"""Test truncated SVD transformer."""
import numpy as np
import scipy.sparse as sp
import pytest
from sklearn.decomposition import TruncatedSVD, PCA
from sklearn.utils import check_random_state
from sklearn.utils._testing import assert_array_less, assert_allclose
SVD_SOLVERS = ['arpack', 'randomized']
@pytest.fixture(scope='module')
def X_sparse():
# Make an X that looks somewhat like a small tf-idf matrix.
rng = check_random_state(42)
X = sp.random(60, 55, density=0.2, format="csr", random_state=rng)
X.data[:] = 1 + np.log(X.data)
return X
@pytest.mark.parametrize("solver", ['randomized'])
@pytest.mark.parametrize('kind', ('dense', 'sparse'))
def test_solvers(X_sparse, solver, kind):
X = X_sparse if kind == 'sparse' else X_sparse.toarray()
svd_a = TruncatedSVD(30, algorithm="arpack")
svd = TruncatedSVD(30, algorithm=solver, random_state=42)
Xa = svd_a.fit_transform(X)[:, :6]
Xr = svd.fit_transform(X)[:, :6]
assert_allclose(Xa, Xr, rtol=2e-3)
comp_a = np.abs(svd_a.components_)
comp = np.abs(svd.components_)
# All elements are equal, but some elements are more equal than others.
assert_allclose(comp_a[:9], comp[:9], rtol=1e-3)
assert_allclose(comp_a[9:], comp[9:], atol=1e-2)
@pytest.mark.parametrize("n_components", (10, 25, 41))
def test_attributes(n_components, X_sparse):
n_features = X_sparse.shape[1]
tsvd = TruncatedSVD(n_components).fit(X_sparse)
assert tsvd.n_components == n_components
assert tsvd.components_.shape == (n_components, n_features)
@pytest.mark.parametrize('algorithm', SVD_SOLVERS)
def test_too_many_components(algorithm, X_sparse):
n_features = X_sparse.shape[1]
for n_components in (n_features, n_features + 1):
tsvd = TruncatedSVD(n_components=n_components, algorithm=algorithm)
with pytest.raises(ValueError):
tsvd.fit(X_sparse)
@pytest.mark.parametrize('fmt', ("array", "csr", "csc", "coo", "lil"))
def test_sparse_formats(fmt, X_sparse):
n_samples = X_sparse.shape[0]
Xfmt = (X_sparse.toarray()
if fmt == "dense" else getattr(X_sparse, "to" + fmt)())
tsvd = TruncatedSVD(n_components=11)
Xtrans = tsvd.fit_transform(Xfmt)
assert Xtrans.shape == (n_samples, 11)
Xtrans = tsvd.transform(Xfmt)
assert Xtrans.shape == (n_samples, 11)
@pytest.mark.parametrize('algo', SVD_SOLVERS)
def test_inverse_transform(algo, X_sparse):
# We need a lot of components for the reconstruction to be "almost
# equal" in all positions. XXX Test means or sums instead?
tsvd = TruncatedSVD(n_components=52, random_state=42, algorithm=algo)
Xt = tsvd.fit_transform(X_sparse)
Xinv = tsvd.inverse_transform(Xt)
assert_allclose(Xinv, X_sparse.toarray(), rtol=1e-1, atol=2e-1)
def test_integers(X_sparse):
n_samples = X_sparse.shape[0]
Xint = X_sparse.astype(np.int64)
tsvd = TruncatedSVD(n_components=6)
Xtrans = tsvd.fit_transform(Xint)
assert Xtrans.shape == (n_samples, tsvd.n_components)
@pytest.mark.parametrize('kind', ('dense', 'sparse'))
@pytest.mark.parametrize('n_components', [10, 20])
@pytest.mark.parametrize('solver', SVD_SOLVERS)
def test_explained_variance(X_sparse, kind, n_components, solver):
X = X_sparse if kind == 'sparse' else X_sparse.toarray()
svd = TruncatedSVD(n_components, algorithm=solver)
X_tr = svd.fit_transform(X)
# Assert that all the values are greater than 0
assert_array_less(0.0, svd.explained_variance_ratio_)
# Assert that total explained variance is less than 1
assert_array_less(svd.explained_variance_ratio_.sum(), 1.0)
# Test that explained_variance is correct
total_variance = np.var(X_sparse.toarray(), axis=0).sum()
variances = np.var(X_tr, axis=0)
true_explained_variance_ratio = variances / total_variance
assert_allclose(
svd.explained_variance_ratio_,
true_explained_variance_ratio,
)
@pytest.mark.parametrize('kind', ('dense', 'sparse'))
@pytest.mark.parametrize('solver', SVD_SOLVERS)
def test_explained_variance_components_10_20(X_sparse, kind, solver):
X = X_sparse if kind == 'sparse' else X_sparse.toarray()
svd_10 = TruncatedSVD(10, algorithm=solver, n_iter=10).fit(X)
svd_20 = TruncatedSVD(20, algorithm=solver, n_iter=10).fit(X)
# Assert the 1st component is equal
assert_allclose(
svd_10.explained_variance_ratio_,
svd_20.explained_variance_ratio_[:10],
rtol=5e-3,
)
# Assert that 20 components has higher explained variance than 10
assert (
svd_20.explained_variance_ratio_.sum() >
svd_10.explained_variance_ratio_.sum()
)
@pytest.mark.parametrize('solver', SVD_SOLVERS)
def test_singular_values_consistency(solver):
# Check that the TruncatedSVD output has the correct singular values
rng = np.random.RandomState(0)
n_samples, n_features = 100, 80
X = rng.randn(n_samples, n_features)
pca = TruncatedSVD(n_components=2, algorithm=solver,
random_state=rng).fit(X)
# Compare to the Frobenius norm
X_pca = pca.transform(X)
assert_allclose(np.sum(pca.singular_values_**2.0),
np.linalg.norm(X_pca, "fro")**2.0, rtol=1e-2)
# Compare to the 2-norms of the score vectors
assert_allclose(pca.singular_values_,
np.sqrt(np.sum(X_pca**2.0, axis=0)), rtol=1e-2)
@pytest.mark.parametrize('solver', SVD_SOLVERS)
def test_singular_values_expected(solver):
# Set the singular values and see what we get back
rng = np.random.RandomState(0)
n_samples = 100
n_features = 110
X = rng.randn(n_samples, n_features)
pca = TruncatedSVD(n_components=3, algorithm=solver,
random_state=rng)
X_pca = pca.fit_transform(X)
X_pca /= np.sqrt(np.sum(X_pca**2.0, axis=0))
X_pca[:, 0] *= 3.142
X_pca[:, 1] *= 2.718
X_hat_pca = np.dot(X_pca, pca.components_)
pca.fit(X_hat_pca)
assert_allclose(pca.singular_values_, [3.142, 2.718, 1.0], rtol=1e-14)
def test_truncated_svd_eq_pca(X_sparse):
# TruncatedSVD should be equal to PCA on centered data
X_dense = X_sparse.toarray()
X_c = X_dense - X_dense.mean(axis=0)
params = dict(n_components=10, random_state=42)
svd = TruncatedSVD(algorithm='arpack', **params)
pca = PCA(svd_solver='arpack', **params)
Xt_svd = svd.fit_transform(X_c)
Xt_pca = pca.fit_transform(X_c)
assert_allclose(Xt_svd, Xt_pca, rtol=1e-9)
assert_allclose(pca.mean_, 0, atol=1e-9)
assert_allclose(svd.components_, pca.components_)