Inzynierka/Lib/site-packages/sklearn/mixture/tests/test_bayesian_mixture.py

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2023-06-02 12:51:02 +02:00
# Author: Wei Xue <xuewei4d@gmail.com>
# Thierry Guillemot <thierry.guillemot.work@gmail.com>
# License: BSD 3 clause
import copy
import numpy as np
from scipy.special import gammaln
import pytest
from sklearn.utils._testing import assert_almost_equal
from sklearn.utils._testing import assert_array_equal
from sklearn.metrics.cluster import adjusted_rand_score
from sklearn.mixture._bayesian_mixture import _log_dirichlet_norm
from sklearn.mixture._bayesian_mixture import _log_wishart_norm
from sklearn.mixture import BayesianGaussianMixture
from sklearn.mixture.tests.test_gaussian_mixture import RandomData
from sklearn.exceptions import ConvergenceWarning, NotFittedError
from sklearn.utils._testing import ignore_warnings
COVARIANCE_TYPE = ["full", "tied", "diag", "spherical"]
PRIOR_TYPE = ["dirichlet_process", "dirichlet_distribution"]
def test_log_dirichlet_norm():
rng = np.random.RandomState(0)
weight_concentration = rng.rand(2)
expected_norm = gammaln(np.sum(weight_concentration)) - np.sum(
gammaln(weight_concentration)
)
predected_norm = _log_dirichlet_norm(weight_concentration)
assert_almost_equal(expected_norm, predected_norm)
def test_log_wishart_norm():
rng = np.random.RandomState(0)
n_components, n_features = 5, 2
degrees_of_freedom = np.abs(rng.rand(n_components)) + 1.0
log_det_precisions_chol = n_features * np.log(range(2, 2 + n_components))
expected_norm = np.empty(5)
for k, (degrees_of_freedom_k, log_det_k) in enumerate(
zip(degrees_of_freedom, log_det_precisions_chol)
):
expected_norm[k] = -(
degrees_of_freedom_k * (log_det_k + 0.5 * n_features * np.log(2.0))
+ np.sum(
gammaln(
0.5
* (degrees_of_freedom_k - np.arange(0, n_features)[:, np.newaxis])
),
0,
)
)
predected_norm = _log_wishart_norm(
degrees_of_freedom, log_det_precisions_chol, n_features
)
assert_almost_equal(expected_norm, predected_norm)
def test_bayesian_mixture_weights_prior_initialisation():
rng = np.random.RandomState(0)
n_samples, n_components, n_features = 10, 5, 2
X = rng.rand(n_samples, n_features)
# Check correct init for a given value of weight_concentration_prior
weight_concentration_prior = rng.rand()
bgmm = BayesianGaussianMixture(
weight_concentration_prior=weight_concentration_prior, random_state=rng
).fit(X)
assert_almost_equal(weight_concentration_prior, bgmm.weight_concentration_prior_)
# Check correct init for the default value of weight_concentration_prior
bgmm = BayesianGaussianMixture(n_components=n_components, random_state=rng).fit(X)
assert_almost_equal(1.0 / n_components, bgmm.weight_concentration_prior_)
def test_bayesian_mixture_mean_prior_initialisation():
rng = np.random.RandomState(0)
n_samples, n_components, n_features = 10, 3, 2
X = rng.rand(n_samples, n_features)
# Check correct init for a given value of mean_precision_prior
mean_precision_prior = rng.rand()
bgmm = BayesianGaussianMixture(
mean_precision_prior=mean_precision_prior, random_state=rng
).fit(X)
assert_almost_equal(mean_precision_prior, bgmm.mean_precision_prior_)
# Check correct init for the default value of mean_precision_prior
bgmm = BayesianGaussianMixture(random_state=rng).fit(X)
assert_almost_equal(1.0, bgmm.mean_precision_prior_)
# Check correct init for a given value of mean_prior
mean_prior = rng.rand(n_features)
bgmm = BayesianGaussianMixture(
n_components=n_components, mean_prior=mean_prior, random_state=rng
).fit(X)
assert_almost_equal(mean_prior, bgmm.mean_prior_)
# Check correct init for the default value of bemean_priorta
bgmm = BayesianGaussianMixture(n_components=n_components, random_state=rng).fit(X)
assert_almost_equal(X.mean(axis=0), bgmm.mean_prior_)
def test_bayesian_mixture_precisions_prior_initialisation():
rng = np.random.RandomState(0)
n_samples, n_features = 10, 2
X = rng.rand(n_samples, n_features)
# Check raise message for a bad value of degrees_of_freedom_prior
bad_degrees_of_freedom_prior_ = n_features - 1.0
bgmm = BayesianGaussianMixture(
degrees_of_freedom_prior=bad_degrees_of_freedom_prior_, random_state=rng
)
msg = (
"The parameter 'degrees_of_freedom_prior' should be greater than"
f" {n_features -1}, but got {bad_degrees_of_freedom_prior_:.3f}."
)
with pytest.raises(ValueError, match=msg):
bgmm.fit(X)
# Check correct init for a given value of degrees_of_freedom_prior
degrees_of_freedom_prior = rng.rand() + n_features - 1.0
bgmm = BayesianGaussianMixture(
degrees_of_freedom_prior=degrees_of_freedom_prior, random_state=rng
).fit(X)
assert_almost_equal(degrees_of_freedom_prior, bgmm.degrees_of_freedom_prior_)
# Check correct init for the default value of degrees_of_freedom_prior
degrees_of_freedom_prior_default = n_features
bgmm = BayesianGaussianMixture(
degrees_of_freedom_prior=degrees_of_freedom_prior_default, random_state=rng
).fit(X)
assert_almost_equal(
degrees_of_freedom_prior_default, bgmm.degrees_of_freedom_prior_
)
# Check correct init for a given value of covariance_prior
covariance_prior = {
"full": np.cov(X.T, bias=1) + 10,
"tied": np.cov(X.T, bias=1) + 5,
"diag": np.diag(np.atleast_2d(np.cov(X.T, bias=1))) + 3,
"spherical": rng.rand(),
}
bgmm = BayesianGaussianMixture(random_state=rng)
for cov_type in ["full", "tied", "diag", "spherical"]:
bgmm.covariance_type = cov_type
bgmm.covariance_prior = covariance_prior[cov_type]
bgmm.fit(X)
assert_almost_equal(covariance_prior[cov_type], bgmm.covariance_prior_)
# Check correct init for the default value of covariance_prior
covariance_prior_default = {
"full": np.atleast_2d(np.cov(X.T)),
"tied": np.atleast_2d(np.cov(X.T)),
"diag": np.var(X, axis=0, ddof=1),
"spherical": np.var(X, axis=0, ddof=1).mean(),
}
bgmm = BayesianGaussianMixture(random_state=0)
for cov_type in ["full", "tied", "diag", "spherical"]:
bgmm.covariance_type = cov_type
bgmm.fit(X)
assert_almost_equal(covariance_prior_default[cov_type], bgmm.covariance_prior_)
def test_bayesian_mixture_check_is_fitted():
rng = np.random.RandomState(0)
n_samples, n_features = 10, 2
# Check raise message
bgmm = BayesianGaussianMixture(random_state=rng)
X = rng.rand(n_samples, n_features)
msg = "This BayesianGaussianMixture instance is not fitted yet."
with pytest.raises(ValueError, match=msg):
bgmm.score(X)
def test_bayesian_mixture_weights():
rng = np.random.RandomState(0)
n_samples, n_features = 10, 2
X = rng.rand(n_samples, n_features)
# Case Dirichlet distribution for the weight concentration prior type
bgmm = BayesianGaussianMixture(
weight_concentration_prior_type="dirichlet_distribution",
n_components=3,
random_state=rng,
).fit(X)
expected_weights = bgmm.weight_concentration_ / np.sum(bgmm.weight_concentration_)
assert_almost_equal(expected_weights, bgmm.weights_)
assert_almost_equal(np.sum(bgmm.weights_), 1.0)
# Case Dirichlet process for the weight concentration prior type
dpgmm = BayesianGaussianMixture(
weight_concentration_prior_type="dirichlet_process",
n_components=3,
random_state=rng,
).fit(X)
weight_dirichlet_sum = (
dpgmm.weight_concentration_[0] + dpgmm.weight_concentration_[1]
)
tmp = dpgmm.weight_concentration_[1] / weight_dirichlet_sum
expected_weights = (
dpgmm.weight_concentration_[0]
/ weight_dirichlet_sum
* np.hstack((1, np.cumprod(tmp[:-1])))
)
expected_weights /= np.sum(expected_weights)
assert_almost_equal(expected_weights, dpgmm.weights_)
assert_almost_equal(np.sum(dpgmm.weights_), 1.0)
@ignore_warnings(category=ConvergenceWarning)
def test_monotonic_likelihood():
# We check that each step of the each step of variational inference without
# regularization improve monotonically the training set of the bound
rng = np.random.RandomState(0)
rand_data = RandomData(rng, scale=20)
n_components = rand_data.n_components
for prior_type in PRIOR_TYPE:
for covar_type in COVARIANCE_TYPE:
X = rand_data.X[covar_type]
bgmm = BayesianGaussianMixture(
weight_concentration_prior_type=prior_type,
n_components=2 * n_components,
covariance_type=covar_type,
warm_start=True,
max_iter=1,
random_state=rng,
tol=1e-3,
)
current_lower_bound = -np.infty
# Do one training iteration at a time so we can make sure that the
# training log likelihood increases after each iteration.
for _ in range(600):
prev_lower_bound = current_lower_bound
current_lower_bound = bgmm.fit(X).lower_bound_
assert current_lower_bound >= prev_lower_bound
if bgmm.converged_:
break
assert bgmm.converged_
def test_compare_covar_type():
# We can compare the 'full' precision with the other cov_type if we apply
# 1 iter of the M-step (done during _initialize_parameters).
rng = np.random.RandomState(0)
rand_data = RandomData(rng, scale=7)
X = rand_data.X["full"]
n_components = rand_data.n_components
for prior_type in PRIOR_TYPE:
# Computation of the full_covariance
bgmm = BayesianGaussianMixture(
weight_concentration_prior_type=prior_type,
n_components=2 * n_components,
covariance_type="full",
max_iter=1,
random_state=0,
tol=1e-7,
)
bgmm._check_parameters(X)
bgmm._initialize_parameters(X, np.random.RandomState(0))
full_covariances = (
bgmm.covariances_ * bgmm.degrees_of_freedom_[:, np.newaxis, np.newaxis]
)
# Check tied_covariance = mean(full_covariances, 0)
bgmm = BayesianGaussianMixture(
weight_concentration_prior_type=prior_type,
n_components=2 * n_components,
covariance_type="tied",
max_iter=1,
random_state=0,
tol=1e-7,
)
bgmm._check_parameters(X)
bgmm._initialize_parameters(X, np.random.RandomState(0))
tied_covariance = bgmm.covariances_ * bgmm.degrees_of_freedom_
assert_almost_equal(tied_covariance, np.mean(full_covariances, 0))
# Check diag_covariance = diag(full_covariances)
bgmm = BayesianGaussianMixture(
weight_concentration_prior_type=prior_type,
n_components=2 * n_components,
covariance_type="diag",
max_iter=1,
random_state=0,
tol=1e-7,
)
bgmm._check_parameters(X)
bgmm._initialize_parameters(X, np.random.RandomState(0))
diag_covariances = bgmm.covariances_ * bgmm.degrees_of_freedom_[:, np.newaxis]
assert_almost_equal(
diag_covariances, np.array([np.diag(cov) for cov in full_covariances])
)
# Check spherical_covariance = np.mean(diag_covariances, 0)
bgmm = BayesianGaussianMixture(
weight_concentration_prior_type=prior_type,
n_components=2 * n_components,
covariance_type="spherical",
max_iter=1,
random_state=0,
tol=1e-7,
)
bgmm._check_parameters(X)
bgmm._initialize_parameters(X, np.random.RandomState(0))
spherical_covariances = bgmm.covariances_ * bgmm.degrees_of_freedom_
assert_almost_equal(spherical_covariances, np.mean(diag_covariances, 1))
@ignore_warnings(category=ConvergenceWarning)
def test_check_covariance_precision():
# We check that the dot product of the covariance and the precision
# matrices is identity.
rng = np.random.RandomState(0)
rand_data = RandomData(rng, scale=7)
n_components, n_features = 2 * rand_data.n_components, 2
# Computation of the full_covariance
bgmm = BayesianGaussianMixture(
n_components=n_components, max_iter=100, random_state=rng, tol=1e-3, reg_covar=0
)
for covar_type in COVARIANCE_TYPE:
bgmm.covariance_type = covar_type
bgmm.fit(rand_data.X[covar_type])
if covar_type == "full":
for covar, precision in zip(bgmm.covariances_, bgmm.precisions_):
assert_almost_equal(np.dot(covar, precision), np.eye(n_features))
elif covar_type == "tied":
assert_almost_equal(
np.dot(bgmm.covariances_, bgmm.precisions_), np.eye(n_features)
)
elif covar_type == "diag":
assert_almost_equal(
bgmm.covariances_ * bgmm.precisions_,
np.ones((n_components, n_features)),
)
else:
assert_almost_equal(
bgmm.covariances_ * bgmm.precisions_, np.ones(n_components)
)
@ignore_warnings(category=ConvergenceWarning)
def test_invariant_translation():
# We check here that adding a constant in the data change correctly the
# parameters of the mixture
rng = np.random.RandomState(0)
rand_data = RandomData(rng, scale=100)
n_components = 2 * rand_data.n_components
for prior_type in PRIOR_TYPE:
for covar_type in COVARIANCE_TYPE:
X = rand_data.X[covar_type]
bgmm1 = BayesianGaussianMixture(
weight_concentration_prior_type=prior_type,
n_components=n_components,
max_iter=100,
random_state=0,
tol=1e-3,
reg_covar=0,
).fit(X)
bgmm2 = BayesianGaussianMixture(
weight_concentration_prior_type=prior_type,
n_components=n_components,
max_iter=100,
random_state=0,
tol=1e-3,
reg_covar=0,
).fit(X + 100)
assert_almost_equal(bgmm1.means_, bgmm2.means_ - 100)
assert_almost_equal(bgmm1.weights_, bgmm2.weights_)
assert_almost_equal(bgmm1.covariances_, bgmm2.covariances_)
@pytest.mark.filterwarnings("ignore:.*did not converge.*")
@pytest.mark.parametrize(
"seed, max_iter, tol",
[
(0, 2, 1e-7), # strict non-convergence
(1, 2, 1e-1), # loose non-convergence
(3, 300, 1e-7), # strict convergence
(4, 300, 1e-1), # loose convergence
],
)
def test_bayesian_mixture_fit_predict(seed, max_iter, tol):
rng = np.random.RandomState(seed)
rand_data = RandomData(rng, n_samples=50, scale=7)
n_components = 2 * rand_data.n_components
for covar_type in COVARIANCE_TYPE:
bgmm1 = BayesianGaussianMixture(
n_components=n_components,
max_iter=max_iter,
random_state=rng,
tol=tol,
reg_covar=0,
)
bgmm1.covariance_type = covar_type
bgmm2 = copy.deepcopy(bgmm1)
X = rand_data.X[covar_type]
Y_pred1 = bgmm1.fit(X).predict(X)
Y_pred2 = bgmm2.fit_predict(X)
assert_array_equal(Y_pred1, Y_pred2)
def test_bayesian_mixture_fit_predict_n_init():
# Check that fit_predict is equivalent to fit.predict, when n_init > 1
X = np.random.RandomState(0).randn(50, 5)
gm = BayesianGaussianMixture(n_components=5, n_init=10, random_state=0)
y_pred1 = gm.fit_predict(X)
y_pred2 = gm.predict(X)
assert_array_equal(y_pred1, y_pred2)
def test_bayesian_mixture_predict_predict_proba():
# this is the same test as test_gaussian_mixture_predict_predict_proba()
rng = np.random.RandomState(0)
rand_data = RandomData(rng)
for prior_type in PRIOR_TYPE:
for covar_type in COVARIANCE_TYPE:
X = rand_data.X[covar_type]
Y = rand_data.Y
bgmm = BayesianGaussianMixture(
n_components=rand_data.n_components,
random_state=rng,
weight_concentration_prior_type=prior_type,
covariance_type=covar_type,
)
# Check a warning message arrive if we don't do fit
msg = (
"This BayesianGaussianMixture instance is not fitted yet. "
"Call 'fit' with appropriate arguments before using this "
"estimator."
)
with pytest.raises(NotFittedError, match=msg):
bgmm.predict(X)
bgmm.fit(X)
Y_pred = bgmm.predict(X)
Y_pred_proba = bgmm.predict_proba(X).argmax(axis=1)
assert_array_equal(Y_pred, Y_pred_proba)
assert adjusted_rand_score(Y, Y_pred) >= 0.95