Upload edit\Qwen3-TTS-test\.venv\Lib\site-packages\sklearn\decomposition\tests\test_incremental_pca.py with huggingface_hub
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edit//Qwen3-TTS-test//.venv//Lib//site-packages//sklearn//decomposition//tests//test_incremental_pca.py
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| 1 |
+
"""Tests for Incremental PCA."""
|
| 2 |
+
|
| 3 |
+
import itertools
|
| 4 |
+
import warnings
|
| 5 |
+
|
| 6 |
+
import numpy as np
|
| 7 |
+
import pytest
|
| 8 |
+
from numpy.testing import assert_allclose, assert_array_equal
|
| 9 |
+
|
| 10 |
+
from sklearn import datasets
|
| 11 |
+
from sklearn.decomposition import PCA, IncrementalPCA
|
| 12 |
+
from sklearn.utils._testing import (
|
| 13 |
+
assert_allclose_dense_sparse,
|
| 14 |
+
assert_almost_equal,
|
| 15 |
+
assert_array_almost_equal,
|
| 16 |
+
)
|
| 17 |
+
from sklearn.utils.fixes import CSC_CONTAINERS, CSR_CONTAINERS, LIL_CONTAINERS
|
| 18 |
+
|
| 19 |
+
iris = datasets.load_iris()
|
| 20 |
+
|
| 21 |
+
|
| 22 |
+
def test_incremental_pca():
|
| 23 |
+
# Incremental PCA on dense arrays.
|
| 24 |
+
X = iris.data
|
| 25 |
+
batch_size = X.shape[0] // 3
|
| 26 |
+
ipca = IncrementalPCA(n_components=2, batch_size=batch_size)
|
| 27 |
+
pca = PCA(n_components=2)
|
| 28 |
+
pca.fit_transform(X)
|
| 29 |
+
|
| 30 |
+
X_transformed = ipca.fit_transform(X)
|
| 31 |
+
|
| 32 |
+
assert X_transformed.shape == (X.shape[0], 2)
|
| 33 |
+
np.testing.assert_allclose(
|
| 34 |
+
ipca.explained_variance_ratio_.sum(),
|
| 35 |
+
pca.explained_variance_ratio_.sum(),
|
| 36 |
+
rtol=1e-3,
|
| 37 |
+
)
|
| 38 |
+
|
| 39 |
+
for n_components in [1, 2, X.shape[1]]:
|
| 40 |
+
ipca = IncrementalPCA(n_components, batch_size=batch_size)
|
| 41 |
+
ipca.fit(X)
|
| 42 |
+
cov = ipca.get_covariance()
|
| 43 |
+
precision = ipca.get_precision()
|
| 44 |
+
np.testing.assert_allclose(
|
| 45 |
+
np.dot(cov, precision), np.eye(X.shape[1]), atol=1e-13
|
| 46 |
+
)
|
| 47 |
+
|
| 48 |
+
|
| 49 |
+
@pytest.mark.parametrize(
|
| 50 |
+
"sparse_container", CSC_CONTAINERS + CSR_CONTAINERS + LIL_CONTAINERS
|
| 51 |
+
)
|
| 52 |
+
def test_incremental_pca_sparse(sparse_container):
|
| 53 |
+
# Incremental PCA on sparse arrays.
|
| 54 |
+
X = iris.data
|
| 55 |
+
pca = PCA(n_components=2)
|
| 56 |
+
pca.fit_transform(X)
|
| 57 |
+
X_sparse = sparse_container(X)
|
| 58 |
+
batch_size = X_sparse.shape[0] // 3
|
| 59 |
+
ipca = IncrementalPCA(n_components=2, batch_size=batch_size)
|
| 60 |
+
|
| 61 |
+
X_transformed = ipca.fit_transform(X_sparse)
|
| 62 |
+
|
| 63 |
+
assert X_transformed.shape == (X_sparse.shape[0], 2)
|
| 64 |
+
np.testing.assert_allclose(
|
| 65 |
+
ipca.explained_variance_ratio_.sum(),
|
| 66 |
+
pca.explained_variance_ratio_.sum(),
|
| 67 |
+
rtol=1e-3,
|
| 68 |
+
)
|
| 69 |
+
|
| 70 |
+
for n_components in [1, 2, X.shape[1]]:
|
| 71 |
+
ipca = IncrementalPCA(n_components, batch_size=batch_size)
|
| 72 |
+
ipca.fit(X_sparse)
|
| 73 |
+
cov = ipca.get_covariance()
|
| 74 |
+
precision = ipca.get_precision()
|
| 75 |
+
np.testing.assert_allclose(
|
| 76 |
+
np.dot(cov, precision), np.eye(X_sparse.shape[1]), atol=1e-13
|
| 77 |
+
)
|
| 78 |
+
|
| 79 |
+
with pytest.raises(
|
| 80 |
+
TypeError,
|
| 81 |
+
match=(
|
| 82 |
+
"IncrementalPCA.partial_fit does not support "
|
| 83 |
+
"sparse input. Either convert data to dense "
|
| 84 |
+
"or use IncrementalPCA.fit to do so in batches."
|
| 85 |
+
),
|
| 86 |
+
):
|
| 87 |
+
ipca.partial_fit(X_sparse)
|
| 88 |
+
|
| 89 |
+
|
| 90 |
+
def test_incremental_pca_check_projection(global_random_seed):
|
| 91 |
+
# Test that the projection of data is correct.
|
| 92 |
+
rng = np.random.RandomState(global_random_seed)
|
| 93 |
+
n, p = 100, 3
|
| 94 |
+
X = rng.randn(n, p) * 0.1
|
| 95 |
+
X[:10] += np.array([3, 4, 5])
|
| 96 |
+
Xt = 0.1 * rng.randn(1, p) + np.array([3, 4, 5])
|
| 97 |
+
|
| 98 |
+
# Get the reconstruction of the generated data X
|
| 99 |
+
# Note that Xt has the same "components" as X, just separated
|
| 100 |
+
# This is what we want to ensure is recreated correctly
|
| 101 |
+
Yt = IncrementalPCA(n_components=2).fit(X).transform(Xt)
|
| 102 |
+
|
| 103 |
+
# Normalize
|
| 104 |
+
Yt /= np.sqrt((Yt**2).sum())
|
| 105 |
+
|
| 106 |
+
# Make sure that the first element of Yt is ~1, this means
|
| 107 |
+
# the reconstruction worked as expected
|
| 108 |
+
assert_almost_equal(np.abs(Yt[0][0]), 1.0, 1)
|
| 109 |
+
|
| 110 |
+
|
| 111 |
+
def test_incremental_pca_inverse(global_random_seed):
|
| 112 |
+
# Test that the projection of data can be inverted.
|
| 113 |
+
rng = np.random.RandomState(global_random_seed)
|
| 114 |
+
n, p = 50, 3
|
| 115 |
+
X = rng.randn(n, p) # spherical data
|
| 116 |
+
X[:, 1] *= 0.00001 # make middle component relatively small
|
| 117 |
+
X += [5, 4, 3] # make a large mean
|
| 118 |
+
|
| 119 |
+
# same check that we can find the original data from the transformed
|
| 120 |
+
# signal (since the data is almost of rank n_components)
|
| 121 |
+
ipca = IncrementalPCA(n_components=2, batch_size=10).fit(X)
|
| 122 |
+
Y = ipca.transform(X)
|
| 123 |
+
Y_inverse = ipca.inverse_transform(Y)
|
| 124 |
+
assert_almost_equal(X, Y_inverse, decimal=3)
|
| 125 |
+
|
| 126 |
+
|
| 127 |
+
def test_incremental_pca_validation():
|
| 128 |
+
# Test that n_components is <= n_features.
|
| 129 |
+
X = np.array([[0, 1, 0], [1, 0, 0]])
|
| 130 |
+
n_samples, n_features = X.shape
|
| 131 |
+
n_components = 4
|
| 132 |
+
with pytest.raises(
|
| 133 |
+
ValueError,
|
| 134 |
+
match=(
|
| 135 |
+
"n_components={} invalid"
|
| 136 |
+
" for n_features={}, need more rows than"
|
| 137 |
+
" columns for IncrementalPCA"
|
| 138 |
+
" processing".format(n_components, n_features)
|
| 139 |
+
),
|
| 140 |
+
):
|
| 141 |
+
IncrementalPCA(n_components, batch_size=10).fit(X)
|
| 142 |
+
|
| 143 |
+
# Test that n_components is also <= n_samples in first call to partial fit.
|
| 144 |
+
n_components = 3
|
| 145 |
+
with pytest.raises(
|
| 146 |
+
ValueError,
|
| 147 |
+
match=(
|
| 148 |
+
f"n_components={n_components} must be less or equal to the batch "
|
| 149 |
+
f"number of samples {n_samples} for the first partial_fit call."
|
| 150 |
+
),
|
| 151 |
+
):
|
| 152 |
+
IncrementalPCA(n_components=n_components).partial_fit(X)
|
| 153 |
+
|
| 154 |
+
|
| 155 |
+
def test_n_samples_equal_n_components():
|
| 156 |
+
# Ensures no warning is raised when n_samples==n_components
|
| 157 |
+
# Non-regression test for gh-19050
|
| 158 |
+
ipca = IncrementalPCA(n_components=5)
|
| 159 |
+
with warnings.catch_warnings():
|
| 160 |
+
warnings.simplefilter("error", RuntimeWarning)
|
| 161 |
+
ipca.partial_fit(np.random.randn(5, 7))
|
| 162 |
+
with warnings.catch_warnings():
|
| 163 |
+
warnings.simplefilter("error", RuntimeWarning)
|
| 164 |
+
ipca.fit(np.random.randn(5, 7))
|
| 165 |
+
|
| 166 |
+
|
| 167 |
+
def test_n_components_none():
|
| 168 |
+
# Ensures that n_components == None is handled correctly
|
| 169 |
+
rng = np.random.RandomState(1999)
|
| 170 |
+
for n_samples, n_features in [(50, 10), (10, 50)]:
|
| 171 |
+
X = rng.rand(n_samples, n_features)
|
| 172 |
+
ipca = IncrementalPCA(n_components=None)
|
| 173 |
+
|
| 174 |
+
# First partial_fit call, ipca.n_components_ is inferred from
|
| 175 |
+
# min(X.shape)
|
| 176 |
+
ipca.partial_fit(X)
|
| 177 |
+
assert ipca.n_components_ == min(X.shape)
|
| 178 |
+
|
| 179 |
+
# Second partial_fit call, ipca.n_components_ is inferred from
|
| 180 |
+
# ipca.components_ computed from the first partial_fit call
|
| 181 |
+
ipca.partial_fit(X)
|
| 182 |
+
assert ipca.n_components_ == ipca.components_.shape[0]
|
| 183 |
+
|
| 184 |
+
|
| 185 |
+
def test_incremental_pca_set_params():
|
| 186 |
+
# Test that components_ sign is stable over batch sizes.
|
| 187 |
+
rng = np.random.RandomState(1999)
|
| 188 |
+
n_samples = 100
|
| 189 |
+
n_features = 20
|
| 190 |
+
X = rng.randn(n_samples, n_features)
|
| 191 |
+
X2 = rng.randn(n_samples, n_features)
|
| 192 |
+
X3 = rng.randn(n_samples, n_features)
|
| 193 |
+
ipca = IncrementalPCA(n_components=20)
|
| 194 |
+
ipca.fit(X)
|
| 195 |
+
# Decreasing number of components
|
| 196 |
+
ipca.set_params(n_components=10)
|
| 197 |
+
with pytest.raises(ValueError):
|
| 198 |
+
ipca.partial_fit(X2)
|
| 199 |
+
# Increasing number of components
|
| 200 |
+
ipca.set_params(n_components=15)
|
| 201 |
+
with pytest.raises(ValueError):
|
| 202 |
+
ipca.partial_fit(X3)
|
| 203 |
+
# Returning to original setting
|
| 204 |
+
ipca.set_params(n_components=20)
|
| 205 |
+
ipca.partial_fit(X)
|
| 206 |
+
|
| 207 |
+
|
| 208 |
+
def test_incremental_pca_num_features_change():
|
| 209 |
+
# Test that changing n_components will raise an error.
|
| 210 |
+
rng = np.random.RandomState(1999)
|
| 211 |
+
n_samples = 100
|
| 212 |
+
X = rng.randn(n_samples, 20)
|
| 213 |
+
X2 = rng.randn(n_samples, 50)
|
| 214 |
+
ipca = IncrementalPCA(n_components=None)
|
| 215 |
+
ipca.fit(X)
|
| 216 |
+
with pytest.raises(ValueError):
|
| 217 |
+
ipca.partial_fit(X2)
|
| 218 |
+
|
| 219 |
+
|
| 220 |
+
def test_incremental_pca_batch_signs(global_random_seed):
|
| 221 |
+
# Test that components_ sign is stable over batch sizes.
|
| 222 |
+
rng = np.random.RandomState(global_random_seed)
|
| 223 |
+
n_samples = 100
|
| 224 |
+
n_features = 3
|
| 225 |
+
X = rng.randn(n_samples, n_features)
|
| 226 |
+
all_components = []
|
| 227 |
+
batch_sizes = np.arange(10, 20)
|
| 228 |
+
for batch_size in batch_sizes:
|
| 229 |
+
ipca = IncrementalPCA(n_components=None, batch_size=batch_size).fit(X)
|
| 230 |
+
all_components.append(ipca.components_)
|
| 231 |
+
|
| 232 |
+
for i, j in itertools.pairwise(all_components):
|
| 233 |
+
assert_almost_equal(np.sign(i), np.sign(j), decimal=6)
|
| 234 |
+
|
| 235 |
+
|
| 236 |
+
def test_incremental_pca_partial_fit_small_batch():
|
| 237 |
+
# Test that there is no minimum batch size after the first partial_fit
|
| 238 |
+
# Non-regression test
|
| 239 |
+
rng = np.random.RandomState(1999)
|
| 240 |
+
n, p = 50, 3
|
| 241 |
+
X = rng.randn(n, p) # spherical data
|
| 242 |
+
X[:, 1] *= 0.00001 # make middle component relatively small
|
| 243 |
+
X += [5, 4, 3] # make a large mean
|
| 244 |
+
|
| 245 |
+
n_components = p
|
| 246 |
+
pipca = IncrementalPCA(n_components=n_components)
|
| 247 |
+
pipca.partial_fit(X[:n_components])
|
| 248 |
+
for idx in range(n_components, n):
|
| 249 |
+
pipca.partial_fit(X[idx : idx + 1])
|
| 250 |
+
|
| 251 |
+
pca = PCA(n_components=n_components)
|
| 252 |
+
pca.fit(X)
|
| 253 |
+
|
| 254 |
+
assert_allclose(pca.components_, pipca.components_, atol=1e-3)
|
| 255 |
+
|
| 256 |
+
|
| 257 |
+
def test_incremental_pca_batch_values(global_random_seed):
|
| 258 |
+
# Test that components_ values are stable over batch sizes.
|
| 259 |
+
rng = np.random.RandomState(global_random_seed)
|
| 260 |
+
n_samples = 100
|
| 261 |
+
n_features = 3
|
| 262 |
+
X = rng.randn(n_samples, n_features)
|
| 263 |
+
all_components = []
|
| 264 |
+
batch_sizes = np.arange(20, 40, 3)
|
| 265 |
+
for batch_size in batch_sizes:
|
| 266 |
+
ipca = IncrementalPCA(n_components=None, batch_size=batch_size).fit(X)
|
| 267 |
+
all_components.append(ipca.components_)
|
| 268 |
+
|
| 269 |
+
for i, j in itertools.pairwise(all_components):
|
| 270 |
+
assert_almost_equal(i, j, decimal=1)
|
| 271 |
+
|
| 272 |
+
|
| 273 |
+
def test_incremental_pca_batch_rank():
|
| 274 |
+
# Test sample size in each batch is always larger or equal to n_components
|
| 275 |
+
rng = np.random.RandomState(1999)
|
| 276 |
+
n_samples = 100
|
| 277 |
+
n_features = 20
|
| 278 |
+
X = rng.randn(n_samples, n_features)
|
| 279 |
+
all_components = []
|
| 280 |
+
batch_sizes = np.arange(20, 90, 3)
|
| 281 |
+
for batch_size in batch_sizes:
|
| 282 |
+
ipca = IncrementalPCA(n_components=20, batch_size=batch_size).fit(X)
|
| 283 |
+
all_components.append(ipca.components_)
|
| 284 |
+
|
| 285 |
+
for components_i, components_j in itertools.pairwise(all_components):
|
| 286 |
+
assert_allclose_dense_sparse(components_i, components_j)
|
| 287 |
+
|
| 288 |
+
|
| 289 |
+
def test_incremental_pca_partial_fit(global_random_seed):
|
| 290 |
+
# Test that fit and partial_fit get equivalent results.
|
| 291 |
+
rng = np.random.RandomState(global_random_seed)
|
| 292 |
+
n, p = 50, 3
|
| 293 |
+
X = rng.randn(n, p) # spherical data
|
| 294 |
+
X[:, 1] *= 0.00001 # make middle component relatively small
|
| 295 |
+
X += [5, 4, 3] # make a large mean
|
| 296 |
+
|
| 297 |
+
# same check that we can find the original data from the transformed
|
| 298 |
+
# signal (since the data is almost of rank n_components)
|
| 299 |
+
batch_size = 10
|
| 300 |
+
ipca = IncrementalPCA(n_components=2, batch_size=batch_size).fit(X)
|
| 301 |
+
pipca = IncrementalPCA(n_components=2, batch_size=batch_size)
|
| 302 |
+
# Add one to make sure endpoint is included
|
| 303 |
+
batch_itr = np.arange(0, n + 1, batch_size)
|
| 304 |
+
for i, j in itertools.pairwise(batch_itr):
|
| 305 |
+
pipca.partial_fit(X[i:j, :])
|
| 306 |
+
assert_almost_equal(ipca.components_, pipca.components_, decimal=3)
|
| 307 |
+
|
| 308 |
+
|
| 309 |
+
def test_incremental_pca_against_pca_iris():
|
| 310 |
+
# Test that IncrementalPCA and PCA are approximate (to a sign flip).
|
| 311 |
+
X = iris.data
|
| 312 |
+
|
| 313 |
+
Y_pca = PCA(n_components=2).fit_transform(X)
|
| 314 |
+
Y_ipca = IncrementalPCA(n_components=2, batch_size=25).fit_transform(X)
|
| 315 |
+
|
| 316 |
+
assert_almost_equal(np.abs(Y_pca), np.abs(Y_ipca), 1)
|
| 317 |
+
|
| 318 |
+
|
| 319 |
+
def test_incremental_pca_against_pca_random_data(global_random_seed):
|
| 320 |
+
# Test that IncrementalPCA and PCA are approximate (to a sign flip).
|
| 321 |
+
rng = np.random.RandomState(global_random_seed)
|
| 322 |
+
n_samples = 100
|
| 323 |
+
n_features = 3
|
| 324 |
+
X = rng.randn(n_samples, n_features) + 5 * rng.rand(1, n_features)
|
| 325 |
+
|
| 326 |
+
Y_pca = PCA(n_components=3).fit_transform(X)
|
| 327 |
+
Y_ipca = IncrementalPCA(n_components=3, batch_size=25).fit_transform(X)
|
| 328 |
+
|
| 329 |
+
assert_almost_equal(np.abs(Y_pca), np.abs(Y_ipca), 1)
|
| 330 |
+
|
| 331 |
+
|
| 332 |
+
def test_explained_variances():
|
| 333 |
+
# Test that PCA and IncrementalPCA calculations match
|
| 334 |
+
X = datasets.make_low_rank_matrix(
|
| 335 |
+
1000, 100, tail_strength=0.0, effective_rank=10, random_state=1999
|
| 336 |
+
)
|
| 337 |
+
prec = 3
|
| 338 |
+
n_samples, n_features = X.shape
|
| 339 |
+
for nc in [None, 99]:
|
| 340 |
+
pca = PCA(n_components=nc).fit(X)
|
| 341 |
+
ipca = IncrementalPCA(n_components=nc, batch_size=100).fit(X)
|
| 342 |
+
assert_almost_equal(
|
| 343 |
+
pca.explained_variance_, ipca.explained_variance_, decimal=prec
|
| 344 |
+
)
|
| 345 |
+
assert_almost_equal(
|
| 346 |
+
pca.explained_variance_ratio_, ipca.explained_variance_ratio_, decimal=prec
|
| 347 |
+
)
|
| 348 |
+
assert_almost_equal(pca.noise_variance_, ipca.noise_variance_, decimal=prec)
|
| 349 |
+
|
| 350 |
+
|
| 351 |
+
def test_singular_values(global_random_seed):
|
| 352 |
+
# Check that the IncrementalPCA output has the correct singular values
|
| 353 |
+
|
| 354 |
+
rng = np.random.RandomState(global_random_seed)
|
| 355 |
+
n_samples = 1000
|
| 356 |
+
n_features = 100
|
| 357 |
+
|
| 358 |
+
X = datasets.make_low_rank_matrix(
|
| 359 |
+
n_samples, n_features, tail_strength=0.0, effective_rank=10, random_state=rng
|
| 360 |
+
)
|
| 361 |
+
|
| 362 |
+
pca = PCA(n_components=10, svd_solver="full", random_state=rng).fit(X)
|
| 363 |
+
ipca = IncrementalPCA(n_components=10, batch_size=150).fit(X)
|
| 364 |
+
assert_array_almost_equal(pca.singular_values_, ipca.singular_values_, 2)
|
| 365 |
+
|
| 366 |
+
# Compare to the Frobenius norm
|
| 367 |
+
X_pca = pca.transform(X)
|
| 368 |
+
X_ipca = ipca.transform(X)
|
| 369 |
+
assert_array_almost_equal(
|
| 370 |
+
np.sum(pca.singular_values_**2.0), np.linalg.norm(X_pca, "fro") ** 2.0, 12
|
| 371 |
+
)
|
| 372 |
+
assert_array_almost_equal(
|
| 373 |
+
np.sum(ipca.singular_values_**2.0), np.linalg.norm(X_ipca, "fro") ** 2.0, 2
|
| 374 |
+
)
|
| 375 |
+
|
| 376 |
+
# Compare to the 2-norms of the score vectors
|
| 377 |
+
assert_array_almost_equal(
|
| 378 |
+
pca.singular_values_, np.sqrt(np.sum(X_pca**2.0, axis=0)), 12
|
| 379 |
+
)
|
| 380 |
+
assert_array_almost_equal(
|
| 381 |
+
ipca.singular_values_, np.sqrt(np.sum(X_ipca**2.0, axis=0)), 2
|
| 382 |
+
)
|
| 383 |
+
|
| 384 |
+
# Set the singular values and see what we get back
|
| 385 |
+
rng = np.random.RandomState(global_random_seed)
|
| 386 |
+
n_samples = 100
|
| 387 |
+
n_features = 110
|
| 388 |
+
|
| 389 |
+
X = datasets.make_low_rank_matrix(
|
| 390 |
+
n_samples, n_features, tail_strength=0.0, effective_rank=3, random_state=rng
|
| 391 |
+
)
|
| 392 |
+
|
| 393 |
+
pca = PCA(n_components=3, svd_solver="full", random_state=rng)
|
| 394 |
+
ipca = IncrementalPCA(n_components=3, batch_size=100)
|
| 395 |
+
|
| 396 |
+
X_pca = pca.fit_transform(X)
|
| 397 |
+
X_pca /= np.sqrt(np.sum(X_pca**2.0, axis=0))
|
| 398 |
+
X_pca[:, 0] *= 3.142
|
| 399 |
+
X_pca[:, 1] *= 2.718
|
| 400 |
+
|
| 401 |
+
X_hat = np.dot(X_pca, pca.components_)
|
| 402 |
+
pca.fit(X_hat)
|
| 403 |
+
ipca.fit(X_hat)
|
| 404 |
+
assert_array_almost_equal(pca.singular_values_, [3.142, 2.718, 1.0], 14)
|
| 405 |
+
assert_array_almost_equal(ipca.singular_values_, [3.142, 2.718, 1.0], 14)
|
| 406 |
+
|
| 407 |
+
|
| 408 |
+
def test_whitening(global_random_seed):
|
| 409 |
+
# Test that PCA and IncrementalPCA transforms match to sign flip.
|
| 410 |
+
X = datasets.make_low_rank_matrix(
|
| 411 |
+
1000, 10, tail_strength=0.0, effective_rank=2, random_state=global_random_seed
|
| 412 |
+
)
|
| 413 |
+
atol = 1e-3
|
| 414 |
+
for nc in [None, 9]:
|
| 415 |
+
pca = PCA(whiten=True, n_components=nc).fit(X)
|
| 416 |
+
ipca = IncrementalPCA(whiten=True, n_components=nc, batch_size=250).fit(X)
|
| 417 |
+
|
| 418 |
+
# Since the data is rank deficient, some components are pure noise. We
|
| 419 |
+
# should not expect those dimensions to carry any signal and their
|
| 420 |
+
# values might be arbitrarily changed by implementation details of the
|
| 421 |
+
# internal SVD solver. We therefore filter them out before comparison.
|
| 422 |
+
stable_mask = pca.explained_variance_ratio_ > 1e-12
|
| 423 |
+
|
| 424 |
+
Xt_pca = pca.transform(X)
|
| 425 |
+
Xt_ipca = ipca.transform(X)
|
| 426 |
+
assert_allclose(
|
| 427 |
+
np.abs(Xt_pca)[:, stable_mask],
|
| 428 |
+
np.abs(Xt_ipca)[:, stable_mask],
|
| 429 |
+
atol=atol,
|
| 430 |
+
)
|
| 431 |
+
|
| 432 |
+
# The noisy dimensions are in the null space of the inverse transform,
|
| 433 |
+
# so they are not influencing the reconstruction. We therefore don't
|
| 434 |
+
# need to apply the mask here.
|
| 435 |
+
Xinv_ipca = ipca.inverse_transform(Xt_ipca)
|
| 436 |
+
Xinv_pca = pca.inverse_transform(Xt_pca)
|
| 437 |
+
assert_allclose(X, Xinv_ipca, atol=atol)
|
| 438 |
+
assert_allclose(X, Xinv_pca, atol=atol)
|
| 439 |
+
assert_allclose(Xinv_pca, Xinv_ipca, atol=atol)
|
| 440 |
+
|
| 441 |
+
|
| 442 |
+
def test_incremental_pca_partial_fit_float_division():
|
| 443 |
+
# Test to ensure float division is used in all versions of Python
|
| 444 |
+
# (non-regression test for issue #9489)
|
| 445 |
+
|
| 446 |
+
rng = np.random.RandomState(0)
|
| 447 |
+
A = rng.randn(5, 3) + 2
|
| 448 |
+
B = rng.randn(7, 3) + 5
|
| 449 |
+
|
| 450 |
+
pca = IncrementalPCA(n_components=2)
|
| 451 |
+
pca.partial_fit(A)
|
| 452 |
+
# Set n_samples_seen_ to be a floating point number instead of an int
|
| 453 |
+
pca.n_samples_seen_ = float(pca.n_samples_seen_)
|
| 454 |
+
pca.partial_fit(B)
|
| 455 |
+
singular_vals_float_samples_seen = pca.singular_values_
|
| 456 |
+
|
| 457 |
+
pca2 = IncrementalPCA(n_components=2)
|
| 458 |
+
pca2.partial_fit(A)
|
| 459 |
+
pca2.partial_fit(B)
|
| 460 |
+
singular_vals_int_samples_seen = pca2.singular_values_
|
| 461 |
+
|
| 462 |
+
np.testing.assert_allclose(
|
| 463 |
+
singular_vals_float_samples_seen, singular_vals_int_samples_seen
|
| 464 |
+
)
|
| 465 |
+
|
| 466 |
+
|
| 467 |
+
def test_incremental_pca_fit_overflow_error():
|
| 468 |
+
# Test for overflow error on Windows OS
|
| 469 |
+
# (non-regression test for issue #17693)
|
| 470 |
+
rng = np.random.RandomState(0)
|
| 471 |
+
A = rng.rand(500000, 2)
|
| 472 |
+
|
| 473 |
+
ipca = IncrementalPCA(n_components=2, batch_size=10000)
|
| 474 |
+
ipca.fit(A)
|
| 475 |
+
|
| 476 |
+
pca = PCA(n_components=2)
|
| 477 |
+
pca.fit(A)
|
| 478 |
+
|
| 479 |
+
np.testing.assert_allclose(ipca.singular_values_, pca.singular_values_)
|
| 480 |
+
|
| 481 |
+
|
| 482 |
+
def test_incremental_pca_feature_names_out():
|
| 483 |
+
"""Check feature names out for IncrementalPCA."""
|
| 484 |
+
ipca = IncrementalPCA(n_components=2).fit(iris.data)
|
| 485 |
+
|
| 486 |
+
names = ipca.get_feature_names_out()
|
| 487 |
+
assert_array_equal([f"incrementalpca{i}" for i in range(2)], names)
|