import numpy as np import scipy as sp import pytest from sklearn.utils._testing import assert_allclose from sklearn import datasets from sklearn.decomposition import PCA from sklearn.datasets import load_iris from sklearn.decomposition._pca import _assess_dimension from sklearn.decomposition._pca import _infer_dimension iris = datasets.load_iris() PCA_SOLVERS = ['full', 'arpack', 'randomized', 'auto'] @pytest.mark.parametrize('svd_solver', PCA_SOLVERS) @pytest.mark.parametrize('n_components', range(1, iris.data.shape[1])) def test_pca(svd_solver, n_components): X = iris.data pca = PCA(n_components=n_components, svd_solver=svd_solver) # check the shape of fit.transform X_r = pca.fit(X).transform(X) assert X_r.shape[1] == n_components # check the equivalence of fit.transform and fit_transform X_r2 = pca.fit_transform(X) assert_allclose(X_r, X_r2) X_r = pca.transform(X) assert_allclose(X_r, X_r2) # Test get_covariance and get_precision cov = pca.get_covariance() precision = pca.get_precision() assert_allclose(np.dot(cov, precision), np.eye(X.shape[1]), atol=1e-12) def test_no_empty_slice_warning(): # test if we avoid numpy warnings for computing over empty arrays n_components = 10 n_features = n_components + 2 # anything > n_comps triggered it in 0.16 X = np.random.uniform(-1, 1, size=(n_components, n_features)) pca = PCA(n_components=n_components) with pytest.warns(None) as record: pca.fit(X) assert not record.list @pytest.mark.parametrize('copy', [True, False]) @pytest.mark.parametrize('solver', PCA_SOLVERS) def test_whitening(solver, copy): # Check that PCA output has unit-variance rng = np.random.RandomState(0) n_samples = 100 n_features = 80 n_components = 30 rank = 50 # some low rank data with correlated features X = np.dot(rng.randn(n_samples, rank), np.dot(np.diag(np.linspace(10.0, 1.0, rank)), rng.randn(rank, n_features))) # the component-wise variance of the first 50 features is 3 times the # mean component-wise variance of the remaining 30 features X[:, :50] *= 3 assert X.shape == (n_samples, n_features) # the component-wise variance is thus highly varying: assert X.std(axis=0).std() > 43.8 # whiten the data while projecting to the lower dim subspace X_ = X.copy() # make sure we keep an original across iterations. pca = PCA(n_components=n_components, whiten=True, copy=copy, svd_solver=solver, random_state=0, iterated_power=7) # test fit_transform X_whitened = pca.fit_transform(X_.copy()) assert X_whitened.shape == (n_samples, n_components) X_whitened2 = pca.transform(X_) assert_allclose(X_whitened, X_whitened2, rtol=5e-4) assert_allclose(X_whitened.std(ddof=1, axis=0), np.ones(n_components)) assert_allclose( X_whitened.mean(axis=0), np.zeros(n_components), atol=1e-12 ) X_ = X.copy() pca = PCA(n_components=n_components, whiten=False, copy=copy, svd_solver=solver).fit(X_) X_unwhitened = pca.transform(X_) assert X_unwhitened.shape == (n_samples, n_components) # in that case the output components still have varying variances assert X_unwhitened.std(axis=0).std() == pytest.approx(74.1, rel=1e-1) # we always center, so no test for non-centering. @pytest.mark.parametrize('svd_solver', ['arpack', 'randomized']) def test_pca_explained_variance_equivalence_solver(svd_solver): rng = np.random.RandomState(0) n_samples, n_features = 100, 80 X = rng.randn(n_samples, n_features) pca_full = PCA(n_components=2, svd_solver='full') pca_other = PCA(n_components=2, svd_solver=svd_solver, random_state=0) pca_full.fit(X) pca_other.fit(X) assert_allclose( pca_full.explained_variance_, pca_other.explained_variance_, rtol=5e-2 ) assert_allclose( pca_full.explained_variance_ratio_, pca_other.explained_variance_ratio_, rtol=5e-2 ) @pytest.mark.parametrize( 'X', [np.random.RandomState(0).randn(100, 80), datasets.make_classification(100, 80, n_informative=78, random_state=0)[0]], ids=['random-data', 'correlated-data'] ) @pytest.mark.parametrize('svd_solver', PCA_SOLVERS) def test_pca_explained_variance_empirical(X, svd_solver): pca = PCA(n_components=2, svd_solver=svd_solver, random_state=0) X_pca = pca.fit_transform(X) assert_allclose(pca.explained_variance_, np.var(X_pca, ddof=1, axis=0)) expected_result = np.linalg.eig(np.cov(X, rowvar=False))[0] expected_result = sorted(expected_result, reverse=True)[:2] assert_allclose(pca.explained_variance_, expected_result, rtol=5e-3) @pytest.mark.parametrize("svd_solver", ['arpack', 'randomized']) def test_pca_singular_values_consistency(svd_solver): rng = np.random.RandomState(0) n_samples, n_features = 100, 80 X = rng.randn(n_samples, n_features) pca_full = PCA(n_components=2, svd_solver='full', random_state=rng) pca_other = PCA(n_components=2, svd_solver=svd_solver, random_state=rng) pca_full.fit(X) pca_other.fit(X) assert_allclose( pca_full.singular_values_, pca_other.singular_values_, rtol=5e-3 ) @pytest.mark.parametrize("svd_solver", PCA_SOLVERS) def test_pca_singular_values(svd_solver): rng = np.random.RandomState(0) n_samples, n_features = 100, 80 X = rng.randn(n_samples, n_features) pca = PCA(n_components=2, svd_solver=svd_solver, random_state=rng) X_trans = pca.fit_transform(X) # compare to the Frobenius norm assert_allclose( np.sum(pca.singular_values_ ** 2), np.linalg.norm(X_trans, "fro") ** 2 ) # Compare to the 2-norms of the score vectors assert_allclose( pca.singular_values_, np.sqrt(np.sum(X_trans ** 2, axis=0)) ) # set the singular values and see what er get back n_samples, n_features = 100, 110 X = rng.randn(n_samples, n_features) pca = PCA(n_components=3, svd_solver=svd_solver, random_state=rng) X_trans = pca.fit_transform(X) X_trans /= np.sqrt(np.sum(X_trans ** 2, axis=0)) X_trans[:, 0] *= 3.142 X_trans[:, 1] *= 2.718 X_hat = np.dot(X_trans, pca.components_) pca.fit(X_hat) assert_allclose(pca.singular_values_, [3.142, 2.718, 1.0]) @pytest.mark.parametrize("svd_solver", PCA_SOLVERS) def test_pca_check_projection(svd_solver): # Test that the projection of data is correct rng = np.random.RandomState(0) 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]) Yt = PCA(n_components=2, svd_solver=svd_solver).fit(X).transform(Xt) Yt /= np.sqrt((Yt ** 2).sum()) assert_allclose(np.abs(Yt[0][0]), 1., rtol=5e-3) @pytest.mark.parametrize("svd_solver", PCA_SOLVERS) def test_pca_check_projection_list(svd_solver): # Test that the projection of data is correct X = [[1.0, 0.0], [0.0, 1.0]] pca = PCA(n_components=1, svd_solver=svd_solver, random_state=0) X_trans = pca.fit_transform(X) assert X_trans.shape, (2, 1) assert_allclose(X_trans.mean(), 0.00, atol=1e-12) assert_allclose(X_trans.std(), 0.71, rtol=5e-3) @pytest.mark.parametrize("svd_solver", ['full', 'arpack', 'randomized']) @pytest.mark.parametrize("whiten", [False, True]) def test_pca_inverse(svd_solver, whiten): # Test that the projection of data can be inverted rng = np.random.RandomState(0) 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) pca = PCA(n_components=2, svd_solver=svd_solver, whiten=whiten).fit(X) Y = pca.transform(X) Y_inverse = pca.inverse_transform(Y) assert_allclose(X, Y_inverse, rtol=5e-6) @pytest.mark.parametrize( 'data', [np.array([[0, 1, 0], [1, 0, 0]]), np.array([[0, 1, 0], [1, 0, 0]]).T] ) @pytest.mark.parametrize( "svd_solver, n_components, err_msg", [('arpack', 0, r'must be between 1 and min\(n_samples, n_features\)'), ('randomized', 0, r'must be between 1 and min\(n_samples, n_features\)'), ('arpack', 2, r'must be strictly less than min'), ('auto', -1, (r"n_components={}L? must be between {}L? and " r"min\(n_samples, n_features\)={}L? with " r"svd_solver=\'{}\'")), ('auto', 3, (r"n_components={}L? must be between {}L? and " r"min\(n_samples, n_features\)={}L? with " r"svd_solver=\'{}\'")), ('auto', 1.0, "must be of type int")] ) def test_pca_validation(svd_solver, data, n_components, err_msg): # Ensures that solver-specific extreme inputs for the n_components # parameter raise errors smallest_d = 2 # The smallest dimension lower_limit = {'randomized': 1, 'arpack': 1, 'full': 0, 'auto': 0} pca_fitted = PCA(n_components, svd_solver=svd_solver) solver_reported = 'full' if svd_solver == 'auto' else svd_solver err_msg = err_msg.format( n_components, lower_limit[svd_solver], smallest_d, solver_reported ) with pytest.raises(ValueError, match=err_msg): pca_fitted.fit(data) # Additional case for arpack if svd_solver == 'arpack': n_components = smallest_d err_msg = ("n_components={}L? must be strictly less than " r"min\(n_samples, n_features\)={}L? with " "svd_solver=\'arpack\'".format(n_components, smallest_d)) with pytest.raises(ValueError, match=err_msg): PCA(n_components, svd_solver=svd_solver).fit(data) @pytest.mark.parametrize( 'solver, n_components_', [('full', min(iris.data.shape)), ('arpack', min(iris.data.shape) - 1), ('randomized', min(iris.data.shape))] ) @pytest.mark.parametrize("data", [iris.data, iris.data.T]) def test_n_components_none(data, solver, n_components_): pca = PCA(svd_solver=solver) pca.fit(data) assert pca.n_components_ == n_components_ @pytest.mark.parametrize("svd_solver", ['auto', 'full']) def test_n_components_mle(svd_solver): # Ensure that n_components == 'mle' doesn't raise error for auto/full rng = np.random.RandomState(0) n_samples, n_features = 600, 10 X = rng.randn(n_samples, n_features) pca = PCA(n_components='mle', svd_solver=svd_solver) pca.fit(X) assert pca.n_components_ == 1 @pytest.mark.parametrize("svd_solver", ["arpack", "randomized"]) def test_n_components_mle_error(svd_solver): # Ensure that n_components == 'mle' will raise an error for unsupported # solvers rng = np.random.RandomState(0) n_samples, n_features = 600, 10 X = rng.randn(n_samples, n_features) pca = PCA(n_components='mle', svd_solver=svd_solver) err_msg = ("n_components='mle' cannot be a string with svd_solver='{}'" .format(svd_solver)) with pytest.raises(ValueError, match=err_msg): pca.fit(X) def test_pca_dim(): # Check automated dimensionality setting rng = np.random.RandomState(0) n, p = 100, 5 X = rng.randn(n, p) * .1 X[:10] += np.array([3, 4, 5, 1, 2]) pca = PCA(n_components='mle', svd_solver='full').fit(X) assert pca.n_components == 'mle' assert pca.n_components_ == 1 def test_infer_dim_1(): # TODO: explain what this is testing # Or at least use explicit variable names... n, p = 1000, 5 rng = np.random.RandomState(0) X = (rng.randn(n, p) * .1 + rng.randn(n, 1) * np.array([3, 4, 5, 1, 2]) + np.array([1, 0, 7, 4, 6])) pca = PCA(n_components=p, svd_solver='full') pca.fit(X) spect = pca.explained_variance_ ll = np.array([_assess_dimension(spect, k, n) for k in range(1, p)]) assert ll[1] > ll.max() - .01 * n def test_infer_dim_2(): # TODO: explain what this is testing # Or at least use explicit variable names... n, p = 1000, 5 rng = np.random.RandomState(0) X = rng.randn(n, p) * .1 X[:10] += np.array([3, 4, 5, 1, 2]) X[10:20] += np.array([6, 0, 7, 2, -1]) pca = PCA(n_components=p, svd_solver='full') pca.fit(X) spect = pca.explained_variance_ assert _infer_dimension(spect, n) > 1 def test_infer_dim_3(): n, p = 100, 5 rng = np.random.RandomState(0) X = rng.randn(n, p) * .1 X[:10] += np.array([3, 4, 5, 1, 2]) X[10:20] += np.array([6, 0, 7, 2, -1]) X[30:40] += 2 * np.array([-1, 1, -1, 1, -1]) pca = PCA(n_components=p, svd_solver='full') pca.fit(X) spect = pca.explained_variance_ assert _infer_dimension(spect, n) > 2 @pytest.mark.parametrize( "X, n_components, n_components_validated", [(iris.data, 0.95, 2), # row > col (iris.data, 0.01, 1), # row > col (np.random.RandomState(0).rand(5, 20), 0.5, 2)] # row < col ) def test_infer_dim_by_explained_variance(X, n_components, n_components_validated): pca = PCA(n_components=n_components, svd_solver='full') pca.fit(X) assert pca.n_components == pytest.approx(n_components) assert pca.n_components_ == n_components_validated @pytest.mark.parametrize("svd_solver", PCA_SOLVERS) def test_pca_score(svd_solver): # Test that probabilistic PCA scoring yields a reasonable score n, p = 1000, 3 rng = np.random.RandomState(0) X = rng.randn(n, p) * .1 + np.array([3, 4, 5]) pca = PCA(n_components=2, svd_solver=svd_solver) pca.fit(X) ll1 = pca.score(X) h = -0.5 * np.log(2 * np.pi * np.exp(1) * 0.1 ** 2) * p assert_allclose(ll1 / h, 1, rtol=5e-2) ll2 = pca.score(rng.randn(n, p) * .2 + np.array([3, 4, 5])) assert ll1 > ll2 pca = PCA(n_components=2, whiten=True, svd_solver=svd_solver) pca.fit(X) ll2 = pca.score(X) assert ll1 > ll2 def test_pca_score3(): # Check that probabilistic PCA selects the right model n, p = 200, 3 rng = np.random.RandomState(0) Xl = (rng.randn(n, p) + rng.randn(n, 1) * np.array([3, 4, 5]) + np.array([1, 0, 7])) Xt = (rng.randn(n, p) + rng.randn(n, 1) * np.array([3, 4, 5]) + np.array([1, 0, 7])) ll = np.zeros(p) for k in range(p): pca = PCA(n_components=k, svd_solver='full') pca.fit(Xl) ll[k] = pca.score(Xt) assert ll.argmax() == 1 @pytest.mark.parametrize("svd_solver", PCA_SOLVERS) def test_pca_sanity_noise_variance(svd_solver): # Sanity check for the noise_variance_. For more details see # https://github.com/scikit-learn/scikit-learn/issues/7568 # https://github.com/scikit-learn/scikit-learn/issues/8541 # https://github.com/scikit-learn/scikit-learn/issues/8544 X, _ = datasets.load_digits(return_X_y=True) pca = PCA(n_components=30, svd_solver=svd_solver, random_state=0) pca.fit(X) assert np.all((pca.explained_variance_ - pca.noise_variance_) >= 0) @pytest.mark.parametrize("svd_solver", ["arpack", "randomized"]) def test_pca_score_consistency_solvers(svd_solver): # Check the consistency of score between solvers X, _ = datasets.load_digits(return_X_y=True) pca_full = PCA(n_components=30, svd_solver='full', random_state=0) pca_other = PCA(n_components=30, svd_solver=svd_solver, random_state=0) pca_full.fit(X) pca_other.fit(X) assert_allclose(pca_full.score(X), pca_other.score(X), rtol=5e-6) # arpack raises ValueError for n_components == min(n_samples, n_features) @pytest.mark.parametrize("svd_solver", ["full", "randomized"]) def test_pca_zero_noise_variance_edge_cases(svd_solver): # ensure that noise_variance_ is 0 in edge cases # when n_components == min(n_samples, n_features) n, p = 100, 3 rng = np.random.RandomState(0) X = rng.randn(n, p) * .1 + np.array([3, 4, 5]) pca = PCA(n_components=p, svd_solver=svd_solver) pca.fit(X) assert pca.noise_variance_ == 0 pca.fit(X.T) assert pca.noise_variance_ == 0 @pytest.mark.parametrize( 'data, n_components, expected_solver', [ # case: n_components in (0,1) => 'full' (np.random.RandomState(0).uniform(size=(1000, 50)), 0.5, 'full'), # case: max(X.shape) <= 500 => 'full' (np.random.RandomState(0).uniform(size=(10, 50)), 5, 'full'), # case: n_components >= .8 * min(X.shape) => 'full' (np.random.RandomState(0).uniform(size=(1000, 50)), 50, 'full'), # n_components >= 1 and n_components < .8*min(X.shape) => 'randomized' (np.random.RandomState(0).uniform(size=(1000, 50)), 10, 'randomized') ] ) def test_pca_svd_solver_auto(data, n_components, expected_solver): pca_auto = PCA(n_components=n_components, random_state=0) pca_test = PCA( n_components=n_components, svd_solver=expected_solver, random_state=0 ) pca_auto.fit(data) pca_test.fit(data) assert_allclose(pca_auto.components_, pca_test.components_) @pytest.mark.parametrize('svd_solver', PCA_SOLVERS) def test_pca_sparse_input(svd_solver): X = np.random.RandomState(0).rand(5, 4) X = sp.sparse.csr_matrix(X) assert sp.sparse.issparse(X) pca = PCA(n_components=3, svd_solver=svd_solver) with pytest.raises(TypeError): pca.fit(X) def test_pca_bad_solver(): X = np.random.RandomState(0).rand(5, 4) pca = PCA(n_components=3, svd_solver='bad_argument') with pytest.raises(ValueError): pca.fit(X) @pytest.mark.parametrize("svd_solver", PCA_SOLVERS) def test_pca_deterministic_output(svd_solver): rng = np.random.RandomState(0) X = rng.rand(10, 10) transformed_X = np.zeros((20, 2)) for i in range(20): pca = PCA(n_components=2, svd_solver=svd_solver, random_state=rng) transformed_X[i, :] = pca.fit_transform(X)[0] assert_allclose( transformed_X, np.tile(transformed_X[0, :], 20).reshape(20, 2) ) @pytest.mark.parametrize('svd_solver', PCA_SOLVERS) def test_pca_dtype_preservation(svd_solver): check_pca_float_dtype_preservation(svd_solver) check_pca_int_dtype_upcast_to_double(svd_solver) def check_pca_float_dtype_preservation(svd_solver): # Ensure that PCA does not upscale the dtype when input is float32 X_64 = np.random.RandomState(0).rand(1000, 4).astype(np.float64, copy=False) X_32 = X_64.astype(np.float32) pca_64 = PCA(n_components=3, svd_solver=svd_solver, random_state=0).fit(X_64) pca_32 = PCA(n_components=3, svd_solver=svd_solver, random_state=0).fit(X_32) assert pca_64.components_.dtype == np.float64 assert pca_32.components_.dtype == np.float32 assert pca_64.transform(X_64).dtype == np.float64 assert pca_32.transform(X_32).dtype == np.float32 # the rtol is set such that the test passes on all platforms tested on # conda-forge: PR#15775 # see: https://github.com/conda-forge/scikit-learn-feedstock/pull/113 assert_allclose(pca_64.components_, pca_32.components_, rtol=2e-4) def check_pca_int_dtype_upcast_to_double(svd_solver): # Ensure that all int types will be upcast to float64 X_i64 = np.random.RandomState(0).randint(0, 1000, (1000, 4)) X_i64 = X_i64.astype(np.int64, copy=False) X_i32 = X_i64.astype(np.int32, copy=False) pca_64 = PCA(n_components=3, svd_solver=svd_solver, random_state=0).fit(X_i64) pca_32 = PCA(n_components=3, svd_solver=svd_solver, random_state=0).fit(X_i32) assert pca_64.components_.dtype == np.float64 assert pca_32.components_.dtype == np.float64 assert pca_64.transform(X_i64).dtype == np.float64 assert pca_32.transform(X_i32).dtype == np.float64 assert_allclose(pca_64.components_, pca_32.components_, rtol=1e-4) def test_pca_n_components_mostly_explained_variance_ratio(): # when n_components is the second highest cumulative sum of the # explained_variance_ratio_, then n_components_ should equal the # number of features in the dataset #15669 X, y = load_iris(return_X_y=True) pca1 = PCA().fit(X, y) n_components = pca1.explained_variance_ratio_.cumsum()[-2] pca2 = PCA(n_components=n_components).fit(X, y) assert pca2.n_components_ == X.shape[1] def test_assess_dimension_bad_rank(): # Test error when tested rank not in [1, n_features - 1] spectrum = np.array([1, 1e-30, 1e-30, 1e-30]) n_samples = 10 for rank in (0, 5): with pytest.raises(ValueError, match=r"should be in \[1, n_features - 1\]"): _assess_dimension(spectrum, rank, n_samples) def test_small_eigenvalues_mle(): # Test rank associated with tiny eigenvalues are given a log-likelihood of # -inf. The inferred rank will be 1 spectrum = np.array([1, 1e-30, 1e-30, 1e-30]) assert _assess_dimension(spectrum, rank=1, n_samples=10) > -np.inf for rank in (2, 3): assert _assess_dimension(spectrum, rank, 10) == -np.inf assert _infer_dimension(spectrum, 10) == 1 def test_mle_redundant_data(): # Test 'mle' with pathological X: only one relevant feature should give a # rank of 1 X, _ = datasets.make_classification(n_features=20, n_informative=1, n_repeated=18, n_redundant=1, n_clusters_per_class=1, random_state=42) pca = PCA(n_components='mle').fit(X) assert pca.n_components_ == 1 def test_fit_mle_too_few_samples(): # Tests that an error is raised when the number of samples is smaller # than the number of features during an mle fit X, _ = datasets.make_classification(n_samples=20, n_features=21, random_state=42) pca = PCA(n_components='mle', svd_solver='full') with pytest.raises(ValueError, match="n_components='mle' is only " "supported if " "n_samples >= n_features"): pca.fit(X) def test_mle_simple_case(): # non-regression test for issue # https://github.com/scikit-learn/scikit-learn/issues/16730 n_samples, n_dim = 1000, 10 X = np.random.RandomState(0).randn(n_samples, n_dim) X[:, -1] = np.mean(X[:, :-1], axis=-1) # true X dim is ndim - 1 pca_skl = PCA('mle', svd_solver='full') pca_skl.fit(X) assert pca_skl.n_components_ == n_dim - 1 def test_assess_dimesion_rank_one(): # Make sure assess_dimension works properly on a matrix of rank 1 n_samples, n_features = 9, 6 X = np.ones((n_samples, n_features)) # rank 1 matrix _, s, _ = np.linalg.svd(X, full_matrices=True) # except for rank 1, all eigenvalues are 0 resp. close to 0 (FP) assert_allclose(s[1:], np.zeros(n_features-1), atol=1e-12) assert np.isfinite(_assess_dimension(s, rank=1, n_samples=n_samples)) for rank in range(2, n_features): assert _assess_dimension(s, rank, n_samples) == -np.inf