File: test_omp.py

package info (click to toggle)
scikit-learn 1.4.2%2Bdfsg-8
  • links: PTS, VCS
  • area: main
  • in suites: forky, sid, trixie
  • size: 25,036 kB
  • sloc: python: 201,105; cpp: 5,790; ansic: 854; makefile: 304; sh: 56; javascript: 20
file content (262 lines) | stat: -rw-r--r-- 8,913 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
# Author: Vlad Niculae
# License: BSD 3 clause


import numpy as np
import pytest

from sklearn.datasets import make_sparse_coded_signal
from sklearn.linear_model import (
    LinearRegression,
    OrthogonalMatchingPursuit,
    OrthogonalMatchingPursuitCV,
    orthogonal_mp,
    orthogonal_mp_gram,
)
from sklearn.utils import check_random_state
from sklearn.utils._testing import (
    assert_allclose,
    assert_array_almost_equal,
    assert_array_equal,
    ignore_warnings,
)

n_samples, n_features, n_nonzero_coefs, n_targets = 25, 35, 5, 3
y, X, gamma = make_sparse_coded_signal(
    n_samples=n_targets,
    n_components=n_features,
    n_features=n_samples,
    n_nonzero_coefs=n_nonzero_coefs,
    random_state=0,
)
y, X, gamma = y.T, X.T, gamma.T
# Make X not of norm 1 for testing
X *= 10
y *= 10
G, Xy = np.dot(X.T, X), np.dot(X.T, y)
# this makes X (n_samples, n_features)
# and y (n_samples, 3)


def test_correct_shapes():
    assert orthogonal_mp(X, y[:, 0], n_nonzero_coefs=5).shape == (n_features,)
    assert orthogonal_mp(X, y, n_nonzero_coefs=5).shape == (n_features, 3)


def test_correct_shapes_gram():
    assert orthogonal_mp_gram(G, Xy[:, 0], n_nonzero_coefs=5).shape == (n_features,)
    assert orthogonal_mp_gram(G, Xy, n_nonzero_coefs=5).shape == (n_features, 3)


def test_n_nonzero_coefs():
    assert np.count_nonzero(orthogonal_mp(X, y[:, 0], n_nonzero_coefs=5)) <= 5
    assert (
        np.count_nonzero(orthogonal_mp(X, y[:, 0], n_nonzero_coefs=5, precompute=True))
        <= 5
    )


def test_tol():
    tol = 0.5
    gamma = orthogonal_mp(X, y[:, 0], tol=tol)
    gamma_gram = orthogonal_mp(X, y[:, 0], tol=tol, precompute=True)
    assert np.sum((y[:, 0] - np.dot(X, gamma)) ** 2) <= tol
    assert np.sum((y[:, 0] - np.dot(X, gamma_gram)) ** 2) <= tol


def test_with_without_gram():
    assert_array_almost_equal(
        orthogonal_mp(X, y, n_nonzero_coefs=5),
        orthogonal_mp(X, y, n_nonzero_coefs=5, precompute=True),
    )


def test_with_without_gram_tol():
    assert_array_almost_equal(
        orthogonal_mp(X, y, tol=1.0), orthogonal_mp(X, y, tol=1.0, precompute=True)
    )


def test_unreachable_accuracy():
    assert_array_almost_equal(
        orthogonal_mp(X, y, tol=0), orthogonal_mp(X, y, n_nonzero_coefs=n_features)
    )
    warning_message = (
        "Orthogonal matching pursuit ended prematurely "
        "due to linear dependence in the dictionary. "
        "The requested precision might not have been met."
    )
    with pytest.warns(RuntimeWarning, match=warning_message):
        assert_array_almost_equal(
            orthogonal_mp(X, y, tol=0, precompute=True),
            orthogonal_mp(X, y, precompute=True, n_nonzero_coefs=n_features),
        )


@pytest.mark.parametrize("positional_params", [(X, y), (G, Xy)])
@pytest.mark.parametrize(
    "keyword_params",
    [{"n_nonzero_coefs": n_features + 1}],
)
def test_bad_input(positional_params, keyword_params):
    with pytest.raises(ValueError):
        orthogonal_mp(*positional_params, **keyword_params)


def test_perfect_signal_recovery():
    (idx,) = gamma[:, 0].nonzero()
    gamma_rec = orthogonal_mp(X, y[:, 0], n_nonzero_coefs=5)
    gamma_gram = orthogonal_mp_gram(G, Xy[:, 0], n_nonzero_coefs=5)
    assert_array_equal(idx, np.flatnonzero(gamma_rec))
    assert_array_equal(idx, np.flatnonzero(gamma_gram))
    assert_array_almost_equal(gamma[:, 0], gamma_rec, decimal=2)
    assert_array_almost_equal(gamma[:, 0], gamma_gram, decimal=2)


def test_orthogonal_mp_gram_readonly():
    # Non-regression test for:
    # https://github.com/scikit-learn/scikit-learn/issues/5956
    (idx,) = gamma[:, 0].nonzero()
    G_readonly = G.copy()
    G_readonly.setflags(write=False)
    Xy_readonly = Xy.copy()
    Xy_readonly.setflags(write=False)
    gamma_gram = orthogonal_mp_gram(
        G_readonly, Xy_readonly[:, 0], n_nonzero_coefs=5, copy_Gram=False, copy_Xy=False
    )
    assert_array_equal(idx, np.flatnonzero(gamma_gram))
    assert_array_almost_equal(gamma[:, 0], gamma_gram, decimal=2)


def test_estimator():
    omp = OrthogonalMatchingPursuit(n_nonzero_coefs=n_nonzero_coefs)
    omp.fit(X, y[:, 0])
    assert omp.coef_.shape == (n_features,)
    assert omp.intercept_.shape == ()
    assert np.count_nonzero(omp.coef_) <= n_nonzero_coefs

    omp.fit(X, y)
    assert omp.coef_.shape == (n_targets, n_features)
    assert omp.intercept_.shape == (n_targets,)
    assert np.count_nonzero(omp.coef_) <= n_targets * n_nonzero_coefs

    coef_normalized = omp.coef_[0].copy()
    omp.set_params(fit_intercept=True)
    omp.fit(X, y[:, 0])
    assert_array_almost_equal(coef_normalized, omp.coef_)

    omp.set_params(fit_intercept=False)
    omp.fit(X, y[:, 0])
    assert np.count_nonzero(omp.coef_) <= n_nonzero_coefs
    assert omp.coef_.shape == (n_features,)
    assert omp.intercept_ == 0

    omp.fit(X, y)
    assert omp.coef_.shape == (n_targets, n_features)
    assert omp.intercept_ == 0
    assert np.count_nonzero(omp.coef_) <= n_targets * n_nonzero_coefs


def test_identical_regressors():
    newX = X.copy()
    newX[:, 1] = newX[:, 0]
    gamma = np.zeros(n_features)
    gamma[0] = gamma[1] = 1.0
    newy = np.dot(newX, gamma)
    warning_message = (
        "Orthogonal matching pursuit ended prematurely "
        "due to linear dependence in the dictionary. "
        "The requested precision might not have been met."
    )
    with pytest.warns(RuntimeWarning, match=warning_message):
        orthogonal_mp(newX, newy, n_nonzero_coefs=2)


def test_swapped_regressors():
    gamma = np.zeros(n_features)
    # X[:, 21] should be selected first, then X[:, 0] selected second,
    # which will take X[:, 21]'s place in case the algorithm does
    # column swapping for optimization (which is the case at the moment)
    gamma[21] = 1.0
    gamma[0] = 0.5
    new_y = np.dot(X, gamma)
    new_Xy = np.dot(X.T, new_y)
    gamma_hat = orthogonal_mp(X, new_y, n_nonzero_coefs=2)
    gamma_hat_gram = orthogonal_mp_gram(G, new_Xy, n_nonzero_coefs=2)
    assert_array_equal(np.flatnonzero(gamma_hat), [0, 21])
    assert_array_equal(np.flatnonzero(gamma_hat_gram), [0, 21])


def test_no_atoms():
    y_empty = np.zeros_like(y)
    Xy_empty = np.dot(X.T, y_empty)
    gamma_empty = ignore_warnings(orthogonal_mp)(X, y_empty, n_nonzero_coefs=1)
    gamma_empty_gram = ignore_warnings(orthogonal_mp)(G, Xy_empty, n_nonzero_coefs=1)
    assert np.all(gamma_empty == 0)
    assert np.all(gamma_empty_gram == 0)


def test_omp_path():
    path = orthogonal_mp(X, y, n_nonzero_coefs=5, return_path=True)
    last = orthogonal_mp(X, y, n_nonzero_coefs=5, return_path=False)
    assert path.shape == (n_features, n_targets, 5)
    assert_array_almost_equal(path[:, :, -1], last)
    path = orthogonal_mp_gram(G, Xy, n_nonzero_coefs=5, return_path=True)
    last = orthogonal_mp_gram(G, Xy, n_nonzero_coefs=5, return_path=False)
    assert path.shape == (n_features, n_targets, 5)
    assert_array_almost_equal(path[:, :, -1], last)


def test_omp_return_path_prop_with_gram():
    path = orthogonal_mp(X, y, n_nonzero_coefs=5, return_path=True, precompute=True)
    last = orthogonal_mp(X, y, n_nonzero_coefs=5, return_path=False, precompute=True)
    assert path.shape == (n_features, n_targets, 5)
    assert_array_almost_equal(path[:, :, -1], last)


def test_omp_cv():
    y_ = y[:, 0]
    gamma_ = gamma[:, 0]
    ompcv = OrthogonalMatchingPursuitCV(fit_intercept=False, max_iter=10)
    ompcv.fit(X, y_)
    assert ompcv.n_nonzero_coefs_ == n_nonzero_coefs
    assert_array_almost_equal(ompcv.coef_, gamma_)
    omp = OrthogonalMatchingPursuit(
        fit_intercept=False, n_nonzero_coefs=ompcv.n_nonzero_coefs_
    )
    omp.fit(X, y_)
    assert_array_almost_equal(ompcv.coef_, omp.coef_)


def test_omp_reaches_least_squares():
    # Use small simple data; it's a sanity check but OMP can stop early
    rng = check_random_state(0)
    n_samples, n_features = (10, 8)
    n_targets = 3
    X = rng.randn(n_samples, n_features)
    Y = rng.randn(n_samples, n_targets)
    omp = OrthogonalMatchingPursuit(n_nonzero_coefs=n_features)
    lstsq = LinearRegression()
    omp.fit(X, Y)
    lstsq.fit(X, Y)
    assert_array_almost_equal(omp.coef_, lstsq.coef_)


@pytest.mark.parametrize("data_type", (np.float32, np.float64))
def test_omp_gram_dtype_match(data_type):
    # verify matching input data type and output data type
    coef = orthogonal_mp_gram(
        G.astype(data_type), Xy.astype(data_type), n_nonzero_coefs=5
    )
    assert coef.dtype == data_type


def test_omp_gram_numerical_consistency():
    # verify numericaly consistency among np.float32 and np.float64
    coef_32 = orthogonal_mp_gram(
        G.astype(np.float32), Xy.astype(np.float32), n_nonzero_coefs=5
    )
    coef_64 = orthogonal_mp_gram(
        G.astype(np.float32), Xy.astype(np.float64), n_nonzero_coefs=5
    )
    assert_allclose(coef_32, coef_64)