Upload edit\Qwen3-TTS-test\.venv\Lib\site-packages\sklearn\decomposition\tests\test_pca.py with huggingface_hub
Browse files
edit//Qwen3-TTS-test//.venv//Lib//site-packages//sklearn//decomposition//tests//test_pca.py
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|
| 1 |
+
import os
|
| 2 |
+
import re
|
| 3 |
+
import warnings
|
| 4 |
+
|
| 5 |
+
import numpy as np
|
| 6 |
+
import pytest
|
| 7 |
+
import scipy as sp
|
| 8 |
+
from numpy.testing import assert_array_equal
|
| 9 |
+
|
| 10 |
+
from sklearn import config_context, datasets
|
| 11 |
+
from sklearn.base import clone
|
| 12 |
+
from sklearn.datasets import load_iris, make_classification, make_low_rank_matrix
|
| 13 |
+
from sklearn.decomposition import PCA
|
| 14 |
+
from sklearn.decomposition._pca import _assess_dimension, _infer_dimension
|
| 15 |
+
from sklearn.utils._array_api import (
|
| 16 |
+
_atol_for_type,
|
| 17 |
+
_convert_to_numpy,
|
| 18 |
+
_get_namespace_device_dtype_ids,
|
| 19 |
+
yield_namespace_device_dtype_combinations,
|
| 20 |
+
)
|
| 21 |
+
from sklearn.utils._array_api import device as array_device
|
| 22 |
+
from sklearn.utils._test_common.instance_generator import _get_check_estimator_ids
|
| 23 |
+
from sklearn.utils._testing import _array_api_for_tests, assert_allclose
|
| 24 |
+
from sklearn.utils.estimator_checks import (
|
| 25 |
+
check_array_api_input_and_values,
|
| 26 |
+
)
|
| 27 |
+
from sklearn.utils.fixes import CSC_CONTAINERS, CSR_CONTAINERS
|
| 28 |
+
|
| 29 |
+
iris = datasets.load_iris()
|
| 30 |
+
PCA_SOLVERS = ["full", "covariance_eigh", "arpack", "randomized", "auto"]
|
| 31 |
+
|
| 32 |
+
# `SPARSE_M` and `SPARSE_N` could be larger, but be aware:
|
| 33 |
+
# * SciPy's generation of random sparse matrix can be costly
|
| 34 |
+
# * A (SPARSE_M, SPARSE_N) dense array is allocated to compare against
|
| 35 |
+
SPARSE_M, SPARSE_N = 1000, 300 # arbitrary
|
| 36 |
+
SPARSE_MAX_COMPONENTS = min(SPARSE_M, SPARSE_N)
|
| 37 |
+
|
| 38 |
+
|
| 39 |
+
def _check_fitted_pca_close(pca1, pca2, rtol=1e-7, atol=1e-12):
|
| 40 |
+
assert_allclose(pca1.components_, pca2.components_, rtol=rtol, atol=atol)
|
| 41 |
+
assert_allclose(
|
| 42 |
+
pca1.explained_variance_, pca2.explained_variance_, rtol=rtol, atol=atol
|
| 43 |
+
)
|
| 44 |
+
assert_allclose(pca1.singular_values_, pca2.singular_values_, rtol=rtol, atol=atol)
|
| 45 |
+
assert_allclose(pca1.mean_, pca2.mean_, rtol=rtol, atol=atol)
|
| 46 |
+
assert_allclose(pca1.noise_variance_, pca2.noise_variance_, rtol=rtol, atol=atol)
|
| 47 |
+
|
| 48 |
+
assert pca1.n_components_ == pca2.n_components_
|
| 49 |
+
assert pca1.n_samples_ == pca2.n_samples_
|
| 50 |
+
assert pca1.n_features_in_ == pca2.n_features_in_
|
| 51 |
+
|
| 52 |
+
|
| 53 |
+
@pytest.mark.parametrize("svd_solver", PCA_SOLVERS)
|
| 54 |
+
@pytest.mark.parametrize("n_components", range(1, iris.data.shape[1]))
|
| 55 |
+
def test_pca(svd_solver, n_components):
|
| 56 |
+
X = iris.data
|
| 57 |
+
pca = PCA(n_components=n_components, svd_solver=svd_solver)
|
| 58 |
+
|
| 59 |
+
# check the shape of fit.transform
|
| 60 |
+
X_r = pca.fit(X).transform(X)
|
| 61 |
+
assert X_r.shape[1] == n_components
|
| 62 |
+
|
| 63 |
+
# check the equivalence of fit.transform and fit_transform
|
| 64 |
+
X_r2 = pca.fit_transform(X)
|
| 65 |
+
assert_allclose(X_r, X_r2)
|
| 66 |
+
X_r = pca.transform(X)
|
| 67 |
+
assert_allclose(X_r, X_r2)
|
| 68 |
+
|
| 69 |
+
# Test get_covariance and get_precision
|
| 70 |
+
cov = pca.get_covariance()
|
| 71 |
+
precision = pca.get_precision()
|
| 72 |
+
assert_allclose(np.dot(cov, precision), np.eye(X.shape[1]), atol=1e-12)
|
| 73 |
+
|
| 74 |
+
|
| 75 |
+
@pytest.mark.parametrize("density", [0.01, 0.1, 0.30])
|
| 76 |
+
@pytest.mark.parametrize("n_components", [1, 2, 10])
|
| 77 |
+
@pytest.mark.parametrize("sparse_container", CSR_CONTAINERS + CSC_CONTAINERS)
|
| 78 |
+
@pytest.mark.parametrize("svd_solver", ["arpack", "covariance_eigh"])
|
| 79 |
+
@pytest.mark.parametrize("scale", [1, 10, 100])
|
| 80 |
+
def test_pca_sparse(
|
| 81 |
+
global_random_seed, svd_solver, sparse_container, n_components, density, scale
|
| 82 |
+
):
|
| 83 |
+
"""Check that the results are the same for sparse and dense input."""
|
| 84 |
+
|
| 85 |
+
# Set atol in addition of the default rtol to account for the very wide range of
|
| 86 |
+
# result values (1e-8 to 1e0).
|
| 87 |
+
atol = 1e-12
|
| 88 |
+
transform_atol = 1e-10
|
| 89 |
+
|
| 90 |
+
random_state = np.random.default_rng(global_random_seed)
|
| 91 |
+
X = sparse_container(
|
| 92 |
+
sp.sparse.random(
|
| 93 |
+
SPARSE_M,
|
| 94 |
+
SPARSE_N,
|
| 95 |
+
random_state=random_state,
|
| 96 |
+
density=density,
|
| 97 |
+
)
|
| 98 |
+
)
|
| 99 |
+
# Scale the data + vary the column means
|
| 100 |
+
scale_vector = random_state.random(X.shape[1]) * scale
|
| 101 |
+
X = X.multiply(scale_vector)
|
| 102 |
+
|
| 103 |
+
pca = PCA(
|
| 104 |
+
n_components=n_components,
|
| 105 |
+
svd_solver=svd_solver,
|
| 106 |
+
random_state=global_random_seed,
|
| 107 |
+
)
|
| 108 |
+
pca.fit(X)
|
| 109 |
+
|
| 110 |
+
Xd = X.toarray()
|
| 111 |
+
pcad = PCA(
|
| 112 |
+
n_components=n_components,
|
| 113 |
+
svd_solver=svd_solver,
|
| 114 |
+
random_state=global_random_seed,
|
| 115 |
+
)
|
| 116 |
+
pcad.fit(Xd)
|
| 117 |
+
|
| 118 |
+
# Fitted attributes equality
|
| 119 |
+
_check_fitted_pca_close(pca, pcad, atol=atol)
|
| 120 |
+
|
| 121 |
+
# Test transform
|
| 122 |
+
X2 = sparse_container(
|
| 123 |
+
sp.sparse.random(
|
| 124 |
+
SPARSE_M,
|
| 125 |
+
SPARSE_N,
|
| 126 |
+
random_state=random_state,
|
| 127 |
+
density=density,
|
| 128 |
+
)
|
| 129 |
+
)
|
| 130 |
+
X2d = X2.toarray()
|
| 131 |
+
|
| 132 |
+
assert_allclose(pca.transform(X2), pca.transform(X2d), atol=transform_atol)
|
| 133 |
+
assert_allclose(pca.transform(X2), pcad.transform(X2d), atol=transform_atol)
|
| 134 |
+
|
| 135 |
+
|
| 136 |
+
@pytest.mark.parametrize("sparse_container", CSR_CONTAINERS + CSC_CONTAINERS)
|
| 137 |
+
def test_pca_sparse_fit_transform(global_random_seed, sparse_container):
|
| 138 |
+
random_state = np.random.default_rng(global_random_seed)
|
| 139 |
+
X = sparse_container(
|
| 140 |
+
sp.sparse.random(
|
| 141 |
+
SPARSE_M,
|
| 142 |
+
SPARSE_N,
|
| 143 |
+
random_state=random_state,
|
| 144 |
+
density=0.01,
|
| 145 |
+
)
|
| 146 |
+
)
|
| 147 |
+
X2 = sparse_container(
|
| 148 |
+
sp.sparse.random(
|
| 149 |
+
SPARSE_M,
|
| 150 |
+
SPARSE_N,
|
| 151 |
+
random_state=random_state,
|
| 152 |
+
density=0.01,
|
| 153 |
+
)
|
| 154 |
+
)
|
| 155 |
+
|
| 156 |
+
pca_fit = PCA(n_components=10, svd_solver="arpack", random_state=global_random_seed)
|
| 157 |
+
pca_fit_transform = PCA(
|
| 158 |
+
n_components=10, svd_solver="arpack", random_state=global_random_seed
|
| 159 |
+
)
|
| 160 |
+
|
| 161 |
+
pca_fit.fit(X)
|
| 162 |
+
transformed_X = pca_fit_transform.fit_transform(X)
|
| 163 |
+
|
| 164 |
+
_check_fitted_pca_close(pca_fit, pca_fit_transform)
|
| 165 |
+
assert_allclose(transformed_X, pca_fit_transform.transform(X))
|
| 166 |
+
assert_allclose(transformed_X, pca_fit.transform(X))
|
| 167 |
+
assert_allclose(pca_fit.transform(X2), pca_fit_transform.transform(X2))
|
| 168 |
+
|
| 169 |
+
|
| 170 |
+
@pytest.mark.parametrize("svd_solver", ["randomized", "full"])
|
| 171 |
+
@pytest.mark.parametrize("sparse_container", CSR_CONTAINERS + CSC_CONTAINERS)
|
| 172 |
+
def test_sparse_pca_solver_error(global_random_seed, svd_solver, sparse_container):
|
| 173 |
+
random_state = np.random.RandomState(global_random_seed)
|
| 174 |
+
X = sparse_container(
|
| 175 |
+
sp.sparse.random(
|
| 176 |
+
SPARSE_M,
|
| 177 |
+
SPARSE_N,
|
| 178 |
+
random_state=random_state,
|
| 179 |
+
)
|
| 180 |
+
)
|
| 181 |
+
pca = PCA(n_components=30, svd_solver=svd_solver)
|
| 182 |
+
error_msg_pattern = (
|
| 183 |
+
'PCA only support sparse inputs with the "arpack" and "covariance_eigh"'
|
| 184 |
+
f' solvers, while "{svd_solver}" was passed'
|
| 185 |
+
)
|
| 186 |
+
with pytest.raises(TypeError, match=error_msg_pattern):
|
| 187 |
+
pca.fit(X)
|
| 188 |
+
|
| 189 |
+
|
| 190 |
+
@pytest.mark.parametrize("sparse_container", CSR_CONTAINERS + CSC_CONTAINERS)
|
| 191 |
+
def test_sparse_pca_auto_arpack_singluar_values_consistency(
|
| 192 |
+
global_random_seed, sparse_container
|
| 193 |
+
):
|
| 194 |
+
"""Check that "auto" and "arpack" solvers are equivalent for sparse inputs."""
|
| 195 |
+
random_state = np.random.RandomState(global_random_seed)
|
| 196 |
+
X = sparse_container(
|
| 197 |
+
sp.sparse.random(
|
| 198 |
+
SPARSE_M,
|
| 199 |
+
SPARSE_N,
|
| 200 |
+
random_state=random_state,
|
| 201 |
+
)
|
| 202 |
+
)
|
| 203 |
+
pca_arpack = PCA(n_components=10, svd_solver="arpack").fit(X)
|
| 204 |
+
pca_auto = PCA(n_components=10, svd_solver="auto").fit(X)
|
| 205 |
+
assert_allclose(pca_arpack.singular_values_, pca_auto.singular_values_, rtol=5e-3)
|
| 206 |
+
|
| 207 |
+
|
| 208 |
+
def test_no_empty_slice_warning():
|
| 209 |
+
# test if we avoid numpy warnings for computing over empty arrays
|
| 210 |
+
n_components = 10
|
| 211 |
+
n_features = n_components + 2 # anything > n_comps triggered it in 0.16
|
| 212 |
+
X = np.random.uniform(-1, 1, size=(n_components, n_features))
|
| 213 |
+
pca = PCA(n_components=n_components)
|
| 214 |
+
with warnings.catch_warnings():
|
| 215 |
+
warnings.simplefilter("error", RuntimeWarning)
|
| 216 |
+
pca.fit(X)
|
| 217 |
+
|
| 218 |
+
|
| 219 |
+
@pytest.mark.parametrize("copy", [True, False])
|
| 220 |
+
@pytest.mark.parametrize("solver", PCA_SOLVERS)
|
| 221 |
+
def test_whitening(solver, copy):
|
| 222 |
+
# Check that PCA output has unit-variance
|
| 223 |
+
rng = np.random.RandomState(0)
|
| 224 |
+
n_samples = 100
|
| 225 |
+
n_features = 80
|
| 226 |
+
n_components = 30
|
| 227 |
+
rank = 50
|
| 228 |
+
|
| 229 |
+
# some low rank data with correlated features
|
| 230 |
+
X = np.dot(
|
| 231 |
+
rng.randn(n_samples, rank),
|
| 232 |
+
np.dot(np.diag(np.linspace(10.0, 1.0, rank)), rng.randn(rank, n_features)),
|
| 233 |
+
)
|
| 234 |
+
# the component-wise variance of the first 50 features is 3 times the
|
| 235 |
+
# mean component-wise variance of the remaining 30 features
|
| 236 |
+
X[:, :50] *= 3
|
| 237 |
+
|
| 238 |
+
assert X.shape == (n_samples, n_features)
|
| 239 |
+
|
| 240 |
+
# the component-wise variance is thus highly varying:
|
| 241 |
+
assert X.std(axis=0).std() > 43.8
|
| 242 |
+
|
| 243 |
+
# whiten the data while projecting to the lower dim subspace
|
| 244 |
+
X_ = X.copy() # make sure we keep an original across iterations.
|
| 245 |
+
pca = PCA(
|
| 246 |
+
n_components=n_components,
|
| 247 |
+
whiten=True,
|
| 248 |
+
copy=copy,
|
| 249 |
+
svd_solver=solver,
|
| 250 |
+
random_state=0,
|
| 251 |
+
iterated_power=7,
|
| 252 |
+
)
|
| 253 |
+
# test fit_transform
|
| 254 |
+
X_whitened = pca.fit_transform(X_.copy())
|
| 255 |
+
assert X_whitened.shape == (n_samples, n_components)
|
| 256 |
+
X_whitened2 = pca.transform(X_)
|
| 257 |
+
assert_allclose(X_whitened, X_whitened2, rtol=5e-4)
|
| 258 |
+
|
| 259 |
+
assert_allclose(X_whitened.std(ddof=1, axis=0), np.ones(n_components))
|
| 260 |
+
assert_allclose(X_whitened.mean(axis=0), np.zeros(n_components), atol=1e-12)
|
| 261 |
+
|
| 262 |
+
X_ = X.copy()
|
| 263 |
+
pca = PCA(
|
| 264 |
+
n_components=n_components, whiten=False, copy=copy, svd_solver=solver
|
| 265 |
+
).fit(X_.copy())
|
| 266 |
+
X_unwhitened = pca.transform(X_)
|
| 267 |
+
assert X_unwhitened.shape == (n_samples, n_components)
|
| 268 |
+
|
| 269 |
+
# in that case the output components still have varying variances
|
| 270 |
+
assert X_unwhitened.std(axis=0).std() == pytest.approx(74.1, rel=1e-1)
|
| 271 |
+
# we always center, so no test for non-centering.
|
| 272 |
+
|
| 273 |
+
|
| 274 |
+
@pytest.mark.parametrize(
|
| 275 |
+
"other_svd_solver", sorted(list(set(PCA_SOLVERS) - {"full", "auto"}))
|
| 276 |
+
)
|
| 277 |
+
@pytest.mark.parametrize("data_shape", ["tall", "wide"])
|
| 278 |
+
@pytest.mark.parametrize("rank_deficient", [False, True])
|
| 279 |
+
@pytest.mark.parametrize("whiten", [False, True])
|
| 280 |
+
def test_pca_solver_equivalence(
|
| 281 |
+
other_svd_solver,
|
| 282 |
+
data_shape,
|
| 283 |
+
rank_deficient,
|
| 284 |
+
whiten,
|
| 285 |
+
global_random_seed,
|
| 286 |
+
global_dtype,
|
| 287 |
+
):
|
| 288 |
+
if data_shape == "tall":
|
| 289 |
+
n_samples, n_features = 100, 30
|
| 290 |
+
else:
|
| 291 |
+
n_samples, n_features = 30, 100
|
| 292 |
+
n_samples_test = 10
|
| 293 |
+
|
| 294 |
+
if rank_deficient:
|
| 295 |
+
rng = np.random.default_rng(global_random_seed)
|
| 296 |
+
rank = min(n_samples, n_features) // 2
|
| 297 |
+
X = rng.standard_normal(
|
| 298 |
+
size=(n_samples + n_samples_test, rank)
|
| 299 |
+
) @ rng.standard_normal(size=(rank, n_features))
|
| 300 |
+
else:
|
| 301 |
+
X = make_low_rank_matrix(
|
| 302 |
+
n_samples=n_samples + n_samples_test,
|
| 303 |
+
n_features=n_features,
|
| 304 |
+
tail_strength=0.5,
|
| 305 |
+
random_state=global_random_seed,
|
| 306 |
+
)
|
| 307 |
+
# With a non-zero tail strength, the data is actually full-rank.
|
| 308 |
+
rank = min(n_samples, n_features)
|
| 309 |
+
|
| 310 |
+
X = X.astype(global_dtype, copy=False)
|
| 311 |
+
X_train, X_test = X[:n_samples], X[n_samples:]
|
| 312 |
+
|
| 313 |
+
if global_dtype == np.float32:
|
| 314 |
+
tols = dict(atol=3e-2, rtol=1e-5)
|
| 315 |
+
variance_threshold = 1e-5
|
| 316 |
+
else:
|
| 317 |
+
tols = dict(atol=1e-10, rtol=1e-12)
|
| 318 |
+
variance_threshold = 1e-12
|
| 319 |
+
|
| 320 |
+
extra_other_kwargs = {}
|
| 321 |
+
if other_svd_solver == "randomized":
|
| 322 |
+
# Only check for a truncated result with a large number of iterations
|
| 323 |
+
# to make sure that we can recover precise results.
|
| 324 |
+
n_components = 10
|
| 325 |
+
extra_other_kwargs = {"iterated_power": 50}
|
| 326 |
+
elif other_svd_solver == "arpack":
|
| 327 |
+
# Test all components except the last one which cannot be estimated by
|
| 328 |
+
# arpack.
|
| 329 |
+
n_components = np.minimum(n_samples, n_features) - 1
|
| 330 |
+
else:
|
| 331 |
+
# Test all components to high precision.
|
| 332 |
+
n_components = None
|
| 333 |
+
|
| 334 |
+
pca_full = PCA(n_components=n_components, svd_solver="full", whiten=whiten)
|
| 335 |
+
pca_other = PCA(
|
| 336 |
+
n_components=n_components,
|
| 337 |
+
svd_solver=other_svd_solver,
|
| 338 |
+
whiten=whiten,
|
| 339 |
+
random_state=global_random_seed,
|
| 340 |
+
**extra_other_kwargs,
|
| 341 |
+
)
|
| 342 |
+
X_trans_full_train = pca_full.fit_transform(X_train)
|
| 343 |
+
assert np.isfinite(X_trans_full_train).all()
|
| 344 |
+
assert X_trans_full_train.dtype == global_dtype
|
| 345 |
+
X_trans_other_train = pca_other.fit_transform(X_train)
|
| 346 |
+
assert np.isfinite(X_trans_other_train).all()
|
| 347 |
+
assert X_trans_other_train.dtype == global_dtype
|
| 348 |
+
|
| 349 |
+
assert (pca_full.explained_variance_ >= 0).all()
|
| 350 |
+
assert_allclose(pca_full.explained_variance_, pca_other.explained_variance_, **tols)
|
| 351 |
+
assert_allclose(
|
| 352 |
+
pca_full.explained_variance_ratio_,
|
| 353 |
+
pca_other.explained_variance_ratio_,
|
| 354 |
+
**tols,
|
| 355 |
+
)
|
| 356 |
+
reference_components = pca_full.components_
|
| 357 |
+
assert np.isfinite(reference_components).all()
|
| 358 |
+
other_components = pca_other.components_
|
| 359 |
+
assert np.isfinite(other_components).all()
|
| 360 |
+
|
| 361 |
+
# For some choice of n_components and data distribution, some components
|
| 362 |
+
# might be pure noise, let's ignore them in the comparison:
|
| 363 |
+
stable = pca_full.explained_variance_ > variance_threshold
|
| 364 |
+
assert stable.sum() > 1
|
| 365 |
+
assert_allclose(reference_components[stable], other_components[stable], **tols)
|
| 366 |
+
|
| 367 |
+
# As a result the output of fit_transform should be the same:
|
| 368 |
+
assert_allclose(
|
| 369 |
+
X_trans_other_train[:, stable], X_trans_full_train[:, stable], **tols
|
| 370 |
+
)
|
| 371 |
+
|
| 372 |
+
# And similarly for the output of transform on new data (except for the
|
| 373 |
+
# last component that can be underdetermined):
|
| 374 |
+
X_trans_full_test = pca_full.transform(X_test)
|
| 375 |
+
assert np.isfinite(X_trans_full_test).all()
|
| 376 |
+
assert X_trans_full_test.dtype == global_dtype
|
| 377 |
+
X_trans_other_test = pca_other.transform(X_test)
|
| 378 |
+
assert np.isfinite(X_trans_other_test).all()
|
| 379 |
+
assert X_trans_other_test.dtype == global_dtype
|
| 380 |
+
assert_allclose(X_trans_other_test[:, stable], X_trans_full_test[:, stable], **tols)
|
| 381 |
+
|
| 382 |
+
# Check that inverse transform reconstructions for both solvers are
|
| 383 |
+
# compatible.
|
| 384 |
+
X_recons_full_test = pca_full.inverse_transform(X_trans_full_test)
|
| 385 |
+
assert np.isfinite(X_recons_full_test).all()
|
| 386 |
+
assert X_recons_full_test.dtype == global_dtype
|
| 387 |
+
X_recons_other_test = pca_other.inverse_transform(X_trans_other_test)
|
| 388 |
+
assert np.isfinite(X_recons_other_test).all()
|
| 389 |
+
assert X_recons_other_test.dtype == global_dtype
|
| 390 |
+
|
| 391 |
+
if pca_full.components_.shape[0] == pca_full.components_.shape[1]:
|
| 392 |
+
# In this case, the models should have learned the same invertible
|
| 393 |
+
# transform. They should therefore both be able to reconstruct the test
|
| 394 |
+
# data.
|
| 395 |
+
assert_allclose(X_recons_full_test, X_test, **tols)
|
| 396 |
+
assert_allclose(X_recons_other_test, X_test, **tols)
|
| 397 |
+
elif pca_full.components_.shape[0] < rank:
|
| 398 |
+
# In the absence of noisy components, both models should be able to
|
| 399 |
+
# reconstruct the same low-rank approximation of the original data.
|
| 400 |
+
assert pca_full.explained_variance_.min() > variance_threshold
|
| 401 |
+
assert_allclose(X_recons_full_test, X_recons_other_test, **tols)
|
| 402 |
+
else:
|
| 403 |
+
# When n_features > n_samples and n_components is larger than the rank
|
| 404 |
+
# of the training set, the output of the `inverse_transform` function
|
| 405 |
+
# is ill-defined. We can only check that we reach the same fixed point
|
| 406 |
+
# after another round of transform:
|
| 407 |
+
assert_allclose(
|
| 408 |
+
pca_full.transform(X_recons_full_test)[:, stable],
|
| 409 |
+
pca_other.transform(X_recons_other_test)[:, stable],
|
| 410 |
+
**tols,
|
| 411 |
+
)
|
| 412 |
+
|
| 413 |
+
|
| 414 |
+
@pytest.mark.parametrize(
|
| 415 |
+
"X",
|
| 416 |
+
[
|
| 417 |
+
np.random.RandomState(0).randn(100, 80),
|
| 418 |
+
datasets.make_classification(100, 80, n_informative=78, random_state=0)[0],
|
| 419 |
+
np.random.RandomState(0).randn(10, 100),
|
| 420 |
+
],
|
| 421 |
+
ids=["random-tall", "correlated-tall", "random-wide"],
|
| 422 |
+
)
|
| 423 |
+
@pytest.mark.parametrize("svd_solver", PCA_SOLVERS)
|
| 424 |
+
def test_pca_explained_variance_empirical(X, svd_solver):
|
| 425 |
+
pca = PCA(n_components=2, svd_solver=svd_solver, random_state=0)
|
| 426 |
+
X_pca = pca.fit_transform(X)
|
| 427 |
+
assert_allclose(pca.explained_variance_, np.var(X_pca, ddof=1, axis=0))
|
| 428 |
+
|
| 429 |
+
expected_result = np.linalg.eig(np.cov(X, rowvar=False))[0]
|
| 430 |
+
expected_result = sorted(expected_result, reverse=True)[:2]
|
| 431 |
+
assert_allclose(pca.explained_variance_, expected_result, rtol=5e-3)
|
| 432 |
+
|
| 433 |
+
|
| 434 |
+
@pytest.mark.parametrize("svd_solver", ["arpack", "randomized"])
|
| 435 |
+
def test_pca_singular_values_consistency(svd_solver):
|
| 436 |
+
rng = np.random.RandomState(0)
|
| 437 |
+
n_samples, n_features = 100, 80
|
| 438 |
+
X = rng.randn(n_samples, n_features)
|
| 439 |
+
|
| 440 |
+
pca_full = PCA(n_components=2, svd_solver="full", random_state=rng)
|
| 441 |
+
pca_other = PCA(n_components=2, svd_solver=svd_solver, random_state=rng)
|
| 442 |
+
|
| 443 |
+
pca_full.fit(X)
|
| 444 |
+
pca_other.fit(X)
|
| 445 |
+
|
| 446 |
+
assert_allclose(pca_full.singular_values_, pca_other.singular_values_, rtol=5e-3)
|
| 447 |
+
|
| 448 |
+
|
| 449 |
+
@pytest.mark.parametrize("svd_solver", PCA_SOLVERS)
|
| 450 |
+
def test_pca_singular_values(svd_solver):
|
| 451 |
+
rng = np.random.RandomState(0)
|
| 452 |
+
n_samples, n_features = 100, 80
|
| 453 |
+
X = rng.randn(n_samples, n_features)
|
| 454 |
+
|
| 455 |
+
pca = PCA(n_components=2, svd_solver=svd_solver, random_state=rng)
|
| 456 |
+
X_trans = pca.fit_transform(X)
|
| 457 |
+
|
| 458 |
+
# compare to the Frobenius norm
|
| 459 |
+
assert_allclose(
|
| 460 |
+
np.sum(pca.singular_values_**2), np.linalg.norm(X_trans, "fro") ** 2
|
| 461 |
+
)
|
| 462 |
+
# Compare to the 2-norms of the score vectors
|
| 463 |
+
assert_allclose(pca.singular_values_, np.sqrt(np.sum(X_trans**2, axis=0)))
|
| 464 |
+
|
| 465 |
+
# set the singular values and see what er get back
|
| 466 |
+
n_samples, n_features = 100, 110
|
| 467 |
+
X = rng.randn(n_samples, n_features)
|
| 468 |
+
|
| 469 |
+
pca = PCA(n_components=3, svd_solver=svd_solver, random_state=rng)
|
| 470 |
+
X_trans = pca.fit_transform(X)
|
| 471 |
+
X_trans /= np.sqrt(np.sum(X_trans**2, axis=0))
|
| 472 |
+
X_trans[:, 0] *= 3.142
|
| 473 |
+
X_trans[:, 1] *= 2.718
|
| 474 |
+
X_hat = np.dot(X_trans, pca.components_)
|
| 475 |
+
pca.fit(X_hat)
|
| 476 |
+
assert_allclose(pca.singular_values_, [3.142, 2.718, 1.0])
|
| 477 |
+
|
| 478 |
+
|
| 479 |
+
@pytest.mark.parametrize("svd_solver", PCA_SOLVERS)
|
| 480 |
+
def test_pca_check_projection(svd_solver):
|
| 481 |
+
# Test that the projection of data is correct
|
| 482 |
+
rng = np.random.RandomState(0)
|
| 483 |
+
n, p = 100, 3
|
| 484 |
+
X = rng.randn(n, p) * 0.1
|
| 485 |
+
X[:10] += np.array([3, 4, 5])
|
| 486 |
+
Xt = 0.1 * rng.randn(1, p) + np.array([3, 4, 5])
|
| 487 |
+
|
| 488 |
+
Yt = PCA(n_components=2, svd_solver=svd_solver).fit(X).transform(Xt)
|
| 489 |
+
Yt /= np.sqrt((Yt**2).sum())
|
| 490 |
+
|
| 491 |
+
assert_allclose(np.abs(Yt[0][0]), 1.0, rtol=5e-3)
|
| 492 |
+
|
| 493 |
+
|
| 494 |
+
@pytest.mark.parametrize("svd_solver", PCA_SOLVERS)
|
| 495 |
+
def test_pca_check_projection_list(svd_solver):
|
| 496 |
+
# Test that the projection of data is correct
|
| 497 |
+
X = [[1.0, 0.0], [0.0, 1.0]]
|
| 498 |
+
pca = PCA(n_components=1, svd_solver=svd_solver, random_state=0)
|
| 499 |
+
X_trans = pca.fit_transform(X)
|
| 500 |
+
assert X_trans.shape, (2, 1)
|
| 501 |
+
assert_allclose(X_trans.mean(), 0.00, atol=1e-12)
|
| 502 |
+
assert_allclose(X_trans.std(), 0.71, rtol=5e-3)
|
| 503 |
+
|
| 504 |
+
|
| 505 |
+
@pytest.mark.parametrize("svd_solver", ["full", "arpack", "randomized"])
|
| 506 |
+
@pytest.mark.parametrize("whiten", [False, True])
|
| 507 |
+
def test_pca_inverse(svd_solver, whiten):
|
| 508 |
+
# Test that the projection of data can be inverted
|
| 509 |
+
rng = np.random.RandomState(0)
|
| 510 |
+
n, p = 50, 3
|
| 511 |
+
X = rng.randn(n, p) # spherical data
|
| 512 |
+
X[:, 1] *= 0.00001 # make middle component relatively small
|
| 513 |
+
X += [5, 4, 3] # make a large mean
|
| 514 |
+
|
| 515 |
+
# same check that we can find the original data from the transformed
|
| 516 |
+
# signal (since the data is almost of rank n_components)
|
| 517 |
+
pca = PCA(n_components=2, svd_solver=svd_solver, whiten=whiten).fit(X)
|
| 518 |
+
Y = pca.transform(X)
|
| 519 |
+
Y_inverse = pca.inverse_transform(Y)
|
| 520 |
+
assert_allclose(X, Y_inverse, rtol=5e-6)
|
| 521 |
+
|
| 522 |
+
|
| 523 |
+
@pytest.mark.parametrize(
|
| 524 |
+
"data", [np.array([[0, 1, 0], [1, 0, 0]]), np.array([[0, 1, 0], [1, 0, 0]]).T]
|
| 525 |
+
)
|
| 526 |
+
@pytest.mark.parametrize(
|
| 527 |
+
"svd_solver, n_components, err_msg",
|
| 528 |
+
[
|
| 529 |
+
("arpack", 0, r"must be between 1 and min\(n_samples, n_features\)"),
|
| 530 |
+
("randomized", 0, r"must be between 1 and min\(n_samples, n_features\)"),
|
| 531 |
+
("arpack", 2, r"must be strictly less than min"),
|
| 532 |
+
(
|
| 533 |
+
"auto",
|
| 534 |
+
3,
|
| 535 |
+
(
|
| 536 |
+
r"n_components=3 must be between 0 and min\(n_samples, "
|
| 537 |
+
r"n_features\)=2 with svd_solver='full'"
|
| 538 |
+
),
|
| 539 |
+
),
|
| 540 |
+
],
|
| 541 |
+
)
|
| 542 |
+
def test_pca_validation(svd_solver, data, n_components, err_msg):
|
| 543 |
+
# Ensures that solver-specific extreme inputs for the n_components
|
| 544 |
+
# parameter raise errors
|
| 545 |
+
smallest_d = 2 # The smallest dimension
|
| 546 |
+
pca_fitted = PCA(n_components, svd_solver=svd_solver)
|
| 547 |
+
|
| 548 |
+
with pytest.raises(ValueError, match=err_msg):
|
| 549 |
+
pca_fitted.fit(data)
|
| 550 |
+
|
| 551 |
+
# Additional case for arpack
|
| 552 |
+
if svd_solver == "arpack":
|
| 553 |
+
n_components = smallest_d
|
| 554 |
+
|
| 555 |
+
err_msg = (
|
| 556 |
+
"n_components={}L? must be strictly less than "
|
| 557 |
+
r"min\(n_samples, n_features\)={}L? with "
|
| 558 |
+
"svd_solver='arpack'".format(n_components, smallest_d)
|
| 559 |
+
)
|
| 560 |
+
with pytest.raises(ValueError, match=err_msg):
|
| 561 |
+
PCA(n_components, svd_solver=svd_solver).fit(data)
|
| 562 |
+
|
| 563 |
+
|
| 564 |
+
@pytest.mark.parametrize(
|
| 565 |
+
"solver, n_components_",
|
| 566 |
+
[
|
| 567 |
+
("full", min(iris.data.shape)),
|
| 568 |
+
("arpack", min(iris.data.shape) - 1),
|
| 569 |
+
("randomized", min(iris.data.shape)),
|
| 570 |
+
],
|
| 571 |
+
)
|
| 572 |
+
@pytest.mark.parametrize("data", [iris.data, iris.data.T])
|
| 573 |
+
def test_n_components_none(data, solver, n_components_):
|
| 574 |
+
pca = PCA(svd_solver=solver)
|
| 575 |
+
pca.fit(data)
|
| 576 |
+
assert pca.n_components_ == n_components_
|
| 577 |
+
|
| 578 |
+
|
| 579 |
+
@pytest.mark.parametrize("svd_solver", ["auto", "full"])
|
| 580 |
+
def test_n_components_mle(svd_solver):
|
| 581 |
+
# Ensure that n_components == 'mle' doesn't raise error for auto/full
|
| 582 |
+
rng = np.random.RandomState(0)
|
| 583 |
+
n_samples, n_features = 600, 10
|
| 584 |
+
X = rng.randn(n_samples, n_features)
|
| 585 |
+
pca = PCA(n_components="mle", svd_solver=svd_solver)
|
| 586 |
+
pca.fit(X)
|
| 587 |
+
assert pca.n_components_ == 1
|
| 588 |
+
|
| 589 |
+
|
| 590 |
+
@pytest.mark.parametrize("svd_solver", ["arpack", "randomized"])
|
| 591 |
+
def test_n_components_mle_error(svd_solver):
|
| 592 |
+
# Ensure that n_components == 'mle' will raise an error for unsupported
|
| 593 |
+
# solvers
|
| 594 |
+
rng = np.random.RandomState(0)
|
| 595 |
+
n_samples, n_features = 600, 10
|
| 596 |
+
X = rng.randn(n_samples, n_features)
|
| 597 |
+
pca = PCA(n_components="mle", svd_solver=svd_solver)
|
| 598 |
+
err_msg = "n_components='mle' cannot be a string with svd_solver='{}'".format(
|
| 599 |
+
svd_solver
|
| 600 |
+
)
|
| 601 |
+
with pytest.raises(ValueError, match=err_msg):
|
| 602 |
+
pca.fit(X)
|
| 603 |
+
|
| 604 |
+
|
| 605 |
+
def test_pca_dim():
|
| 606 |
+
# Check automated dimensionality setting
|
| 607 |
+
rng = np.random.RandomState(0)
|
| 608 |
+
n, p = 100, 5
|
| 609 |
+
X = rng.randn(n, p) * 0.1
|
| 610 |
+
X[:10] += np.array([3, 4, 5, 1, 2])
|
| 611 |
+
pca = PCA(n_components="mle", svd_solver="full").fit(X)
|
| 612 |
+
assert pca.n_components == "mle"
|
| 613 |
+
assert pca.n_components_ == 1
|
| 614 |
+
|
| 615 |
+
|
| 616 |
+
def test_infer_dim_1():
|
| 617 |
+
# TODO: explain what this is testing
|
| 618 |
+
# Or at least use explicit variable names...
|
| 619 |
+
n, p = 1000, 5
|
| 620 |
+
rng = np.random.RandomState(0)
|
| 621 |
+
X = (
|
| 622 |
+
rng.randn(n, p) * 0.1
|
| 623 |
+
+ rng.randn(n, 1) * np.array([3, 4, 5, 1, 2])
|
| 624 |
+
+ np.array([1, 0, 7, 4, 6])
|
| 625 |
+
)
|
| 626 |
+
pca = PCA(n_components=p, svd_solver="full")
|
| 627 |
+
pca.fit(X)
|
| 628 |
+
spect = pca.explained_variance_
|
| 629 |
+
ll = np.array([_assess_dimension(spect, k, n) for k in range(1, p)])
|
| 630 |
+
assert ll[1] > ll.max() - 0.01 * n
|
| 631 |
+
|
| 632 |
+
|
| 633 |
+
def test_infer_dim_2():
|
| 634 |
+
# TODO: explain what this is testing
|
| 635 |
+
# Or at least use explicit variable names...
|
| 636 |
+
n, p = 1000, 5
|
| 637 |
+
rng = np.random.RandomState(0)
|
| 638 |
+
X = rng.randn(n, p) * 0.1
|
| 639 |
+
X[:10] += np.array([3, 4, 5, 1, 2])
|
| 640 |
+
X[10:20] += np.array([6, 0, 7, 2, -1])
|
| 641 |
+
pca = PCA(n_components=p, svd_solver="full")
|
| 642 |
+
pca.fit(X)
|
| 643 |
+
spect = pca.explained_variance_
|
| 644 |
+
assert _infer_dimension(spect, n) > 1
|
| 645 |
+
|
| 646 |
+
|
| 647 |
+
def test_infer_dim_3():
|
| 648 |
+
n, p = 100, 5
|
| 649 |
+
rng = np.random.RandomState(0)
|
| 650 |
+
X = rng.randn(n, p) * 0.1
|
| 651 |
+
X[:10] += np.array([3, 4, 5, 1, 2])
|
| 652 |
+
X[10:20] += np.array([6, 0, 7, 2, -1])
|
| 653 |
+
X[30:40] += 2 * np.array([-1, 1, -1, 1, -1])
|
| 654 |
+
pca = PCA(n_components=p, svd_solver="full")
|
| 655 |
+
pca.fit(X)
|
| 656 |
+
spect = pca.explained_variance_
|
| 657 |
+
assert _infer_dimension(spect, n) > 2
|
| 658 |
+
|
| 659 |
+
|
| 660 |
+
@pytest.mark.parametrize(
|
| 661 |
+
"X, n_components, n_components_validated",
|
| 662 |
+
[
|
| 663 |
+
(iris.data, 0.95, 2), # row > col
|
| 664 |
+
(iris.data, 0.01, 1), # row > col
|
| 665 |
+
(np.random.RandomState(0).rand(5, 20), 0.5, 2),
|
| 666 |
+
], # row < col
|
| 667 |
+
)
|
| 668 |
+
def test_infer_dim_by_explained_variance(X, n_components, n_components_validated):
|
| 669 |
+
pca = PCA(n_components=n_components, svd_solver="full")
|
| 670 |
+
pca.fit(X)
|
| 671 |
+
assert pca.n_components == pytest.approx(n_components)
|
| 672 |
+
assert pca.n_components_ == n_components_validated
|
| 673 |
+
|
| 674 |
+
|
| 675 |
+
@pytest.mark.parametrize("svd_solver", PCA_SOLVERS)
|
| 676 |
+
def test_pca_score(svd_solver):
|
| 677 |
+
# Test that probabilistic PCA scoring yields a reasonable score
|
| 678 |
+
n, p = 1000, 3
|
| 679 |
+
rng = np.random.RandomState(0)
|
| 680 |
+
X = rng.randn(n, p) * 0.1 + np.array([3, 4, 5])
|
| 681 |
+
pca = PCA(n_components=2, svd_solver=svd_solver)
|
| 682 |
+
pca.fit(X)
|
| 683 |
+
|
| 684 |
+
ll1 = pca.score(X)
|
| 685 |
+
h = -0.5 * np.log(2 * np.pi * np.exp(1) * 0.1**2) * p
|
| 686 |
+
assert_allclose(ll1 / h, 1, rtol=5e-2)
|
| 687 |
+
|
| 688 |
+
ll2 = pca.score(rng.randn(n, p) * 0.2 + np.array([3, 4, 5]))
|
| 689 |
+
assert ll1 > ll2
|
| 690 |
+
|
| 691 |
+
pca = PCA(n_components=2, whiten=True, svd_solver=svd_solver)
|
| 692 |
+
pca.fit(X)
|
| 693 |
+
ll2 = pca.score(X)
|
| 694 |
+
assert ll1 > ll2
|
| 695 |
+
|
| 696 |
+
|
| 697 |
+
def test_pca_score3():
|
| 698 |
+
# Check that probabilistic PCA selects the right model
|
| 699 |
+
n, p = 200, 3
|
| 700 |
+
rng = np.random.RandomState(0)
|
| 701 |
+
Xl = rng.randn(n, p) + rng.randn(n, 1) * np.array([3, 4, 5]) + np.array([1, 0, 7])
|
| 702 |
+
Xt = rng.randn(n, p) + rng.randn(n, 1) * np.array([3, 4, 5]) + np.array([1, 0, 7])
|
| 703 |
+
ll = np.zeros(p)
|
| 704 |
+
for k in range(p):
|
| 705 |
+
pca = PCA(n_components=k, svd_solver="full")
|
| 706 |
+
pca.fit(Xl)
|
| 707 |
+
ll[k] = pca.score(Xt)
|
| 708 |
+
|
| 709 |
+
assert ll.argmax() == 1
|
| 710 |
+
|
| 711 |
+
|
| 712 |
+
@pytest.mark.parametrize("svd_solver", PCA_SOLVERS)
|
| 713 |
+
def test_pca_sanity_noise_variance(svd_solver):
|
| 714 |
+
# Sanity check for the noise_variance_. For more details see
|
| 715 |
+
# https://github.com/scikit-learn/scikit-learn/issues/7568
|
| 716 |
+
# https://github.com/scikit-learn/scikit-learn/issues/8541
|
| 717 |
+
# https://github.com/scikit-learn/scikit-learn/issues/8544
|
| 718 |
+
X, _ = datasets.load_digits(return_X_y=True)
|
| 719 |
+
pca = PCA(n_components=30, svd_solver=svd_solver, random_state=0)
|
| 720 |
+
pca.fit(X)
|
| 721 |
+
assert np.all((pca.explained_variance_ - pca.noise_variance_) >= 0)
|
| 722 |
+
|
| 723 |
+
|
| 724 |
+
@pytest.mark.parametrize("svd_solver", ["arpack", "randomized"])
|
| 725 |
+
def test_pca_score_consistency_solvers(svd_solver):
|
| 726 |
+
# Check the consistency of score between solvers
|
| 727 |
+
X, _ = datasets.load_digits(return_X_y=True)
|
| 728 |
+
pca_full = PCA(n_components=30, svd_solver="full", random_state=0)
|
| 729 |
+
pca_other = PCA(n_components=30, svd_solver=svd_solver, random_state=0)
|
| 730 |
+
pca_full.fit(X)
|
| 731 |
+
pca_other.fit(X)
|
| 732 |
+
assert_allclose(pca_full.score(X), pca_other.score(X), rtol=5e-6)
|
| 733 |
+
|
| 734 |
+
|
| 735 |
+
# arpack raises ValueError for n_components == min(n_samples, n_features)
|
| 736 |
+
@pytest.mark.parametrize("svd_solver", ["full", "randomized"])
|
| 737 |
+
def test_pca_zero_noise_variance_edge_cases(svd_solver):
|
| 738 |
+
# ensure that noise_variance_ is 0 in edge cases
|
| 739 |
+
# when n_components == min(n_samples, n_features)
|
| 740 |
+
n, p = 100, 3
|
| 741 |
+
rng = np.random.RandomState(0)
|
| 742 |
+
X = rng.randn(n, p) * 0.1 + np.array([3, 4, 5])
|
| 743 |
+
|
| 744 |
+
pca = PCA(n_components=p, svd_solver=svd_solver)
|
| 745 |
+
pca.fit(X)
|
| 746 |
+
assert pca.noise_variance_ == 0
|
| 747 |
+
# Non-regression test for gh-12489
|
| 748 |
+
# ensure no divide-by-zero error for n_components == n_features < n_samples
|
| 749 |
+
pca.score(X)
|
| 750 |
+
|
| 751 |
+
pca.fit(X.T)
|
| 752 |
+
assert pca.noise_variance_ == 0
|
| 753 |
+
# Non-regression test for gh-12489
|
| 754 |
+
# ensure no divide-by-zero error for n_components == n_samples < n_features
|
| 755 |
+
pca.score(X.T)
|
| 756 |
+
|
| 757 |
+
|
| 758 |
+
@pytest.mark.parametrize(
|
| 759 |
+
"n_samples, n_features, n_components, expected_solver",
|
| 760 |
+
[
|
| 761 |
+
# case: n_samples < 10 * n_features and max(X.shape) <= 500 => 'full'
|
| 762 |
+
(10, 50, 5, "full"),
|
| 763 |
+
# case: n_samples > 10 * n_features and n_features < 500 => 'covariance_eigh'
|
| 764 |
+
(1000, 50, 50, "covariance_eigh"),
|
| 765 |
+
# case: n_components >= .8 * min(X.shape) => 'full'
|
| 766 |
+
(1000, 500, 400, "full"),
|
| 767 |
+
# n_components >= 1 and n_components < .8*min(X.shape) => 'randomized'
|
| 768 |
+
(1000, 500, 10, "randomized"),
|
| 769 |
+
# case: n_components in (0,1) => 'full'
|
| 770 |
+
(1000, 500, 0.5, "full"),
|
| 771 |
+
],
|
| 772 |
+
)
|
| 773 |
+
def test_pca_svd_solver_auto(n_samples, n_features, n_components, expected_solver):
|
| 774 |
+
data = np.random.RandomState(0).uniform(size=(n_samples, n_features))
|
| 775 |
+
pca_auto = PCA(n_components=n_components, random_state=0)
|
| 776 |
+
pca_test = PCA(
|
| 777 |
+
n_components=n_components, svd_solver=expected_solver, random_state=0
|
| 778 |
+
)
|
| 779 |
+
pca_auto.fit(data)
|
| 780 |
+
assert pca_auto._fit_svd_solver == expected_solver
|
| 781 |
+
pca_test.fit(data)
|
| 782 |
+
assert_allclose(pca_auto.components_, pca_test.components_)
|
| 783 |
+
|
| 784 |
+
|
| 785 |
+
@pytest.mark.parametrize("svd_solver", PCA_SOLVERS)
|
| 786 |
+
def test_pca_deterministic_output(svd_solver):
|
| 787 |
+
rng = np.random.RandomState(0)
|
| 788 |
+
X = rng.rand(10, 10)
|
| 789 |
+
|
| 790 |
+
transformed_X = np.zeros((20, 2))
|
| 791 |
+
for i in range(20):
|
| 792 |
+
pca = PCA(n_components=2, svd_solver=svd_solver, random_state=rng)
|
| 793 |
+
transformed_X[i, :] = pca.fit_transform(X)[0]
|
| 794 |
+
assert_allclose(transformed_X, np.tile(transformed_X[0, :], 20).reshape(20, 2))
|
| 795 |
+
|
| 796 |
+
|
| 797 |
+
@pytest.mark.parametrize("svd_solver", PCA_SOLVERS)
|
| 798 |
+
def test_pca_dtype_preservation(svd_solver, global_random_seed):
|
| 799 |
+
check_pca_float_dtype_preservation(svd_solver, global_random_seed)
|
| 800 |
+
check_pca_int_dtype_upcast_to_double(svd_solver)
|
| 801 |
+
|
| 802 |
+
|
| 803 |
+
def check_pca_float_dtype_preservation(svd_solver, seed):
|
| 804 |
+
# Ensure that PCA does not upscale the dtype when input is float32
|
| 805 |
+
X = np.random.RandomState(seed).rand(1000, 4)
|
| 806 |
+
X_float64 = X.astype(np.float64, copy=False)
|
| 807 |
+
X_float32 = X.astype(np.float32)
|
| 808 |
+
|
| 809 |
+
pca_64 = PCA(n_components=3, svd_solver=svd_solver, random_state=seed).fit(
|
| 810 |
+
X_float64
|
| 811 |
+
)
|
| 812 |
+
pca_32 = PCA(n_components=3, svd_solver=svd_solver, random_state=seed).fit(
|
| 813 |
+
X_float32
|
| 814 |
+
)
|
| 815 |
+
|
| 816 |
+
assert pca_64.components_.dtype == np.float64
|
| 817 |
+
assert pca_32.components_.dtype == np.float32
|
| 818 |
+
assert pca_64.transform(X_float64).dtype == np.float64
|
| 819 |
+
assert pca_32.transform(X_float32).dtype == np.float32
|
| 820 |
+
|
| 821 |
+
# The atol and rtol are set such that the test passes for all random seeds
|
| 822 |
+
# on all supported platforms on our CI and conda-forge with the default
|
| 823 |
+
# random seed.
|
| 824 |
+
assert_allclose(pca_64.components_, pca_32.components_, rtol=1e-3, atol=1e-3)
|
| 825 |
+
|
| 826 |
+
|
| 827 |
+
def check_pca_int_dtype_upcast_to_double(svd_solver):
|
| 828 |
+
# Ensure that all int types will be upcast to float64
|
| 829 |
+
X_i64 = np.random.RandomState(0).randint(0, 1000, (1000, 4))
|
| 830 |
+
X_i64 = X_i64.astype(np.int64, copy=False)
|
| 831 |
+
X_i32 = X_i64.astype(np.int32, copy=False)
|
| 832 |
+
|
| 833 |
+
pca_64 = PCA(n_components=3, svd_solver=svd_solver, random_state=0).fit(X_i64)
|
| 834 |
+
pca_32 = PCA(n_components=3, svd_solver=svd_solver, random_state=0).fit(X_i32)
|
| 835 |
+
|
| 836 |
+
assert pca_64.components_.dtype == np.float64
|
| 837 |
+
assert pca_32.components_.dtype == np.float64
|
| 838 |
+
assert pca_64.transform(X_i64).dtype == np.float64
|
| 839 |
+
assert pca_32.transform(X_i32).dtype == np.float64
|
| 840 |
+
|
| 841 |
+
assert_allclose(pca_64.components_, pca_32.components_, rtol=1e-4)
|
| 842 |
+
|
| 843 |
+
|
| 844 |
+
def test_pca_n_components_mostly_explained_variance_ratio():
|
| 845 |
+
# when n_components is the second highest cumulative sum of the
|
| 846 |
+
# explained_variance_ratio_, then n_components_ should equal the
|
| 847 |
+
# number of features in the dataset #15669
|
| 848 |
+
X, y = load_iris(return_X_y=True)
|
| 849 |
+
pca1 = PCA().fit(X, y)
|
| 850 |
+
|
| 851 |
+
n_components = pca1.explained_variance_ratio_.cumsum()[-2]
|
| 852 |
+
pca2 = PCA(n_components=n_components).fit(X, y)
|
| 853 |
+
assert pca2.n_components_ == X.shape[1]
|
| 854 |
+
|
| 855 |
+
|
| 856 |
+
def test_assess_dimension_bad_rank():
|
| 857 |
+
# Test error when tested rank not in [1, n_features - 1]
|
| 858 |
+
spectrum = np.array([1, 1e-30, 1e-30, 1e-30])
|
| 859 |
+
n_samples = 10
|
| 860 |
+
for rank in (0, 5):
|
| 861 |
+
with pytest.raises(ValueError, match=r"should be in \[1, n_features - 1\]"):
|
| 862 |
+
_assess_dimension(spectrum, rank, n_samples)
|
| 863 |
+
|
| 864 |
+
|
| 865 |
+
def test_small_eigenvalues_mle():
|
| 866 |
+
# Test rank associated with tiny eigenvalues are given a log-likelihood of
|
| 867 |
+
# -inf. The inferred rank will be 1
|
| 868 |
+
spectrum = np.array([1, 1e-30, 1e-30, 1e-30])
|
| 869 |
+
|
| 870 |
+
assert _assess_dimension(spectrum, rank=1, n_samples=10) > -np.inf
|
| 871 |
+
|
| 872 |
+
for rank in (2, 3):
|
| 873 |
+
assert _assess_dimension(spectrum, rank, 10) == -np.inf
|
| 874 |
+
|
| 875 |
+
assert _infer_dimension(spectrum, 10) == 1
|
| 876 |
+
|
| 877 |
+
|
| 878 |
+
def test_mle_redundant_data():
|
| 879 |
+
# Test 'mle' with pathological X: only one relevant feature should give a
|
| 880 |
+
# rank of 1
|
| 881 |
+
X, _ = datasets.make_classification(
|
| 882 |
+
n_features=20,
|
| 883 |
+
n_informative=1,
|
| 884 |
+
n_repeated=18,
|
| 885 |
+
n_redundant=1,
|
| 886 |
+
n_clusters_per_class=1,
|
| 887 |
+
random_state=42,
|
| 888 |
+
)
|
| 889 |
+
pca = PCA(n_components="mle").fit(X)
|
| 890 |
+
assert pca.n_components_ == 1
|
| 891 |
+
|
| 892 |
+
|
| 893 |
+
def test_fit_mle_too_few_samples():
|
| 894 |
+
# Tests that an error is raised when the number of samples is smaller
|
| 895 |
+
# than the number of features during an mle fit
|
| 896 |
+
X, _ = datasets.make_classification(n_samples=20, n_features=21, random_state=42)
|
| 897 |
+
|
| 898 |
+
pca = PCA(n_components="mle", svd_solver="full")
|
| 899 |
+
with pytest.raises(
|
| 900 |
+
ValueError,
|
| 901 |
+
match="n_components='mle' is only supported if n_samples >= n_features",
|
| 902 |
+
):
|
| 903 |
+
pca.fit(X)
|
| 904 |
+
|
| 905 |
+
|
| 906 |
+
def test_mle_simple_case():
|
| 907 |
+
# non-regression test for issue
|
| 908 |
+
# https://github.com/scikit-learn/scikit-learn/issues/16730
|
| 909 |
+
n_samples, n_dim = 1000, 10
|
| 910 |
+
X = np.random.RandomState(0).randn(n_samples, n_dim)
|
| 911 |
+
X[:, -1] = np.mean(X[:, :-1], axis=-1) # true X dim is ndim - 1
|
| 912 |
+
pca_skl = PCA("mle", svd_solver="full")
|
| 913 |
+
pca_skl.fit(X)
|
| 914 |
+
assert pca_skl.n_components_ == n_dim - 1
|
| 915 |
+
|
| 916 |
+
|
| 917 |
+
def test_assess_dimesion_rank_one():
|
| 918 |
+
# Make sure assess_dimension works properly on a matrix of rank 1
|
| 919 |
+
n_samples, n_features = 9, 6
|
| 920 |
+
X = np.ones((n_samples, n_features)) # rank 1 matrix
|
| 921 |
+
_, s, _ = np.linalg.svd(X, full_matrices=True)
|
| 922 |
+
# except for rank 1, all eigenvalues are 0 resp. close to 0 (FP)
|
| 923 |
+
assert_allclose(s[1:], np.zeros(n_features - 1), atol=1e-12)
|
| 924 |
+
|
| 925 |
+
assert np.isfinite(_assess_dimension(s, rank=1, n_samples=n_samples))
|
| 926 |
+
for rank in range(2, n_features):
|
| 927 |
+
assert _assess_dimension(s, rank, n_samples) == -np.inf
|
| 928 |
+
|
| 929 |
+
|
| 930 |
+
def test_pca_randomized_svd_n_oversamples():
|
| 931 |
+
"""Check that exposing and setting `n_oversamples` will provide accurate results
|
| 932 |
+
even when `X` as a large number of features.
|
| 933 |
+
|
| 934 |
+
Non-regression test for:
|
| 935 |
+
https://github.com/scikit-learn/scikit-learn/issues/20589
|
| 936 |
+
"""
|
| 937 |
+
rng = np.random.RandomState(0)
|
| 938 |
+
n_features = 100
|
| 939 |
+
X = rng.randn(1_000, n_features)
|
| 940 |
+
|
| 941 |
+
# The default value of `n_oversamples` will lead to inaccurate results
|
| 942 |
+
# We force it to the number of features.
|
| 943 |
+
pca_randomized = PCA(
|
| 944 |
+
n_components=1,
|
| 945 |
+
svd_solver="randomized",
|
| 946 |
+
n_oversamples=n_features,
|
| 947 |
+
random_state=0,
|
| 948 |
+
).fit(X)
|
| 949 |
+
pca_full = PCA(n_components=1, svd_solver="full").fit(X)
|
| 950 |
+
pca_arpack = PCA(n_components=1, svd_solver="arpack", random_state=0).fit(X)
|
| 951 |
+
|
| 952 |
+
assert_allclose(np.abs(pca_full.components_), np.abs(pca_arpack.components_))
|
| 953 |
+
assert_allclose(np.abs(pca_randomized.components_), np.abs(pca_arpack.components_))
|
| 954 |
+
|
| 955 |
+
|
| 956 |
+
def test_feature_names_out():
|
| 957 |
+
"""Check feature names out for PCA."""
|
| 958 |
+
pca = PCA(n_components=2).fit(iris.data)
|
| 959 |
+
|
| 960 |
+
names = pca.get_feature_names_out()
|
| 961 |
+
assert_array_equal([f"pca{i}" for i in range(2)], names)
|
| 962 |
+
|
| 963 |
+
|
| 964 |
+
@pytest.mark.parametrize("copy", [True, False])
|
| 965 |
+
def test_variance_correctness(copy):
|
| 966 |
+
"""Check the accuracy of PCA's internal variance calculation"""
|
| 967 |
+
rng = np.random.RandomState(0)
|
| 968 |
+
X = rng.randn(1000, 200)
|
| 969 |
+
pca = PCA().fit(X)
|
| 970 |
+
pca_var = pca.explained_variance_ / pca.explained_variance_ratio_
|
| 971 |
+
true_var = np.var(X, ddof=1, axis=0).sum()
|
| 972 |
+
np.testing.assert_allclose(pca_var, true_var)
|
| 973 |
+
|
| 974 |
+
|
| 975 |
+
def check_array_api_get_precision(name, estimator, array_namespace, device, dtype_name):
|
| 976 |
+
xp = _array_api_for_tests(array_namespace, device)
|
| 977 |
+
iris_np = iris.data.astype(dtype_name)
|
| 978 |
+
iris_xp = xp.asarray(iris_np, device=device)
|
| 979 |
+
|
| 980 |
+
estimator.fit(iris_np)
|
| 981 |
+
precision_np = estimator.get_precision()
|
| 982 |
+
covariance_np = estimator.get_covariance()
|
| 983 |
+
|
| 984 |
+
rtol = 2e-4 if iris_np.dtype == "float32" else 2e-7
|
| 985 |
+
with config_context(array_api_dispatch=True):
|
| 986 |
+
estimator_xp = clone(estimator).fit(iris_xp)
|
| 987 |
+
precision_xp = estimator_xp.get_precision()
|
| 988 |
+
assert precision_xp.shape == (4, 4)
|
| 989 |
+
assert precision_xp.dtype == iris_xp.dtype
|
| 990 |
+
|
| 991 |
+
assert_allclose(
|
| 992 |
+
_convert_to_numpy(precision_xp, xp=xp),
|
| 993 |
+
precision_np,
|
| 994 |
+
rtol=rtol,
|
| 995 |
+
atol=_atol_for_type(dtype_name),
|
| 996 |
+
)
|
| 997 |
+
covariance_xp = estimator_xp.get_covariance()
|
| 998 |
+
assert covariance_xp.shape == (4, 4)
|
| 999 |
+
assert covariance_xp.dtype == iris_xp.dtype
|
| 1000 |
+
|
| 1001 |
+
assert_allclose(
|
| 1002 |
+
_convert_to_numpy(covariance_xp, xp=xp),
|
| 1003 |
+
covariance_np,
|
| 1004 |
+
rtol=rtol,
|
| 1005 |
+
atol=_atol_for_type(dtype_name),
|
| 1006 |
+
)
|
| 1007 |
+
|
| 1008 |
+
|
| 1009 |
+
@pytest.mark.parametrize(
|
| 1010 |
+
"array_namespace, device, dtype_name",
|
| 1011 |
+
yield_namespace_device_dtype_combinations(),
|
| 1012 |
+
ids=_get_namespace_device_dtype_ids,
|
| 1013 |
+
)
|
| 1014 |
+
@pytest.mark.parametrize(
|
| 1015 |
+
"check",
|
| 1016 |
+
[check_array_api_input_and_values, check_array_api_get_precision],
|
| 1017 |
+
ids=_get_check_estimator_ids,
|
| 1018 |
+
)
|
| 1019 |
+
@pytest.mark.parametrize(
|
| 1020 |
+
"estimator",
|
| 1021 |
+
[
|
| 1022 |
+
PCA(n_components=2, svd_solver="full"),
|
| 1023 |
+
PCA(n_components=2, svd_solver="full", whiten=True),
|
| 1024 |
+
PCA(n_components=0.1, svd_solver="full", whiten=True),
|
| 1025 |
+
PCA(n_components=2, svd_solver="covariance_eigh"),
|
| 1026 |
+
PCA(n_components=2, svd_solver="covariance_eigh", whiten=True),
|
| 1027 |
+
PCA(
|
| 1028 |
+
n_components=2,
|
| 1029 |
+
svd_solver="randomized",
|
| 1030 |
+
power_iteration_normalizer="QR",
|
| 1031 |
+
random_state=0, # how to use global_random_seed here?
|
| 1032 |
+
),
|
| 1033 |
+
],
|
| 1034 |
+
ids=_get_check_estimator_ids,
|
| 1035 |
+
)
|
| 1036 |
+
def test_pca_array_api_compliance(
|
| 1037 |
+
estimator, check, array_namespace, device, dtype_name
|
| 1038 |
+
):
|
| 1039 |
+
name = estimator.__class__.__name__
|
| 1040 |
+
estimator = clone(estimator)
|
| 1041 |
+
check(name, estimator, array_namespace, device=device, dtype_name=dtype_name)
|
| 1042 |
+
|
| 1043 |
+
|
| 1044 |
+
@pytest.mark.parametrize(
|
| 1045 |
+
"array_namespace, device, dtype_name",
|
| 1046 |
+
yield_namespace_device_dtype_combinations(),
|
| 1047 |
+
ids=_get_namespace_device_dtype_ids,
|
| 1048 |
+
)
|
| 1049 |
+
@pytest.mark.parametrize(
|
| 1050 |
+
"check",
|
| 1051 |
+
[check_array_api_get_precision],
|
| 1052 |
+
ids=_get_check_estimator_ids,
|
| 1053 |
+
)
|
| 1054 |
+
@pytest.mark.parametrize(
|
| 1055 |
+
"estimator",
|
| 1056 |
+
[
|
| 1057 |
+
# PCA with mle cannot use check_array_api_input_and_values because of
|
| 1058 |
+
# rounding errors in the noisy (low variance) components. Even checking
|
| 1059 |
+
# the shape of the `components_` is problematic because the number of
|
| 1060 |
+
# components depends on trimming threshold of the mle algorithm which
|
| 1061 |
+
# can depend on device-specific rounding errors.
|
| 1062 |
+
PCA(n_components="mle", svd_solver="full"),
|
| 1063 |
+
],
|
| 1064 |
+
ids=_get_check_estimator_ids,
|
| 1065 |
+
)
|
| 1066 |
+
def test_pca_mle_array_api_compliance(
|
| 1067 |
+
estimator, check, array_namespace, device, dtype_name
|
| 1068 |
+
):
|
| 1069 |
+
name = estimator.__class__.__name__
|
| 1070 |
+
check(name, estimator, array_namespace, device=device, dtype_name=dtype_name)
|
| 1071 |
+
|
| 1072 |
+
# Simpler variant of the generic check_array_api_input checker tailored for
|
| 1073 |
+
# the specific case of PCA with mle-trimmed components.
|
| 1074 |
+
xp = _array_api_for_tests(array_namespace, device)
|
| 1075 |
+
|
| 1076 |
+
X, y = make_classification(random_state=42)
|
| 1077 |
+
X = X.astype(dtype_name, copy=False)
|
| 1078 |
+
atol = _atol_for_type(X.dtype)
|
| 1079 |
+
|
| 1080 |
+
est = clone(estimator)
|
| 1081 |
+
|
| 1082 |
+
X_xp = xp.asarray(X, device=device)
|
| 1083 |
+
y_xp = xp.asarray(y, device=device)
|
| 1084 |
+
|
| 1085 |
+
est.fit(X, y)
|
| 1086 |
+
|
| 1087 |
+
components_np = est.components_
|
| 1088 |
+
explained_variance_np = est.explained_variance_
|
| 1089 |
+
|
| 1090 |
+
est_xp = clone(est)
|
| 1091 |
+
with config_context(array_api_dispatch=True):
|
| 1092 |
+
est_xp.fit(X_xp, y_xp)
|
| 1093 |
+
components_xp = est_xp.components_
|
| 1094 |
+
assert array_device(components_xp) == array_device(X_xp)
|
| 1095 |
+
components_xp_np = _convert_to_numpy(components_xp, xp=xp)
|
| 1096 |
+
|
| 1097 |
+
explained_variance_xp = est_xp.explained_variance_
|
| 1098 |
+
assert array_device(explained_variance_xp) == array_device(X_xp)
|
| 1099 |
+
explained_variance_xp_np = _convert_to_numpy(explained_variance_xp, xp=xp)
|
| 1100 |
+
|
| 1101 |
+
assert components_xp_np.dtype == components_np.dtype
|
| 1102 |
+
assert components_xp_np.shape[1] == components_np.shape[1]
|
| 1103 |
+
assert explained_variance_xp_np.dtype == explained_variance_np.dtype
|
| 1104 |
+
|
| 1105 |
+
# Check that the explained variance values match for the
|
| 1106 |
+
# common components:
|
| 1107 |
+
min_components = min(components_xp_np.shape[0], components_np.shape[0])
|
| 1108 |
+
assert_allclose(
|
| 1109 |
+
explained_variance_xp_np[:min_components],
|
| 1110 |
+
explained_variance_np[:min_components],
|
| 1111 |
+
atol=atol,
|
| 1112 |
+
)
|
| 1113 |
+
|
| 1114 |
+
# If the number of components differ, check that the explained variance of
|
| 1115 |
+
# the trimmed components is very small.
|
| 1116 |
+
if components_xp_np.shape[0] != components_np.shape[0]:
|
| 1117 |
+
reference_variance = explained_variance_np[-1]
|
| 1118 |
+
extra_variance_np = explained_variance_np[min_components:]
|
| 1119 |
+
extra_variance_xp_np = explained_variance_xp_np[min_components:]
|
| 1120 |
+
assert all(np.abs(extra_variance_np - reference_variance) < atol)
|
| 1121 |
+
assert all(np.abs(extra_variance_xp_np - reference_variance) < atol)
|
| 1122 |
+
|
| 1123 |
+
|
| 1124 |
+
@pytest.mark.skipif(
|
| 1125 |
+
os.environ.get("SCIPY_ARRAY_API") != "1", reason="SCIPY_ARRAY_API not set to 1."
|
| 1126 |
+
)
|
| 1127 |
+
def test_array_api_error_and_warnings_on_unsupported_params():
|
| 1128 |
+
xp = pytest.importorskip("array_api_strict")
|
| 1129 |
+
iris_xp = xp.asarray(iris.data)
|
| 1130 |
+
|
| 1131 |
+
pca = PCA(n_components=2, svd_solver="arpack", random_state=0)
|
| 1132 |
+
expected_msg = re.escape(
|
| 1133 |
+
"PCA with svd_solver='arpack' is not supported for Array API inputs."
|
| 1134 |
+
)
|
| 1135 |
+
with pytest.raises(ValueError, match=expected_msg):
|
| 1136 |
+
with config_context(array_api_dispatch=True):
|
| 1137 |
+
pca.fit(iris_xp)
|
| 1138 |
+
|
| 1139 |
+
pca.set_params(svd_solver="randomized", power_iteration_normalizer="LU")
|
| 1140 |
+
expected_msg = re.escape(
|
| 1141 |
+
"Array API does not support LU factorization. Set"
|
| 1142 |
+
" `power_iteration_normalizer='QR'` instead."
|
| 1143 |
+
)
|
| 1144 |
+
with pytest.raises(ValueError, match=expected_msg):
|
| 1145 |
+
with config_context(array_api_dispatch=True):
|
| 1146 |
+
pca.fit(iris_xp)
|
| 1147 |
+
|
| 1148 |
+
pca.set_params(svd_solver="randomized", power_iteration_normalizer="auto")
|
| 1149 |
+
expected_msg = re.escape(
|
| 1150 |
+
"Array API does not support LU factorization, falling back to QR instead. Set"
|
| 1151 |
+
" `power_iteration_normalizer='QR'` explicitly to silence this warning."
|
| 1152 |
+
)
|
| 1153 |
+
with pytest.warns(UserWarning, match=expected_msg):
|
| 1154 |
+
with config_context(array_api_dispatch=True):
|
| 1155 |
+
pca.fit(iris_xp)
|