"""Test truncated SVD transformer.""" import numpy as np import scipy.sparse as sp import pytest from sklearn.decomposition import TruncatedSVD, PCA from sklearn.utils import check_random_state from sklearn.utils._testing import assert_array_less, assert_allclose SVD_SOLVERS = ["arpack", "randomized"] @pytest.fixture(scope="module") def X_sparse(): # Make an X that looks somewhat like a small tf-idf matrix. rng = check_random_state(42) X = sp.random(60, 55, density=0.2, format="csr", random_state=rng) X.data[:] = 1 + np.log(X.data) return X @pytest.mark.parametrize("solver", ["randomized"]) @pytest.mark.parametrize("kind", ("dense", "sparse")) def test_solvers(X_sparse, solver, kind): X = X_sparse if kind == "sparse" else X_sparse.toarray() svd_a = TruncatedSVD(30, algorithm="arpack") svd = TruncatedSVD(30, algorithm=solver, random_state=42, n_oversamples=100) Xa = svd_a.fit_transform(X)[:, :6] Xr = svd.fit_transform(X)[:, :6] assert_allclose(Xa, Xr, rtol=2e-3) comp_a = np.abs(svd_a.components_) comp = np.abs(svd.components_) # All elements are equal, but some elements are more equal than others. assert_allclose(comp_a[:9], comp[:9], rtol=1e-3) assert_allclose(comp_a[9:], comp[9:], atol=1e-2) @pytest.mark.parametrize("n_components", (10, 25, 41, 55)) def test_attributes(n_components, X_sparse): n_features = X_sparse.shape[1] tsvd = TruncatedSVD(n_components).fit(X_sparse) assert tsvd.n_components == n_components assert tsvd.components_.shape == (n_components, n_features) @pytest.mark.parametrize( "algorithm, n_components", [ ("arpack", 55), ("arpack", 56), ("randomized", 56), ], ) def test_too_many_components(X_sparse, algorithm, n_components): tsvd = TruncatedSVD(n_components=n_components, algorithm=algorithm) with pytest.raises(ValueError): tsvd.fit(X_sparse) @pytest.mark.parametrize("fmt", ("array", "csr", "csc", "coo", "lil")) def test_sparse_formats(fmt, X_sparse): n_samples = X_sparse.shape[0] Xfmt = X_sparse.toarray() if fmt == "dense" else getattr(X_sparse, "to" + fmt)() tsvd = TruncatedSVD(n_components=11) Xtrans = tsvd.fit_transform(Xfmt) assert Xtrans.shape == (n_samples, 11) Xtrans = tsvd.transform(Xfmt) assert Xtrans.shape == (n_samples, 11) @pytest.mark.parametrize("algo", SVD_SOLVERS) def test_inverse_transform(algo, X_sparse): # We need a lot of components for the reconstruction to be "almost # equal" in all positions. XXX Test means or sums instead? tsvd = TruncatedSVD(n_components=52, random_state=42, algorithm=algo) Xt = tsvd.fit_transform(X_sparse) Xinv = tsvd.inverse_transform(Xt) assert_allclose(Xinv, X_sparse.toarray(), rtol=1e-1, atol=2e-1) def test_integers(X_sparse): n_samples = X_sparse.shape[0] Xint = X_sparse.astype(np.int64) tsvd = TruncatedSVD(n_components=6) Xtrans = tsvd.fit_transform(Xint) assert Xtrans.shape == (n_samples, tsvd.n_components) @pytest.mark.parametrize("kind", ("dense", "sparse")) @pytest.mark.parametrize("n_components", [10, 20]) @pytest.mark.parametrize("solver", SVD_SOLVERS) def test_explained_variance(X_sparse, kind, n_components, solver): X = X_sparse if kind == "sparse" else X_sparse.toarray() svd = TruncatedSVD(n_components, algorithm=solver) X_tr = svd.fit_transform(X) # Assert that all the values are greater than 0 assert_array_less(0.0, svd.explained_variance_ratio_) # Assert that total explained variance is less than 1 assert_array_less(svd.explained_variance_ratio_.sum(), 1.0) # Test that explained_variance is correct total_variance = np.var(X_sparse.toarray(), axis=0).sum() variances = np.var(X_tr, axis=0) true_explained_variance_ratio = variances / total_variance assert_allclose( svd.explained_variance_ratio_, true_explained_variance_ratio, ) @pytest.mark.parametrize("kind", ("dense", "sparse")) @pytest.mark.parametrize("solver", SVD_SOLVERS) def test_explained_variance_components_10_20(X_sparse, kind, solver): X = X_sparse if kind == "sparse" else X_sparse.toarray() svd_10 = TruncatedSVD(10, algorithm=solver, n_iter=10).fit(X) svd_20 = TruncatedSVD(20, algorithm=solver, n_iter=10).fit(X) # Assert the 1st component is equal assert_allclose( svd_10.explained_variance_ratio_, svd_20.explained_variance_ratio_[:10], rtol=5e-3, ) # Assert that 20 components has higher explained variance than 10 assert ( svd_20.explained_variance_ratio_.sum() > svd_10.explained_variance_ratio_.sum() ) @pytest.mark.parametrize("solver", SVD_SOLVERS) def test_singular_values_consistency(solver): # Check that the TruncatedSVD output has the correct singular values rng = np.random.RandomState(0) n_samples, n_features = 100, 80 X = rng.randn(n_samples, n_features) pca = TruncatedSVD(n_components=2, algorithm=solver, random_state=rng).fit(X) # Compare to the Frobenius norm X_pca = pca.transform(X) assert_allclose( np.sum(pca.singular_values_**2.0), np.linalg.norm(X_pca, "fro") ** 2.0, rtol=1e-2, ) # Compare to the 2-norms of the score vectors assert_allclose( pca.singular_values_, np.sqrt(np.sum(X_pca**2.0, axis=0)), rtol=1e-2 ) @pytest.mark.parametrize("solver", SVD_SOLVERS) def test_singular_values_expected(solver): # Set the singular values and see what we get back rng = np.random.RandomState(0) n_samples = 100 n_features = 110 X = rng.randn(n_samples, n_features) pca = TruncatedSVD(n_components=3, algorithm=solver, random_state=rng) X_pca = pca.fit_transform(X) X_pca /= np.sqrt(np.sum(X_pca**2.0, axis=0)) X_pca[:, 0] *= 3.142 X_pca[:, 1] *= 2.718 X_hat_pca = np.dot(X_pca, pca.components_) pca.fit(X_hat_pca) assert_allclose(pca.singular_values_, [3.142, 2.718, 1.0], rtol=1e-14) def test_truncated_svd_eq_pca(X_sparse): # TruncatedSVD should be equal to PCA on centered data X_dense = X_sparse.toarray() X_c = X_dense - X_dense.mean(axis=0) params = dict(n_components=10, random_state=42) svd = TruncatedSVD(algorithm="arpack", **params) pca = PCA(svd_solver="arpack", **params) Xt_svd = svd.fit_transform(X_c) Xt_pca = pca.fit_transform(X_c) assert_allclose(Xt_svd, Xt_pca, rtol=1e-9) assert_allclose(pca.mean_, 0, atol=1e-9) assert_allclose(svd.components_, pca.components_) @pytest.mark.parametrize( "algorithm, tol", [("randomized", 0.0), ("arpack", 1e-6), ("arpack", 0.0)] ) @pytest.mark.parametrize("kind", ("dense", "sparse")) def test_fit_transform(X_sparse, algorithm, tol, kind): # fit_transform(X) should equal fit(X).transform(X) X = X_sparse if kind == "sparse" else X_sparse.toarray() svd = TruncatedSVD( n_components=5, n_iter=7, random_state=42, algorithm=algorithm, tol=tol ) X_transformed_1 = svd.fit_transform(X) X_transformed_2 = svd.fit(X).transform(X) assert_allclose(X_transformed_1, X_transformed_2)