
|
|
assert_array_almost_equal(U1, U2)
|
||
|
|
|
||
|
|
|
||
|
|
def test_transform_nan():
|
||
|
|
# Test that SparsePCA won't return NaN when there is 0 feature in all
|
||
|
|
# samples.
|
||
|
|
rng = np.random.RandomState(0)
|
||
|
|
Y, _, _ = generate_toy_data(3, 10, (8, 8), random_state=rng) # wide array
|
||
|
|
Y[:, 0] = 0
|
||
|
|
estimator = SparsePCA(n_components=8)
|
||
|
|
assert not np.any(np.isnan(estimator.fit_transform(Y)))
|
||
|
|
|
||
|
|
|
||
|
|
def test_fit_transform_tall():
|
||
|
|
rng = np.random.RandomState(0)
|
||
|
|
Y, _, _ = generate_toy_data(3, 65, (8, 8), random_state=rng) # tall array
|
||
|
|
spca_lars = SparsePCA(n_components=3, method='lars', random_state=rng)
|
||
|
|
U1 = spca_lars.fit_transform(Y)
|
||
|
|
spca_lasso = SparsePCA(n_components=3, method='cd', random_state=rng)
|
||
|
|
U2 = spca_lasso.fit(Y).transform(Y)
|
||
|
|
assert_array_almost_equal(U1, U2)
|
||
|
|
|
||
|
|
|
||
|
|
def test_initialization():
|
||
|
|
rng = np.random.RandomState(0)
|
||
|
|
U_init = rng.randn(5, 3)
|
||
|
|
V_init = rng.randn(3, 4)
|
||
|
|
model = SparsePCA(n_components=3, U_init=U_init, V_init=V_init, max_iter=0,
|
||
|
|
random_state=rng)
|
||
|
|
model.fit(rng.randn(5, 4))
|
||
|
|
assert_allclose(model.components_,
|
||
|
|
V_init / np.linalg.norm(V_init, axis=1)[:, None])
|
||
|
|
|
||
|
|
|
||
|
|
def test_mini_batch_correct_shapes():
|
||
|
|
rng = np.random.RandomState(0)
|
||
|
|
X = rng.randn(12, 10)
|
||
|
|
pca = MiniBatchSparsePCA(n_components=8, random_state=rng)
|
||
|
|
U = pca.fit_transform(X)
|
||
|
|
assert pca.components_.shape == (8, 10)
|
||
|
|
assert U.shape == (12, 8)
|
||
|
|
# test overcomplete decomposition
|
||
|
|
pca = MiniBatchSparsePCA(n_components=13, random_state=rng)
|
||
|
|
U = pca.fit_transform(X)
|
||
|
|
assert pca.components_.shape == (13, 10)
|
||
|
|
assert U.shape == (12, 13)
|
||
|
|
|
||
|
|
|
||
|
|
# XXX: test always skipped
|
||
|
|
@pytest.mark.skipif(True, reason="skipping mini_batch_fit_transform.")
|
||
|
|
def test_mini_batch_fit_transform():
|
||
|
|
alpha = 1
|
||
|
|
rng = np.random.RandomState(0)
|
||
|
|
Y, _, _ = generate_toy_data(3, 10, (8, 8), random_state=rng) # wide array
|
||
|
|
spca_lars = MiniBatchSparsePCA(n_components=3, random_state=0,
|
||
|
|
alpha=alpha).fit(Y)
|
||
|
|
U1 = spca_lars.transform(Y)
|
||
|
|
# Test multiple CPUs
|
||
|
|
if sys.platform == 'win32': # fake parallelism for win32
|
||
|
|
import joblib
|
||
|
|
_mp = joblib.parallel.multiprocessing
|
||
|
|
joblib.parallel.multiprocessing = None
|
||
|
|
try:
|
||
|
|
spca = MiniBatchSparsePCA(n_components=3, n_jobs=2, alpha=alpha,
|
||
|
|
random_state=0)
|
||
|
|
U2 = spca.fit(Y).transform(Y)
|
||
|
|
finally:
|
||
|
|
joblib.parallel.multiprocessing = _mp
|
||
|
|
else: # we can efficiently use parallelism
|
||
|
|
spca = MiniBatchSparsePCA(n_components=3, n_jobs=2, alpha=alpha,
|
||
|
|
random_state=0)
|
||
|
|
U2 = spca.fit(Y).transform(Y)
|
||
|
|
assert not np.all(spca_lars.components_ == 0)
|
||
|
|
assert_array_almost_equal(U1, U2)
|
||
|
|
# Test that CD gives similar results
|
||
|
|
spca_lasso = MiniBatchSparsePCA(n_components=3, method='cd', alpha=alpha,
|
||
|
|
random_state=0).fit(Y)
|
||
|
|
assert_array_almost_equal(spca_lasso.components_, spca_lars.components_)
|
||
|
|
|
||
|
|
|
||
|
|
def test_scaling_fit_transform():
|
||
|
|
alpha = 1
|
||
|
|
rng = np.random.RandomState(0)
|
||
|
|
Y, _, _ = generate_toy_data(3, 1000, (8, 8), random_state=rng)
|
||
|
|
spca_lars = SparsePCA(n_components=3, method='lars', alpha=alpha,
|
||
|
|
random_state=rng)
|
||
|
|
results_train = spca_lars.fit_transform(Y)
|
||
|
|
results_test = spca_lars.transform(Y[:10])
|
||
|
|
assert_allclose(results_train[0], results_test[0])
|
||
|
|
|
||
|
|
|
||
|
|
def test_pca_vs_spca():
|
||
|
|
rng = np.random.RandomState(0)
|
||
|
|
Y, _, _ = generate_toy_data(3, 1000, (8, 8), random_state=rng)
|
||
|
|
Z, _, _ = generate_toy_data(3, 10, (8, 8), random_state=rng)
|
||
|
|
spca = SparsePCA(alpha=0, ridge_alpha=0, n_components=2)
|
||
|
|
pca = PCA(n_components=2)
|
||
|
|
pca.fit(Y)
|
||
|
|
spca.fit(Y)
|
||
|
|
results_test_pca = pca.transform(Z)
|
||
|
|
results_test_spca = spca.transform(Z)
|
||
|
|
assert_allclose(np.abs(spca.components_.dot(pca.components_.T)),
|
||
|
|
np.eye(2), atol=1e-5)
|
||
|
|
results_test_pca *= np.sign(results_test_pca[0, :])
|
||
|
|
results_test_spca *= np.sign(results_test_spca[0, :])
|
||
|
|
assert_allclose(results_test_pca, results_test_spca)
|
||
|
|
|
||
|
|
|
||
|
|
@pytest.mark.parametrize("spca", [SparsePCA, MiniBatchSparsePCA])
|
||
|
|
def test_spca_deprecation_warning(spca):
|
||
|
|
rng = np.random.RandomState(0)
|
||
|
|
Y, _, _ = generate_toy_data(3, 10, (8, 8), random_state=rng)
|
||
|
|
|
||
|
|
warn_msg = "'normalize_components' has been deprecated in 0.22"
|
||
|
|
with pytest.warns(FutureWarning, match=warn_msg):
|
||
|
|
spca(normalize_components=True).fit(Y)
|
||
|
|
|
||
|
|
|
||
|
|
@pytest.mark.parametrize("spca", [SparsePCA, MiniBatchSparsePCA])
|
||
|
|
def test_spca_error_unormalized_components(spca):
|
||
|
|
rng = np.random.RandomState(0)
|
||
|
|
Y, _, _ = generate_toy_data(3, 10, (8, 8), random_state=rng)
|
||
|
|
|
||
|
|
err_msg = "normalize_components=False is not supported starting "
|
||
|
|
with pytest.raises(NotImplementedError, match=err_msg):
|
||
|
|
spca(normalize_components=False).fit(Y)
|
||
|
|
|
||
|
|
|
||
|
|
@pytest.mark.parametrize("SPCA", [SparsePCA, MiniBatchSparsePCA])
|
||
|
|
@pytest.mark.parametrize("n_components", [None, 3])
|
||
|
|
def test_spca_n_components_(SPCA, n_components):
|
||
|
|
rng = np.random.RandomState(0)
|
||
|
|
n_samples, n_features = 12, 10
|
||
|
|
X = rng.randn(n_samples, n_features)
|
||
|
|
|
||
|
|
model = SPCA(n_components=n_components).fit(X)
|
||
|
|
|
||
|
|
if n_components is not None:
|
||
|
|
assert model.n_components_ == n_components
|
||
|
|
else:
|
||
|
|
assert model.n_components_ == n_features
|