File: test_kernels.py

package info (click to toggle)
scikit-learn 0.18-5
  • links: PTS, VCS
  • area: main
  • in suites: stretch
  • size: 71,040 kB
  • ctags: 91,142
  • sloc: python: 97,257; ansic: 8,360; cpp: 5,649; makefile: 242; sh: 238
file content (315 lines) | stat: -rw-r--r-- 12,566 bytes parent folder | download
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
"""Testing for kernels for Gaussian processes."""

# Author: Jan Hendrik Metzen <jhm@informatik.uni-bremen.de>
# License: BSD 3 clause

from sklearn.externals.funcsigs import signature

import numpy as np

from sklearn.gaussian_process.kernels import _approx_fprime

from sklearn.metrics.pairwise \
    import PAIRWISE_KERNEL_FUNCTIONS, euclidean_distances, pairwise_kernels
from sklearn.gaussian_process.kernels \
    import (RBF, Matern, RationalQuadratic, ExpSineSquared, DotProduct,
            ConstantKernel, WhiteKernel, PairwiseKernel, KernelOperator,
            Exponentiation)
from sklearn.base import clone

from sklearn.utils.testing import (assert_equal, assert_almost_equal,
                                   assert_not_equal, assert_array_equal,
                                   assert_array_almost_equal)


X = np.random.RandomState(0).normal(0, 1, (5, 2))
Y = np.random.RandomState(0).normal(0, 1, (6, 2))

kernel_white = RBF(length_scale=2.0) + WhiteKernel(noise_level=3.0)
kernels = [RBF(length_scale=2.0), RBF(length_scale_bounds=(0.5, 2.0)),
           ConstantKernel(constant_value=10.0),
           2.0 * RBF(length_scale=0.33, length_scale_bounds="fixed"),
           2.0 * RBF(length_scale=0.5), kernel_white,
           2.0 * RBF(length_scale=[0.5, 2.0]),
           2.0 * Matern(length_scale=0.33, length_scale_bounds="fixed"),
           2.0 * Matern(length_scale=0.5, nu=0.5),
           2.0 * Matern(length_scale=1.5, nu=1.5),
           2.0 * Matern(length_scale=2.5, nu=2.5),
           2.0 * Matern(length_scale=[0.5, 2.0], nu=0.5),
           3.0 * Matern(length_scale=[2.0, 0.5], nu=1.5),
           4.0 * Matern(length_scale=[0.5, 0.5], nu=2.5),
           RationalQuadratic(length_scale=0.5, alpha=1.5),
           ExpSineSquared(length_scale=0.5, periodicity=1.5),
           DotProduct(sigma_0=2.0), DotProduct(sigma_0=2.0) ** 2,
           RBF(length_scale=[2.0]), Matern(length_scale=[2.0])]
for metric in PAIRWISE_KERNEL_FUNCTIONS:
    if metric in ["additive_chi2", "chi2"]:
        continue
    kernels.append(PairwiseKernel(gamma=1.0, metric=metric))


def test_kernel_gradient():
    # Compare analytic and numeric gradient of kernels.
    for kernel in kernels:
        K, K_gradient = kernel(X, eval_gradient=True)

        assert_equal(K_gradient.shape[0], X.shape[0])
        assert_equal(K_gradient.shape[1], X.shape[0])
        assert_equal(K_gradient.shape[2], kernel.theta.shape[0])

        def eval_kernel_for_theta(theta):
            kernel_clone = kernel.clone_with_theta(theta)
            K = kernel_clone(X, eval_gradient=False)
            return K

        K_gradient_approx = \
            _approx_fprime(kernel.theta, eval_kernel_for_theta, 1e-10)

        assert_almost_equal(K_gradient, K_gradient_approx, 4)


def test_kernel_theta():
    # Check that parameter vector theta of kernel is set correctly.
    for kernel in kernels:
        if isinstance(kernel, KernelOperator) \
           or isinstance(kernel, Exponentiation):  # skip non-basic kernels
            continue
        theta = kernel.theta
        _, K_gradient = kernel(X, eval_gradient=True)

        # Determine kernel parameters that contribute to theta
        init_sign = signature(kernel.__class__.__init__).parameters.values()
        args = [p.name for p in init_sign if p.name != 'self']
        theta_vars = map(lambda s: s.rstrip("_bounds"),
                         filter(lambda s: s.endswith("_bounds"), args))
        assert_equal(
            set(hyperparameter.name
                for hyperparameter in kernel.hyperparameters),
            set(theta_vars))

        # Check that values returned in theta are consistent with
        # hyperparameter values (being their logarithms)
        for i, hyperparameter in enumerate(kernel.hyperparameters):
            assert_equal(theta[i],
                         np.log(getattr(kernel, hyperparameter.name)))

        # Fixed kernel parameters must be excluded from theta and gradient.
        for i, hyperparameter in enumerate(kernel.hyperparameters):
            # create copy with certain hyperparameter fixed
            params = kernel.get_params()
            params[hyperparameter.name + "_bounds"] = "fixed"
            kernel_class = kernel.__class__
            new_kernel = kernel_class(**params)
            # Check that theta and K_gradient are identical with the fixed
            # dimension left out
            _, K_gradient_new = new_kernel(X, eval_gradient=True)
            assert_equal(theta.shape[0], new_kernel.theta.shape[0] + 1)
            assert_equal(K_gradient.shape[2], K_gradient_new.shape[2] + 1)
            if i > 0:
                assert_equal(theta[:i], new_kernel.theta[:i])
                assert_array_equal(K_gradient[..., :i],
                                   K_gradient_new[..., :i])
            if i + 1 < len(kernel.hyperparameters):
                assert_equal(theta[i + 1:], new_kernel.theta[i:])
                assert_array_equal(K_gradient[..., i + 1:],
                                   K_gradient_new[..., i:])

        # Check that values of theta are modified correctly
        for i, hyperparameter in enumerate(kernel.hyperparameters):
            theta[i] = np.log(42)
            kernel.theta = theta
            assert_almost_equal(getattr(kernel, hyperparameter.name), 42)

            setattr(kernel, hyperparameter.name, 43)
            assert_almost_equal(kernel.theta[i], np.log(43))


def test_auto_vs_cross():
    # Auto-correlation and cross-correlation should be consistent.
    for kernel in kernels:
        if kernel == kernel_white:
            continue  # Identity is not satisfied on diagonal
        K_auto = kernel(X)
        K_cross = kernel(X, X)
        assert_almost_equal(K_auto, K_cross, 5)


def test_kernel_diag():
    # Test that diag method of kernel returns consistent results.
    for kernel in kernels:
        K_call_diag = np.diag(kernel(X))
        K_diag = kernel.diag(X)
        assert_almost_equal(K_call_diag, K_diag, 5)


def test_kernel_operator_commutative():
    # Adding kernels and multiplying kernels should be commutative.
    # Check addition
    assert_almost_equal((RBF(2.0) + 1.0)(X),
                        (1.0 + RBF(2.0))(X))

    # Check multiplication
    assert_almost_equal((3.0 * RBF(2.0))(X),
                        (RBF(2.0) * 3.0)(X))


def test_kernel_anisotropic():
    # Anisotropic kernel should be consistent with isotropic kernels.
    kernel = 3.0 * RBF([0.5, 2.0])

    K = kernel(X)
    X1 = np.array(X)
    X1[:, 0] *= 4
    K1 = 3.0 * RBF(2.0)(X1)
    assert_almost_equal(K, K1)

    X2 = np.array(X)
    X2[:, 1] /= 4
    K2 = 3.0 * RBF(0.5)(X2)
    assert_almost_equal(K, K2)

    # Check getting and setting via theta
    kernel.theta = kernel.theta + np.log(2)
    assert_array_equal(kernel.theta, np.log([6.0, 1.0, 4.0]))
    assert_array_equal(kernel.k2.length_scale, [1.0, 4.0])


def test_kernel_stationary():
    # Test stationarity of kernels.
    for kernel in kernels:
        if not kernel.is_stationary():
            continue
        K = kernel(X, X + 1)
        assert_almost_equal(K[0, 0], np.diag(K))


def check_hyperparameters_equal(kernel1, kernel2):
    # Check that hyperparameters of two kernels are equal
    for attr in set(dir(kernel1) + dir(kernel2)):
        if attr.startswith("hyperparameter_"):
            attr_value1 = getattr(kernel1, attr)
            attr_value2 = getattr(kernel2, attr)
            assert_equal(attr_value1, attr_value2)


def test_kernel_clone():
    # Test that sklearn's clone works correctly on kernels.
    bounds = (1e-5, 1e5)
    for kernel in kernels:
        kernel_cloned = clone(kernel)

        # XXX: Should this be fixed?
        # This differs from the sklearn's estimators equality check.
        assert_equal(kernel, kernel_cloned)
        assert_not_equal(id(kernel), id(kernel_cloned))

        # Check that all constructor parameters are equal.
        assert_equal(kernel.get_params(), kernel_cloned.get_params())

        # Check that all hyperparameters are equal.
        yield check_hyperparameters_equal, kernel, kernel_cloned

        # This test is to verify that using set_params does not
        # break clone on kernels.
        # This used to break because in kernels such as the RBF, non-trivial
        # logic that modified the length scale used to be in the constructor
        # See https://github.com/scikit-learn/scikit-learn/issues/6961
        # for more details.
        params = kernel.get_params()
        # RationalQuadratic kernel is isotropic.
        isotropic_kernels = (ExpSineSquared, RationalQuadratic)
        if 'length_scale' in params and not isinstance(kernel,
                                                       isotropic_kernels):
            length_scale = params['length_scale']
            if np.iterable(length_scale):
                params['length_scale'] = length_scale[0]
                params['length_scale_bounds'] = bounds
            else:
                params['length_scale'] = [length_scale] * 2
                params['length_scale_bounds'] = bounds * 2
            kernel_cloned.set_params(**params)
            kernel_cloned_clone = clone(kernel_cloned)
            assert_equal(kernel_cloned_clone.get_params(),
                         kernel_cloned.get_params())
            assert_not_equal(id(kernel_cloned_clone), id(kernel_cloned))
            yield (check_hyperparameters_equal, kernel_cloned,
                   kernel_cloned_clone)


def test_matern_kernel():
    # Test consistency of Matern kernel for special values of nu.
    K = Matern(nu=1.5, length_scale=1.0)(X)
    # the diagonal elements of a matern kernel are 1
    assert_array_almost_equal(np.diag(K), np.ones(X.shape[0]))
    # matern kernel for coef0==0.5 is equal to absolute exponential kernel
    K_absexp = np.exp(-euclidean_distances(X, X, squared=False))
    K = Matern(nu=0.5, length_scale=1.0)(X)
    assert_array_almost_equal(K, K_absexp)
    # test that special cases of matern kernel (coef0 in [0.5, 1.5, 2.5])
    # result in nearly identical results as the general case for coef0 in
    # [0.5 + tiny, 1.5 + tiny, 2.5 + tiny]
    tiny = 1e-10
    for nu in [0.5, 1.5, 2.5]:
        K1 = Matern(nu=nu, length_scale=1.0)(X)
        K2 = Matern(nu=nu + tiny, length_scale=1.0)(X)
        assert_array_almost_equal(K1, K2)


def test_kernel_versus_pairwise():
    # Check that GP kernels can also be used as pairwise kernels.
    for kernel in kernels:
        # Test auto-kernel
        if kernel != kernel_white:
            # For WhiteKernel: k(X) != k(X,X). This is assumed by
            # pairwise_kernels
            K1 = kernel(X)
            K2 = pairwise_kernels(X, metric=kernel)
            assert_array_almost_equal(K1, K2)

        # Test cross-kernel
        K1 = kernel(X, Y)
        K2 = pairwise_kernels(X, Y, metric=kernel)
        assert_array_almost_equal(K1, K2)


def test_set_get_params():
    # Check that set_params()/get_params() is consistent with kernel.theta.
    for kernel in kernels:
        # Test get_params()
        index = 0
        params = kernel.get_params()
        for hyperparameter in kernel.hyperparameters:
            if hyperparameter.bounds == "fixed":
                continue
            size = hyperparameter.n_elements
            if size > 1:  # anisotropic kernels
                assert_almost_equal(np.exp(kernel.theta[index:index + size]),
                                    params[hyperparameter.name])
                index += size
            else:
                assert_almost_equal(np.exp(kernel.theta[index]),
                                    params[hyperparameter.name])
                index += 1
        # Test set_params()
        index = 0
        value = 10  # arbitrary value
        for hyperparameter in kernel.hyperparameters:
            if hyperparameter.bounds == "fixed":
                continue
            size = hyperparameter.n_elements
            if size > 1:  # anisotropic kernels
                kernel.set_params(**{hyperparameter.name: [value] * size})
                assert_almost_equal(np.exp(kernel.theta[index:index + size]),
                                    [value] * size)
                index += size
            else:
                kernel.set_params(**{hyperparameter.name: value})
                assert_almost_equal(np.exp(kernel.theta[index]), value)
                index += 1


def test_repr_kernels():
    # Smoke-test for repr in kernels.

    for kernel in kernels:
        repr(kernel)