"""
=============================================================
Online Latent Dirichlet Allocation with variational inference
=============================================================
This implementation is modified from Matthew D. Hoffman's onlineldavb code
Link: https://github.com/blei-lab/onlineldavb
"""
# Author: Chyi-Kwei Yau
# Author: Matthew D. Hoffman (original onlineldavb implementation)
import numpy as np
import scipy.sparse as sp
from scipy.special import gammaln
from joblib import Parallel, delayed, effective_n_jobs
from ..base import BaseEstimator, TransformerMixin
from ..utils import (check_random_state, check_array,
gen_batches, gen_even_slices)
from ..utils.fixes import logsumexp
from ..utils.validation import check_non_negative
from ..utils.validation import check_is_fitted
from ._online_lda_fast import (mean_change, _dirichlet_expectation_1d,
_dirichlet_expectation_2d)
EPS = np.finfo(np.float).eps
def _update_doc_distribution(X, exp_topic_word_distr, doc_topic_prior,
max_iters,
mean_change_tol, cal_sstats, random_state):
"""E-step: update document-topic distribution.
Parameters
----------
X : array-like or sparse matrix, shape=(n_samples, n_features)
Document word matrix.
exp_topic_word_distr : dense matrix, shape=(n_topics, n_features)
Exponential value of expectation of log topic word distribution.
In the literature, this is `exp(E[log(beta)])`.
doc_topic_prior : float
Prior of document topic distribution `theta`.
max_iters : int
Max number of iterations for updating document topic distribution in
the E-step.
mean_change_tol : float
Stopping tolerance for updating document topic distribution in E-setp.
cal_sstats : boolean
Parameter that indicate to calculate sufficient statistics or not.
Set `cal_sstats` to `True` when we need to run M-step.
random_state : RandomState instance or None
Parameter that indicate how to initialize document topic distribution.
Set `random_state` to None will initialize document topic distribution
to a constant number.
Returns
-------
(doc_topic_distr, suff_stats) :
`doc_topic_distr` is unnormalized topic distribution for each document.
In the literature, this is `gamma`. we can calculate `E[log(theta)]`
from it.
`suff_stats` is expected sufficient statistics for the M-step.
When `cal_sstats == False`, this will be None.
"""
is_sparse_x = sp.issparse(X)
n_samples, n_features = X.shape
n_topics = exp_topic_word_distr.shape[0]
if random_state:
doc_topic_distr = random_state.gamma(100., 0.01, (n_samples, n_topics))
else:
doc_topic_distr = np.ones((n_samples, n_topics))
# In the literature, this is `exp(E[log(theta)])`
exp_doc_topic = np.exp(_dirichlet_expectation_2d(doc_topic_distr))
# diff on `component_` (only calculate it when `cal_diff` is True)
suff_stats = np.zeros(exp_topic_word_distr.shape) if cal_sstats else None
if is_sparse_x:
X_data = X.data
X_indices = X.indices
X_indptr = X.indptr
for idx_d in range(n_samples):
if is_sparse_x:
ids = X_indices[X_indptr[idx_d]:X_indptr[idx_d + 1]]
cnts = X_data[X_indptr[idx_d]:X_indptr[idx_d + 1]]
else:
ids = np.nonzero(X[idx_d, :])[0]
cnts = X[idx_d, ids]
doc_topic_d = doc_topic_distr[idx_d, :]
# The next one is a copy, since the inner loop overwrites it.
exp_doc_topic_d = exp_doc_topic[idx_d, :].copy()
exp_topic_word_d = exp_topic_word_distr[:, ids]
# Iterate between `doc_topic_d` and `norm_phi` until convergence
for _ in range(0, max_iters):
last_d = doc_topic_d
# The optimal phi_{dwk} is proportional to
# exp(E[log(theta_{dk})]) * exp(E[log(beta_{dw})]).
norm_phi = np.dot(exp_doc_topic_d, exp_topic_word_d) + EPS
doc_topic_d = (exp_doc_topic_d *
np.dot(cnts / norm_phi, exp_topic_word_d.T))
# Note: adds doc_topic_prior to doc_topic_d, in-place.
_dirichlet_expectation_1d(doc_topic_d, doc_topic_prior,
exp_doc_topic_d)
if mean_change(last_d, doc_topic_d) < mean_change_tol:
break
doc_topic_distr[idx_d, :] = doc_topic_d
# Contribution of document d to the expected sufficient
# statistics for the M step.
if cal_sstats:
norm_phi = np.dot(exp_doc_topic_d, exp_topic_word_d) + EPS
suff_stats[:, ids] += np.outer(exp_doc_topic_d, cnts / norm_phi)
return (doc_topic_distr, suff_stats)
class LatentDirichletAllocation(TransformerMixin, BaseEstimator):
"""Latent Dirichlet Allocation with online variational Bayes algorithm
.. versionadded:: 0.17
Read more in the :ref:`User Guide <LatentDirichletAllocation>`.
Parameters
----------
n_components : int, optional (default=10)
Number of topics.
doc_topic_prior : float, optional (default=None)
Prior of document topic distribution `theta`. If the value is None,
defaults to `1 / n_components`.
In [1]_, this is called `alpha`.
topic_word_prior : float, optional (default=None)
Prior of topic word distribution `beta`. If the value is None, defaults
to `1 / n_components`.
In [1]_, this is called `eta`.
learning_method : 'batch' | 'online', default='batch'
Method used to update `_component`. Only used in :meth:`fit` method.
In general, if the data size is large, the online update will be much
faster than the batch update.
Valid options::
'batch': Batch variational Bayes method. Use all training data in
each EM update.
Old `components_` will be overwritten in each iteration.
'online': Online variational Bayes method. In each EM update, use
mini-batch of training data to update the ``components_``
variable incrementally. The learning rate is controlled by the
``learning_decay`` and the ``learning_offset`` parameters.
.. versionchanged:: 0.20
The default learning method is now ``"batch"``.
learning_decay : float, optional (default=0.7)
It is a parameter that control learning rate in the online learning
method. The value should be set between (0.5, 1.0] to guarantee
asymptotic convergence. When the value is 0.0 and batch_size is
``n_samples``, the update method is same as batch learning. In the
literature, this is called kappa.
learning_offset : float, optional (default=10.)
A (positive) parameter that downweights early iterations in online
learning. It should be greater than 1.0. In the literature, this is
called tau_0.
max_iter : integer, optional (default=10)
The maximum number of iterations.
batch_size : int, optional (default=128)
Number of documents to use in each EM iteration. Only used in online
learning.
evaluate_every : int, optional (default=0)
How often to evaluate perplexity. Only used in `fit` method.
set it to 0 or negative number to not evalute perplexity in
training at all. Evaluating perplexity can help you check convergence
in training process, but it will also increase total training time.
Evaluating perplexity in every iteration might increase training time
up to two-fold.
total_samples : int, optional (default=1e6)
Total number of documents. Only used in the :meth:`partial_fit` method.
perp_tol : float, optional (default=1e-1)
Perplexity tolerance in batch learning. Only used when
``evaluate_every`` is greater than 0.
mean_change_tol : float, optional (default=1e-3)
Stopping tolerance for updating document topic distribution in E-step.
max_doc_update_iter : int (default=100)
Max number of iterations for updating document topic distribution in
the E-step.
n_jobs : int or None, optional (default=None)
The number of jobs to use in the E-step.
``None`` means 1 unless in a :obj:`joblib.parallel_backend` context.
``-1`` means using all processors. See :term:`Glossary <n_jobs>`
for more details.
verbose : int, optional (default=0)
Verbosity level.
random_state : int, RandomState instance or None, optional (default=None)
If int, random_state is the seed used by the random number generator;
If RandomState instance, random_state is the random number generator;
If None, the random number generator is the RandomState instance used
by `np.random`.
Attributes
----------
components_ : array, [n_components, n_features]
Variational parameters for topic word distribution. Since the complete
conditional for topic word distribution is a Dirichlet,
``components_[i, j]`` can be viewed as pseudocount that represents the
number of times word `j` was assigned to topic `i`.
It can also be viewed as distribution over the words for each topic
after normalization:
``model.components_ / model.components_.sum(axis=1)[:, np.newaxis]``.
n_batch_iter_ : int
Number of iterations of the EM step.
n_iter_ : int
Number of passes over the dataset.
bound_ : float
Final perplexity score on training set.
doc_topic_prior_ : float
Prior of document topic distribution `theta`. If the value is None,
it is `1 / n_components`.
topic_word_prior_ : float
Prior of topic word distribution `beta`. If the value is None, it is
`1 / n_components`.
Examples
--------
>>> from sklearn.decomposition import LatentDirichletAllocation
>>> from sklearn.datasets import make_multilabel_classification
>>> # This produces a feature matrix of token counts, similar to what
>>> # CountVectorizer would produce on text.
>>> X, _ = make_multilabel_classification(random_state=0)
>>> lda = LatentDirichletAllocation(n_components=5,
... random_state=0)
>>> lda.fit(X)
LatentDirichletAllocation(...)
>>> # get topics for some given samples:
>>> lda.transform(X[-2:])
array([[0.00360392, 0.25499205, 0.0036211 , 0.64236448, 0.09541846],
[0.15297572, 0.00362644, 0.44412786, 0.39568399, 0.003586 ]])
References
----------
.. [1] "Online Learning for Latent Dirichlet Allocation", Matthew D.
Hoffman, David M. Blei, Francis Bach, 2010
[2] "Stochastic Variational Inference", Matthew D. Hoffman, David M. Blei,
Chong Wang, John Paisley, 2013
[3] Matthew D. Hoffman's onlineldavb code. Link:
https://github.com/blei-lab/onlineldavb
"""
def __init__(self, n_components=10, doc_topic_prior=None,
topic_word_prior=None, learning_method='batch',
learning_decay=.7, learning_offset=10., max_iter=10,
batch_size=128, evaluate_every=-1, total_samples=1e6,
perp_tol=1e-1, mean_change_tol=1e-3, max_doc_update_iter=100,
n_jobs=None, verbose=0, random_state=None):
self.n_components = n_components
self.doc_topic_prior = doc_topic_prior
self.topic_word_prior = topic_word_prior
self.learning_method = learning_method
self.learning_decay = learning_decay
self.learning_offset = learning_offset
self.max_iter = max_iter
self.batch_size = batch_size
self.evaluate_every = evaluate_every
self.total_samples = total_samples
self.perp_tol = perp_tol
self.mean_change_tol = mean_change_tol
self.max_doc_update_iter = max_doc_update_iter
self.n_jobs = n_jobs
self.verbose = verbose
self.random_state = random_state
def _check_params(self):
"""Check model parameters."""
if self.n_components <= 0:
raise ValueError("Invalid 'n_components' parameter: %r"
% self.n_components)
if self.total_samples <= 0:
raise ValueError("Invalid 'total_samples' parameter: %r"
% self.total_samples)
if self.learning_offset < 0:
raise ValueError("Invalid 'learning_offset' parameter: %r"
% self.learning_offset)
if self.learning_method not in ("batch", "online"):
raise ValueError("Invalid 'learning_method' parameter: %r"
% self.learning_method)
def _init_latent_vars(self, n_features):
"""Initialize latent variables."""
self.random_state_ = check_random_state(self.random_state)
self.n_batch_iter_ = 1
self.n_iter_ = 0
if self.doc_topic_prior is None:
self.doc_topic_prior_ = 1. / self.n_components
else:
self.doc_topic_prior_ = self.doc_topic_prior
if self.topic_word_prior is None:
self.topic_word_prior_ = 1. / self.n_components
else:
self.topic_word_prior_ = self.topic_word_prior
init_gamma = 100.
init_var = 1. / init_gamma
# In the literature, this is called `lambda`
self.components_ = self.random_state_.gamma(
init_gamma, init_var, (self.n_components, n_features))
# In the literature, this is `exp(E[log(beta)])`
self.exp_dirichlet_component_ = np.exp(
_dirichlet_expectation_2d(self.components_))
def _e_step(self, X, cal_sstats, random_init, parallel=None):
"""E-step in EM update.
Parameters
----------
X : array-like or sparse matrix, shape=(n_samples, n_features)
Document word matrix.
cal_sstats : boolean
Parameter that indicate whether to calculate sufficient statistics
or not. Set ``cal_sstats`` to True when we need to run M-step.
random_init : boolean
Parameter that indicate whether to initialize document topic
distribution randomly in the E-step. Set it to True in training
steps.
parallel : joblib.Parallel (optional)
Pre-initialized instance of joblib.Parallel.
Returns
-------
(doc_topic_distr, suff_stats) :
`doc_topic_distr` is unnormalized topic distribution for each
document. In the literature, this is called `gamma`.
`suff_stats` is expected sufficient statistics for the M-step.
When `cal_sstats == False`, it will be None.
"""
# Run e-step in parallel
random_state = self.random_state_ if random_init else None
# TODO: make Parallel._effective_n_jobs public instead?
n_jobs = effective_n_jobs(self.n_jobs)
if parallel is None:
parallel = Parallel(n_jobs=n_jobs, verbose=max(0,
self.verbose - 1))
results = parallel(
delayed(_update_doc_distribution)(X[idx_slice, :],
self.exp_dirichlet_component_,
self.doc_topic_prior_,
self.max_doc_update_iter,
self.mean_change_tol, cal_sstats,
random_state)
for idx_slice in gen_even_slices(X.shape[0], n_jobs))
# merge result
doc_topics, sstats_list = zip(*results)
doc_topic_distr = np.vstack(doc_topics)
if cal_sstats:
# This step finishes computing the sufficient statistics for the
# M-step.
suff_stats = np.zeros(self.components_.shape)
for sstats in sstats_list:
suff_stats += sstats
suff_stats *= self.exp_dirichlet_component_
else:
suff_stats = None
return (doc_topic_distr, suff_stats)
def _em_step(self, X, total_samples, batch_update, parallel=None):
"""EM update for 1 iteration.
update `_component` by batch VB or online VB.
Parameters
----------
X : array-like or sparse matrix, shape=(n_samples, n_features)
Document word matrix.
total_samples : integer
Total number of documents. It is only used when
batch_update is `False`.
batch_update : boolean
Parameter that controls updating method.
`True` for batch learning, `False` for online learning.
parallel : joblib.Parallel
Pre-initialized instance of joblib.Parallel
Returns
-------
doc_topic_distr : array, shape=(n_samples, n_components)
Unnormalized document topic distribution.
"""
# E-step
_, suff_stats = self._e_step(X, cal_sstats=True, random_init=True,
parallel=parallel)
# M-step
if batch_update:
self.components_ = self.topic_word_prior_ + suff_stats
else:
# online update
# In the literature, the weight is `rho`
weight = np.power(self.learning_offset + self.n_batch_iter_,
-self.learning_decay)
doc_ratio = float(total_samples) / X.shape[0]
self.components_ *= (1 - weight)
self.components_ += (weight * (self.topic_word_prior_
+ doc_ratio * suff_stats))
# update `component_` related variables
self.exp_dirichlet_component_ = np.exp(
_dirichlet_expectation_2d(self.components_))
self.n_batch_iter_ += 1
return
def _more_tags(self):
return {'requires_positive_X': True}
def _check_non_neg_array(self, X, whom):
"""check X format
check X format and make sure no negative value in X.
Parameters
----------
X : array-like or sparse matrix
"""
X = check_array(X, accept_sparse='csr')
check_non_negative(X, whom)
return X
def partial_fit(self, X, y=None):
"""Online VB with Mini-Batch update.
Parameters
----------
X : array-like or sparse matrix, shape=(n_samples, n_features)
Document word matrix.
y : Ignored
Returns
-------
self
"""
self._check_params()
X = self._check_non_neg_array(X,
"LatentDirichletAllocation.partial_fit")
n_samples, n_features = X.shape
batch_size = self.batch_size
# initialize parameters or check
if not hasattr(self, 'components_'):
self._init_latent_vars(n_features)
if n_features != self.components_.shape[1]:
raise ValueError(
"The provided data has %d dimensions while "
"the model was trained with feature size %d." %
(n_features, self.components_.shape[1]))
n_jobs = effective_n_jobs(self.n_jobs)
with Parallel(n_jobs=n_jobs,
verbose=max(0, self.verbose - 1)) as parallel:
for idx_slice in gen_batches(n_samples, batch_size):
self._em_step(X[idx_slice, :],
total_samples=self.total_samples,
batch_update=False,
parallel=parallel)
return self
def fit(self, X, y=None):
"""Learn model for the data X with variational Bayes method.
When `learning_method` is 'online', use mini-batch update.
Otherwise, use batch update.
Parameters
----------
X : array-like or sparse matrix, shape=(n_samples, n_features)
Document word matrix.
y : Ignored
Returns
-------
self
"""
self._check_params()
X = self._check_non_neg_array(X, "LatentDirichletAllocation.fit")
n_samples, n_features = X.shape
max_iter = self.max_iter
evaluate_every = self.evaluate_every
learning_method = self.learning_method
batch_size = self.batch_size
# initialize parameters
self._init_latent_vars(n_features)
# change to perplexity later
last_bound = None
n_jobs = effective_n_jobs(self.n_jobs)
with Parallel(n_jobs=n_jobs,
verbose=max(0, self.verbose - 1)) as parallel:
for i in range(max_iter):
if learning_method == 'online':
for idx_slice in gen_batches(n_samples, batch_size):
self._em_step(X[idx_slice, :], total_samples=n_samples,
batch_update=False, parallel=parallel)
else:
# batch update
self._em_step(X, total_samples=n_samples,
batch_update=True, parallel=parallel)
# check perplexity
if evaluate_every > 0 and (i + 1) % evaluate_every == 0:
doc_topics_distr, _ = self._e_step(X, cal_sstats=False,
random_init=False,
parallel=parallel)
bound = self._perplexity_precomp_distr(X, doc_topics_distr,
sub_sampling=False)
if self.verbose:
print('iteration: %d of max_iter: %d, perplexity: %.4f'
% (i + 1, max_iter, bound))
if last_bound and abs(last_bound - bound) < self.perp_tol:
break
last_bound = bound
elif self.verbose:
print('iteration: %d of max_iter: %d' % (i + 1, max_iter))
self.n_iter_ += 1
# calculate final perplexity value on train set
doc_topics_distr, _ = self._e_step(X, cal_sstats=False,
random_init=False,
parallel=parallel)
self.bound_ = self._perplexity_precomp_distr(X, doc_topics_distr,
sub_sampling=False)
return self
def _unnormalized_transform(self, X):
"""Transform data X according to fitted model.
Parameters
----------
X : array-like or sparse matrix, shape=(n_samples, n_features)
Document word matrix.
Returns
-------
doc_topic_distr : shape=(n_samples, n_components)
Document topic distribution for X.
"""
check_is_fitted(self)
# make sure feature size is the same in fitted model and in X
X = self._check_non_neg_array(X, "LatentDirichletAllocation.transform")
n_samples, n_features = X.shape
if n_features != self.components_.shape[1]:
raise ValueError(
"The provided data has %d dimensions while "
"the model was trained with feature size %d." %
(n_features, self.components_.shape[1]))
doc_topic_distr, _ = self._e_step(X, cal_sstats=False,
random_init=False)
return doc_topic_distr
def transform(self, X):
"""Transform data X according to the fitted model.
.. versionchanged:: 0.18
*doc_topic_distr* is now normalized
Parameters
----------
X : array-like or sparse matrix, shape=(n_samples, n_features)
Document word matrix.
Returns
-------
doc_topic_distr : shape=(n_samples, n_components)
Document topic distribution for X.
"""
doc_topic_distr = self._unnormalized_transform(X)
doc_topic_distr /= doc_topic_distr.sum(axis=1)[:, np.newaxis]
return doc_topic_distr
def _approx_bound(self, X, doc_topic_distr, sub_sampling):
"""Estimate the variational bound.
Estimate the variational bound over "all documents" using only the
documents passed in as X. Since log-likelihood of each word cannot
be computed directly, we use this bound to estimate it.
Parameters
----------
X : array-like or sparse matrix, shape=(n_samples, n_features)
Document word matrix.
doc_topic_distr : array, shape=(n_samples, n_components)
Document topic distribution. In the literature, this is called
gamma.
sub_sampling : boolean, optional, (default=False)
Compensate for subsampling of documents.
It is used in calculate bound in online learning.
Returns
-------
score : float
"""
def _loglikelihood(prior, distr, dirichlet_distr, size):
# calculate log-likelihood
score = np.sum((prior - distr) * dirichlet_distr)
score += np.sum(gammaln(distr) - gammaln(prior))
score += np.sum(gammaln(prior * size) - gammaln(np.sum(distr, 1)))
return score
is_sparse_x = sp.issparse(X)
n_samples, n_components = doc_topic_distr.shape
n_features = self.components_.shape[1]
score = 0
dirichlet_doc_topic = _dirichlet_expectation_2d(doc_topic_distr)
dirichlet_component_ = _dirichlet_expectation_2d(self.components_)
doc_topic_prior = self.doc_topic_prior_
topic_word_prior = self.topic_word_prior_
if is_sparse_x:
X_data = X.data
X_indices = X.indices
X_indptr = X.indptr
# E[log p(docs | theta, beta)]
for idx_d in range(0, n_samples):
if is_sparse_x:
ids = X_indices[X_indptr[idx_d]:X_indptr[idx_d + 1]]
cnts = X_data[X_indptr[idx_d]:X_indptr[idx_d + 1]]
else:
ids = np.nonzero(X[idx_d, :])[0]
cnts = X[idx_d, ids]
temp = (dirichlet_doc_topic[idx_d, :, np.newaxis]
+ dirichlet_component_[:, ids])
norm_phi = logsumexp(temp, axis=0)
score += np.dot(cnts, norm_phi)
# compute E[log p(theta | alpha) - log q(theta | gamma)]
score += _loglikelihood(doc_topic_prior, doc_topic_distr,
dirichlet_doc_topic, self.n_components)
# Compensate for the subsampling of the population of documents
if sub_sampling:
doc_ratio = float(self.total_samples) / n_samples
score *= doc_ratio
# E[log p(beta | eta) - log q (beta | lambda)]
score += _loglikelihood(topic_word_prior, self.components_,
dirichlet_component_, n_features)
return score
def score(self, X, y=None):
"""Calculate approximate log-likelihood as score.
Parameters
----------
X : array-like or sparse matrix, shape=(n_samples, n_features)
Document word matrix.
y : Ignored
Returns
-------
score : float
Use approximate bound as score.
"""
X = self._check_non_neg_array(X, "LatentDirichletAllocation.score")
doc_topic_distr = self._unnormalized_transform(X)
score = self._approx_bound(X, doc_topic_distr, sub_sampling=False)
return score
def _perplexity_precomp_distr(self, X, doc_topic_distr=None,
sub_sampling=False):
"""Calculate approximate perplexity for data X with ability to accept
precomputed doc_topic_distr
Perplexity is defined as exp(-1. * log-likelihood per word)
Parameters
----------
X : array-like or sparse matrix, [n_samples, n_features]
Document word matrix.
doc_topic_distr : None or array, shape=(n_samples, n_components)
Document topic distribution.
If it is None, it will be generated by applying transform on X.
Returns
-------
score : float
Perplexity score.
"""
check_is_fitted(self)
X = self._check_non_neg_array(X,
"LatentDirichletAllocation.perplexity")
if doc_topic_distr is None:
doc_topic_distr = self._unnormalized_transform(X)
else:
n_samples, n_components = doc_topic_distr.shape
if n_samples != X.shape[0]:
raise ValueError("Number of samples in X and doc_topic_distr"
" do not match.")
if n_components != self.n_components:
raise ValueError("Number of topics does not match.")
current_samples = X.shape[0]
bound = self._approx_bound(X, doc_topic_distr, sub_sampling)
if sub_sampling:
word_cnt = X.sum() * (float(self.total_samples) / current_samples)
else:
word_cnt = X.sum()
perword_bound = bound / word_cnt
return np.exp(-1.0 * perword_bound)
def perplexity(self, X, sub_sampling=False):
"""Calculate approximate perplexity for data X.
Perplexity is defined as exp(-1. * log-likelihood per word)
.. versionchanged:: 0.19
*doc_topic_distr* argument has been deprecated and is ignored
because user no longer has access to unnormalized distribution
Parameters
----------
X : array-like or sparse matrix, [n_samples, n_features]
Document word matrix.
sub_sampling : bool
Do sub-sampling or not.
Returns
-------
score : float
Perplexity score.
"""
return self._perplexity_precomp_distr(X, sub_sampling=sub_sampling)