"""Tests for Incremental PCA.""" import warnings import numpy as np import pytest from numpy.testing import assert_allclose, assert_array_equal from sklearn import datasets from sklearn.decomposition import PCA, IncrementalPCA from sklearn.utils._testing import ( assert_allclose_dense_sparse, assert_almost_equal, assert_array_almost_equal, ) from sklearn.utils.fixes import CSC_CONTAINERS, CSR_CONTAINERS, LIL_CONTAINERS 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) assert X_transformed.shape == (X.shape[0], 2) np.testing.assert_allclose( ipca.explained_variance_ratio_.sum(), pca.explained_variance_ratio_.sum(), rtol=1e-3, ) 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() np.testing.assert_allclose( np.dot(cov, precision), np.eye(X.shape[1]), atol=1e-13 ) @pytest.mark.parametrize( "sparse_container", CSC_CONTAINERS + CSR_CONTAINERS + LIL_CONTAINERS ) def test_incremental_pca_sparse(sparse_container): # Incremental PCA on sparse arrays. X = iris.data pca = PCA(n_components=2) pca.fit_transform(X) X_sparse = sparse_container(X) batch_size = X_sparse.shape[0] // 3 ipca = IncrementalPCA(n_components=2, batch_size=batch_size) X_transformed = ipca.fit_transform(X_sparse) assert X_transformed.shape == (X_sparse.shape[0], 2) np.testing.assert_allclose( ipca.explained_variance_ratio_.sum(), pca.explained_variance_ratio_.sum(), rtol=1e-3, ) for n_components in [1, 2, X.shape[1]]: ipca = IncrementalPCA(n_components, batch_size=batch_size) ipca.fit(X_sparse) cov = ipca.get_covariance() precision = ipca.get_precision() np.testing.assert_allclose( np.dot(cov, precision), np.eye(X_sparse.shape[1]), atol=1e-13 ) with pytest.raises( TypeError, match=( "IncrementalPCA.partial_fit does not support " "sparse input. Either convert data to dense " "or use IncrementalPCA.fit to do so in batches." ), ): ipca.partial_fit(X_sparse) 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) * 0.1 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]), 1.0, 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] *= 0.00001 # 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 <= n_features. X = np.array([[0, 1, 0], [1, 0, 0]]) n_samples, n_features = X.shape n_components = 4 with pytest.raises( ValueError, match=( "n_components={} invalid" " for n_features={}, need more rows than" " columns for IncrementalPCA" " processing".format(n_components, n_features) ), ): IncrementalPCA(n_components, batch_size=10).fit(X) # Tests that n_components is also <= n_samples. n_components = 3 with pytest.raises( ValueError, match=( "n_components={} must be" " less or equal to the batch number of" " samples {}".format(n_components, n_samples) ), ): IncrementalPCA(n_components=n_components).partial_fit(X) def test_n_samples_equal_n_components(): # Ensures no warning is raised when n_samples==n_components # Non-regression test for gh-19050 ipca = IncrementalPCA(n_components=5) with warnings.catch_warnings(): warnings.simplefilter("error", RuntimeWarning) ipca.partial_fit(np.random.randn(5, 7)) with warnings.catch_warnings(): warnings.simplefilter("error", RuntimeWarning) ipca.fit(np.random.randn(5, 7)) def test_n_components_none(): # Ensures that n_components == None is handled correctly rng = np.random.RandomState(1999) for n_samples, n_features in [(50, 10), (10, 50)]: X = rng.rand(n_samples, n_features) ipca = IncrementalPCA(n_components=None) # First partial_fit call, ipca.n_components_ is inferred from # min(X.shape) ipca.partial_fit(X) assert ipca.n_components_ == min(X.shape) # Second partial_fit call, ipca.n_components_ is inferred from # ipca.components_ computed from the first partial_fit call ipca.partial_fit(X) assert ipca.n_components_ == ipca.components_.shape[0] 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) with pytest.raises(ValueError): ipca.partial_fit(X2) # Increasing number of components ipca.set_params(n_components=15) with pytest.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) with pytest.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_batch_rank(): # Test sample size in each batch is always larger or equal to n_components rng = np.random.RandomState(1999) n_samples = 100 n_features = 20 X = rng.randn(n_samples, n_features) all_components = [] batch_sizes = np.arange(20, 90, 3) for batch_size in batch_sizes: ipca = IncrementalPCA(n_components=20, batch_size=batch_size).fit(X) all_components.append(ipca.components_) for components_i, components_j in zip(all_components[:-1], all_components[1:]): assert_allclose_dense_sparse(components_i, components_j) 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] *= 0.00001 # 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=0.0, 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_singular_values(): # Check that the IncrementalPCA output has the correct singular values rng = np.random.RandomState(0) n_samples = 1000 n_features = 100 X = datasets.make_low_rank_matrix( n_samples, n_features, tail_strength=0.0, effective_rank=10, random_state=rng ) pca = PCA(n_components=10, svd_solver="full", random_state=rng).fit(X) ipca = IncrementalPCA(n_components=10, batch_size=100).fit(X) assert_array_almost_equal(pca.singular_values_, ipca.singular_values_, 2) # Compare to the Frobenius norm X_pca = pca.transform(X) X_ipca = ipca.transform(X) assert_array_almost_equal( np.sum(pca.singular_values_**2.0), np.linalg.norm(X_pca, "fro") ** 2.0, 12 ) assert_array_almost_equal( np.sum(ipca.singular_values_**2.0), np.linalg.norm(X_ipca, "fro") ** 2.0, 2 ) # Compare to the 2-norms of the score vectors assert_array_almost_equal( pca.singular_values_, np.sqrt(np.sum(X_pca**2.0, axis=0)), 12 ) assert_array_almost_equal( ipca.singular_values_, np.sqrt(np.sum(X_ipca**2.0, axis=0)), 2 ) # Set the singular values and see what we get back rng = np.random.RandomState(0) n_samples = 100 n_features = 110 X = datasets.make_low_rank_matrix( n_samples, n_features, tail_strength=0.0, effective_rank=3, random_state=rng ) pca = PCA(n_components=3, svd_solver="full", random_state=rng) ipca = IncrementalPCA(n_components=3, batch_size=100) 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 = np.dot(X_pca, pca.components_) pca.fit(X_hat) ipca.fit(X_hat) assert_array_almost_equal(pca.singular_values_, [3.142, 2.718, 1.0], 14) assert_array_almost_equal(ipca.singular_values_, [3.142, 2.718, 1.0], 14) def test_whitening(global_random_seed): # Test that PCA and IncrementalPCA transforms match to sign flip. X = datasets.make_low_rank_matrix( 1000, 10, tail_strength=0.0, effective_rank=2, random_state=global_random_seed ) atol = 1e-3 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) # Since the data is rank deficient, some components are pure noise. We # should not expect those dimensions to carry any signal and their # values might be arbitrarily changed by implementation details of the # internal SVD solver. We therefore filter them out before comparison. stable_mask = pca.explained_variance_ratio_ > 1e-12 Xt_pca = pca.transform(X) Xt_ipca = ipca.transform(X) assert_allclose( np.abs(Xt_pca)[:, stable_mask], np.abs(Xt_ipca)[:, stable_mask], atol=atol, ) # The noisy dimensions are in the null space of the inverse transform, # so they are not influencing the reconstruction. We therefore don't # need to apply the mask here. Xinv_ipca = ipca.inverse_transform(Xt_ipca) Xinv_pca = pca.inverse_transform(Xt_pca) assert_allclose(X, Xinv_ipca, atol=atol) assert_allclose(X, Xinv_pca, atol=atol) assert_allclose(Xinv_pca, Xinv_ipca, atol=atol) def test_incremental_pca_partial_fit_float_division(): # Test to ensure float division is used in all versions of Python # (non-regression test for issue #9489) rng = np.random.RandomState(0) A = rng.randn(5, 3) + 2 B = rng.randn(7, 3) + 5 pca = IncrementalPCA(n_components=2) pca.partial_fit(A) # Set n_samples_seen_ to be a floating point number instead of an int pca.n_samples_seen_ = float(pca.n_samples_seen_) pca.partial_fit(B) singular_vals_float_samples_seen = pca.singular_values_ pca2 = IncrementalPCA(n_components=2) pca2.partial_fit(A) pca2.partial_fit(B) singular_vals_int_samples_seen = pca2.singular_values_ np.testing.assert_allclose( singular_vals_float_samples_seen, singular_vals_int_samples_seen ) def test_incremental_pca_fit_overflow_error(): # Test for overflow error on Windows OS # (non-regression test for issue #17693) rng = np.random.RandomState(0) A = rng.rand(500000, 2) ipca = IncrementalPCA(n_components=2, batch_size=10000) ipca.fit(A) pca = PCA(n_components=2) pca.fit(A) np.testing.assert_allclose(ipca.singular_values_, pca.singular_values_) def test_incremental_pca_feature_names_out(): """Check feature names out for IncrementalPCA.""" ipca = IncrementalPCA(n_components=2).fit(iris.data) names = ipca.get_feature_names_out() assert_array_equal([f"incrementalpca{i}" for i in range(2)], names)