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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 numpy as np
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, _validate_type,
_apply_scaling_cov, _undo_scaling_cov,
_scaled_array, warn, _check_rank, _on_missing, verbose,
_check_on_missing, fill_doc)
@verbose
def estimate_rank(data, tol='auto', return_singular=False, norm=True,
tol_kind='absolute', 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_rank)s
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.
%(tol_kind_rank)s
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.
"""
from scipy import linalg
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, tol_kind)
if return_singular is True:
return rank, s
else:
return rank
def _estimate_rank_from_s(s, tol='auto', tol_kind='absolute'):
"""Estimate the rank of a matrix from its singular values.
Parameters
----------
s : ndarray, shape (..., ndim)
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.
tol_kind : str
Can be "absolute" or "relative".
Returns
-------
rank : ndarray, shape (...)
The estimated rank.
"""
s = np.array(s, float)
max_s = np.amax(s, axis=-1)
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
tol = s.shape[-1] * max_s * eps
if s.ndim == 1: # typical
logger.info(' Using tolerance %0.2g (%0.2g eps * %d dim * %0.2g'
' max singular value)' % (tol, eps, len(s), max_s))
elif not (isinstance(tol, np.ndarray) and tol.dtype.kind == 'f'):
tol = float(tol)
if tol_kind == 'relative':
tol = tol * max_s
rank = np.sum(s > tol, axis=-1)
return rank
def _estimate_rank_raw(raw, picks=None, tol=1e-4, scalings='norm',
with_ref_meg=False, tol_kind='absolute'):
"""Aid the transition away from 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, False, tol_kind)
@fill_doc
def _estimate_rank_meeg_signals(data, info, scalings, tol='auto',
return_singular=False, tol_kind='absolute'):
"""Estimate rank for M/EEG data.
Parameters
----------
data : np.ndarray of float, shape(n_channels, n_samples)
The M/EEG signals.
%(info_not_none)s
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.
tol_kind : str
Tolerance kind. See ``estimate_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,
tol_kind=tol_kind)
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
@verbose
def _estimate_rank_meeg_cov(data, info, scalings, tol='auto',
return_singular=False, verbose=None):
"""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_not_none)s
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, exclude=[])
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 in ['meg', 'mag', 'grad'] 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, tol_kind='absolute', on_rank_mismatch='ignore',
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)s Only necessary if ``inst`` is a :class:`mne.Covariance`
object (since this does not provide ``inst.info``).
%(tol_rank)s
proj : bool
If True, all projs in ``inst`` and ``info`` will be applied or
considered when ``rank=None`` or ``rank='info'``.
%(tol_kind_rank)s
%(on_rank_mismatch)s
%(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
-----
.. 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)
_check_on_missing(on_rank_mismatch, 'on_rank_mismatch')
if isinstance(inst, Covariance):
inst_type = 'covariance'
if info is None:
raise ValueError('info cannot be None if inst is a Covariance.')
# Reset bads as it's already taken into account in inst['names']
info = info.copy()
info['bads'] = []
inst = pick_channels_cov(
inst, set(inst['names']) & set(info['ch_names']), exclude=[])
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 = 'data'
logger.info('Computing rank from %s with rank=%r' % (inst_type, rank))
_validate_type(rank, (str, dict, None), 'rank')
if isinstance(rank, str): # string, either 'info' or 'full'
rank_type = 'info'
info_type = rank
rank = dict()
else: # None or dict
rank_type = 'estimated'
if rank is None:
rank = dict()
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:
est_verbose = None
if ch_type in rank:
# raise an error of user-supplied rank exceeds number of channels
if rank[ch_type] > len(picks):
raise ValueError(
f'rank[{repr(ch_type)}]={rank[ch_type]} exceeds the number'
f' of channels ({len(picks)})')
# special case: if whitening a covariance, check the passed rank
# against the estimated one
est_verbose = False
if not (on_rank_mismatch != 'ignore' and
rank_type == 'estimated' and
ch_type == 'meg' and
isinstance(inst, Covariance) and
not inst['diag']):
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
this_rank = _info_rank(info, ch_type, picks, info_type)
if info_type != 'full':
this_rank -= n_proj
logger.info(' %s: rank %d after %d projector%s applied to '
'%d channel%s'
% (ch_type.upper(), this_rank,
n_proj, _pl(n_proj), n_chan, _pl(n_chan)))
else:
logger.info(' %s: rank %d from info'
% (ch_type.upper(), this_rank))
else:
# Use empirical estimation
assert rank_type == 'estimated'
if isinstance(inst, (BaseRaw, BaseEpochs)):
if isinstance(inst, BaseRaw):
data = inst.get_data(picks, 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)
this_rank = _estimate_rank_meeg_signals(
data, pick_info(simple_info, picks), scalings, tol, False,
tol_kind)
else:
assert isinstance(inst, Covariance)
if inst['diag']:
this_rank = (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)
this_rank, sing = _estimate_rank_meeg_cov(
data, pick_info(simple_info, picks), scalings, tol,
return_singular=True, verbose=est_verbose)
if ch_type in rank:
ratio = sing[this_rank - 1] / sing[rank[ch_type] - 1]
if ratio > 100:
msg = (
f'The passed rank[{repr(ch_type)}]='
f'{rank[ch_type]} exceeds the estimated rank '
f'of the noise covariance ({this_rank}) '
f'leading to a potential increase in '
f'noise during whitening by a factor '
f'of {np.sqrt(ratio):0.1g}. Ensure that the '
f'rank correctly corresponds to that of the '
f'given noise covariance matrix.')
_on_missing(on_rank_mismatch, msg,
'on_rank_mismatch')
continue
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(), this_rank, n_chan, _pl(n_chan),
n_proj, _pl(n_proj)))
if this_rank > 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.' %
(this_rank, this_info_rank))
if ch_type not in rank:
rank[ch_type] = this_rank
return rank
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