Inzynierka/Lib/site-packages/sklearn/manifold/tests/test_spectral_embedding.py
2023-06-02 12:51:02 +02:00

494 lines
17 KiB
Python

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