Inzynierka/Lib/site-packages/sklearn/decomposition/tests/test_fastica.py

"""
Test the fastica algorithm.
"""
import itertools
import pytest
import warnings
import os

import numpy as np
from scipy import stats

from sklearn.utils._testing import assert_array_equal
from sklearn.utils._testing import assert_allclose

from sklearn.decomposition import FastICA, fastica, PCA
from sklearn.decomposition._fastica import _gs_decorrelation
from sklearn.exceptions import ConvergenceWarning


def center_and_norm(x, axis=-1):
    """Centers and norms x **in place**

    Parameters
    -----------
    x: ndarray
        Array with an axis of observations (statistical units) measured on
        random variables.
    axis: int, optional
        Axis along which the mean and variance are calculated.
    """
    x = np.rollaxis(x, axis)
    x -= x.mean(axis=0)
    x /= x.std(axis=0)


def test_gs():
    # Test gram schmidt orthonormalization
    # generate a random orthogonal  matrix
    rng = np.random.RandomState(0)
    W, _, _ = np.linalg.svd(rng.randn(10, 10))
    w = rng.randn(10)
    _gs_decorrelation(w, W, 10)
    assert (w**2).sum() < 1.0e-10
    w = rng.randn(10)
    u = _gs_decorrelation(w, W, 5)
    tmp = np.dot(u, W.T)
    assert (tmp[:5] ** 2).sum() < 1.0e-10


def test_fastica_attributes_dtypes(global_dtype):
    rng = np.random.RandomState(0)
    X = rng.random_sample((100, 10)).astype(global_dtype, copy=False)
    fica = FastICA(
        n_components=5, max_iter=1000, whiten="unit-variance", random_state=0
    ).fit(X)
    assert fica.components_.dtype == global_dtype
    assert fica.mixing_.dtype == global_dtype
    assert fica.mean_.dtype == global_dtype
    assert fica.whitening_.dtype == global_dtype


def test_fastica_return_dtypes(global_dtype):
    rng = np.random.RandomState(0)
    X = rng.random_sample((100, 10)).astype(global_dtype, copy=False)
    k_, mixing_, s_ = fastica(
        X, max_iter=1000, whiten="unit-variance", random_state=rng
    )
    assert k_.dtype == global_dtype
    assert mixing_.dtype == global_dtype
    assert s_.dtype == global_dtype


# FIXME remove filter in 1.3
@pytest.mark.filterwarnings(
    "ignore:Starting in v1.3, whiten='unit-variance' will be used by default."
)
@pytest.mark.parametrize("add_noise", [True, False])
def test_fastica_simple(add_noise, global_random_seed, global_dtype):
    if (
        global_random_seed == 20
        and global_dtype == np.float32
        and not add_noise
        and os.getenv("DISTRIB") == "ubuntu"
    ):
        pytest.xfail(
            "FastICA instability with Ubuntu Atlas build with float32 "
            "global_dtype. For more details, see "
            "https://github.com/scikit-learn/scikit-learn/issues/24131#issuecomment-1208091119"  # noqa
        )

    # Test the FastICA algorithm on very simple data.
    rng = np.random.RandomState(global_random_seed)
    n_samples = 1000
    # Generate two sources:
    s1 = (2 * np.sin(np.linspace(0, 100, n_samples)) > 0) - 1
    s2 = stats.t.rvs(1, size=n_samples, random_state=global_random_seed)
    s = np.c_[s1, s2].T
    center_and_norm(s)
    s = s.astype(global_dtype)
    s1, s2 = s

    # Mixing angle
    phi = 0.6
    mixing = np.array([[np.cos(phi), np.sin(phi)], [np.sin(phi), -np.cos(phi)]])
    mixing = mixing.astype(global_dtype)
    m = np.dot(mixing, s)

    if add_noise:
        m += 0.1 * rng.randn(2, 1000)

    center_and_norm(m)

    # function as fun arg
    def g_test(x):
        return x**3, (3 * x**2).mean(axis=-1)

    algos = ["parallel", "deflation"]
    nls = ["logcosh", "exp", "cube", g_test]
    whitening = ["arbitrary-variance", "unit-variance", False]
    for algo, nl, whiten in itertools.product(algos, nls, whitening):
        if whiten:
            k_, mixing_, s_ = fastica(
                m.T, fun=nl, whiten=whiten, algorithm=algo, random_state=rng
            )
            with pytest.raises(ValueError):
                fastica(m.T, fun=np.tanh, whiten=whiten, algorithm=algo)
        else:
            pca = PCA(n_components=2, whiten=True, random_state=rng)
            X = pca.fit_transform(m.T)
            k_, mixing_, s_ = fastica(
                X, fun=nl, algorithm=algo, whiten=False, random_state=rng
            )
            with pytest.raises(ValueError):
                fastica(X, fun=np.tanh, algorithm=algo)
        s_ = s_.T
        # Check that the mixing model described in the docstring holds:
        if whiten:
            # XXX: exact reconstruction to standard relative tolerance is not
            # possible. This is probably expected when add_noise is True but we
            # also need a non-trivial atol in float32 when add_noise is False.
            #
            # Note that the 2 sources are non-Gaussian in this test.
            atol = 1e-5 if global_dtype == np.float32 else 0
            assert_allclose(np.dot(np.dot(mixing_, k_), m), s_, atol=atol)

        center_and_norm(s_)
        s1_, s2_ = s_
        # Check to see if the sources have been estimated
        # in the wrong order
        if abs(np.dot(s1_, s2)) > abs(np.dot(s1_, s1)):
            s2_, s1_ = s_
        s1_ *= np.sign(np.dot(s1_, s1))
        s2_ *= np.sign(np.dot(s2_, s2))

        # Check that we have estimated the original sources
        if not add_noise:
            assert_allclose(np.dot(s1_, s1) / n_samples, 1, atol=1e-2)
            assert_allclose(np.dot(s2_, s2) / n_samples, 1, atol=1e-2)
        else:
            assert_allclose(np.dot(s1_, s1) / n_samples, 1, atol=1e-1)
            assert_allclose(np.dot(s2_, s2) / n_samples, 1, atol=1e-1)

    # Test FastICA class
    _, _, sources_fun = fastica(
        m.T, fun=nl, algorithm=algo, random_state=global_random_seed
    )
    ica = FastICA(fun=nl, algorithm=algo, random_state=global_random_seed)
    sources = ica.fit_transform(m.T)
    assert ica.components_.shape == (2, 2)
    assert sources.shape == (1000, 2)

    assert_allclose(sources_fun, sources)
    # the debian 32 bit build with global dtype float32 needs an atol to pass
    atol = 1e-7 if global_dtype == np.float32 else 0
    assert_allclose(sources, ica.transform(m.T), atol=atol)

    assert ica.mixing_.shape == (2, 2)

    ica = FastICA(fun=np.tanh, algorithm=algo)
    with pytest.raises(ValueError):
        ica.fit(m.T)


def test_fastica_nowhiten():
    m = [[0, 1], [1, 0]]

    # test for issue #697
    ica = FastICA(n_components=1, whiten=False, random_state=0)
    warn_msg = "Ignoring n_components with whiten=False."
    with pytest.warns(UserWarning, match=warn_msg):
        ica.fit(m)
    assert hasattr(ica, "mixing_")


def test_fastica_convergence_fail():
    # Test the FastICA algorithm on very simple data
    # (see test_non_square_fastica).
    # Ensure a ConvergenceWarning raised if the tolerance is sufficiently low.
    rng = np.random.RandomState(0)

    n_samples = 1000
    # Generate two sources:
    t = np.linspace(0, 100, n_samples)
    s1 = np.sin(t)
    s2 = np.ceil(np.sin(np.pi * t))
    s = np.c_[s1, s2].T
    center_and_norm(s)

    # Mixing matrix
    mixing = rng.randn(6, 2)
    m = np.dot(mixing, s)

    # Do fastICA with tolerance 0. to ensure failing convergence
    warn_msg = (
        "FastICA did not converge. Consider increasing tolerance "
        "or the maximum number of iterations."
    )
    with pytest.warns(ConvergenceWarning, match=warn_msg):
        ica = FastICA(
            algorithm="parallel", n_components=2, random_state=rng, max_iter=2, tol=0.0
        )
        ica.fit(m.T)


@pytest.mark.parametrize("add_noise", [True, False])
def test_non_square_fastica(add_noise):
    # Test the FastICA algorithm on very simple data.
    rng = np.random.RandomState(0)

    n_samples = 1000
    # Generate two sources:
    t = np.linspace(0, 100, n_samples)
    s1 = np.sin(t)
    s2 = np.ceil(np.sin(np.pi * t))
    s = np.c_[s1, s2].T
    center_and_norm(s)
    s1, s2 = s

    # Mixing matrix
    mixing = rng.randn(6, 2)
    m = np.dot(mixing, s)

    if add_noise:
        m += 0.1 * rng.randn(6, n_samples)

    center_and_norm(m)

    k_, mixing_, s_ = fastica(
        m.T, n_components=2, whiten="unit-variance", random_state=rng
    )
    s_ = s_.T

    # Check that the mixing model described in the docstring holds:
    assert_allclose(s_, np.dot(np.dot(mixing_, k_), m))

    center_and_norm(s_)
    s1_, s2_ = s_
    # Check to see if the sources have been estimated
    # in the wrong order
    if abs(np.dot(s1_, s2)) > abs(np.dot(s1_, s1)):
        s2_, s1_ = s_
    s1_ *= np.sign(np.dot(s1_, s1))
    s2_ *= np.sign(np.dot(s2_, s2))

    # Check that we have estimated the original sources
    if not add_noise:
        assert_allclose(np.dot(s1_, s1) / n_samples, 1, atol=1e-3)
        assert_allclose(np.dot(s2_, s2) / n_samples, 1, atol=1e-3)


def test_fit_transform(global_random_seed, global_dtype):
    """Test unit variance of transformed data using FastICA algorithm.

    Check that `fit_transform` gives the same result as applying
    `fit` and then `transform`.

    Bug #13056
    """
    # multivariate uniform data in [0, 1]
    rng = np.random.RandomState(global_random_seed)
    X = rng.random_sample((100, 10)).astype(global_dtype)
    max_iter = 300
    for whiten, n_components in [["unit-variance", 5], [False, None]]:
        n_components_ = n_components if n_components is not None else X.shape[1]

        ica = FastICA(
            n_components=n_components, max_iter=max_iter, whiten=whiten, random_state=0
        )
        with warnings.catch_warnings():
            # make sure that numerical errors do not cause sqrt of negative
            # values
            warnings.simplefilter("error", RuntimeWarning)
            # XXX: for some seeds, the model does not converge.
            # However this is not what we test here.
            warnings.simplefilter("ignore", ConvergenceWarning)
            Xt = ica.fit_transform(X)
        assert ica.components_.shape == (n_components_, 10)
        assert Xt.shape == (X.shape[0], n_components_)

        ica2 = FastICA(
            n_components=n_components, max_iter=max_iter, whiten=whiten, random_state=0
        )
        with warnings.catch_warnings():
            # make sure that numerical errors do not cause sqrt of negative
            # values
            warnings.simplefilter("error", RuntimeWarning)
            warnings.simplefilter("ignore", ConvergenceWarning)
            ica2.fit(X)
        assert ica2.components_.shape == (n_components_, 10)
        Xt2 = ica2.transform(X)

        # XXX: we have to set atol for this test to pass for all seeds when
        # fitting with float32 data. Is this revealing a bug?
        if global_dtype:
            atol = np.abs(Xt2).mean() / 1e6
        else:
            atol = 0.0  # the default rtol is enough for float64 data
        assert_allclose(Xt, Xt2, atol=atol)


@pytest.mark.filterwarnings("ignore:Ignoring n_components with whiten=False.")
@pytest.mark.parametrize(
    "whiten, n_components, expected_mixing_shape",
    [
        ("arbitrary-variance", 5, (10, 5)),
        ("arbitrary-variance", 10, (10, 10)),
        ("unit-variance", 5, (10, 5)),
        ("unit-variance", 10, (10, 10)),
        (False, 5, (10, 10)),
        (False, 10, (10, 10)),
    ],
)
def test_inverse_transform(
    whiten, n_components, expected_mixing_shape, global_random_seed, global_dtype
):
    # Test FastICA.inverse_transform
    n_samples = 100
    rng = np.random.RandomState(global_random_seed)
    X = rng.random_sample((n_samples, 10)).astype(global_dtype)

    ica = FastICA(n_components=n_components, random_state=rng, whiten=whiten)
    with warnings.catch_warnings():
        # For some dataset (depending on the value of global_dtype) the model
        # can fail to converge but this should not impact the definition of
        # a valid inverse transform.
        warnings.simplefilter("ignore", ConvergenceWarning)
        Xt = ica.fit_transform(X)
    assert ica.mixing_.shape == expected_mixing_shape
    X2 = ica.inverse_transform(Xt)
    assert X.shape == X2.shape

    # reversibility test in non-reduction case
    if n_components == X.shape[1]:
        # XXX: we have to set atol for this test to pass for all seeds when
        # fitting with float32 data. Is this revealing a bug?
        if global_dtype:
            # XXX: dividing by a smaller number makes
            # tests fail for some seeds.
            atol = np.abs(X2).mean() / 1e5
        else:
            atol = 0.0  # the default rtol is enough for float64 data
        assert_allclose(X, X2, atol=atol)


# FIXME remove filter in 1.3
@pytest.mark.filterwarnings(
    "ignore:Starting in v1.3, whiten='unit-variance' will be used by default."
)
def test_fastica_errors():
    n_features = 3
    n_samples = 10
    rng = np.random.RandomState(0)
    X = rng.random_sample((n_samples, n_features))
    w_init = rng.randn(n_features + 1, n_features + 1)
    with pytest.raises(ValueError, match=r"alpha must be in \[1,2\]"):
        fastica(X, fun_args={"alpha": 0})
    with pytest.raises(
        ValueError, match="w_init has invalid shape.+" r"should be \(3L?, 3L?\)"
    ):
        fastica(X, w_init=w_init)


def test_fastica_whiten_unit_variance():
    """Test unit variance of transformed data using FastICA algorithm.

    Bug #13056
    """
    rng = np.random.RandomState(0)
    X = rng.random_sample((100, 10))
    n_components = X.shape[1]
    ica = FastICA(n_components=n_components, whiten="unit-variance", random_state=0)
    Xt = ica.fit_transform(X)

    assert np.var(Xt) == pytest.approx(1.0)


@pytest.mark.parametrize("ica", [FastICA(), FastICA(whiten=True)])
def test_fastica_whiten_default_value_deprecation(ica):
    """Test FastICA whiten default value deprecation.

    Regression test for #19490
    """
    rng = np.random.RandomState(0)
    X = rng.random_sample((100, 10))
    with pytest.warns(FutureWarning, match=r"Starting in v1.3, whiten="):
        ica.fit(X)
        assert ica._whiten == "arbitrary-variance"


def test_fastica_whiten_backwards_compatibility():
    """Test previous behavior for FastICA whitening (whiten=True)

    Regression test for #19490
    """
    rng = np.random.RandomState(0)
    X = rng.random_sample((100, 10))
    n_components = X.shape[1]

    default_ica = FastICA(n_components=n_components, random_state=0)
    with pytest.warns(FutureWarning):
        Xt_on_default = default_ica.fit_transform(X)

    ica = FastICA(n_components=n_components, whiten=True, random_state=0)
    with pytest.warns(FutureWarning):
        Xt = ica.fit_transform(X)

    # No warning must be raised in this case.
    av_ica = FastICA(
        n_components=n_components,
        whiten="arbitrary-variance",
        random_state=0,
        whiten_solver="svd",
    )
    with warnings.catch_warnings():
        warnings.simplefilter("error", FutureWarning)
        Xt_av = av_ica.fit_transform(X)

    # The whitening strategy must be "arbitrary-variance" in all the cases.
    assert default_ica._whiten == "arbitrary-variance"
    assert ica._whiten == "arbitrary-variance"
    assert av_ica._whiten == "arbitrary-variance"

    assert_array_equal(Xt, Xt_on_default)
    assert_array_equal(Xt, Xt_av)

    assert np.var(Xt) == pytest.approx(1.0 / 100)


@pytest.mark.parametrize("whiten", ["arbitrary-variance", "unit-variance", False])
@pytest.mark.parametrize("return_X_mean", [True, False])
@pytest.mark.parametrize("return_n_iter", [True, False])
def test_fastica_output_shape(whiten, return_X_mean, return_n_iter):
    n_features = 3
    n_samples = 10
    rng = np.random.RandomState(0)
    X = rng.random_sample((n_samples, n_features))

    expected_len = 3 + return_X_mean + return_n_iter

    out = fastica(
        X, whiten=whiten, return_n_iter=return_n_iter, return_X_mean=return_X_mean
    )

    assert len(out) == expected_len
    if not whiten:
        assert out[0] is None


@pytest.mark.parametrize("add_noise", [True, False])
def test_fastica_simple_different_solvers(add_noise, global_random_seed):
    """Test FastICA is consistent between whiten_solvers."""
    rng = np.random.RandomState(global_random_seed)
    n_samples = 1000
    # Generate two sources:
    s1 = (2 * np.sin(np.linspace(0, 100, n_samples)) > 0) - 1
    s2 = stats.t.rvs(1, size=n_samples, random_state=rng)
    s = np.c_[s1, s2].T
    center_and_norm(s)
    s1, s2 = s

    # Mixing angle
    phi = rng.rand() * 2 * np.pi
    mixing = np.array([[np.cos(phi), np.sin(phi)], [np.sin(phi), -np.cos(phi)]])
    m = np.dot(mixing, s)

    if add_noise:
        m += 0.1 * rng.randn(2, 1000)

    center_and_norm(m)

    outs = {}
    for solver in ("svd", "eigh"):
        ica = FastICA(random_state=0, whiten="unit-variance", whiten_solver=solver)
        sources = ica.fit_transform(m.T)
        outs[solver] = sources
        assert ica.components_.shape == (2, 2)
        assert sources.shape == (1000, 2)

    # compared numbers are not all on the same magnitude. Using a small atol to
    # make the test less brittle
    assert_allclose(outs["eigh"], outs["svd"], atol=1e-12)


def test_fastica_eigh_low_rank_warning(global_random_seed):
    """Test FastICA eigh solver raises warning for low-rank data."""
    rng = np.random.RandomState(global_random_seed)
    A = rng.randn(10, 2)
    X = A @ A.T
    ica = FastICA(random_state=0, whiten="unit-variance", whiten_solver="eigh")
    msg = "There are some small singular values"
    with pytest.warns(UserWarning, match=msg):
        ica.fit(X)