224 lines
8.4 KiB
Python
224 lines
8.4 KiB
Python
import numpy as np
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import scipy.sparse as sp
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from sklearn.utils.testing import (assert_array_almost_equal, assert_less,
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assert_equal, assert_not_equal,
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assert_raises)
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from sklearn.decomposition import PCA, KernelPCA
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from sklearn.datasets import make_circles
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from sklearn.linear_model import Perceptron
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from sklearn.pipeline import Pipeline
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from sklearn.model_selection import GridSearchCV
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from sklearn.metrics.pairwise import rbf_kernel
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def test_kernel_pca():
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rng = np.random.RandomState(0)
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X_fit = rng.random_sample((5, 4))
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X_pred = rng.random_sample((2, 4))
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def histogram(x, y, **kwargs):
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# Histogram kernel implemented as a callable.
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assert_equal(kwargs, {}) # no kernel_params that we didn't ask for
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return np.minimum(x, y).sum()
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for eigen_solver in ("auto", "dense", "arpack"):
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for kernel in ("linear", "rbf", "poly", histogram):
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# histogram kernel produces singular matrix inside linalg.solve
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# XXX use a least-squares approximation?
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inv = not callable(kernel)
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# transform fit data
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kpca = KernelPCA(4, kernel=kernel, eigen_solver=eigen_solver,
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fit_inverse_transform=inv)
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X_fit_transformed = kpca.fit_transform(X_fit)
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X_fit_transformed2 = kpca.fit(X_fit).transform(X_fit)
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assert_array_almost_equal(np.abs(X_fit_transformed),
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np.abs(X_fit_transformed2))
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# non-regression test: previously, gamma would be 0 by default,
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# forcing all eigenvalues to 0 under the poly kernel
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assert_not_equal(X_fit_transformed.size, 0)
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# transform new data
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X_pred_transformed = kpca.transform(X_pred)
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assert_equal(X_pred_transformed.shape[1],
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X_fit_transformed.shape[1])
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# inverse transform
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if inv:
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X_pred2 = kpca.inverse_transform(X_pred_transformed)
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assert_equal(X_pred2.shape, X_pred.shape)
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def test_kernel_pca_invalid_parameters():
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assert_raises(ValueError, KernelPCA, 10, fit_inverse_transform=True,
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kernel='precomputed')
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def test_kernel_pca_consistent_transform():
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# X_fit_ needs to retain the old, unmodified copy of X
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state = np.random.RandomState(0)
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X = state.rand(10, 10)
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kpca = KernelPCA(random_state=state).fit(X)
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transformed1 = kpca.transform(X)
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X_copy = X.copy()
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X[:, 0] = 666
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transformed2 = kpca.transform(X_copy)
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assert_array_almost_equal(transformed1, transformed2)
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def test_kernel_pca_sparse():
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rng = np.random.RandomState(0)
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X_fit = sp.csr_matrix(rng.random_sample((5, 4)))
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X_pred = sp.csr_matrix(rng.random_sample((2, 4)))
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for eigen_solver in ("auto", "arpack"):
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for kernel in ("linear", "rbf", "poly"):
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# transform fit data
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kpca = KernelPCA(4, kernel=kernel, eigen_solver=eigen_solver,
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fit_inverse_transform=False)
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X_fit_transformed = kpca.fit_transform(X_fit)
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X_fit_transformed2 = kpca.fit(X_fit).transform(X_fit)
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assert_array_almost_equal(np.abs(X_fit_transformed),
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np.abs(X_fit_transformed2))
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# transform new data
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X_pred_transformed = kpca.transform(X_pred)
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assert_equal(X_pred_transformed.shape[1],
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X_fit_transformed.shape[1])
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# inverse transform
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# X_pred2 = kpca.inverse_transform(X_pred_transformed)
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# assert_equal(X_pred2.shape, X_pred.shape)
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def test_kernel_pca_linear_kernel():
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rng = np.random.RandomState(0)
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X_fit = rng.random_sample((5, 4))
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X_pred = rng.random_sample((2, 4))
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# for a linear kernel, kernel PCA should find the same projection as PCA
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# modulo the sign (direction)
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# fit only the first four components: fifth is near zero eigenvalue, so
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# can be trimmed due to roundoff error
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assert_array_almost_equal(
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np.abs(KernelPCA(4).fit(X_fit).transform(X_pred)),
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np.abs(PCA(4).fit(X_fit).transform(X_pred)))
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def test_kernel_pca_n_components():
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rng = np.random.RandomState(0)
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X_fit = rng.random_sample((5, 4))
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X_pred = rng.random_sample((2, 4))
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for eigen_solver in ("dense", "arpack"):
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for c in [1, 2, 4]:
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kpca = KernelPCA(n_components=c, eigen_solver=eigen_solver)
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shape = kpca.fit(X_fit).transform(X_pred).shape
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assert_equal(shape, (2, c))
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def test_remove_zero_eig():
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X = np.array([[1 - 1e-30, 1], [1, 1], [1, 1 - 1e-20]])
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# n_components=None (default) => remove_zero_eig is True
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kpca = KernelPCA()
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Xt = kpca.fit_transform(X)
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assert_equal(Xt.shape, (3, 0))
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kpca = KernelPCA(n_components=2)
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Xt = kpca.fit_transform(X)
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assert_equal(Xt.shape, (3, 2))
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kpca = KernelPCA(n_components=2, remove_zero_eig=True)
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Xt = kpca.fit_transform(X)
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assert_equal(Xt.shape, (3, 0))
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def test_kernel_pca_precomputed():
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rng = np.random.RandomState(0)
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X_fit = rng.random_sample((5, 4))
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X_pred = rng.random_sample((2, 4))
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for eigen_solver in ("dense", "arpack"):
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X_kpca = KernelPCA(4, eigen_solver=eigen_solver).\
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fit(X_fit).transform(X_pred)
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X_kpca2 = KernelPCA(
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4, eigen_solver=eigen_solver, kernel='precomputed').fit(
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np.dot(X_fit, X_fit.T)).transform(np.dot(X_pred, X_fit.T))
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X_kpca_train = KernelPCA(
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4, eigen_solver=eigen_solver,
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kernel='precomputed').fit_transform(np.dot(X_fit, X_fit.T))
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X_kpca_train2 = KernelPCA(
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4, eigen_solver=eigen_solver, kernel='precomputed').fit(
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np.dot(X_fit, X_fit.T)).transform(np.dot(X_fit, X_fit.T))
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assert_array_almost_equal(np.abs(X_kpca),
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np.abs(X_kpca2))
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assert_array_almost_equal(np.abs(X_kpca_train),
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np.abs(X_kpca_train2))
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def test_kernel_pca_invalid_kernel():
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rng = np.random.RandomState(0)
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X_fit = rng.random_sample((2, 4))
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kpca = KernelPCA(kernel="tototiti")
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assert_raises(ValueError, kpca.fit, X_fit)
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def test_gridsearch_pipeline():
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# Test if we can do a grid-search to find parameters to separate
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# circles with a perceptron model.
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X, y = make_circles(n_samples=400, factor=.3, noise=.05,
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random_state=0)
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kpca = KernelPCA(kernel="rbf", n_components=2)
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pipeline = Pipeline([("kernel_pca", kpca),
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("Perceptron", Perceptron(max_iter=5))])
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param_grid = dict(kernel_pca__gamma=2. ** np.arange(-2, 2))
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grid_search = GridSearchCV(pipeline, cv=3, param_grid=param_grid)
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grid_search.fit(X, y)
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assert_equal(grid_search.best_score_, 1)
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def test_gridsearch_pipeline_precomputed():
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# Test if we can do a grid-search to find parameters to separate
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# circles with a perceptron model using a precomputed kernel.
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X, y = make_circles(n_samples=400, factor=.3, noise=.05,
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random_state=0)
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kpca = KernelPCA(kernel="precomputed", n_components=2)
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pipeline = Pipeline([("kernel_pca", kpca),
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("Perceptron", Perceptron(max_iter=5))])
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param_grid = dict(Perceptron__max_iter=np.arange(1, 5))
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grid_search = GridSearchCV(pipeline, cv=3, param_grid=param_grid)
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X_kernel = rbf_kernel(X, gamma=2.)
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grid_search.fit(X_kernel, y)
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assert_equal(grid_search.best_score_, 1)
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def test_nested_circles():
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# Test the linear separability of the first 2D KPCA transform
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X, y = make_circles(n_samples=400, factor=.3, noise=.05,
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random_state=0)
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# 2D nested circles are not linearly separable
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train_score = Perceptron(max_iter=5).fit(X, y).score(X, y)
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assert_less(train_score, 0.8)
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# Project the circles data into the first 2 components of a RBF Kernel
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# PCA model.
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# Note that the gamma value is data dependent. If this test breaks
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# and the gamma value has to be updated, the Kernel PCA example will
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# have to be updated too.
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kpca = KernelPCA(kernel="rbf", n_components=2,
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fit_inverse_transform=True, gamma=2.)
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X_kpca = kpca.fit_transform(X)
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# The data is perfectly linearly separable in that space
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train_score = Perceptron(max_iter=5).fit(X_kpca, y).score(X_kpca, y)
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assert_equal(train_score, 1.0)
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