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 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497
|
import numpy as np
import scipy.sparse as sp
import numbers
from scipy import linalg
from sklearn.decomposition import NMF, non_negative_factorization
from sklearn.decomposition import nmf # For testing internals
from scipy.sparse import csc_matrix
import pytest
from sklearn.utils.testing import assert_false
from sklearn.utils.testing import assert_raise_message, assert_no_warnings
from sklearn.utils.testing import assert_array_equal
from sklearn.utils.testing import assert_array_almost_equal
from sklearn.utils.testing import assert_almost_equal
from sklearn.utils.testing import assert_less
from sklearn.utils.testing import assert_greater
from sklearn.utils.testing import ignore_warnings
from sklearn.utils.extmath import squared_norm
from sklearn.base import clone
from sklearn.exceptions import ConvergenceWarning
def test_initialize_nn_output():
# Test that initialization does not return negative values
rng = np.random.mtrand.RandomState(42)
data = np.abs(rng.randn(10, 10))
for init in ('random', 'nndsvd', 'nndsvda', 'nndsvdar'):
W, H = nmf._initialize_nmf(data, 10, init=init, random_state=0)
assert_false((W < 0).any() or (H < 0).any())
def test_parameter_checking():
A = np.ones((2, 2))
name = 'spam'
msg = "Invalid solver parameter: got 'spam' instead of one of"
assert_raise_message(ValueError, msg, NMF(solver=name).fit, A)
msg = "Invalid init parameter: got 'spam' instead of one of"
assert_raise_message(ValueError, msg, NMF(init=name).fit, A)
msg = "Invalid beta_loss parameter: got 'spam' instead of one"
assert_raise_message(ValueError, msg, NMF(solver='mu',
beta_loss=name).fit, A)
msg = "Invalid beta_loss parameter: solver 'cd' does not handle "
msg += "beta_loss = 1.0"
assert_raise_message(ValueError, msg, NMF(solver='cd',
beta_loss=1.0).fit, A)
msg = "Negative values in data passed to"
assert_raise_message(ValueError, msg, NMF().fit, -A)
assert_raise_message(ValueError, msg, nmf._initialize_nmf, -A,
2, 'nndsvd')
clf = NMF(2, tol=0.1).fit(A)
assert_raise_message(ValueError, msg, clf.transform, -A)
def test_initialize_close():
# Test NNDSVD error
# Test that _initialize_nmf error is less than the standard deviation of
# the entries in the matrix.
rng = np.random.mtrand.RandomState(42)
A = np.abs(rng.randn(10, 10))
W, H = nmf._initialize_nmf(A, 10, init='nndsvd')
error = linalg.norm(np.dot(W, H) - A)
sdev = linalg.norm(A - A.mean())
assert error <= sdev
def test_initialize_variants():
# Test NNDSVD variants correctness
# Test that the variants 'nndsvda' and 'nndsvdar' differ from basic
# 'nndsvd' only where the basic version has zeros.
rng = np.random.mtrand.RandomState(42)
data = np.abs(rng.randn(10, 10))
W0, H0 = nmf._initialize_nmf(data, 10, init='nndsvd')
Wa, Ha = nmf._initialize_nmf(data, 10, init='nndsvda')
War, Har = nmf._initialize_nmf(data, 10, init='nndsvdar',
random_state=0)
for ref, evl in ((W0, Wa), (W0, War), (H0, Ha), (H0, Har)):
assert_almost_equal(evl[ref != 0], ref[ref != 0])
# ignore UserWarning raised when both solver='mu' and init='nndsvd'
@ignore_warnings(category=UserWarning)
def test_nmf_fit_nn_output():
# Test that the decomposition does not contain negative values
A = np.c_[5. - np.arange(1, 6),
5. + np.arange(1, 6)]
for solver in ('cd', 'mu'):
for init in (None, 'nndsvd', 'nndsvda', 'nndsvdar', 'random'):
model = NMF(n_components=2, solver=solver, init=init,
random_state=0)
transf = model.fit_transform(A)
assert_false((model.components_ < 0).any() or
(transf < 0).any())
@pytest.mark.parametrize('solver', ('cd', 'mu'))
def test_nmf_fit_close(solver):
rng = np.random.mtrand.RandomState(42)
# Test that the fit is not too far away
pnmf = NMF(5, solver=solver, init='nndsvdar', random_state=0,
max_iter=600)
X = np.abs(rng.randn(6, 5))
assert_less(pnmf.fit(X).reconstruction_err_, 0.1)
@pytest.mark.parametrize('solver', ('cd', 'mu'))
def test_nmf_transform(solver):
# Test that NMF.transform returns close values
rng = np.random.mtrand.RandomState(42)
A = np.abs(rng.randn(6, 5))
m = NMF(solver=solver, n_components=3, init='random',
random_state=0, tol=1e-5)
ft = m.fit_transform(A)
t = m.transform(A)
assert_array_almost_equal(ft, t, decimal=2)
def test_nmf_transform_custom_init():
# Smoke test that checks if NMF.transform works with custom initialization
random_state = np.random.RandomState(0)
A = np.abs(random_state.randn(6, 5))
n_components = 4
avg = np.sqrt(A.mean() / n_components)
H_init = np.abs(avg * random_state.randn(n_components, 5))
W_init = np.abs(avg * random_state.randn(6, n_components))
m = NMF(solver='cd', n_components=n_components, init='custom',
random_state=0)
m.fit_transform(A, W=W_init, H=H_init)
m.transform(A)
@pytest.mark.parametrize('solver', ('cd', 'mu'))
def test_nmf_inverse_transform(solver):
# Test that NMF.inverse_transform returns close values
random_state = np.random.RandomState(0)
A = np.abs(random_state.randn(6, 4))
m = NMF(solver=solver, n_components=4, init='random', random_state=0,
max_iter=1000)
ft = m.fit_transform(A)
A_new = m.inverse_transform(ft)
assert_array_almost_equal(A, A_new, decimal=2)
def test_n_components_greater_n_features():
# Smoke test for the case of more components than features.
rng = np.random.mtrand.RandomState(42)
A = np.abs(rng.randn(30, 10))
NMF(n_components=15, random_state=0, tol=1e-2).fit(A)
def test_nmf_sparse_input():
# Test that sparse matrices are accepted as input
from scipy.sparse import csc_matrix
rng = np.random.mtrand.RandomState(42)
A = np.abs(rng.randn(10, 10))
A[:, 2 * np.arange(5)] = 0
A_sparse = csc_matrix(A)
for solver in ('cd', 'mu'):
est1 = NMF(solver=solver, n_components=5, init='random',
random_state=0, tol=1e-2)
est2 = clone(est1)
W1 = est1.fit_transform(A)
W2 = est2.fit_transform(A_sparse)
H1 = est1.components_
H2 = est2.components_
assert_array_almost_equal(W1, W2)
assert_array_almost_equal(H1, H2)
def test_nmf_sparse_transform():
# Test that transform works on sparse data. Issue #2124
rng = np.random.mtrand.RandomState(42)
A = np.abs(rng.randn(3, 2))
A[1, 1] = 0
A = csc_matrix(A)
for solver in ('cd', 'mu'):
model = NMF(solver=solver, random_state=0, n_components=2,
max_iter=400)
A_fit_tr = model.fit_transform(A)
A_tr = model.transform(A)
assert_array_almost_equal(A_fit_tr, A_tr, decimal=1)
def test_non_negative_factorization_consistency():
# Test that the function is called in the same way, either directly
# or through the NMF class
rng = np.random.mtrand.RandomState(42)
A = np.abs(rng.randn(10, 10))
A[:, 2 * np.arange(5)] = 0
for solver in ('cd', 'mu'):
W_nmf, H, _ = non_negative_factorization(
A, solver=solver, random_state=1, tol=1e-2)
W_nmf_2, _, _ = non_negative_factorization(
A, H=H, update_H=False, solver=solver, random_state=1, tol=1e-2)
model_class = NMF(solver=solver, random_state=1, tol=1e-2)
W_cls = model_class.fit_transform(A)
W_cls_2 = model_class.transform(A)
assert_array_almost_equal(W_nmf, W_cls, decimal=10)
assert_array_almost_equal(W_nmf_2, W_cls_2, decimal=10)
def test_non_negative_factorization_checking():
A = np.ones((2, 2))
# Test parameters checking is public function
nnmf = non_negative_factorization
assert_no_warnings(nnmf, A, A, A, np.int64(1))
msg = ("Number of components must be a positive integer; "
"got (n_components=1.5)")
assert_raise_message(ValueError, msg, nnmf, A, A, A, 1.5)
msg = ("Number of components must be a positive integer; "
"got (n_components='2')")
assert_raise_message(ValueError, msg, nnmf, A, A, A, '2')
msg = "Negative values in data passed to NMF (input H)"
assert_raise_message(ValueError, msg, nnmf, A, A, -A, 2, 'custom')
msg = "Negative values in data passed to NMF (input W)"
assert_raise_message(ValueError, msg, nnmf, A, -A, A, 2, 'custom')
msg = "Array passed to NMF (input H) is full of zeros"
assert_raise_message(ValueError, msg, nnmf, A, A, 0 * A, 2, 'custom')
msg = "Invalid regularization parameter: got 'spam' instead of one of"
assert_raise_message(ValueError, msg, nnmf, A, A, 0 * A, 2, 'custom', True,
'cd', 2., 1e-4, 200, 0., 0., 'spam')
def _beta_divergence_dense(X, W, H, beta):
"""Compute the beta-divergence of X and W.H for dense array only.
Used as a reference for testing nmf._beta_divergence.
"""
if isinstance(X, numbers.Number):
W = np.array([[W]])
H = np.array([[H]])
X = np.array([[X]])
WH = np.dot(W, H)
if beta == 2:
return squared_norm(X - WH) / 2
WH_Xnonzero = WH[X != 0]
X_nonzero = X[X != 0]
np.maximum(WH_Xnonzero, 1e-9, out=WH_Xnonzero)
if beta == 1:
res = np.sum(X_nonzero * np.log(X_nonzero / WH_Xnonzero))
res += WH.sum() - X.sum()
elif beta == 0:
div = X_nonzero / WH_Xnonzero
res = np.sum(div) - X.size - np.sum(np.log(div))
else:
res = (X_nonzero ** beta).sum()
res += (beta - 1) * (WH ** beta).sum()
res -= beta * (X_nonzero * (WH_Xnonzero ** (beta - 1))).sum()
res /= beta * (beta - 1)
return res
def test_beta_divergence():
# Compare _beta_divergence with the reference _beta_divergence_dense
n_samples = 20
n_features = 10
n_components = 5
beta_losses = [0., 0.5, 1., 1.5, 2.]
# initialization
rng = np.random.mtrand.RandomState(42)
X = rng.randn(n_samples, n_features)
np.clip(X, 0, None, out=X)
X_csr = sp.csr_matrix(X)
W, H = nmf._initialize_nmf(X, n_components, init='random', random_state=42)
for beta in beta_losses:
ref = _beta_divergence_dense(X, W, H, beta)
loss = nmf._beta_divergence(X, W, H, beta)
loss_csr = nmf._beta_divergence(X_csr, W, H, beta)
assert_almost_equal(ref, loss, decimal=7)
assert_almost_equal(ref, loss_csr, decimal=7)
def test_special_sparse_dot():
# Test the function that computes np.dot(W, H), only where X is non zero.
n_samples = 10
n_features = 5
n_components = 3
rng = np.random.mtrand.RandomState(42)
X = rng.randn(n_samples, n_features)
np.clip(X, 0, None, out=X)
X_csr = sp.csr_matrix(X)
W = np.abs(rng.randn(n_samples, n_components))
H = np.abs(rng.randn(n_components, n_features))
WH_safe = nmf._special_sparse_dot(W, H, X_csr)
WH = nmf._special_sparse_dot(W, H, X)
# test that both results have same values, in X_csr nonzero elements
ii, jj = X_csr.nonzero()
WH_safe_data = np.asarray(WH_safe[ii, jj]).ravel()
assert_array_almost_equal(WH_safe_data, WH[ii, jj], decimal=10)
# test that WH_safe and X_csr have the same sparse structure
assert_array_equal(WH_safe.indices, X_csr.indices)
assert_array_equal(WH_safe.indptr, X_csr.indptr)
assert_array_equal(WH_safe.shape, X_csr.shape)
@ignore_warnings(category=ConvergenceWarning)
def test_nmf_multiplicative_update_sparse():
# Compare sparse and dense input in multiplicative update NMF
# Also test continuity of the results with respect to beta_loss parameter
n_samples = 20
n_features = 10
n_components = 5
alpha = 0.1
l1_ratio = 0.5
n_iter = 20
# initialization
rng = np.random.mtrand.RandomState(1337)
X = rng.randn(n_samples, n_features)
X = np.abs(X)
X_csr = sp.csr_matrix(X)
W0, H0 = nmf._initialize_nmf(X, n_components, init='random',
random_state=42)
for beta_loss in (-1.2, 0, 0.2, 1., 2., 2.5):
# Reference with dense array X
W, H = W0.copy(), H0.copy()
W1, H1, _ = non_negative_factorization(
X, W, H, n_components, init='custom', update_H=True,
solver='mu', beta_loss=beta_loss, max_iter=n_iter, alpha=alpha,
l1_ratio=l1_ratio, regularization='both', random_state=42)
# Compare with sparse X
W, H = W0.copy(), H0.copy()
W2, H2, _ = non_negative_factorization(
X_csr, W, H, n_components, init='custom', update_H=True,
solver='mu', beta_loss=beta_loss, max_iter=n_iter, alpha=alpha,
l1_ratio=l1_ratio, regularization='both', random_state=42)
assert_array_almost_equal(W1, W2, decimal=7)
assert_array_almost_equal(H1, H2, decimal=7)
# Compare with almost same beta_loss, since some values have a specific
# behavior, but the results should be continuous w.r.t beta_loss
beta_loss -= 1.e-5
W, H = W0.copy(), H0.copy()
W3, H3, _ = non_negative_factorization(
X_csr, W, H, n_components, init='custom', update_H=True,
solver='mu', beta_loss=beta_loss, max_iter=n_iter, alpha=alpha,
l1_ratio=l1_ratio, regularization='both', random_state=42)
assert_array_almost_equal(W1, W3, decimal=4)
assert_array_almost_equal(H1, H3, decimal=4)
def test_nmf_negative_beta_loss():
# Test that an error is raised if beta_loss < 0 and X contains zeros.
# Test that the output has not NaN values when the input contains zeros.
n_samples = 6
n_features = 5
n_components = 3
rng = np.random.mtrand.RandomState(42)
X = rng.randn(n_samples, n_features)
np.clip(X, 0, None, out=X)
X_csr = sp.csr_matrix(X)
def _assert_nmf_no_nan(X, beta_loss):
W, H, _ = non_negative_factorization(
X, n_components=n_components, solver='mu', beta_loss=beta_loss,
random_state=0, max_iter=1000)
assert_false(np.any(np.isnan(W)))
assert_false(np.any(np.isnan(H)))
msg = "When beta_loss <= 0 and X contains zeros, the solver may diverge."
for beta_loss in (-0.6, 0.):
assert_raise_message(ValueError, msg, _assert_nmf_no_nan, X, beta_loss)
_assert_nmf_no_nan(X + 1e-9, beta_loss)
for beta_loss in (0.2, 1., 1.2, 2., 2.5):
_assert_nmf_no_nan(X, beta_loss)
_assert_nmf_no_nan(X_csr, beta_loss)
def test_nmf_regularization():
# Test the effect of L1 and L2 regularizations
n_samples = 6
n_features = 5
n_components = 3
rng = np.random.mtrand.RandomState(42)
X = np.abs(rng.randn(n_samples, n_features))
# L1 regularization should increase the number of zeros
l1_ratio = 1.
for solver in ['cd', 'mu']:
regul = nmf.NMF(n_components=n_components, solver=solver,
alpha=0.5, l1_ratio=l1_ratio, random_state=42)
model = nmf.NMF(n_components=n_components, solver=solver,
alpha=0., l1_ratio=l1_ratio, random_state=42)
W_regul = regul.fit_transform(X)
W_model = model.fit_transform(X)
H_regul = regul.components_
H_model = model.components_
W_regul_n_zeros = W_regul[W_regul == 0].size
W_model_n_zeros = W_model[W_model == 0].size
H_regul_n_zeros = H_regul[H_regul == 0].size
H_model_n_zeros = H_model[H_model == 0].size
assert_greater(W_regul_n_zeros, W_model_n_zeros)
assert_greater(H_regul_n_zeros, H_model_n_zeros)
# L2 regularization should decrease the mean of the coefficients
l1_ratio = 0.
for solver in ['cd', 'mu']:
regul = nmf.NMF(n_components=n_components, solver=solver,
alpha=0.5, l1_ratio=l1_ratio, random_state=42)
model = nmf.NMF(n_components=n_components, solver=solver,
alpha=0., l1_ratio=l1_ratio, random_state=42)
W_regul = regul.fit_transform(X)
W_model = model.fit_transform(X)
H_regul = regul.components_
H_model = model.components_
assert_greater(W_model.mean(), W_regul.mean())
assert_greater(H_model.mean(), H_regul.mean())
@ignore_warnings(category=ConvergenceWarning)
def test_nmf_decreasing():
# test that the objective function is decreasing at each iteration
n_samples = 20
n_features = 15
n_components = 10
alpha = 0.1
l1_ratio = 0.5
tol = 0.
# initialization
rng = np.random.mtrand.RandomState(42)
X = rng.randn(n_samples, n_features)
np.abs(X, X)
W0, H0 = nmf._initialize_nmf(X, n_components, init='random',
random_state=42)
for beta_loss in (-1.2, 0, 0.2, 1., 2., 2.5):
for solver in ('cd', 'mu'):
if solver != 'mu' and beta_loss != 2:
# not implemented
continue
W, H = W0.copy(), H0.copy()
previous_loss = None
for _ in range(30):
# one more iteration starting from the previous results
W, H, _ = non_negative_factorization(
X, W, H, beta_loss=beta_loss, init='custom',
n_components=n_components, max_iter=1, alpha=alpha,
solver=solver, tol=tol, l1_ratio=l1_ratio, verbose=0,
regularization='both', random_state=0, update_H=True)
loss = nmf._beta_divergence(X, W, H, beta_loss)
if previous_loss is not None:
assert_greater(previous_loss, loss)
previous_loss = loss
def test_nmf_underflow():
# Regression test for an underflow issue in _beta_divergence
rng = np.random.RandomState(0)
n_samples, n_features, n_components = 10, 2, 2
X = np.abs(rng.randn(n_samples, n_features)) * 10
W = np.abs(rng.randn(n_samples, n_components)) * 10
H = np.abs(rng.randn(n_components, n_features))
X[0, 0] = 0
ref = nmf._beta_divergence(X, W, H, beta=1.0)
X[0, 0] = 1e-323
res = nmf._beta_divergence(X, W, H, beta=1.0)
assert_almost_equal(res, ref)
|