236 lines
8.2 KiB
Python
236 lines
8.2 KiB
Python
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"""Truncated SVD for sparse matrices, aka latent semantic analysis (LSA).
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"""
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# Author: Lars Buitinck
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# Olivier Grisel <olivier.grisel@ensta.org>
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# Michael Becker <mike@beckerfuffle.com>
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# License: 3-clause BSD.
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import numpy as np
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import scipy.sparse as sp
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from scipy.sparse.linalg import svds
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from ..base import BaseEstimator, TransformerMixin
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from ..utils import check_array, check_random_state
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from ..utils.extmath import randomized_svd, safe_sparse_dot, svd_flip
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from ..utils.sparsefuncs import mean_variance_axis
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from ..utils.validation import _deprecate_positional_args
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from ..utils.validation import check_is_fitted
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__all__ = ["TruncatedSVD"]
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class TruncatedSVD(TransformerMixin, BaseEstimator):
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"""Dimensionality reduction using truncated SVD (aka LSA).
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This transformer performs linear dimensionality reduction by means of
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truncated singular value decomposition (SVD). Contrary to PCA, this
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estimator does not center the data before computing the singular value
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decomposition. This means it can work with sparse matrices
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efficiently.
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In particular, truncated SVD works on term count/tf-idf matrices as
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returned by the vectorizers in :mod:`sklearn.feature_extraction.text`. In
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that context, it is known as latent semantic analysis (LSA).
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This estimator supports two algorithms: a fast randomized SVD solver, and
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a "naive" algorithm that uses ARPACK as an eigensolver on `X * X.T` or
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`X.T * X`, whichever is more efficient.
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Read more in the :ref:`User Guide <LSA>`.
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Parameters
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----------
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n_components : int, default = 2
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Desired dimensionality of output data.
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Must be strictly less than the number of features.
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The default value is useful for visualisation. For LSA, a value of
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100 is recommended.
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algorithm : string, default = "randomized"
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SVD solver to use. Either "arpack" for the ARPACK wrapper in SciPy
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(scipy.sparse.linalg.svds), or "randomized" for the randomized
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algorithm due to Halko (2009).
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n_iter : int, optional (default 5)
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Number of iterations for randomized SVD solver. Not used by ARPACK. The
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default is larger than the default in
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:func:`~sklearn.utils.extmath.randomized_svd` to handle sparse
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matrices that may have large slowly decaying spectrum.
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random_state : int, RandomState instance, default=None
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Used during randomized svd. Pass an int for reproducible results across
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multiple function calls.
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See :term:`Glossary <random_state>`.
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tol : float, optional
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Tolerance for ARPACK. 0 means machine precision. Ignored by randomized
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SVD solver.
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Attributes
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----------
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components_ : array, shape (n_components, n_features)
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explained_variance_ : array, shape (n_components,)
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The variance of the training samples transformed by a projection to
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each component.
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explained_variance_ratio_ : array, shape (n_components,)
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Percentage of variance explained by each of the selected components.
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singular_values_ : array, shape (n_components,)
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The singular values corresponding to each of the selected components.
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The singular values are equal to the 2-norms of the ``n_components``
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variables in the lower-dimensional space.
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Examples
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--------
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>>> from sklearn.decomposition import TruncatedSVD
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>>> from scipy.sparse import random as sparse_random
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>>> from sklearn.random_projection import sparse_random_matrix
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>>> X = sparse_random(100, 100, density=0.01, format='csr',
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... random_state=42)
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>>> svd = TruncatedSVD(n_components=5, n_iter=7, random_state=42)
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>>> svd.fit(X)
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TruncatedSVD(n_components=5, n_iter=7, random_state=42)
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>>> print(svd.explained_variance_ratio_)
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[0.0646... 0.0633... 0.0639... 0.0535... 0.0406...]
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>>> print(svd.explained_variance_ratio_.sum())
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0.286...
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>>> print(svd.singular_values_)
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[1.553... 1.512... 1.510... 1.370... 1.199...]
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See also
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--------
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PCA
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References
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----------
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Finding structure with randomness: Stochastic algorithms for constructing
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approximate matrix decompositions
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Halko, et al., 2009 (arXiv:909) https://arxiv.org/pdf/0909.4061.pdf
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Notes
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-----
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SVD suffers from a problem called "sign indeterminacy", which means the
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sign of the ``components_`` and the output from transform depend on the
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algorithm and random state. To work around this, fit instances of this
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class to data once, then keep the instance around to do transformations.
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"""
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@_deprecate_positional_args
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def __init__(self, n_components=2, *, algorithm="randomized", n_iter=5,
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random_state=None, tol=0.):
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self.algorithm = algorithm
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self.n_components = n_components
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self.n_iter = n_iter
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self.random_state = random_state
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self.tol = tol
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def fit(self, X, y=None):
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"""Fit LSI model on training data X.
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Parameters
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----------
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X : {array-like, sparse matrix}, shape (n_samples, n_features)
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Training data.
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y : Ignored
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Returns
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-------
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self : object
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Returns the transformer object.
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"""
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self.fit_transform(X)
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return self
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def fit_transform(self, X, y=None):
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"""Fit LSI model to X and perform dimensionality reduction on X.
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Parameters
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----------
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X : {array-like, sparse matrix}, shape (n_samples, n_features)
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Training data.
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y : Ignored
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Returns
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-------
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X_new : array, shape (n_samples, n_components)
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Reduced version of X. This will always be a dense array.
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"""
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X = self._validate_data(X, accept_sparse=['csr', 'csc'],
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ensure_min_features=2)
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random_state = check_random_state(self.random_state)
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if self.algorithm == "arpack":
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U, Sigma, VT = svds(X, k=self.n_components, tol=self.tol)
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# svds doesn't abide by scipy.linalg.svd/randomized_svd
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# conventions, so reverse its outputs.
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Sigma = Sigma[::-1]
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U, VT = svd_flip(U[:, ::-1], VT[::-1])
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elif self.algorithm == "randomized":
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k = self.n_components
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n_features = X.shape[1]
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if k >= n_features:
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raise ValueError("n_components must be < n_features;"
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" got %d >= %d" % (k, n_features))
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U, Sigma, VT = randomized_svd(X, self.n_components,
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n_iter=self.n_iter,
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random_state=random_state)
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else:
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raise ValueError("unknown algorithm %r" % self.algorithm)
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self.components_ = VT
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# Calculate explained variance & explained variance ratio
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X_transformed = U * Sigma
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self.explained_variance_ = exp_var = np.var(X_transformed, axis=0)
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if sp.issparse(X):
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_, full_var = mean_variance_axis(X, axis=0)
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full_var = full_var.sum()
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else:
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full_var = np.var(X, axis=0).sum()
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self.explained_variance_ratio_ = exp_var / full_var
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self.singular_values_ = Sigma # Store the singular values.
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return X_transformed
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def transform(self, X):
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"""Perform dimensionality reduction on X.
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Parameters
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----------
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X : {array-like, sparse matrix}, shape (n_samples, n_features)
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New data.
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Returns
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-------
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X_new : array, shape (n_samples, n_components)
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Reduced version of X. This will always be a dense array.
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"""
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X = check_array(X, accept_sparse=['csr', 'csc'])
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check_is_fitted(self)
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return safe_sparse_dot(X, self.components_.T)
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def inverse_transform(self, X):
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"""Transform X back to its original space.
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Returns an array X_original whose transform would be X.
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Parameters
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----------
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X : array-like, shape (n_samples, n_components)
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New data.
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Returns
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-------
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X_original : array, shape (n_samples, n_features)
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Note that this is always a dense array.
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"""
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X = check_array(X)
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return np.dot(X, self.components_)
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