208 lines
7.6 KiB
Python
208 lines
7.6 KiB
Python
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# Author: Vlad Niculae
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# License: BSD 3 clause
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import numpy as np
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from sklearn.utils.testing import assert_raises
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from sklearn.utils.testing import assert_true
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from sklearn.utils.testing import assert_equal
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from sklearn.utils.testing import assert_array_equal
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from sklearn.utils.testing import assert_array_almost_equal
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from sklearn.utils.testing import assert_warns
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from sklearn.utils.testing import ignore_warnings
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from sklearn.linear_model import (orthogonal_mp, orthogonal_mp_gram,
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OrthogonalMatchingPursuit,
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OrthogonalMatchingPursuitCV,
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LinearRegression)
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from sklearn.utils import check_random_state
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from sklearn.datasets import make_sparse_coded_signal
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n_samples, n_features, n_nonzero_coefs, n_targets = 20, 30, 5, 3
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y, X, gamma = make_sparse_coded_signal(n_targets, n_features, n_samples,
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n_nonzero_coefs, random_state=0)
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G, Xy = np.dot(X.T, X), np.dot(X.T, y)
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# this makes X (n_samples, n_features)
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# and y (n_samples, 3)
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def test_correct_shapes():
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assert_equal(orthogonal_mp(X, y[:, 0], n_nonzero_coefs=5).shape,
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(n_features,))
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assert_equal(orthogonal_mp(X, y, n_nonzero_coefs=5).shape,
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(n_features, 3))
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def test_correct_shapes_gram():
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assert_equal(orthogonal_mp_gram(G, Xy[:, 0], n_nonzero_coefs=5).shape,
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(n_features,))
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assert_equal(orthogonal_mp_gram(G, Xy, n_nonzero_coefs=5).shape,
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(n_features, 3))
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def test_n_nonzero_coefs():
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assert_true(np.count_nonzero(orthogonal_mp(X, y[:, 0],
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n_nonzero_coefs=5)) <= 5)
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assert_true(np.count_nonzero(orthogonal_mp(X, y[:, 0], n_nonzero_coefs=5,
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precompute=True)) <= 5)
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def test_tol():
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tol = 0.5
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gamma = orthogonal_mp(X, y[:, 0], tol=tol)
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gamma_gram = orthogonal_mp(X, y[:, 0], tol=tol, precompute=True)
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assert_true(np.sum((y[:, 0] - np.dot(X, gamma)) ** 2) <= tol)
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assert_true(np.sum((y[:, 0] - np.dot(X, gamma_gram)) ** 2) <= tol)
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def test_with_without_gram():
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assert_array_almost_equal(
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orthogonal_mp(X, y, n_nonzero_coefs=5),
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orthogonal_mp(X, y, n_nonzero_coefs=5, precompute=True))
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def test_with_without_gram_tol():
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assert_array_almost_equal(
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orthogonal_mp(X, y, tol=1.),
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orthogonal_mp(X, y, tol=1., precompute=True))
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def test_unreachable_accuracy():
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assert_array_almost_equal(
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orthogonal_mp(X, y, tol=0),
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orthogonal_mp(X, y, n_nonzero_coefs=n_features))
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assert_array_almost_equal(
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assert_warns(RuntimeWarning, orthogonal_mp, X, y, tol=0,
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precompute=True),
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orthogonal_mp(X, y, precompute=True,
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n_nonzero_coefs=n_features))
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def test_bad_input():
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assert_raises(ValueError, orthogonal_mp, X, y, tol=-1)
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assert_raises(ValueError, orthogonal_mp, X, y, n_nonzero_coefs=-1)
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assert_raises(ValueError, orthogonal_mp, X, y,
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n_nonzero_coefs=n_features + 1)
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assert_raises(ValueError, orthogonal_mp_gram, G, Xy, tol=-1)
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assert_raises(ValueError, orthogonal_mp_gram, G, Xy, n_nonzero_coefs=-1)
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assert_raises(ValueError, orthogonal_mp_gram, G, Xy,
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n_nonzero_coefs=n_features + 1)
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def test_perfect_signal_recovery():
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idx, = gamma[:, 0].nonzero()
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gamma_rec = orthogonal_mp(X, y[:, 0], 5)
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gamma_gram = orthogonal_mp_gram(G, Xy[:, 0], 5)
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assert_array_equal(idx, np.flatnonzero(gamma_rec))
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assert_array_equal(idx, np.flatnonzero(gamma_gram))
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assert_array_almost_equal(gamma[:, 0], gamma_rec, decimal=2)
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assert_array_almost_equal(gamma[:, 0], gamma_gram, decimal=2)
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def test_estimator():
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omp = OrthogonalMatchingPursuit(n_nonzero_coefs=n_nonzero_coefs)
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omp.fit(X, y[:, 0])
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assert_equal(omp.coef_.shape, (n_features,))
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assert_equal(omp.intercept_.shape, ())
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assert_true(np.count_nonzero(omp.coef_) <= n_nonzero_coefs)
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omp.fit(X, y)
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assert_equal(omp.coef_.shape, (n_targets, n_features))
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assert_equal(omp.intercept_.shape, (n_targets,))
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assert_true(np.count_nonzero(omp.coef_) <= n_targets * n_nonzero_coefs)
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omp.set_params(fit_intercept=False, normalize=False)
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omp.fit(X, y[:, 0])
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assert_equal(omp.coef_.shape, (n_features,))
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assert_equal(omp.intercept_, 0)
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assert_true(np.count_nonzero(omp.coef_) <= n_nonzero_coefs)
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omp.fit(X, y)
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assert_equal(omp.coef_.shape, (n_targets, n_features))
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assert_equal(omp.intercept_, 0)
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assert_true(np.count_nonzero(omp.coef_) <= n_targets * n_nonzero_coefs)
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def test_identical_regressors():
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newX = X.copy()
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newX[:, 1] = newX[:, 0]
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gamma = np.zeros(n_features)
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gamma[0] = gamma[1] = 1.
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newy = np.dot(newX, gamma)
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assert_warns(RuntimeWarning, orthogonal_mp, newX, newy, 2)
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def test_swapped_regressors():
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gamma = np.zeros(n_features)
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# X[:, 21] should be selected first, then X[:, 0] selected second,
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# which will take X[:, 21]'s place in case the algorithm does
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# column swapping for optimization (which is the case at the moment)
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gamma[21] = 1.0
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gamma[0] = 0.5
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new_y = np.dot(X, gamma)
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new_Xy = np.dot(X.T, new_y)
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gamma_hat = orthogonal_mp(X, new_y, 2)
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gamma_hat_gram = orthogonal_mp_gram(G, new_Xy, 2)
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assert_array_equal(np.flatnonzero(gamma_hat), [0, 21])
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assert_array_equal(np.flatnonzero(gamma_hat_gram), [0, 21])
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def test_no_atoms():
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y_empty = np.zeros_like(y)
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Xy_empty = np.dot(X.T, y_empty)
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gamma_empty = ignore_warnings(orthogonal_mp)(X, y_empty, 1)
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gamma_empty_gram = ignore_warnings(orthogonal_mp)(G, Xy_empty, 1)
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assert_equal(np.all(gamma_empty == 0), True)
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assert_equal(np.all(gamma_empty_gram == 0), True)
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def test_omp_path():
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path = orthogonal_mp(X, y, n_nonzero_coefs=5, return_path=True)
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last = orthogonal_mp(X, y, n_nonzero_coefs=5, return_path=False)
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assert_equal(path.shape, (n_features, n_targets, 5))
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assert_array_almost_equal(path[:, :, -1], last)
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path = orthogonal_mp_gram(G, Xy, n_nonzero_coefs=5, return_path=True)
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last = orthogonal_mp_gram(G, Xy, n_nonzero_coefs=5, return_path=False)
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assert_equal(path.shape, (n_features, n_targets, 5))
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assert_array_almost_equal(path[:, :, -1], last)
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def test_omp_return_path_prop_with_gram():
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path = orthogonal_mp(X, y, n_nonzero_coefs=5, return_path=True,
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precompute=True)
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last = orthogonal_mp(X, y, n_nonzero_coefs=5, return_path=False,
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precompute=True)
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assert_equal(path.shape, (n_features, n_targets, 5))
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assert_array_almost_equal(path[:, :, -1], last)
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def test_omp_cv():
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y_ = y[:, 0]
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gamma_ = gamma[:, 0]
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ompcv = OrthogonalMatchingPursuitCV(normalize=True, fit_intercept=False,
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max_iter=10, cv=5)
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ompcv.fit(X, y_)
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assert_equal(ompcv.n_nonzero_coefs_, n_nonzero_coefs)
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assert_array_almost_equal(ompcv.coef_, gamma_)
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omp = OrthogonalMatchingPursuit(normalize=True, fit_intercept=False,
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n_nonzero_coefs=ompcv.n_nonzero_coefs_)
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omp.fit(X, y_)
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assert_array_almost_equal(ompcv.coef_, omp.coef_)
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def test_omp_reaches_least_squares():
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# Use small simple data; it's a sanity check but OMP can stop early
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rng = check_random_state(0)
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n_samples, n_features = (10, 8)
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n_targets = 3
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X = rng.randn(n_samples, n_features)
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Y = rng.randn(n_samples, n_targets)
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omp = OrthogonalMatchingPursuit(n_nonzero_coefs=n_features)
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lstsq = LinearRegression()
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omp.fit(X, Y)
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lstsq.fit(X, Y)
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assert_array_almost_equal(omp.coef_, lstsq.coef_)
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