# Author: Christian Osendorfer # Alexandre Gramfort # License: BSD3 from itertools import combinations import numpy as np import pytest from sklearn.utils._testing import assert_almost_equal from sklearn.utils._testing import assert_array_almost_equal from sklearn.exceptions import ConvergenceWarning from sklearn.decomposition import FactorAnalysis from sklearn.utils._testing import ignore_warnings from sklearn.decomposition._factor_analysis import _ortho_rotation # Ignore warnings from switching to more power iterations in randomized_svd @ignore_warnings def test_factor_analysis(): # Test FactorAnalysis ability to recover the data covariance structure rng = np.random.RandomState(0) n_samples, n_features, n_components = 20, 5, 3 # Some random settings for the generative model W = rng.randn(n_components, n_features) # latent variable of dim 3, 20 of it h = rng.randn(n_samples, n_components) # using gamma to model different noise variance # per component noise = rng.gamma(1, size=n_features) * rng.randn(n_samples, n_features) # generate observations # wlog, mean is 0 X = np.dot(h, W) + noise fas = [] for method in ["randomized", "lapack"]: fa = FactorAnalysis(n_components=n_components, svd_method=method) fa.fit(X) fas.append(fa) X_t = fa.transform(X) assert X_t.shape == (n_samples, n_components) assert_almost_equal(fa.loglike_[-1], fa.score_samples(X).sum()) assert_almost_equal(fa.score_samples(X).mean(), fa.score(X)) diff = np.all(np.diff(fa.loglike_)) assert diff > 0.0, "Log likelihood dif not increase" # Sample Covariance scov = np.cov(X, rowvar=0.0, bias=1.0) # Model Covariance mcov = fa.get_covariance() diff = np.sum(np.abs(scov - mcov)) / W.size assert diff < 0.1, "Mean absolute difference is %f" % diff fa = FactorAnalysis( n_components=n_components, noise_variance_init=np.ones(n_features) ) with pytest.raises(ValueError): fa.fit(X[:, :2]) def f(x, y): return np.abs(getattr(x, y)) # sign will not be equal fa1, fa2 = fas for attr in ["loglike_", "components_", "noise_variance_"]: assert_almost_equal(f(fa1, attr), f(fa2, attr)) fa1.max_iter = 1 fa1.verbose = True with pytest.warns(ConvergenceWarning): fa1.fit(X) # Test get_covariance and get_precision with n_components == n_features # with n_components < n_features and with n_components == 0 for n_components in [0, 2, X.shape[1]]: fa.n_components = n_components fa.fit(X) cov = fa.get_covariance() precision = fa.get_precision() assert_array_almost_equal(np.dot(cov, precision), np.eye(X.shape[1]), 12) # test rotation n_components = 2 results, projections = {}, {} for method in (None, "varimax", "quartimax"): fa_var = FactorAnalysis(n_components=n_components, rotation=method) results[method] = fa_var.fit_transform(X) projections[method] = fa_var.get_covariance() for rot1, rot2 in combinations([None, "varimax", "quartimax"], 2): assert not np.allclose(results[rot1], results[rot2]) assert np.allclose(projections[rot1], projections[rot2], atol=3) # test against R's psych::principal with rotate="varimax" # (i.e., the values below stem from rotating the components in R) # R's factor analysis returns quite different values; therefore, we only # test the rotation itself factors = np.array( [ [0.89421016, -0.35854928, -0.27770122, 0.03773647], [-0.45081822, -0.89132754, 0.0932195, -0.01787973], [0.99500666, -0.02031465, 0.05426497, -0.11539407], [0.96822861, -0.06299656, 0.24411001, 0.07540887], ] ) r_solution = np.array( [[0.962, 0.052], [-0.141, 0.989], [0.949, -0.300], [0.937, -0.251]] ) rotated = _ortho_rotation(factors[:, :n_components], method="varimax").T assert_array_almost_equal(np.abs(rotated), np.abs(r_solution), decimal=3)