482 lines
18 KiB
Python
482 lines
18 KiB
Python
|
import numpy as np
|
||
|
|
import scipy.sparse as sp
|
||
|
|
import numbers
|
||
|
|
|
||
|
|
from scipy import linalg
|
||
|
|
from sklearn.decomposition import NMF, non_negative_factorization
|
||
|
|
from sklearn.decomposition import nmf # For testing internals
|
||
|
|
from scipy.sparse import csc_matrix
|
||
|
|
|
||
|
|
from sklearn.utils.testing import assert_true
|
||
|
|
from sklearn.utils.testing import assert_false
|
||
|
|
from sklearn.utils.testing import assert_raise_message, assert_no_warnings
|
||
|
|
from sklearn.utils.testing import assert_array_equal
|
||
|
|
from sklearn.utils.testing import assert_array_almost_equal
|
||
|
|
from sklearn.utils.testing import assert_almost_equal
|
||
|
|
from sklearn.utils.testing import assert_less
|
||
|
|
from sklearn.utils.testing import assert_greater
|
||
|
|
from sklearn.utils.testing import ignore_warnings
|
||
|
|
from sklearn.utils.extmath import squared_norm
|
||
|
|
from sklearn.base import clone
|
||
|
|
from sklearn.exceptions import ConvergenceWarning
|
||
|
|
|
||
|
|
|
||
|
|
def test_initialize_nn_output():
|
||
|
|
# Test that initialization does not return negative values
|
||
|
|
rng = np.random.mtrand.RandomState(42)
|
||
|
|
data = np.abs(rng.randn(10, 10))
|
||
|
|
for init in ('random', 'nndsvd', 'nndsvda', 'nndsvdar'):
|
||
|
|
W, H = nmf._initialize_nmf(data, 10, init=init, random_state=0)
|
||
|
|
assert_false((W < 0).any() or (H < 0).any())
|
||
|
|
|
||
|
|
|
||
|
|
def test_parameter_checking():
|
||
|
|
A = np.ones((2, 2))
|
||
|
|
name = 'spam'
|
||
|
|
msg = "Invalid solver parameter: got 'spam' instead of one of"
|
||
|
|
assert_raise_message(ValueError, msg, NMF(solver=name).fit, A)
|
||
|
|
msg = "Invalid init parameter: got 'spam' instead of one of"
|
||
|
|
assert_raise_message(ValueError, msg, NMF(init=name).fit, A)
|
||
|
|
msg = "Invalid beta_loss parameter: got 'spam' instead of one"
|
||
|
|
assert_raise_message(ValueError, msg, NMF(solver='mu',
|
||
|
|
beta_loss=name).fit, A)
|
||
|
|
msg = "Invalid beta_loss parameter: solver 'cd' does not handle "
|
||
|
|
msg += "beta_loss = 1.0"
|
||
|
|
assert_raise_message(ValueError, msg, NMF(solver='cd',
|
||
|
|
beta_loss=1.0).fit, A)
|
||
|
|
|
||
|
|
msg = "Negative values in data passed to"
|
||
|
|
assert_raise_message(ValueError, msg, NMF().fit, -A)
|
||
|
|
assert_raise_message(ValueError, msg, nmf._initialize_nmf, -A,
|
||
|
|
2, 'nndsvd')
|
||
|
|
clf = NMF(2, tol=0.1).fit(A)
|
||
|
|
assert_raise_message(ValueError, msg, clf.transform, -A)
|
||
|
|
|
||
|
|
|
||
|
|
def test_initialize_close():
|
||
|
|
# Test NNDSVD error
|
||
|
|
# Test that _initialize_nmf error is less than the standard deviation of
|
||
|
|
# the entries in the matrix.
|
||
|
|
rng = np.random.mtrand.RandomState(42)
|
||
|
|
A = np.abs(rng.randn(10, 10))
|
||
|
|
W, H = nmf._initialize_nmf(A, 10, init='nndsvd')
|
||
|
|
error = linalg.norm(np.dot(W, H) - A)
|
||
|
|
sdev = linalg.norm(A - A.mean())
|
||
|
|
assert_true(error <= sdev)
|
||
|
|
|
||
|
|
|
||
|
|
def test_initialize_variants():
|
||
|
|
# Test NNDSVD variants correctness
|
||
|
|
# Test that the variants 'nndsvda' and 'nndsvdar' differ from basic
|
||
|
|
# 'nndsvd' only where the basic version has zeros.
|
||
|
|
rng = np.random.mtrand.RandomState(42)
|
||
|
|
data = np.abs(rng.randn(10, 10))
|
||
|
|
W0, H0 = nmf._initialize_nmf(data, 10, init='nndsvd')
|
||
|
|
Wa, Ha = nmf._initialize_nmf(data, 10, init='nndsvda')
|
||
|
|
War, Har = nmf._initialize_nmf(data, 10, init='nndsvdar',
|
||
|
|
random_state=0)
|
||
|
|
|
||
|
|
for ref, evl in ((W0, Wa), (W0, War), (H0, Ha), (H0, Har)):
|
||
|
|
assert_almost_equal(evl[ref != 0], ref[ref != 0])
|
||
|
|
|
||
|
|
|
||
|
|
# ignore UserWarning raised when both solver='mu' and init='nndsvd'
|
||
|
|
@ignore_warnings(category=UserWarning)
|
||
|
|
def test_nmf_fit_nn_output():
|
||
|
|
# Test that the decomposition does not contain negative values
|
||
|
|
A = np.c_[5 * np.ones(5) - np.arange(1, 6),
|
||
|
|
5 * np.ones(5) + np.arange(1, 6)]
|
||
|
|
for solver in ('cd', 'mu'):
|
||
|
|
for init in (None, 'nndsvd', 'nndsvda', 'nndsvdar', 'random'):
|
||
|
|
model = NMF(n_components=2, solver=solver, init=init,
|
||
|
|
random_state=0)
|
||
|
|
transf = model.fit_transform(A)
|
||
|
|
assert_false((model.components_ < 0).any() or
|
||
|
|
(transf < 0).any())
|
||
|
|
|
||
|
|
|
||
|
|
def test_nmf_fit_close():
|
||
|
|
rng = np.random.mtrand.RandomState(42)
|
||
|
|
# Test that the fit is not too far away
|
||
|
|
for solver in ('cd', 'mu'):
|
||
|
|
pnmf = NMF(5, solver=solver, init='nndsvdar', random_state=0,
|
||
|
|
max_iter=600)
|
||
|
|
X = np.abs(rng.randn(6, 5))
|
||
|
|
assert_less(pnmf.fit(X).reconstruction_err_, 0.1)
|
||
|
|
|
||
|
|
|
||
|
|
def test_nmf_transform():
|
||
|
|
# Test that NMF.transform returns close values
|
||
|
|
rng = np.random.mtrand.RandomState(42)
|
||
|
|
A = np.abs(rng.randn(6, 5))
|
||
|
|
for solver in ['cd', 'mu']:
|
||
|
|
m = NMF(solver=solver, n_components=3, init='random',
|
||
|
|
random_state=0, tol=1e-5)
|
||
|
|
ft = m.fit_transform(A)
|
||
|
|
t = m.transform(A)
|
||
|
|
assert_array_almost_equal(ft, t, decimal=2)
|
||
|
|
|
||
|
|
|
||
|
|
def test_nmf_transform_custom_init():
|
||
|
|
# Smoke test that checks if NMF.transform works with custom initialization
|
||
|
|
random_state = np.random.RandomState(0)
|
||
|
|
A = np.abs(random_state.randn(6, 5))
|
||
|
|
n_components = 4
|
||
|
|
avg = np.sqrt(A.mean() / n_components)
|
||
|
|
H_init = np.abs(avg * random_state.randn(n_components, 5))
|
||
|
|
W_init = np.abs(avg * random_state.randn(6, n_components))
|
||
|
|
|
||
|
|
m = NMF(solver='cd', n_components=n_components, init='custom',
|
||
|
|
random_state=0)
|
||
|
|
m.fit_transform(A, W=W_init, H=H_init)
|
||
|
|
m.transform(A)
|
||
|
|
|
||
|
|
|
||
|
|
def test_nmf_inverse_transform():
|
||
|
|
# Test that NMF.inverse_transform returns close values
|
||
|
|
random_state = np.random.RandomState(0)
|
||
|
|
A = np.abs(random_state.randn(6, 4))
|
||
|
|
for solver in ('cd', 'mu'):
|
||
|
|
m = NMF(solver=solver, n_components=4, init='random', random_state=0,
|
||
|
|
max_iter=1000)
|
||
|
|
ft = m.fit_transform(A)
|
||
|
|
A_new = m.inverse_transform(ft)
|
||
|
|
assert_array_almost_equal(A, A_new, decimal=2)
|
||
|
|
|
||
|
|
|
||
|
|
def test_n_components_greater_n_features():
|
||
|
|
# Smoke test for the case of more components than features.
|
||
|
|
rng = np.random.mtrand.RandomState(42)
|
||
|
|
A = np.abs(rng.randn(30, 10))
|
||
|
|
NMF(n_components=15, random_state=0, tol=1e-2).fit(A)
|
||
|
|
|
||
|
|
|
||
|
|
def test_nmf_sparse_input():
|
||
|
|
# Test that sparse matrices are accepted as input
|
||
|
|
from scipy.sparse import csc_matrix
|
||
|
|
|
||
|
|
rng = np.random.mtrand.RandomState(42)
|
||
|
|
A = np.abs(rng.randn(10, 10))
|
||
|
|
A[:, 2 * np.arange(5)] = 0
|
||
|
|
A_sparse = csc_matrix(A)
|
||
|
|
|
||
|
|
for solver in ('cd', 'mu'):
|
||
|
|
est1 = NMF(solver=solver, n_components=5, init='random',
|
||
|
|
random_state=0, tol=1e-2)
|
||
|
|
est2 = clone(est1)
|
||
|
|
|
||
|
|
W1 = est1.fit_transform(A)
|
||
|
|
W2 = est2.fit_transform(A_sparse)
|
||
|
|
H1 = est1.components_
|
||
|
|
H2 = est2.components_
|
||
|
|
|
||
|
|
assert_array_almost_equal(W1, W2)
|
||
|
|
assert_array_almost_equal(H1, H2)
|
||
|
|
|
||
|
|
|
||
|
|
def test_nmf_sparse_transform():
|
||
|
|
# Test that transform works on sparse data. Issue #2124
|
||
|
|
rng = np.random.mtrand.RandomState(42)
|
||
|
|
A = np.abs(rng.randn(3, 2))
|
||
|
|
A[1, 1] = 0
|
||
|
|
A = csc_matrix(A)
|
||
|
|
|
||
|
|
for solver in ('cd', 'mu'):
|
||
|
|
model = NMF(solver=solver, random_state=0, n_components=2,
|
||
|
|
max_iter=400)
|
||
|
|
A_fit_tr = model.fit_transform(A)
|
||
|
|
A_tr = model.transform(A)
|
||
|
|
assert_array_almost_equal(A_fit_tr, A_tr, decimal=1)
|
||
|
|
|
||
|
|
|
||
|
|
def test_non_negative_factorization_consistency():
|
||
|
|
# Test that the function is called in the same way, either directly
|
||
|
|
# or through the NMF class
|
||
|
|
rng = np.random.mtrand.RandomState(42)
|
||
|
|
A = np.abs(rng.randn(10, 10))
|
||
|
|
A[:, 2 * np.arange(5)] = 0
|
||
|
|
|
||
|
|
for solver in ('cd', 'mu'):
|
||
|
|
W_nmf, H, _ = non_negative_factorization(
|
||
|
|
A, solver=solver, random_state=1, tol=1e-2)
|
||
|
|
W_nmf_2, _, _ = non_negative_factorization(
|
||
|
|
A, H=H, update_H=False, solver=solver, random_state=1, tol=1e-2)
|
||
|
|
|
||
|
|
model_class = NMF(solver=solver, random_state=1, tol=1e-2)
|
||
|
|
W_cls = model_class.fit_transform(A)
|
||
|
|
W_cls_2 = model_class.transform(A)
|
||
|
|
assert_array_almost_equal(W_nmf, W_cls, decimal=10)
|
||
|
|
assert_array_almost_equal(W_nmf_2, W_cls_2, decimal=10)
|
||
|
|
|
||
|
|
|
||
|
|
def test_non_negative_factorization_checking():
|
||
|
|
A = np.ones((2, 2))
|
||
|
|
# Test parameters checking is public function
|
||
|
|
nnmf = non_negative_factorization
|
||
|
|
assert_no_warnings(nnmf, A, A, A, np.int64(1))
|
||
|
|
msg = ("Number of components must be a positive integer; "
|
||
|
|
"got (n_components=1.5)")
|
||
|
|
assert_raise_message(ValueError, msg, nnmf, A, A, A, 1.5)
|
||
|
|
msg = ("Number of components must be a positive integer; "
|
||
|
|
"got (n_components='2')")
|
||
|
|
assert_raise_message(ValueError, msg, nnmf, A, A, A, '2')
|
||
|
|
msg = "Negative values in data passed to NMF (input H)"
|
||
|
|
assert_raise_message(ValueError, msg, nnmf, A, A, -A, 2, 'custom')
|
||
|
|
msg = "Negative values in data passed to NMF (input W)"
|
||
|
|
assert_raise_message(ValueError, msg, nnmf, A, -A, A, 2, 'custom')
|
||
|
|
msg = "Array passed to NMF (input H) is full of zeros"
|
||
|
|
assert_raise_message(ValueError, msg, nnmf, A, A, 0 * A, 2, 'custom')
|
||
|
|
msg = "Invalid regularization parameter: got 'spam' instead of one of"
|
||
|
|
assert_raise_message(ValueError, msg, nnmf, A, A, 0 * A, 2, 'custom', True,
|
||
|
|
'cd', 2., 1e-4, 200, 0., 0., 'spam')
|
||
|
|
|
||
|
|
|
||
|
|
def _beta_divergence_dense(X, W, H, beta):
|
||
|
|
"""Compute the beta-divergence of X and W.H for dense array only.
|
||
|
|
|
||
|
|
Used as a reference for testing nmf._beta_divergence.
|
||
|
|
"""
|
||
|
|
if isinstance(X, numbers.Number):
|
||
|
|
W = np.array([[W]])
|
||
|
|
H = np.array([[H]])
|
||
|
|
X = np.array([[X]])
|
||
|
|
|
||
|
|
WH = np.dot(W, H)
|
||
|
|
|
||
|
|
if beta == 2:
|
||
|
|
return squared_norm(X - WH) / 2
|
||
|
|
|
||
|
|
WH_Xnonzero = WH[X != 0]
|
||
|
|
X_nonzero = X[X != 0]
|
||
|
|
np.maximum(WH_Xnonzero, 1e-9, out=WH_Xnonzero)
|
||
|
|
|
||
|
|
if beta == 1:
|
||
|
|
res = np.sum(X_nonzero * np.log(X_nonzero / WH_Xnonzero))
|
||
|
|
res += WH.sum() - X.sum()
|
||
|
|
|
||
|
|
elif beta == 0:
|
||
|
|
div = X_nonzero / WH_Xnonzero
|
||
|
|
res = np.sum(div) - X.size - np.sum(np.log(div))
|
||
|
|
else:
|
||
|
|
res = (X_nonzero ** beta).sum()
|
||
|
|
res += (beta - 1) * (WH ** beta).sum()
|
||
|
|
res -= beta * (X_nonzero * (WH_Xnonzero ** (beta - 1))).sum()
|
||
|
|
res /= beta * (beta - 1)
|
||
|
|
|
||
|
|
return res
|
||
|
|
|
||
|
|
|
||
|
|
def test_beta_divergence():
|
||
|
|
# Compare _beta_divergence with the reference _beta_divergence_dense
|
||
|
|
n_samples = 20
|
||
|
|
n_features = 10
|
||
|
|
n_components = 5
|
||
|
|
beta_losses = [0., 0.5, 1., 1.5, 2.]
|
||
|
|
|
||
|
|
# initialization
|
||
|
|
rng = np.random.mtrand.RandomState(42)
|
||
|
|
X = rng.randn(n_samples, n_features)
|
||
|
|
X[X < 0] = 0.
|
||
|
|
X_csr = sp.csr_matrix(X)
|
||
|
|
W, H = nmf._initialize_nmf(X, n_components, init='random', random_state=42)
|
||
|
|
|
||
|
|
for beta in beta_losses:
|
||
|
|
ref = _beta_divergence_dense(X, W, H, beta)
|
||
|
|
loss = nmf._beta_divergence(X, W, H, beta)
|
||
|
|
loss_csr = nmf._beta_divergence(X_csr, W, H, beta)
|
||
|
|
|
||
|
|
assert_almost_equal(ref, loss, decimal=7)
|
||
|
|
assert_almost_equal(ref, loss_csr, decimal=7)
|
||
|
|
|
||
|
|
|
||
|
|
def test_special_sparse_dot():
|
||
|
|
# Test the function that computes np.dot(W, H), only where X is non zero.
|
||
|
|
n_samples = 10
|
||
|
|
n_features = 5
|
||
|
|
n_components = 3
|
||
|
|
rng = np.random.mtrand.RandomState(42)
|
||
|
|
X = rng.randn(n_samples, n_features)
|
||
|
|
X[X < 0] = 0.
|
||
|
|
X_csr = sp.csr_matrix(X)
|
||
|
|
|
||
|
|
W = np.abs(rng.randn(n_samples, n_components))
|
||
|
|
H = np.abs(rng.randn(n_components, n_features))
|
||
|
|
|
||
|
|
WH_safe = nmf._special_sparse_dot(W, H, X_csr)
|
||
|
|
WH = nmf._special_sparse_dot(W, H, X)
|
||
|
|
|
||
|
|
# test that both results have same values, in X_csr nonzero elements
|
||
|
|
ii, jj = X_csr.nonzero()
|
||
|
|
WH_safe_data = np.asarray(WH_safe[ii, jj]).ravel()
|
||
|
|
assert_array_almost_equal(WH_safe_data, WH[ii, jj], decimal=10)
|
||
|
|
|
||
|
|
# test that WH_safe and X_csr have the same sparse structure
|
||
|
|
assert_array_equal(WH_safe.indices, X_csr.indices)
|
||
|
|
assert_array_equal(WH_safe.indptr, X_csr.indptr)
|
||
|
|
assert_array_equal(WH_safe.shape, X_csr.shape)
|
||
|
|
|
||
|
|
|
||
|
|
@ignore_warnings(category=ConvergenceWarning)
|
||
|
|
def test_nmf_multiplicative_update_sparse():
|
||
|
|
# Compare sparse and dense input in multiplicative update NMF
|
||
|
|
# Also test continuity of the results with respect to beta_loss parameter
|
||
|
|
n_samples = 20
|
||
|
|
n_features = 10
|
||
|
|
n_components = 5
|
||
|
|
alpha = 0.1
|
||
|
|
l1_ratio = 0.5
|
||
|
|
n_iter = 20
|
||
|
|
|
||
|
|
# initialization
|
||
|
|
rng = np.random.mtrand.RandomState(1337)
|
||
|
|
X = rng.randn(n_samples, n_features)
|
||
|
|
X = np.abs(X)
|
||
|
|
X_csr = sp.csr_matrix(X)
|
||
|
|
W0, H0 = nmf._initialize_nmf(X, n_components, init='random',
|
||
|
|
random_state=42)
|
||
|
|
|
||
|
|
for beta_loss in (-1.2, 0, 0.2, 1., 2., 2.5):
|
||
|
|
# Reference with dense array X
|
||
|
|
W, H = W0.copy(), H0.copy()
|
||
|
|
W1, H1, _ = non_negative_factorization(
|
||
|
|
X, W, H, n_components, init='custom', update_H=True,
|
||
|
|
solver='mu', beta_loss=beta_loss, max_iter=n_iter, alpha=alpha,
|
||
|
|
l1_ratio=l1_ratio, regularization='both', random_state=42)
|
||
|
|
|
||
|
|
# Compare with sparse X
|
||
|
|
W, H = W0.copy(), H0.copy()
|
||
|
|
W2, H2, _ = non_negative_factorization(
|
||
|
|
X_csr, W, H, n_components, init='custom', update_H=True,
|
||
|
|
solver='mu', beta_loss=beta_loss, max_iter=n_iter, alpha=alpha,
|
||
|
|
l1_ratio=l1_ratio, regularization='both', random_state=42)
|
||
|
|
|
||
|
|
assert_array_almost_equal(W1, W2, decimal=7)
|
||
|
|
assert_array_almost_equal(H1, H2, decimal=7)
|
||
|
|
|
||
|
|
# Compare with almost same beta_loss, since some values have a specific
|
||
|
|
# behavior, but the results should be continuous w.r.t beta_loss
|
||
|
|
beta_loss -= 1.e-5
|
||
|
|
W, H = W0.copy(), H0.copy()
|
||
|
|
W3, H3, _ = non_negative_factorization(
|
||
|
|
X_csr, W, H, n_components, init='custom', update_H=True,
|
||
|
|
solver='mu', beta_loss=beta_loss, max_iter=n_iter, alpha=alpha,
|
||
|
|
l1_ratio=l1_ratio, regularization='both', random_state=42)
|
||
|
|
|
||
|
|
assert_array_almost_equal(W1, W3, decimal=4)
|
||
|
|
assert_array_almost_equal(H1, H3, decimal=4)
|
||
|
|
|
||
|
|
|
||
|
|
def test_nmf_negative_beta_loss():
|
||
|
|
# Test that an error is raised if beta_loss < 0 and X contains zeros.
|
||
|
|
# Test that the output has not NaN values when the input contains zeros.
|
||
|
|
n_samples = 6
|
||
|
|
n_features = 5
|
||
|
|
n_components = 3
|
||
|
|
|
||
|
|
rng = np.random.mtrand.RandomState(42)
|
||
|
|
X = rng.randn(n_samples, n_features)
|
||
|
|
X[X < 0] = 0
|
||
|
|
X_csr = sp.csr_matrix(X)
|
||
|
|
|
||
|
|
def _assert_nmf_no_nan(X, beta_loss):
|
||
|
|
W, H, _ = non_negative_factorization(
|
||
|
|
X, n_components=n_components, solver='mu', beta_loss=beta_loss,
|
||
|
|
random_state=0, max_iter=1000)
|
||
|
|
assert_false(np.any(np.isnan(W)))
|
||
|
|
assert_false(np.any(np.isnan(H)))
|
||
|
|
|
||
|
|
msg = "When beta_loss <= 0 and X contains zeros, the solver may diverge."
|
||
|
|
for beta_loss in (-0.6, 0.):
|
||
|
|
assert_raise_message(ValueError, msg, _assert_nmf_no_nan, X, beta_loss)
|
||
|
|
_assert_nmf_no_nan(X + 1e-9, beta_loss)
|
||
|
|
|
||
|
|
for beta_loss in (0.2, 1., 1.2, 2., 2.5):
|
||
|
|
_assert_nmf_no_nan(X, beta_loss)
|
||
|
|
_assert_nmf_no_nan(X_csr, beta_loss)
|
||
|
|
|
||
|
|
|
||
|
|
def test_nmf_regularization():
|
||
|
|
# Test the effect of L1 and L2 regularizations
|
||
|
|
n_samples = 6
|
||
|
|
n_features = 5
|
||
|
|
n_components = 3
|
||
|
|
rng = np.random.mtrand.RandomState(42)
|
||
|
|
X = np.abs(rng.randn(n_samples, n_features))
|
||
|
|
|
||
|
|
# L1 regularization should increase the number of zeros
|
||
|
|
l1_ratio = 1.
|
||
|
|
for solver in ['cd', 'mu']:
|
||
|
|
regul = nmf.NMF(n_components=n_components, solver=solver,
|
||
|
|
alpha=0.5, l1_ratio=l1_ratio, random_state=42)
|
||
|
|
model = nmf.NMF(n_components=n_components, solver=solver,
|
||
|
|
alpha=0., l1_ratio=l1_ratio, random_state=42)
|
||
|
|
|
||
|
|
W_regul = regul.fit_transform(X)
|
||
|
|
W_model = model.fit_transform(X)
|
||
|
|
|
||
|
|
H_regul = regul.components_
|
||
|
|
H_model = model.components_
|
||
|
|
|
||
|
|
W_regul_n_zeros = W_regul[W_regul == 0].size
|
||
|
|
W_model_n_zeros = W_model[W_model == 0].size
|
||
|
|
H_regul_n_zeros = H_regul[H_regul == 0].size
|
||
|
|
H_model_n_zeros = H_model[H_model == 0].size
|
||
|
|
|
||
|
|
assert_greater(W_regul_n_zeros, W_model_n_zeros)
|
||
|
|
assert_greater(H_regul_n_zeros, H_model_n_zeros)
|
||
|
|
|
||
|
|
# L2 regularization should decrease the mean of the coefficients
|
||
|
|
l1_ratio = 0.
|
||
|
|
for solver in ['cd', 'mu']:
|
||
|
|
regul = nmf.NMF(n_components=n_components, solver=solver,
|
||
|
|
alpha=0.5, l1_ratio=l1_ratio, random_state=42)
|
||
|
|
model = nmf.NMF(n_components=n_components, solver=solver,
|
||
|
|
alpha=0., l1_ratio=l1_ratio, random_state=42)
|
||
|
|
|
||
|
|
W_regul = regul.fit_transform(X)
|
||
|
|
W_model = model.fit_transform(X)
|
||
|
|
|
||
|
|
H_regul = regul.components_
|
||
|
|
H_model = model.components_
|
||
|
|
|
||
|
|
assert_greater(W_model.mean(), W_regul.mean())
|
||
|
|
assert_greater(H_model.mean(), H_regul.mean())
|
||
|
|
|
||
|
|
|
||
|
|
@ignore_warnings(category=ConvergenceWarning)
|
||
|
|
def test_nmf_decreasing():
|
||
|
|
# test that the objective function is decreasing at each iteration
|
||
|
|
n_samples = 20
|
||
|
|
n_features = 15
|
||
|
|
n_components = 10
|
||
|
|
alpha = 0.1
|
||
|
|
l1_ratio = 0.5
|
||
|
|
tol = 0.
|
||
|
|
|
||
|
|
# initialization
|
||
|
|
rng = np.random.mtrand.RandomState(42)
|
||
|
|
X = rng.randn(n_samples, n_features)
|
||
|
|
np.abs(X, X)
|
||
|
|
W0, H0 = nmf._initialize_nmf(X, n_components, init='random',
|
||
|
|
random_state=42)
|
||
|
|
|
||
|
|
for beta_loss in (-1.2, 0, 0.2, 1., 2., 2.5):
|
||
|
|
for solver in ('cd', 'mu'):
|
||
|
|
if solver != 'mu' and beta_loss != 2:
|
||
|
|
# not implemented
|
||
|
|
continue
|
||
|
|
W, H = W0.copy(), H0.copy()
|
||
|
|
previous_loss = None
|
||
|
|
for _ in range(30):
|
||
|
|
# one more iteration starting from the previous results
|
||
|
|
W, H, _ = non_negative_factorization(
|
||
|
|
X, W, H, beta_loss=beta_loss, init='custom',
|
||
|
|
n_components=n_components, max_iter=1, alpha=alpha,
|
||
|
|
solver=solver, tol=tol, l1_ratio=l1_ratio, verbose=0,
|
||
|
|
regularization='both', random_state=0, update_H=True)
|
||
|
|
|
||
|
|
loss = nmf._beta_divergence(X, W, H, beta_loss)
|
||
|
|
if previous_loss is not None:
|
||
|
|
assert_greater(previous_loss, loss)
|
||
|
|
previous_loss = loss
|