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# -*- coding: utf-8 -*-
"""Some utility functions for rank estimation."""
# Authors: Alexandre Gramfort <alexandre.gramfort@inria.fr>
#
# License: BSD (3-clause)
import operator
import numpy as np
from scipy import linalg
from .defaults import _handle_default
from .io.meas_info import _simplify_info
from .io.pick import (_picks_by_type, pick_info, pick_channels_cov,
_picks_to_idx)
from .io.proj import make_projector
from .utils import (logger, _compute_row_norms, _pl,
_apply_scaling_cov, _undo_scaling_cov,
_scaled_array, warn, _check_rank, verbose)
@verbose
def estimate_rank(data, tol='auto', return_singular=False, norm=True,
verbose=None):
"""Estimate the rank of data.
This function will normalize the rows of the data (typically
channels or vertices) such that non-zero singular values
should be close to one.
Parameters
----------
data : array
Data to estimate the rank of (should be 2-dimensional).
tol : float | 'auto'
Tolerance for singular values to consider non-zero in
calculating the rank. The singular values are calculated
in this method such that independent data are expected to
have singular value around one. Can be 'auto' to use the
same thresholding as ``scipy.linalg.orth``.
return_singular : bool
If True, also return the singular values that were used
to determine the rank.
norm : bool
If True, data will be scaled by their estimated row-wise norm.
Else data are assumed to be scaled. Defaults to True.
Returns
-------
rank : int
Estimated rank of the data.
s : array
If return_singular is True, the singular values that were
thresholded to determine the rank are also returned.
"""
if norm:
data = data.copy() # operate on a copy
norms = _compute_row_norms(data)
data /= norms[:, np.newaxis]
s = linalg.svdvals(data)
rank = _estimate_rank_from_s(s, tol)
if return_singular is True:
return rank, s
else:
return rank
def _estimate_rank_from_s(s, tol='auto'):
"""Estimate the rank of a matrix from its singular values.
Parameters
----------
s : list of float
The singular values of the matrix.
tol : float | 'auto'
Tolerance for singular values to consider non-zero in calculating the
rank. Can be 'auto' to use the same thresholding as
``scipy.linalg.orth`` (assuming np.float64 datatype) adjusted
by a factor of 2.
Returns
-------
rank : int
The estimated rank.
"""
if isinstance(tol, str):
if tol not in ('auto', 'float32'):
raise ValueError('tol must be "auto" or float, got %r' % (tol,))
# XXX this should be float32 probably due to how we save and
# load data, but it breaks test_make_inverse_operator (!)
# The factor of 2 gets test_compute_covariance_auto_reg[None]
# to pass without breaking minimum norm tests. :(
# Passing 'float32' is a hack workaround for test_maxfilter_get_rank :(
if tol == 'float32':
eps = np.finfo(np.float32).eps
else:
eps = np.finfo(np.float64).eps
max_s = np.amax(s)
tol = len(s) * max_s * eps
logger.info(' Using tolerance %0.2g (%0.2g eps * %d dim * %0.2g '
' max singular value)' % (tol, eps, len(s), max_s))
tol = float(tol)
rank = np.sum(s > tol)
return rank
def _estimate_rank_raw(raw, picks=None, tol=1e-4, scalings='norm',
with_ref_meg=False):
"""Aid the deprecation of raw.estimate_rank."""
if picks is None:
picks = _picks_to_idx(raw.info, picks, with_ref_meg=with_ref_meg)
# conveniency wrapper to expose the expert "tol" option + scalings options
return _estimate_rank_meeg_signals(
raw[picks][0], pick_info(raw.info, picks), scalings, tol)
def _estimate_rank_meeg_signals(data, info, scalings, tol='auto',
return_singular=False):
"""Estimate rank for M/EEG data.
Parameters
----------
data : np.ndarray of float, shape(n_channels, n_samples)
The M/EEG signals.
info : Info
The measurement info.
scalings : dict | 'norm' | np.ndarray | None
The rescaling method to be applied. If dict, it will override the
following default dict:
dict(mag=1e15, grad=1e13, eeg=1e6)
If 'norm' data will be scaled by channel-wise norms. If array,
pre-specified norms will be used. If None, no scaling will be applied.
tol : float | str
Tolerance. See ``estimate_rank``.
return_singular : bool
If True, also return the singular values that were used
to determine the rank.
Returns
-------
rank : int
Estimated rank of the data.
s : array
If return_singular is True, the singular values that were
thresholded to determine the rank are also returned.
"""
picks_list = _picks_by_type(info)
if data.shape[1] < data.shape[0]:
ValueError("You've got fewer samples than channels, your "
"rank estimate might be inaccurate.")
with _scaled_array(data, picks_list, scalings):
out = estimate_rank(data, tol=tol, norm=False,
return_singular=return_singular)
rank = out[0] if isinstance(out, tuple) else out
ch_type = ' + '.join(list(zip(*picks_list))[0])
logger.info(' Estimated rank (%s): %d' % (ch_type, rank))
return out
def _estimate_rank_meeg_cov(data, info, scalings, tol='auto',
return_singular=False):
"""Estimate rank of M/EEG covariance data, given the covariance.
Parameters
----------
data : np.ndarray of float, shape (n_channels, n_channels)
The M/EEG covariance.
info : Info
The measurement info.
scalings : dict | 'norm' | np.ndarray | None
The rescaling method to be applied. If dict, it will override the
following default dict:
dict(mag=1e12, grad=1e11, eeg=1e5)
If 'norm' data will be scaled by channel-wise norms. If array,
pre-specified norms will be used. If None, no scaling will be applied.
tol : float | str
Tolerance. See ``estimate_rank``.
return_singular : bool
If True, also return the singular values that were used
to determine the rank.
Returns
-------
rank : int
Estimated rank of the data.
s : array
If return_singular is True, the singular values that were
thresholded to determine the rank are also returned.
"""
picks_list = _picks_by_type(info)
scalings = _handle_default('scalings_cov_rank', scalings)
_apply_scaling_cov(data, picks_list, scalings)
if data.shape[1] < data.shape[0]:
ValueError("You've got fewer samples than channels, your "
"rank estimate might be inaccurate.")
out = estimate_rank(data, tol=tol, norm=False,
return_singular=return_singular)
rank = out[0] if isinstance(out, tuple) else out
ch_type = ' + '.join(list(zip(*picks_list))[0])
logger.info(' Estimated rank (%s): %d' % (ch_type, rank))
_undo_scaling_cov(data, picks_list, scalings)
return out
@verbose
def _get_rank_sss(inst, msg='You should use data-based rank estimate instead',
verbose=None):
"""Look up rank from SSS data.
.. note::
Throws an error if SSS has not been applied.
Parameters
----------
inst : instance of Raw, Epochs or Evoked, or Info
Any MNE object with an .info attribute
Returns
-------
rank : int
The numerical rank as predicted by the number of SSS
components.
"""
# XXX this is too basic for movement compensated data
# https://github.com/mne-tools/mne-python/issues/4676
from .io.meas_info import Info
info = inst if isinstance(inst, Info) else inst.info
del inst
proc_info = info.get('proc_history', [])
if len(proc_info) > 1:
logger.info('Found multiple SSS records. Using the first.')
if len(proc_info) == 0 or 'max_info' not in proc_info[0] or \
'in_order' not in proc_info[0]['max_info']['sss_info']:
raise ValueError('Could not find Maxfilter information in '
'info["proc_history"]. %s' % msg)
proc_info = proc_info[0]
max_info = proc_info['max_info']
inside = max_info['sss_info']['in_order']
nfree = (inside + 1) ** 2 - 1
nfree -= (len(max_info['sss_info']['components'][:nfree]) -
max_info['sss_info']['components'][:nfree].sum())
return nfree
def _info_rank(info, ch_type, picks, rank):
if ch_type == 'meg' and rank != 'full':
try:
return _get_rank_sss(info)
except ValueError:
pass
return len(picks)
def _compute_rank_int(inst, *args, **kwargs):
"""Wrap compute_rank but yield an int."""
# XXX eventually we should unify how channel types are handled
# so that we don't need to do this, or we do it everywhere.
# Using pca=True in compute_whitener might help.
return sum(compute_rank(inst, *args, **kwargs).values())
@verbose
def compute_rank(inst, rank=None, scalings=None, info=None, tol='auto',
proj=True, verbose=None):
"""Compute the rank of data or noise covariance.
This function will normalize the rows of the data (typically
channels or vertices) such that non-zero singular values
should be close to one.
Parameters
----------
inst : instance of Raw, Epochs, or Covariance
Raw measurements to compute the rank from or the covariance.
%(rank_None)s
scalings : dict | None (default None)
Defaults to ``dict(mag=1e15, grad=1e13, eeg=1e6)``.
These defaults will scale different channel types
to comparable values.
info : instance of Info | None
The measurement info used to compute the covariance. It is
only necessary if inst is a Covariance object (since this does
not provide ``inst.info``).
tol : float | str
Tolerance. See ``estimate_rank``.
proj : bool
If True, all projs in ``inst`` and ``info`` will be applied or
considered when ``rank=None`` or ``rank='info'``.
%(verbose)s
Returns
-------
rank : dict
Estimated rank of the data for each channel type.
To get the total rank, you can use ``sum(rank.values())``.
Notes
-----
The ``rank`` parameter can be:
:data:`python:None` (default)
Rank will be estimated from the data after proper scaling of
different channel types.
``'info'``
Rank is inferred from `info`. If data have been processed
with Maxwell filtering, the Maxwell filtering header is used.
Otherwise, the channel counts themselves are used.
In both cases, the number of projectors is subtracted from
the (effective) number of channels in the data.
For example, if Maxwell filtering reduces the rank to 68, with
two projectors the returned value will be 68.
``'full'``
Rank is assumed to be full, i.e. equal to the
number of good channels. If a `Covariance` is passed, this can make
sense if it has been (possibly improperly) regularized without taking
into account the true data rank.
:class:`python:int`
This value is used as the MEG rank. For other channel types,
rank is taken from ``info``. This is deprecated and will be
removed in 0.19, use ``dict(meg=...)`` instead.
.. versionadded:: 0.18
"""
from .io.base import BaseRaw
from .epochs import BaseEpochs
from . import Covariance
rank = _check_rank(rank)
scalings = _handle_default('scalings_cov_rank', scalings)
if isinstance(inst, Covariance):
inst_type = 'covariance'
if info is None:
raise ValueError('info cannot be None if inst is a Covariance.')
inst = pick_channels_cov(
inst, set(inst['names']) & set(info['ch_names']))
if info['ch_names'] != inst['names']:
info = pick_info(info, [info['ch_names'].index(name)
for name in inst['names']])
else:
info = inst.info
inst_type = 'raw' if isinstance(inst, BaseRaw) else 'epochs'
logger.info('Computing data rank from %s with rank=%r' % (inst_type, rank))
if isinstance(rank, str): # string, either 'info' or 'full'
rank_type = 'info'
info_type = rank
rank = dict()
else: # None, dict, or int
rank_type = 'estimated'
if not isinstance(rank, dict): # dict is pass-through
if rank is not None: # int
rank = dict(meg=int(operator.index(rank)))
else: # None
rank = dict()
assert isinstance(rank, dict) # should be guaranteed by _check_rank
simple_info = _simplify_info(info)
picks_list = _picks_by_type(info, meg_combined=True, ref_meg=False,
exclude='bads')
for ch_type, picks in picks_list:
if ch_type in rank:
continue
ch_names = [info['ch_names'][pick] for pick in picks]
n_chan = len(ch_names)
if proj:
proj_op, n_proj, _ = make_projector(info['projs'], ch_names)
else:
proj_op, n_proj = None, 0
if rank_type == 'info':
# use info
rank[ch_type] = _info_rank(info, ch_type, picks, info_type)
if info_type != 'full':
rank[ch_type] -= n_proj
logger.info(' %s: rank %d after %d projector%s applied to '
'%d channel%s'
% (ch_type.upper(), rank[ch_type],
n_proj, _pl(n_proj), n_chan, _pl(n_chan)))
else:
logger.info(' %s: rank %d from info'
% (ch_type.upper(), rank[ch_type]))
else:
# Use empirical estimation
assert rank_type == 'estimated'
if isinstance(inst, (BaseRaw, BaseEpochs)):
if isinstance(inst, BaseRaw):
data = inst.get_data(picks, None, None,
reject_by_annotation='omit')
else: # isinstance(inst, BaseEpochs):
data = inst.get_data()[:, picks, :]
data = np.concatenate(data, axis=1)
if proj:
data = np.dot(proj_op, data)
rank[ch_type] = _estimate_rank_meeg_signals(
data, pick_info(simple_info, picks), scalings, tol)
else:
assert isinstance(inst, Covariance)
if inst['diag']:
rank[ch_type] = (inst['data'][picks] > 0).sum() - n_proj
else:
data = inst['data'][picks][:, picks]
if proj:
data = np.dot(np.dot(proj_op, data), proj_op.T)
rank[ch_type] = _estimate_rank_meeg_cov(
data, pick_info(simple_info, picks), scalings, tol)
this_info_rank = _info_rank(info, ch_type, picks, 'info')
logger.info(' %s: rank %d computed from %d data channel%s '
'with %d projector%s'
% (ch_type.upper(), rank[ch_type], n_chan, _pl(n_chan),
n_proj, _pl(n_proj)))
if rank[ch_type] > this_info_rank:
warn('Something went wrong in the data-driven estimation of '
'the data rank as it exceeds the theoretical rank from '
'the info (%d > %d). Consider setting rank to "auto" or '
'setting it explicitly as an integer.' %
(rank[ch_type], this_info_rank))
return rank
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