Inzynierka/Lib/site-packages/sklearn/manifold/tests/test_spectral_embedding.py

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2023-06-02 12:51:02 +02:00
from unittest.mock import Mock
import pytest
import numpy as np
from scipy import sparse
from scipy.sparse import csgraph
from scipy.linalg import eigh
from scipy.sparse.linalg import eigsh
from sklearn.manifold import SpectralEmbedding, _spectral_embedding
from sklearn.manifold._spectral_embedding import _graph_is_connected
from sklearn.manifold._spectral_embedding import _graph_connected_component
from sklearn.manifold import spectral_embedding
from sklearn.metrics.pairwise import rbf_kernel
from sklearn.metrics import normalized_mutual_info_score, pairwise_distances
from sklearn.neighbors import NearestNeighbors
from sklearn.cluster import KMeans
from sklearn.datasets import make_blobs
from sklearn.utils.extmath import _deterministic_vector_sign_flip
from sklearn.utils._testing import assert_array_almost_equal
from sklearn.utils._testing import assert_array_equal
from sklearn.utils.fixes import lobpcg
try:
from pyamg import smoothed_aggregation_solver # noqa
pyamg_available = True
except ImportError:
pyamg_available = False
skip_if_no_pyamg = pytest.mark.skipif(
not pyamg_available, reason="PyAMG is required for the tests in this function."
)
# non centered, sparse centers to check the
centers = np.array(
[
[0.0, 5.0, 0.0, 0.0, 0.0],
[0.0, 0.0, 4.0, 0.0, 0.0],
[1.0, 0.0, 0.0, 5.0, 1.0],
]
)
n_samples = 1000
n_clusters, n_features = centers.shape
S, true_labels = make_blobs(
n_samples=n_samples, centers=centers, cluster_std=1.0, random_state=42
)
def _assert_equal_with_sign_flipping(A, B, tol=0.0):
"""Check array A and B are equal with possible sign flipping on
each columns"""
tol_squared = tol**2
for A_col, B_col in zip(A.T, B.T):
assert (
np.max((A_col - B_col) ** 2) <= tol_squared
or np.max((A_col + B_col) ** 2) <= tol_squared
)
def test_sparse_graph_connected_component():
rng = np.random.RandomState(42)
n_samples = 300
boundaries = [0, 42, 121, 200, n_samples]
p = rng.permutation(n_samples)
connections = []
for start, stop in zip(boundaries[:-1], boundaries[1:]):
group = p[start:stop]
# Connect all elements within the group at least once via an
# arbitrary path that spans the group.
for i in range(len(group) - 1):
connections.append((group[i], group[i + 1]))
# Add some more random connections within the group
min_idx, max_idx = 0, len(group) - 1
n_random_connections = 1000
source = rng.randint(min_idx, max_idx, size=n_random_connections)
target = rng.randint(min_idx, max_idx, size=n_random_connections)
connections.extend(zip(group[source], group[target]))
# Build a symmetric affinity matrix
row_idx, column_idx = tuple(np.array(connections).T)
data = rng.uniform(0.1, 42, size=len(connections))
affinity = sparse.coo_matrix((data, (row_idx, column_idx)))
affinity = 0.5 * (affinity + affinity.T)
for start, stop in zip(boundaries[:-1], boundaries[1:]):
component_1 = _graph_connected_component(affinity, p[start])
component_size = stop - start
assert component_1.sum() == component_size
# We should retrieve the same component mask by starting by both ends
# of the group
component_2 = _graph_connected_component(affinity, p[stop - 1])
assert component_2.sum() == component_size
assert_array_equal(component_1, component_2)
# TODO: investigate why this test is seed-sensitive on 32-bit Python
# runtimes. Is this revealing a numerical stability problem ? Or is it
# expected from the test numerical design ? In the latter case the test
# should be made less seed-sensitive instead.
@pytest.mark.parametrize(
"eigen_solver",
[
"arpack",
"lobpcg",
pytest.param("amg", marks=skip_if_no_pyamg),
],
)
@pytest.mark.parametrize("dtype", [np.float32, np.float64])
def test_spectral_embedding_two_components(eigen_solver, dtype, seed=0):
# Test spectral embedding with two components
random_state = np.random.RandomState(seed)
n_sample = 100
affinity = np.zeros(shape=[n_sample * 2, n_sample * 2])
# first component
affinity[0:n_sample, 0:n_sample] = (
np.abs(random_state.randn(n_sample, n_sample)) + 2
)
# second component
affinity[n_sample::, n_sample::] = (
np.abs(random_state.randn(n_sample, n_sample)) + 2
)
# Test of internal _graph_connected_component before connection
component = _graph_connected_component(affinity, 0)
assert component[:n_sample].all()
assert not component[n_sample:].any()
component = _graph_connected_component(affinity, -1)
assert not component[:n_sample].any()
assert component[n_sample:].all()
# connection
affinity[0, n_sample + 1] = 1
affinity[n_sample + 1, 0] = 1
affinity.flat[:: 2 * n_sample + 1] = 0
affinity = 0.5 * (affinity + affinity.T)
true_label = np.zeros(shape=2 * n_sample)
true_label[0:n_sample] = 1
se_precomp = SpectralEmbedding(
n_components=1,
affinity="precomputed",
random_state=np.random.RandomState(seed),
eigen_solver=eigen_solver,
)
embedded_coordinate = se_precomp.fit_transform(affinity.astype(dtype))
# thresholding on the first components using 0.
label_ = np.array(embedded_coordinate.ravel() < 0, dtype=np.int64)
assert normalized_mutual_info_score(true_label, label_) == pytest.approx(1.0)
@pytest.mark.parametrize("X", [S, sparse.csr_matrix(S)], ids=["dense", "sparse"])
@pytest.mark.parametrize(
"eigen_solver",
[
"arpack",
"lobpcg",
pytest.param("amg", marks=skip_if_no_pyamg),
],
)
@pytest.mark.parametrize("dtype", (np.float32, np.float64))
def test_spectral_embedding_precomputed_affinity(X, eigen_solver, dtype, seed=36):
# Test spectral embedding with precomputed kernel
gamma = 1.0
se_precomp = SpectralEmbedding(
n_components=2,
affinity="precomputed",
random_state=np.random.RandomState(seed),
eigen_solver=eigen_solver,
)
se_rbf = SpectralEmbedding(
n_components=2,
affinity="rbf",
gamma=gamma,
random_state=np.random.RandomState(seed),
eigen_solver=eigen_solver,
)
embed_precomp = se_precomp.fit_transform(rbf_kernel(X.astype(dtype), gamma=gamma))
embed_rbf = se_rbf.fit_transform(X.astype(dtype))
assert_array_almost_equal(se_precomp.affinity_matrix_, se_rbf.affinity_matrix_)
_assert_equal_with_sign_flipping(embed_precomp, embed_rbf, 0.05)
def test_precomputed_nearest_neighbors_filtering():
# Test precomputed graph filtering when containing too many neighbors
n_neighbors = 2
results = []
for additional_neighbors in [0, 10]:
nn = NearestNeighbors(n_neighbors=n_neighbors + additional_neighbors).fit(S)
graph = nn.kneighbors_graph(S, mode="connectivity")
embedding = (
SpectralEmbedding(
random_state=0,
n_components=2,
affinity="precomputed_nearest_neighbors",
n_neighbors=n_neighbors,
)
.fit(graph)
.embedding_
)
results.append(embedding)
assert_array_equal(results[0], results[1])
@pytest.mark.parametrize("X", [S, sparse.csr_matrix(S)], ids=["dense", "sparse"])
def test_spectral_embedding_callable_affinity(X, seed=36):
# Test spectral embedding with callable affinity
gamma = 0.9
kern = rbf_kernel(S, gamma=gamma)
se_callable = SpectralEmbedding(
n_components=2,
affinity=(lambda x: rbf_kernel(x, gamma=gamma)),
gamma=gamma,
random_state=np.random.RandomState(seed),
)
se_rbf = SpectralEmbedding(
n_components=2,
affinity="rbf",
gamma=gamma,
random_state=np.random.RandomState(seed),
)
embed_rbf = se_rbf.fit_transform(X)
embed_callable = se_callable.fit_transform(X)
assert_array_almost_equal(se_callable.affinity_matrix_, se_rbf.affinity_matrix_)
assert_array_almost_equal(kern, se_rbf.affinity_matrix_)
_assert_equal_with_sign_flipping(embed_rbf, embed_callable, 0.05)
# TODO: Remove when pyamg does replaces sp.rand call with np.random.rand
# https://github.com/scikit-learn/scikit-learn/issues/15913
@pytest.mark.filterwarnings(
"ignore:scipy.rand is deprecated:DeprecationWarning:pyamg.*"
)
# TODO: Remove when pyamg removes the use of np.float
@pytest.mark.filterwarnings(
"ignore:`np.float` is a deprecated alias:DeprecationWarning:pyamg.*"
)
# TODO: Remove when pyamg removes the use of pinv2
@pytest.mark.filterwarnings(
"ignore:scipy.linalg.pinv2 is deprecated:DeprecationWarning:pyamg.*"
)
@pytest.mark.skipif(
not pyamg_available, reason="PyAMG is required for the tests in this function."
)
@pytest.mark.parametrize("dtype", (np.float32, np.float64))
def test_spectral_embedding_amg_solver(dtype, seed=36):
se_amg = SpectralEmbedding(
n_components=2,
affinity="nearest_neighbors",
eigen_solver="amg",
n_neighbors=5,
random_state=np.random.RandomState(seed),
)
se_arpack = SpectralEmbedding(
n_components=2,
affinity="nearest_neighbors",
eigen_solver="arpack",
n_neighbors=5,
random_state=np.random.RandomState(seed),
)
embed_amg = se_amg.fit_transform(S.astype(dtype))
embed_arpack = se_arpack.fit_transform(S.astype(dtype))
_assert_equal_with_sign_flipping(embed_amg, embed_arpack, 1e-5)
# same with special case in which amg is not actually used
# regression test for #10715
# affinity between nodes
row = [0, 0, 1, 2, 3, 3, 4]
col = [1, 2, 2, 3, 4, 5, 5]
val = [100, 100, 100, 1, 100, 100, 100]
affinity = sparse.coo_matrix(
(val + val, (row + col, col + row)), shape=(6, 6)
).toarray()
se_amg.affinity = "precomputed"
se_arpack.affinity = "precomputed"
embed_amg = se_amg.fit_transform(affinity.astype(dtype))
embed_arpack = se_arpack.fit_transform(affinity.astype(dtype))
_assert_equal_with_sign_flipping(embed_amg, embed_arpack, 1e-5)
# TODO: Remove filterwarnings when pyamg does replaces sp.rand call with
# np.random.rand:
# https://github.com/scikit-learn/scikit-learn/issues/15913
@pytest.mark.filterwarnings(
"ignore:scipy.rand is deprecated:DeprecationWarning:pyamg.*"
)
# TODO: Remove when pyamg removes the use of np.float
@pytest.mark.filterwarnings(
"ignore:`np.float` is a deprecated alias:DeprecationWarning:pyamg.*"
)
# TODO: Remove when pyamg removes the use of pinv2
@pytest.mark.filterwarnings(
"ignore:scipy.linalg.pinv2 is deprecated:DeprecationWarning:pyamg.*"
)
@pytest.mark.skipif(
not pyamg_available, reason="PyAMG is required for the tests in this function."
)
@pytest.mark.parametrize("dtype", (np.float32, np.float64))
def test_spectral_embedding_amg_solver_failure(dtype, seed=36):
# Non-regression test for amg solver failure (issue #13393 on github)
num_nodes = 100
X = sparse.rand(num_nodes, num_nodes, density=0.1, random_state=seed)
X = X.astype(dtype)
upper = sparse.triu(X) - sparse.diags(X.diagonal())
sym_matrix = upper + upper.T
embedding = spectral_embedding(
sym_matrix, n_components=10, eigen_solver="amg", random_state=0
)
# Check that the learned embedding is stable w.r.t. random solver init:
for i in range(3):
new_embedding = spectral_embedding(
sym_matrix, n_components=10, eigen_solver="amg", random_state=i + 1
)
_assert_equal_with_sign_flipping(embedding, new_embedding, tol=0.05)
@pytest.mark.filterwarnings("ignore:the behavior of nmi will change in version 0.22")
def test_pipeline_spectral_clustering(seed=36):
# Test using pipeline to do spectral clustering
random_state = np.random.RandomState(seed)
se_rbf = SpectralEmbedding(
n_components=n_clusters, affinity="rbf", random_state=random_state
)
se_knn = SpectralEmbedding(
n_components=n_clusters,
affinity="nearest_neighbors",
n_neighbors=5,
random_state=random_state,
)
for se in [se_rbf, se_knn]:
km = KMeans(n_clusters=n_clusters, random_state=random_state, n_init="auto")
km.fit(se.fit_transform(S))
assert_array_almost_equal(
normalized_mutual_info_score(km.labels_, true_labels), 1.0, 2
)
def test_connectivity(seed=36):
# Test that graph connectivity test works as expected
graph = np.array(
[
[1, 0, 0, 0, 0],
[0, 1, 1, 0, 0],
[0, 1, 1, 1, 0],
[0, 0, 1, 1, 1],
[0, 0, 0, 1, 1],
]
)
assert not _graph_is_connected(graph)
assert not _graph_is_connected(sparse.csr_matrix(graph))
assert not _graph_is_connected(sparse.csc_matrix(graph))
graph = np.array(
[
[1, 1, 0, 0, 0],
[1, 1, 1, 0, 0],
[0, 1, 1, 1, 0],
[0, 0, 1, 1, 1],
[0, 0, 0, 1, 1],
]
)
assert _graph_is_connected(graph)
assert _graph_is_connected(sparse.csr_matrix(graph))
assert _graph_is_connected(sparse.csc_matrix(graph))
def test_spectral_embedding_deterministic():
# Test that Spectral Embedding is deterministic
random_state = np.random.RandomState(36)
data = random_state.randn(10, 30)
sims = rbf_kernel(data)
embedding_1 = spectral_embedding(sims)
embedding_2 = spectral_embedding(sims)
assert_array_almost_equal(embedding_1, embedding_2)
def test_spectral_embedding_unnormalized():
# Test that spectral_embedding is also processing unnormalized laplacian
# correctly
random_state = np.random.RandomState(36)
data = random_state.randn(10, 30)
sims = rbf_kernel(data)
n_components = 8
embedding_1 = spectral_embedding(
sims, norm_laplacian=False, n_components=n_components, drop_first=False
)
# Verify using manual computation with dense eigh
laplacian, dd = csgraph.laplacian(sims, normed=False, return_diag=True)
_, diffusion_map = eigh(laplacian)
embedding_2 = diffusion_map.T[:n_components]
embedding_2 = _deterministic_vector_sign_flip(embedding_2).T
assert_array_almost_equal(embedding_1, embedding_2)
def test_spectral_embedding_first_eigen_vector():
# Test that the first eigenvector of spectral_embedding
# is constant and that the second is not (for a connected graph)
random_state = np.random.RandomState(36)
data = random_state.randn(10, 30)
sims = rbf_kernel(data)
n_components = 2
for seed in range(10):
embedding = spectral_embedding(
sims,
norm_laplacian=False,
n_components=n_components,
drop_first=False,
random_state=seed,
)
assert np.std(embedding[:, 0]) == pytest.approx(0)
assert np.std(embedding[:, 1]) > 1e-3
@pytest.mark.parametrize(
"eigen_solver",
[
"arpack",
"lobpcg",
pytest.param("amg", marks=skip_if_no_pyamg),
],
)
@pytest.mark.parametrize("dtype", [np.float32, np.float64])
def test_spectral_embedding_preserves_dtype(eigen_solver, dtype):
"""Check that `SpectralEmbedding is preserving the dtype of the fitted
attribute and transformed data.
Ideally, this test should be covered by the common test
`check_transformer_preserve_dtypes`. However, this test only run
with transformers implementing `transform` while `SpectralEmbedding`
implements only `fit_transform`.
"""
X = S.astype(dtype)
se = SpectralEmbedding(
n_components=2, affinity="rbf", eigen_solver=eigen_solver, random_state=0
)
X_trans = se.fit_transform(X)
assert X_trans.dtype == dtype
assert se.embedding_.dtype == dtype
assert se.affinity_matrix_.dtype == dtype
@pytest.mark.skipif(
pyamg_available,
reason="PyAMG is installed and we should not test for an error.",
)
def test_error_pyamg_not_available():
se_precomp = SpectralEmbedding(
n_components=2,
affinity="rbf",
eigen_solver="amg",
)
err_msg = "The eigen_solver was set to 'amg', but pyamg is not available."
with pytest.raises(ValueError, match=err_msg):
se_precomp.fit_transform(S)
@pytest.mark.parametrize("solver", ["arpack", "amg", "lobpcg"])
def test_spectral_eigen_tol_auto(monkeypatch, solver):
"""Test that `eigen_tol="auto"` is resolved correctly"""
if solver == "amg" and not pyamg_available:
pytest.skip("PyAMG is not available.")
X, _ = make_blobs(
n_samples=200, random_state=0, centers=[[1, 1], [-1, -1]], cluster_std=0.01
)
D = pairwise_distances(X) # Distance matrix
S = np.max(D) - D # Similarity matrix
solver_func = eigsh if solver == "arpack" else lobpcg
default_value = 0 if solver == "arpack" else None
if solver == "amg":
S = sparse.csr_matrix(S)
mocked_solver = Mock(side_effect=solver_func)
monkeypatch.setattr(_spectral_embedding, solver_func.__qualname__, mocked_solver)
spectral_embedding(S, random_state=42, eigen_solver=solver, eigen_tol="auto")
mocked_solver.assert_called()
_, kwargs = mocked_solver.call_args
assert kwargs["tol"] == default_value