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alkaline-ml / scikit-learn   python

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/ decomposition / _dict_learning.py

""" Dictionary learning
"""
# Author: Vlad Niculae, Gael Varoquaux, Alexandre Gramfort
# License: BSD 3 clause

import time
import sys
import itertools

from math import ceil

import numpy as np
from scipy import linalg
from joblib import Parallel, delayed, effective_n_jobs

from ..base import BaseEstimator, TransformerMixin
from ..utils import (check_array, check_random_state, gen_even_slices,
                     gen_batches)
from ..utils.extmath import randomized_svd, row_norms
from ..utils.validation import check_is_fitted, _deprecate_positional_args
from ..linear_model import Lasso, orthogonal_mp_gram, LassoLars, Lars


def _check_positive_coding(method, positive):
    if positive and method in ["omp", "lars"]:
        raise ValueError(
                "Positive constraint not supported for '{}' "
                "coding method.".format(method)
            )


def _sparse_encode(X, dictionary, gram, cov=None, algorithm='lasso_lars',
                   regularization=None, copy_cov=True,
                   init=None, max_iter=1000, check_input=True, verbose=0,
                   positive=False):
    """Generic sparse coding

    Each column of the result is the solution to a Lasso problem.

    Parameters
    ----------
    X : array of shape (n_samples, n_features)
        Data matrix.

    dictionary : array of shape (n_components, n_features)
        The dictionary matrix against which to solve the sparse coding of
        the data. Some of the algorithms assume normalized rows.

    gram : None | array, shape=(n_components, n_components)
        Precomputed Gram matrix, dictionary * dictionary'
        gram can be None if method is 'threshold'.

    cov : array, shape=(n_components, n_samples)
        Precomputed covariance, dictionary * X'

    algorithm : {'lasso_lars', 'lasso_cd', 'lars', 'omp', 'threshold'}
        lars: uses the least angle regression method (linear_model.lars_path)
        lasso_lars: uses Lars to compute the Lasso solution
        lasso_cd: uses the coordinate descent method to compute the
        Lasso solution (linear_model.Lasso). lasso_lars will be faster if
        the estimated components are sparse.
        omp: uses orthogonal matching pursuit to estimate the sparse solution
        threshold: squashes to zero all coefficients less than regularization
        from the projection dictionary * data'

    regularization : int | float
        The regularization parameter. It corresponds to alpha when
        algorithm is 'lasso_lars', 'lasso_cd' or 'threshold'.
        Otherwise it corresponds to n_nonzero_coefs.

    init : array of shape (n_samples, n_components)
        Initialization value of the sparse code. Only used if
        `algorithm='lasso_cd'`.

    max_iter : int, 1000 by default
        Maximum number of iterations to perform if `algorithm='lasso_cd'` or
        `lasso_lars`.

    copy_cov : boolean, optional
        Whether to copy the precomputed covariance matrix; if False, it may be
        overwritten.

    check_input : boolean, optional
        If False, the input arrays X and dictionary will not be checked.

    verbose : int
        Controls the verbosity; the higher, the more messages. Defaults to 0.

    positive: boolean
        Whether to enforce a positivity constraint on the sparse code.

        .. versionadded:: 0.20

    Returns
    -------
    code : array of shape (n_components, n_features)
        The sparse codes

    See also
    --------
    sklearn.linear_model.lars_path
    sklearn.linear_model.orthogonal_mp
    sklearn.linear_model.Lasso
    SparseCoder
    """
    if X.ndim == 1:
        X = X[:, np.newaxis]
    n_samples, n_features = X.shape
    n_components = dictionary.shape[0]
    if dictionary.shape[1] != X.shape[1]:
        raise ValueError("Dictionary and X have different numbers of features:"
                         "dictionary.shape: {} X.shape{}".format(
                             dictionary.shape, X.shape))
    if cov is None and algorithm != 'lasso_cd':
        # overwriting cov is safe
        copy_cov = False
        cov = np.dot(dictionary, X.T)

    _check_positive_coding(algorithm, positive)

    if algorithm == 'lasso_lars':
        alpha = float(regularization) / n_features  # account for scaling
        try:
            err_mgt = np.seterr(all='ignore')

            # Not passing in verbose=max(0, verbose-1) because Lars.fit already
            # corrects the verbosity level.
            lasso_lars = LassoLars(alpha=alpha, fit_intercept=False,
                                   verbose=verbose, normalize=False,
                                   precompute=gram, fit_path=False,
                                   positive=positive, max_iter=max_iter)
            lasso_lars.fit(dictionary.T, X.T, Xy=cov)
            new_code = lasso_lars.coef_
        finally:
            np.seterr(**err_mgt)

    elif algorithm == 'lasso_cd':
        alpha = float(regularization) / n_features  # account for scaling

        # TODO: Make verbosity argument for Lasso?
        # sklearn.linear_model.coordinate_descent.enet_path has a verbosity
        # argument that we could pass in from Lasso.
        clf = Lasso(alpha=alpha, fit_intercept=False, normalize=False,
                    precompute=gram, max_iter=max_iter, warm_start=True,
                    positive=positive)

        if init is not None:
            clf.coef_ = init

        clf.fit(dictionary.T, X.T, check_input=check_input)
        new_code = clf.coef_

    elif algorithm == 'lars':
        try:
            err_mgt = np.seterr(all='ignore')

            # Not passing in verbose=max(0, verbose-1) because Lars.fit already
            # corrects the verbosity level.
            lars = Lars(fit_intercept=False, verbose=verbose, normalize=False,
                        precompute=gram, n_nonzero_coefs=int(regularization),
                        fit_path=False)
            lars.fit(dictionary.T, X.T, Xy=cov)
            new_code = lars.coef_
        finally:
            np.seterr(**err_mgt)

    elif algorithm == 'threshold':
        new_code = ((np.sign(cov) *
                    np.maximum(np.abs(cov) - regularization, 0)).T)
        if positive:
            np.clip(new_code, 0, None, out=new_code)

    elif algorithm == 'omp':
        new_code = orthogonal_mp_gram(
            Gram=gram, Xy=cov, n_nonzero_coefs=int(regularization),
            tol=None, norms_squared=row_norms(X, squared=True),
            copy_Xy=copy_cov).T
    else:
        raise ValueError('Sparse coding method must be "lasso_lars" '
                         '"lasso_cd", "lasso", "threshold" or "omp", got %s.'
                         % algorithm)
    if new_code.ndim != 2:
        return new_code.reshape(n_samples, n_components)
    return new_code


# XXX : could be moved to the linear_model module
@_deprecate_positional_args
def sparse_encode(X, dictionary, *, gram=None, cov=None,
                  algorithm='lasso_lars', n_nonzero_coefs=None, alpha=None,
                  copy_cov=True, init=None, max_iter=1000, n_jobs=None,
                  check_input=True, verbose=0, positive=False):
    """Sparse coding

    Each row of the result is the solution to a sparse coding problem.
    The goal is to find a sparse array `code` such that::

        X ~= code * dictionary

    Read more in the :ref:`User Guide <SparseCoder>`.

    Parameters
    ----------
    X : array of shape (n_samples, n_features)
        Data matrix

    dictionary : array of shape (n_components, n_features)
        The dictionary matrix against which to solve the sparse coding of
        the data. Some of the algorithms assume normalized rows for meaningful
        output.

    gram : array, shape=(n_components, n_components)
        Precomputed Gram matrix, dictionary * dictionary'

    cov : array, shape=(n_components, n_samples)
        Precomputed covariance, dictionary' * X

    algorithm : {'lasso_lars', 'lasso_cd', 'lars', 'omp', 'threshold'}
        lars: uses the least angle regression method (linear_model.lars_path)
        lasso_lars: uses Lars to compute the Lasso solution
        lasso_cd: uses the coordinate descent method to compute the
        Lasso solution (linear_model.Lasso). lasso_lars will be faster if
        the estimated components are sparse.
        omp: uses orthogonal matching pursuit to estimate the sparse solution
        threshold: squashes to zero all coefficients less than alpha from
        the projection dictionary * X'

    n_nonzero_coefs : int, 0.1 * n_features by default
        Number of nonzero coefficients to target in each column of the
        solution. This is only used by `algorithm='lars'` and `algorithm='omp'`
        and is overridden by `alpha` in the `omp` case.

    alpha : float, 1. by default
        If `algorithm='lasso_lars'` or `algorithm='lasso_cd'`, `alpha` is the
        penalty applied to the L1 norm.
        If `algorithm='threshold'`, `alpha` is the absolute value of the
        threshold below which coefficients will be squashed to zero.
        If `algorithm='omp'`, `alpha` is the tolerance parameter: the value of
        the reconstruction error targeted. In this case, it overrides
        `n_nonzero_coefs`.

    copy_cov : boolean, optional
        Whether to copy the precomputed covariance matrix; if False, it may be
        overwritten.

    init : array of shape (n_samples, n_components)
        Initialization value of the sparse codes. Only used if
        `algorithm='lasso_cd'`.

    max_iter : int, 1000 by default
        Maximum number of iterations to perform if `algorithm='lasso_cd'` or
        `lasso_lars`.

    n_jobs : int or None, optional (default=None)
        Number of parallel jobs to run.
        ``None`` means 1 unless in a :obj:`joblib.parallel_backend` context.
        ``-1`` means using all processors. See :term:`Glossary <n_jobs>`
        for more details.

    check_input : boolean, optional
        If False, the input arrays X and dictionary will not be checked.

    verbose : int, optional
        Controls the verbosity; the higher, the more messages. Defaults to 0.

    positive : boolean, optional
        Whether to enforce positivity when finding the encoding.

        .. versionadded:: 0.20

    Returns
    -------
    code : array of shape (n_samples, n_components)
        The sparse codes

    See also
    --------
    sklearn.linear_model.lars_path
    sklearn.linear_model.orthogonal_mp
    sklearn.linear_model.Lasso
    SparseCoder
    """
    if check_input:
        if algorithm == 'lasso_cd':
            dictionary = check_array(dictionary, order='C', dtype='float64')
            X = check_array(X, order='C', dtype='float64')
        else:
            dictionary = check_array(dictionary)
            X = check_array(X)

    n_samples, n_features = X.shape
    n_components = dictionary.shape[0]

    if gram is None and algorithm != 'threshold':
        gram = np.dot(dictionary, dictionary.T)

    if cov is None and algorithm != 'lasso_cd':
        copy_cov = False
        cov = np.dot(dictionary, X.T)

    if algorithm in ('lars', 'omp'):
        regularization = n_nonzero_coefs
        if regularization is None:
            regularization = min(max(n_features / 10, 1), n_components)
    else:
        regularization = alpha
        if regularization is None:
            regularization = 1.

    if effective_n_jobs(n_jobs) == 1 or algorithm == 'threshold':
        code = _sparse_encode(X,
                              dictionary, gram, cov=cov,
                              algorithm=algorithm,
                              regularization=regularization, copy_cov=copy_cov,
                              init=init,
                              max_iter=max_iter,
                              check_input=False,
                              verbose=verbose,
                              positive=positive)
        return code

    # Enter parallel code block
    code = np.empty((n_samples, n_components))
    slices = list(gen_even_slices(n_samples, effective_n_jobs(n_jobs)))

    code_views = Parallel(n_jobs=n_jobs, verbose=verbose)(
        delayed(_sparse_encode)(
            X[this_slice], dictionary, gram,
            cov[:, this_slice] if cov is not None else None,
            algorithm,
            regularization=regularization, copy_cov=copy_cov,
            init=init[this_slice] if init is not None else None,
            max_iter=max_iter,
            check_input=False,
            verbose=verbose,
            positive=positive)
        for this_slice in slices)
    for this_slice, this_view in zip(slices, code_views):
        code[this_slice] = this_view
    return code


def _update_dict(dictionary, Y, code, verbose=False, return_r2=False,
                 random_state=None, positive=False):
    """Update the dense dictionary factor in place.
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