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scikit-learn / decomposition / tests / test_incremental_pca.py
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"""Tests for Incremental PCA."""
import numpy as np

from sklearn.utils.testing import assert_almost_equal
from sklearn.utils.testing import assert_array_almost_equal
from sklearn.utils.testing import assert_raises

from sklearn import datasets
from sklearn.decomposition import PCA, IncrementalPCA

iris = datasets.load_iris()


def test_incremental_pca():
    # Incremental PCA on dense arrays.
    X = iris.data
    batch_size = X.shape[0] // 3
    ipca = IncrementalPCA(n_components=2, batch_size=batch_size)
    pca = PCA(n_components=2)
    pca.fit_transform(X)

    X_transformed = ipca.fit_transform(X)

    np.testing.assert_equal(X_transformed.shape, (X.shape[0], 2))
    assert_almost_equal(ipca.explained_variance_ratio_.sum(),
                        pca.explained_variance_ratio_.sum(), 1)

    for n_components in [1, 2, X.shape[1]]:
        ipca = IncrementalPCA(n_components, batch_size=batch_size)
        ipca.fit(X)
        cov = ipca.get_covariance()
        precision = ipca.get_precision()
        assert_array_almost_equal(np.dot(cov, precision),
                                  np.eye(X.shape[1]))


def test_incremental_pca_check_projection():
    # Test that the projection of data is correct.
    rng = np.random.RandomState(1999)
    n, p = 100, 3
    X = rng.randn(n, p) * .1
    X[:10] += np.array([3, 4, 5])
    Xt = 0.1 * rng.randn(1, p) + np.array([3, 4, 5])

    # Get the reconstruction of the generated data X
    # Note that Xt has the same "components" as X, just separated
    # This is what we want to ensure is recreated correctly
    Yt = IncrementalPCA(n_components=2).fit(X).transform(Xt)

    # Normalize
    Yt /= np.sqrt((Yt ** 2).sum())

    # Make sure that the first element of Yt is ~1, this means
    # the reconstruction worked as expected
    assert_almost_equal(np.abs(Yt[0][0]), 1., 1)


def test_incremental_pca_inverse():
    # Test that the projection of data can be inverted.
    rng = np.random.RandomState(1999)
    n, p = 50, 3
    X = rng.randn(n, p)  # spherical data
    X[:, 1] *= .00001  # make middle component relatively small
    X += [5, 4, 3]  # make a large mean

    # same check that we can find the original data from the transformed
    # signal (since the data is almost of rank n_components)
    ipca = IncrementalPCA(n_components=2, batch_size=10).fit(X)
    Y = ipca.transform(X)
    Y_inverse = ipca.inverse_transform(Y)
    assert_almost_equal(X, Y_inverse, decimal=3)


def test_incremental_pca_validation():
    # Test that n_components is >=1 and <= n_features.
    X = [[0, 1], [1, 0]]
    for n_components in [-1, 0, .99, 3]:
        assert_raises(ValueError, IncrementalPCA(n_components,
                                                 batch_size=10).fit, X)


def test_incremental_pca_set_params():
    # Test that components_ sign is stable over batch sizes.
    rng = np.random.RandomState(1999)
    n_samples = 100
    n_features = 20
    X = rng.randn(n_samples, n_features)
    X2 = rng.randn(n_samples, n_features)
    X3 = rng.randn(n_samples, n_features)
    ipca = IncrementalPCA(n_components=20)
    ipca.fit(X)
    # Decreasing number of components
    ipca.set_params(n_components=10)
    assert_raises(ValueError, ipca.partial_fit, X2)
    # Increasing number of components
    ipca.set_params(n_components=15)
    assert_raises(ValueError, ipca.partial_fit, X3)
    # Returning to original setting
    ipca.set_params(n_components=20)
    ipca.partial_fit(X)


def test_incremental_pca_num_features_change():
    # Test that changing n_components will raise an error.
    rng = np.random.RandomState(1999)
    n_samples = 100
    X = rng.randn(n_samples, 20)
    X2 = rng.randn(n_samples, 50)
    ipca = IncrementalPCA(n_components=None)
    ipca.fit(X)
    assert_raises(ValueError, ipca.partial_fit, X2)


def test_incremental_pca_batch_signs():
    # Test that components_ sign is stable over batch sizes.
    rng = np.random.RandomState(1999)
    n_samples = 100
    n_features = 3
    X = rng.randn(n_samples, n_features)
    all_components = []
    batch_sizes = np.arange(10, 20)
    for batch_size in batch_sizes:
        ipca = IncrementalPCA(n_components=None, batch_size=batch_size).fit(X)
        all_components.append(ipca.components_)

    for i, j in zip(all_components[:-1], all_components[1:]):
        assert_almost_equal(np.sign(i), np.sign(j), decimal=6)


def test_incremental_pca_batch_values():
    # Test that components_ values are stable over batch sizes.
    rng = np.random.RandomState(1999)
    n_samples = 100
    n_features = 3
    X = rng.randn(n_samples, n_features)
    all_components = []
    batch_sizes = np.arange(20, 40, 3)
    for batch_size in batch_sizes:
        ipca = IncrementalPCA(n_components=None, batch_size=batch_size).fit(X)
        all_components.append(ipca.components_)

    for i, j in zip(all_components[:-1], all_components[1:]):
        assert_almost_equal(i, j, decimal=1)


def test_incremental_pca_partial_fit():
    # Test that fit and partial_fit get equivalent results.
    rng = np.random.RandomState(1999)
    n, p = 50, 3
    X = rng.randn(n, p)  # spherical data
    X[:, 1] *= .00001  # make middle component relatively small
    X += [5, 4, 3]  # make a large mean

    # same check that we can find the original data from the transformed
    # signal (since the data is almost of rank n_components)
    batch_size = 10
    ipca = IncrementalPCA(n_components=2, batch_size=batch_size).fit(X)
    pipca = IncrementalPCA(n_components=2, batch_size=batch_size)
    # Add one to make sure endpoint is included
    batch_itr = np.arange(0, n + 1, batch_size)
    for i, j in zip(batch_itr[:-1], batch_itr[1:]):
        pipca.partial_fit(X[i:j, :])
    assert_almost_equal(ipca.components_, pipca.components_, decimal=3)


def test_incremental_pca_against_pca_iris():
    # Test that IncrementalPCA and PCA are approximate (to a sign flip).
    X = iris.data

    Y_pca = PCA(n_components=2).fit_transform(X)
    Y_ipca = IncrementalPCA(n_components=2, batch_size=25).fit_transform(X)

    assert_almost_equal(np.abs(Y_pca), np.abs(Y_ipca), 1)


def test_incremental_pca_against_pca_random_data():
    # Test that IncrementalPCA and PCA are approximate (to a sign flip).
    rng = np.random.RandomState(1999)
    n_samples = 100
    n_features = 3
    X = rng.randn(n_samples, n_features) + 5 * rng.rand(1, n_features)

    Y_pca = PCA(n_components=3).fit_transform(X)
    Y_ipca = IncrementalPCA(n_components=3, batch_size=25).fit_transform(X)

    assert_almost_equal(np.abs(Y_pca), np.abs(Y_ipca), 1)


def test_explained_variances():
    # Test that PCA and IncrementalPCA calculations match
    X = datasets.make_low_rank_matrix(1000, 100, tail_strength=0.,
                                      effective_rank=10, random_state=1999)
    prec = 3
    n_samples, n_features = X.shape
    for nc in [None, 99]:
        pca = PCA(n_components=nc).fit(X)
        ipca = IncrementalPCA(n_components=nc, batch_size=100).fit(X)
        assert_almost_equal(pca.explained_variance_, ipca.explained_variance_,
                            decimal=prec)
        assert_almost_equal(pca.explained_variance_ratio_,
                            ipca.explained_variance_ratio_, decimal=prec)
        assert_almost_equal(pca.noise_variance_, ipca.noise_variance_,
                            decimal=prec)


def test_whitening():
    # Test that PCA and IncrementalPCA transforms match to sign flip.
    X = datasets.make_low_rank_matrix(1000, 10, tail_strength=0.,
                                      effective_rank=2, random_state=1999)
    prec = 3
    n_samples, n_features = X.shape
    for nc in [None, 9]:
        pca = PCA(whiten=True, n_components=nc).fit(X)
        ipca = IncrementalPCA(whiten=True, n_components=nc,
                              batch_size=250).fit(X)

        Xt_pca = pca.transform(X)
        Xt_ipca = ipca.transform(X)
        assert_almost_equal(np.abs(Xt_pca), np.abs(Xt_ipca), decimal=prec)
        Xinv_ipca = ipca.inverse_transform(Xt_ipca)
        Xinv_pca = pca.inverse_transform(Xt_pca)
        assert_almost_equal(X, Xinv_ipca, decimal=prec)
        assert_almost_equal(X, Xinv_pca, decimal=prec)
        assert_almost_equal(Xinv_pca, Xinv_ipca, decimal=prec)