Upload edit\Qwen3-TTS-test\.venv\Lib\site-packages\sklearn\decomposition\tests\test_sparse_pca.py with huggingface_hub
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edit//Qwen3-TTS-test//.venv//Lib//site-packages//sklearn//decomposition//tests//test_sparse_pca.py
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| 1 |
+
# Authors: The scikit-learn developers
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| 2 |
+
# SPDX-License-Identifier: BSD-3-Clause
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| 3 |
+
|
| 4 |
+
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| 5 |
+
import numpy as np
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| 6 |
+
import pytest
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| 7 |
+
from numpy.testing import assert_array_equal
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| 8 |
+
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| 9 |
+
from sklearn.datasets import make_low_rank_matrix
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| 10 |
+
from sklearn.decomposition import PCA, MiniBatchSparsePCA, SparsePCA
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| 11 |
+
from sklearn.utils import check_random_state
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| 12 |
+
from sklearn.utils._testing import (
|
| 13 |
+
assert_allclose,
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| 14 |
+
assert_array_almost_equal,
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| 15 |
+
if_safe_multiprocessing_with_blas,
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| 16 |
+
)
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| 17 |
+
from sklearn.utils.extmath import svd_flip
|
| 18 |
+
|
| 19 |
+
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| 20 |
+
def generate_toy_data(n_components, n_samples, image_size, random_state=None):
|
| 21 |
+
n_features = image_size[0] * image_size[1]
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| 22 |
+
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| 23 |
+
rng = check_random_state(random_state)
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| 24 |
+
U = rng.randn(n_samples, n_components)
|
| 25 |
+
V = rng.randn(n_components, n_features)
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| 26 |
+
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| 27 |
+
centers = [(3, 3), (6, 7), (8, 1)]
|
| 28 |
+
sz = [1, 2, 1]
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| 29 |
+
for k in range(n_components):
|
| 30 |
+
img = np.zeros(image_size)
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| 31 |
+
xmin, xmax = centers[k][0] - sz[k], centers[k][0] + sz[k]
|
| 32 |
+
ymin, ymax = centers[k][1] - sz[k], centers[k][1] + sz[k]
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| 33 |
+
img[xmin:xmax][:, ymin:ymax] = 1.0
|
| 34 |
+
V[k, :] = img.ravel()
|
| 35 |
+
|
| 36 |
+
# Y is defined by : Y = UV + noise
|
| 37 |
+
Y = np.dot(U, V)
|
| 38 |
+
Y += 0.1 * rng.randn(Y.shape[0], Y.shape[1]) # Add noise
|
| 39 |
+
return Y, U, V
|
| 40 |
+
|
| 41 |
+
|
| 42 |
+
# SparsePCA can be a bit slow. To avoid having test times go up, we
|
| 43 |
+
# test different aspects of the code in the same test
|
| 44 |
+
|
| 45 |
+
|
| 46 |
+
def test_correct_shapes():
|
| 47 |
+
rng = np.random.RandomState(0)
|
| 48 |
+
X = rng.randn(12, 10)
|
| 49 |
+
spca = SparsePCA(n_components=8, random_state=rng)
|
| 50 |
+
U = spca.fit_transform(X)
|
| 51 |
+
assert spca.components_.shape == (8, 10)
|
| 52 |
+
assert U.shape == (12, 8)
|
| 53 |
+
# test overcomplete decomposition
|
| 54 |
+
spca = SparsePCA(n_components=13, random_state=rng)
|
| 55 |
+
U = spca.fit_transform(X)
|
| 56 |
+
assert spca.components_.shape == (13, 10)
|
| 57 |
+
assert U.shape == (12, 13)
|
| 58 |
+
|
| 59 |
+
|
| 60 |
+
def test_fit_transform(global_random_seed):
|
| 61 |
+
alpha = 1
|
| 62 |
+
rng = np.random.RandomState(global_random_seed)
|
| 63 |
+
Y, _, _ = generate_toy_data(3, 10, (8, 8), random_state=rng) # wide array
|
| 64 |
+
spca_lars = SparsePCA(
|
| 65 |
+
n_components=3, method="lars", alpha=alpha, random_state=global_random_seed
|
| 66 |
+
)
|
| 67 |
+
spca_lars.fit(Y)
|
| 68 |
+
|
| 69 |
+
# Test that CD gives similar results
|
| 70 |
+
spca_lasso = SparsePCA(
|
| 71 |
+
n_components=3, method="cd", random_state=global_random_seed, alpha=alpha
|
| 72 |
+
)
|
| 73 |
+
spca_lasso.fit(Y)
|
| 74 |
+
assert_allclose(spca_lasso.components_, spca_lars.components_, rtol=5e-4, atol=2e-4)
|
| 75 |
+
|
| 76 |
+
|
| 77 |
+
# TODO: remove mark once loky bug is fixed:
|
| 78 |
+
# https://github.com/joblib/loky/issues/458
|
| 79 |
+
@pytest.mark.thread_unsafe
|
| 80 |
+
@if_safe_multiprocessing_with_blas
|
| 81 |
+
def test_fit_transform_parallel(global_random_seed):
|
| 82 |
+
alpha = 1
|
| 83 |
+
rng = np.random.RandomState(global_random_seed)
|
| 84 |
+
Y, _, _ = generate_toy_data(3, 10, (8, 8), random_state=rng) # wide array
|
| 85 |
+
spca_lars = SparsePCA(
|
| 86 |
+
n_components=3, method="lars", alpha=alpha, random_state=global_random_seed
|
| 87 |
+
)
|
| 88 |
+
spca_lars.fit(Y)
|
| 89 |
+
U1 = spca_lars.transform(Y)
|
| 90 |
+
# Test multiple CPUs
|
| 91 |
+
spca = SparsePCA(
|
| 92 |
+
n_components=3,
|
| 93 |
+
n_jobs=2,
|
| 94 |
+
method="lars",
|
| 95 |
+
alpha=alpha,
|
| 96 |
+
random_state=global_random_seed,
|
| 97 |
+
).fit(Y)
|
| 98 |
+
U2 = spca.transform(Y)
|
| 99 |
+
assert not np.all(spca_lars.components_ == 0)
|
| 100 |
+
assert_array_almost_equal(U1, U2)
|
| 101 |
+
|
| 102 |
+
|
| 103 |
+
def test_transform_nan(global_random_seed):
|
| 104 |
+
# Test that SparsePCA won't return NaN when there is 0 feature in all
|
| 105 |
+
# samples.
|
| 106 |
+
rng = np.random.RandomState(global_random_seed)
|
| 107 |
+
Y, _, _ = generate_toy_data(3, 10, (8, 8), random_state=rng) # wide array
|
| 108 |
+
Y[:, 0] = 0
|
| 109 |
+
estimator = SparsePCA(n_components=8, random_state=global_random_seed)
|
| 110 |
+
assert not np.any(np.isnan(estimator.fit_transform(Y)))
|
| 111 |
+
|
| 112 |
+
|
| 113 |
+
def test_fit_transform_tall(global_random_seed):
|
| 114 |
+
rng = np.random.RandomState(global_random_seed)
|
| 115 |
+
Y, _, _ = generate_toy_data(3, 65, (8, 8), random_state=rng) # tall array
|
| 116 |
+
spca_lars = SparsePCA(n_components=3, method="lars", random_state=rng)
|
| 117 |
+
U1 = spca_lars.fit_transform(Y)
|
| 118 |
+
spca_lasso = SparsePCA(n_components=3, method="cd", random_state=rng)
|
| 119 |
+
U2 = spca_lasso.fit(Y).transform(Y)
|
| 120 |
+
assert_allclose(U1, U2, rtol=1e-4, atol=2e-5)
|
| 121 |
+
|
| 122 |
+
|
| 123 |
+
def test_initialization(global_random_seed):
|
| 124 |
+
rng = np.random.RandomState(global_random_seed)
|
| 125 |
+
U_init = rng.randn(5, 3)
|
| 126 |
+
V_init = rng.randn(3, 4)
|
| 127 |
+
model = SparsePCA(
|
| 128 |
+
n_components=3, U_init=U_init, V_init=V_init, max_iter=0, random_state=rng
|
| 129 |
+
)
|
| 130 |
+
model.fit(rng.randn(5, 4))
|
| 131 |
+
|
| 132 |
+
expected_components = V_init / np.linalg.norm(V_init, axis=1, keepdims=True)
|
| 133 |
+
expected_components = svd_flip(u=expected_components.T, v=None)[0].T
|
| 134 |
+
assert_allclose(model.components_, expected_components)
|
| 135 |
+
|
| 136 |
+
|
| 137 |
+
def test_mini_batch_correct_shapes():
|
| 138 |
+
rng = np.random.RandomState(0)
|
| 139 |
+
X = rng.randn(12, 10)
|
| 140 |
+
pca = MiniBatchSparsePCA(n_components=8, max_iter=1, random_state=rng)
|
| 141 |
+
U = pca.fit_transform(X)
|
| 142 |
+
assert pca.components_.shape == (8, 10)
|
| 143 |
+
assert U.shape == (12, 8)
|
| 144 |
+
# test overcomplete decomposition
|
| 145 |
+
pca = MiniBatchSparsePCA(n_components=13, max_iter=1, random_state=rng)
|
| 146 |
+
U = pca.fit_transform(X)
|
| 147 |
+
assert pca.components_.shape == (13, 10)
|
| 148 |
+
assert U.shape == (12, 13)
|
| 149 |
+
|
| 150 |
+
|
| 151 |
+
def test_scaling_fit_transform(global_random_seed):
|
| 152 |
+
alpha = 1
|
| 153 |
+
rng = np.random.RandomState(global_random_seed)
|
| 154 |
+
Y, _, _ = generate_toy_data(3, 1000, (8, 8), random_state=rng)
|
| 155 |
+
spca_lars = SparsePCA(n_components=3, method="lars", alpha=alpha, random_state=rng)
|
| 156 |
+
results_train = spca_lars.fit_transform(Y)
|
| 157 |
+
results_test = spca_lars.transform(Y[:10])
|
| 158 |
+
assert_allclose(results_train[0], results_test[0])
|
| 159 |
+
|
| 160 |
+
|
| 161 |
+
def test_pca_vs_spca(global_random_seed):
|
| 162 |
+
rng = np.random.RandomState(global_random_seed)
|
| 163 |
+
Y, _, _ = generate_toy_data(3, 1000, (8, 8), random_state=rng)
|
| 164 |
+
Z, _, _ = generate_toy_data(3, 10, (8, 8), random_state=rng)
|
| 165 |
+
spca = SparsePCA(alpha=0, ridge_alpha=0, n_components=2, random_state=rng)
|
| 166 |
+
pca = PCA(n_components=2, random_state=rng)
|
| 167 |
+
pca.fit(Y)
|
| 168 |
+
spca.fit(Y)
|
| 169 |
+
results_test_pca = pca.transform(Z)
|
| 170 |
+
results_test_spca = spca.transform(Z)
|
| 171 |
+
assert_allclose(
|
| 172 |
+
np.abs(spca.components_.dot(pca.components_.T)), np.eye(2), atol=1e-4
|
| 173 |
+
)
|
| 174 |
+
results_test_pca *= np.sign(results_test_pca[0, :])
|
| 175 |
+
results_test_spca *= np.sign(results_test_spca[0, :])
|
| 176 |
+
assert_allclose(results_test_pca, results_test_spca, atol=1e-4)
|
| 177 |
+
|
| 178 |
+
|
| 179 |
+
@pytest.mark.parametrize("SPCA", [SparsePCA, MiniBatchSparsePCA])
|
| 180 |
+
@pytest.mark.parametrize("n_components", [None, 3])
|
| 181 |
+
def test_spca_n_components_(SPCA, n_components):
|
| 182 |
+
rng = np.random.RandomState(0)
|
| 183 |
+
n_samples, n_features = 12, 10
|
| 184 |
+
X = rng.randn(n_samples, n_features)
|
| 185 |
+
|
| 186 |
+
model = SPCA(n_components=n_components).fit(X)
|
| 187 |
+
|
| 188 |
+
if n_components is not None:
|
| 189 |
+
assert model.n_components_ == n_components
|
| 190 |
+
else:
|
| 191 |
+
assert model.n_components_ == n_features
|
| 192 |
+
|
| 193 |
+
|
| 194 |
+
@pytest.mark.parametrize("SPCA", (SparsePCA, MiniBatchSparsePCA))
|
| 195 |
+
@pytest.mark.parametrize("method", ("lars", "cd"))
|
| 196 |
+
@pytest.mark.parametrize(
|
| 197 |
+
"data_type, expected_type",
|
| 198 |
+
(
|
| 199 |
+
(np.float32, np.float32),
|
| 200 |
+
(np.float64, np.float64),
|
| 201 |
+
(np.int32, np.float64),
|
| 202 |
+
(np.int64, np.float64),
|
| 203 |
+
),
|
| 204 |
+
)
|
| 205 |
+
def test_sparse_pca_dtype_match(SPCA, method, data_type, expected_type):
|
| 206 |
+
# Verify output matrix dtype
|
| 207 |
+
n_samples, n_features, n_components = 12, 10, 3
|
| 208 |
+
rng = np.random.RandomState(0)
|
| 209 |
+
input_array = rng.randn(n_samples, n_features).astype(data_type)
|
| 210 |
+
model = SPCA(n_components=n_components, method=method)
|
| 211 |
+
transformed = model.fit_transform(input_array)
|
| 212 |
+
|
| 213 |
+
assert transformed.dtype == expected_type
|
| 214 |
+
assert model.components_.dtype == expected_type
|
| 215 |
+
|
| 216 |
+
|
| 217 |
+
@pytest.mark.parametrize("SPCA", (SparsePCA, MiniBatchSparsePCA))
|
| 218 |
+
@pytest.mark.parametrize("method", ("lars", "cd"))
|
| 219 |
+
def test_sparse_pca_numerical_consistency(SPCA, method, global_random_seed):
|
| 220 |
+
# Verify numericall consistentency among np.float32 and np.float64
|
| 221 |
+
n_samples, n_features, n_components = 20, 20, 5
|
| 222 |
+
input_array = make_low_rank_matrix(
|
| 223 |
+
n_samples=n_samples,
|
| 224 |
+
n_features=n_features,
|
| 225 |
+
effective_rank=n_components,
|
| 226 |
+
random_state=global_random_seed,
|
| 227 |
+
)
|
| 228 |
+
|
| 229 |
+
model_32 = SPCA(
|
| 230 |
+
n_components=n_components,
|
| 231 |
+
method=method,
|
| 232 |
+
random_state=global_random_seed,
|
| 233 |
+
)
|
| 234 |
+
transformed_32 = model_32.fit_transform(input_array.astype(np.float32))
|
| 235 |
+
|
| 236 |
+
model_64 = SPCA(
|
| 237 |
+
n_components=n_components,
|
| 238 |
+
method=method,
|
| 239 |
+
random_state=global_random_seed,
|
| 240 |
+
)
|
| 241 |
+
transformed_64 = model_64.fit_transform(input_array.astype(np.float64))
|
| 242 |
+
assert_allclose(transformed_64, transformed_32)
|
| 243 |
+
assert_allclose(model_64.components_, model_32.components_)
|
| 244 |
+
|
| 245 |
+
|
| 246 |
+
@pytest.mark.parametrize("SPCA", [SparsePCA, MiniBatchSparsePCA])
|
| 247 |
+
def test_spca_feature_names_out(SPCA):
|
| 248 |
+
"""Check feature names out for *SparsePCA."""
|
| 249 |
+
rng = np.random.RandomState(0)
|
| 250 |
+
n_samples, n_features = 12, 10
|
| 251 |
+
X = rng.randn(n_samples, n_features)
|
| 252 |
+
|
| 253 |
+
model = SPCA(n_components=4).fit(X)
|
| 254 |
+
names = model.get_feature_names_out()
|
| 255 |
+
|
| 256 |
+
estimator_name = SPCA.__name__.lower()
|
| 257 |
+
assert_array_equal([f"{estimator_name}{i}" for i in range(4)], names)
|
| 258 |
+
|
| 259 |
+
|
| 260 |
+
def test_spca_early_stopping(global_random_seed):
|
| 261 |
+
"""Check that `tol` and `max_no_improvement` act as early stopping."""
|
| 262 |
+
rng = np.random.RandomState(global_random_seed)
|
| 263 |
+
n_samples, n_features = 50, 10
|
| 264 |
+
X = rng.randn(n_samples, n_features)
|
| 265 |
+
|
| 266 |
+
# vary the tolerance to force the early stopping of one of the model
|
| 267 |
+
model_early_stopped = MiniBatchSparsePCA(
|
| 268 |
+
max_iter=100, tol=0.5, random_state=global_random_seed
|
| 269 |
+
).fit(X)
|
| 270 |
+
model_not_early_stopped = MiniBatchSparsePCA(
|
| 271 |
+
max_iter=100, tol=1e-3, random_state=global_random_seed
|
| 272 |
+
).fit(X)
|
| 273 |
+
assert model_early_stopped.n_iter_ < model_not_early_stopped.n_iter_
|
| 274 |
+
|
| 275 |
+
# force the max number of no improvement to a large value to check that
|
| 276 |
+
# it does help to early stop
|
| 277 |
+
model_early_stopped = MiniBatchSparsePCA(
|
| 278 |
+
max_iter=100, tol=1e-6, max_no_improvement=2, random_state=global_random_seed
|
| 279 |
+
).fit(X)
|
| 280 |
+
model_not_early_stopped = MiniBatchSparsePCA(
|
| 281 |
+
max_iter=100, tol=1e-6, max_no_improvement=100, random_state=global_random_seed
|
| 282 |
+
).fit(X)
|
| 283 |
+
assert model_early_stopped.n_iter_ < model_not_early_stopped.n_iter_
|
| 284 |
+
|
| 285 |
+
|
| 286 |
+
def test_equivalence_components_pca_spca(global_random_seed):
|
| 287 |
+
"""Check the equivalence of the components found by PCA and SparsePCA.
|
| 288 |
+
|
| 289 |
+
Non-regression test for:
|
| 290 |
+
https://github.com/scikit-learn/scikit-learn/issues/23932
|
| 291 |
+
"""
|
| 292 |
+
rng = np.random.RandomState(global_random_seed)
|
| 293 |
+
X = rng.randn(50, 4)
|
| 294 |
+
|
| 295 |
+
n_components = 2
|
| 296 |
+
pca = PCA(
|
| 297 |
+
n_components=n_components,
|
| 298 |
+
svd_solver="randomized",
|
| 299 |
+
random_state=0,
|
| 300 |
+
).fit(X)
|
| 301 |
+
spca = SparsePCA(
|
| 302 |
+
n_components=n_components,
|
| 303 |
+
method="lars",
|
| 304 |
+
ridge_alpha=0,
|
| 305 |
+
alpha=0,
|
| 306 |
+
random_state=0,
|
| 307 |
+
).fit(X)
|
| 308 |
+
|
| 309 |
+
assert_allclose(pca.components_, spca.components_)
|
| 310 |
+
|
| 311 |
+
|
| 312 |
+
def test_sparse_pca_inverse_transform(global_random_seed):
|
| 313 |
+
"""Check that `inverse_transform` in `SparsePCA` and `PCA` are similar."""
|
| 314 |
+
rng = np.random.RandomState(global_random_seed)
|
| 315 |
+
n_samples, n_features = 10, 5
|
| 316 |
+
X = rng.randn(n_samples, n_features)
|
| 317 |
+
|
| 318 |
+
n_components = 2
|
| 319 |
+
spca = SparsePCA(
|
| 320 |
+
n_components=n_components,
|
| 321 |
+
alpha=1e-12,
|
| 322 |
+
ridge_alpha=1e-12,
|
| 323 |
+
random_state=global_random_seed,
|
| 324 |
+
)
|
| 325 |
+
pca = PCA(n_components=n_components, random_state=global_random_seed)
|
| 326 |
+
X_trans_spca = spca.fit_transform(X)
|
| 327 |
+
X_trans_pca = pca.fit_transform(X)
|
| 328 |
+
assert_allclose(
|
| 329 |
+
spca.inverse_transform(X_trans_spca), pca.inverse_transform(X_trans_pca)
|
| 330 |
+
)
|
| 331 |
+
|
| 332 |
+
|
| 333 |
+
@pytest.mark.parametrize("SPCA", [SparsePCA, MiniBatchSparsePCA])
|
| 334 |
+
def test_transform_inverse_transform_round_trip(SPCA, global_random_seed):
|
| 335 |
+
"""Check the `transform` and `inverse_transform` round trip with no loss of
|
| 336 |
+
information.
|
| 337 |
+
"""
|
| 338 |
+
rng = np.random.RandomState(global_random_seed)
|
| 339 |
+
n_samples, n_features = 10, 5
|
| 340 |
+
X = rng.randn(n_samples, n_features)
|
| 341 |
+
|
| 342 |
+
n_components = n_features
|
| 343 |
+
spca = SPCA(
|
| 344 |
+
n_components=n_components,
|
| 345 |
+
alpha=1e-12,
|
| 346 |
+
ridge_alpha=1e-12,
|
| 347 |
+
random_state=global_random_seed,
|
| 348 |
+
)
|
| 349 |
+
X_trans_spca = spca.fit_transform(X)
|
| 350 |
+
assert_allclose(spca.inverse_transform(X_trans_spca), X)
|