517 lines
18 KiB
Python
517 lines
18 KiB
Python
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import pickle
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import pytest
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import numpy as np
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from numpy.linalg import LinAlgError
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from numpy.testing import assert_allclose
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from scipy.stats.qmc import Halton
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from scipy.spatial import cKDTree
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from scipy.interpolate._rbfinterp import (
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_AVAILABLE, _SCALE_INVARIANT, _NAME_TO_MIN_DEGREE, _monomial_powers,
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RBFInterpolator
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)
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from scipy.interpolate import _rbfinterp_pythran
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def _vandermonde(x, degree):
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# Returns a matrix of monomials that span polynomials with the specified
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# degree evaluated at x.
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powers = _monomial_powers(x.shape[1], degree)
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return _rbfinterp_pythran._polynomial_matrix(x, powers)
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def _1d_test_function(x):
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# Test function used in Wahba's "Spline Models for Observational Data".
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# domain ~= (0, 3), range ~= (-1.0, 0.2)
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x = x[:, 0]
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y = 4.26*(np.exp(-x) - 4*np.exp(-2*x) + 3*np.exp(-3*x))
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return y
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def _2d_test_function(x):
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# Franke's test function.
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# domain ~= (0, 1) X (0, 1), range ~= (0.0, 1.2)
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x1, x2 = x[:, 0], x[:, 1]
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term1 = 0.75 * np.exp(-(9*x1-2)**2/4 - (9*x2-2)**2/4)
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term2 = 0.75 * np.exp(-(9*x1+1)**2/49 - (9*x2+1)/10)
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term3 = 0.5 * np.exp(-(9*x1-7)**2/4 - (9*x2-3)**2/4)
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term4 = -0.2 * np.exp(-(9*x1-4)**2 - (9*x2-7)**2)
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y = term1 + term2 + term3 + term4
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return y
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def _is_conditionally_positive_definite(kernel, m):
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# Tests whether the kernel is conditionally positive definite of order m.
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# See chapter 7 of Fasshauer's "Meshfree Approximation Methods with
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# MATLAB".
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nx = 10
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ntests = 100
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for ndim in [1, 2, 3, 4, 5]:
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# Generate sample points with a Halton sequence to avoid samples that
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# are too close to each other, which can make the matrix singular.
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seq = Halton(ndim, scramble=False, seed=np.random.RandomState())
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for _ in range(ntests):
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x = 2*seq.random(nx) - 1
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A = _rbfinterp_pythran._kernel_matrix(x, kernel)
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P = _vandermonde(x, m - 1)
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Q, R = np.linalg.qr(P, mode='complete')
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# Q2 forms a basis spanning the space where P.T.dot(x) = 0. Project
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# A onto this space, and then see if it is positive definite using
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# the Cholesky decomposition. If not, then the kernel is not c.p.d.
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# of order m.
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Q2 = Q[:, P.shape[1]:]
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B = Q2.T.dot(A).dot(Q2)
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try:
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np.linalg.cholesky(B)
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except np.linalg.LinAlgError:
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return False
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return True
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# Sorting the parametrize arguments is necessary to avoid a parallelization
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# issue described here: https://github.com/pytest-dev/pytest-xdist/issues/432.
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@pytest.mark.parametrize('kernel', sorted(_AVAILABLE))
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def test_conditionally_positive_definite(kernel):
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# Test if each kernel in _AVAILABLE is conditionally positive definite of
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# order m, where m comes from _NAME_TO_MIN_DEGREE. This is a necessary
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# condition for the smoothed RBF interpolant to be well-posed in general.
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m = _NAME_TO_MIN_DEGREE.get(kernel, -1) + 1
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assert _is_conditionally_positive_definite(kernel, m)
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class _TestRBFInterpolator:
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@pytest.mark.parametrize('kernel', sorted(_SCALE_INVARIANT))
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def test_scale_invariance_1d(self, kernel):
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# Verify that the functions in _SCALE_INVARIANT are insensitive to the
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# shape parameter (when smoothing == 0) in 1d.
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seq = Halton(1, scramble=False, seed=np.random.RandomState())
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x = 3*seq.random(50)
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y = _1d_test_function(x)
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xitp = 3*seq.random(50)
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yitp1 = self.build(x, y, epsilon=1.0, kernel=kernel)(xitp)
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yitp2 = self.build(x, y, epsilon=2.0, kernel=kernel)(xitp)
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assert_allclose(yitp1, yitp2, atol=1e-8)
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@pytest.mark.parametrize('kernel', sorted(_SCALE_INVARIANT))
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def test_scale_invariance_2d(self, kernel):
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# Verify that the functions in _SCALE_INVARIANT are insensitive to the
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# shape parameter (when smoothing == 0) in 2d.
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seq = Halton(2, scramble=False, seed=np.random.RandomState())
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x = seq.random(100)
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y = _2d_test_function(x)
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xitp = seq.random(100)
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yitp1 = self.build(x, y, epsilon=1.0, kernel=kernel)(xitp)
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yitp2 = self.build(x, y, epsilon=2.0, kernel=kernel)(xitp)
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assert_allclose(yitp1, yitp2, atol=1e-8)
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@pytest.mark.parametrize('kernel', sorted(_AVAILABLE))
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def test_extreme_domains(self, kernel):
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# Make sure the interpolant remains numerically stable for very
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# large/small domains.
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seq = Halton(2, scramble=False, seed=np.random.RandomState())
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scale = 1e50
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shift = 1e55
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x = seq.random(100)
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y = _2d_test_function(x)
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xitp = seq.random(100)
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if kernel in _SCALE_INVARIANT:
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yitp1 = self.build(x, y, kernel=kernel)(xitp)
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yitp2 = self.build(
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x*scale + shift, y,
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kernel=kernel
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)(xitp*scale + shift)
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else:
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yitp1 = self.build(x, y, epsilon=5.0, kernel=kernel)(xitp)
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yitp2 = self.build(
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x*scale + shift, y,
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epsilon=5.0/scale,
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kernel=kernel
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)(xitp*scale + shift)
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assert_allclose(yitp1, yitp2, atol=1e-8)
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def test_polynomial_reproduction(self):
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# If the observed data comes from a polynomial, then the interpolant
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# should be able to reproduce the polynomial exactly, provided that
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# `degree` is sufficiently high.
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rng = np.random.RandomState(0)
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seq = Halton(2, scramble=False, seed=rng)
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degree = 3
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x = seq.random(50)
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xitp = seq.random(50)
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P = _vandermonde(x, degree)
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Pitp = _vandermonde(xitp, degree)
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poly_coeffs = rng.normal(0.0, 1.0, P.shape[1])
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y = P.dot(poly_coeffs)
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yitp1 = Pitp.dot(poly_coeffs)
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yitp2 = self.build(x, y, degree=degree)(xitp)
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assert_allclose(yitp1, yitp2, atol=1e-8)
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@pytest.mark.slow
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def test_chunking(self, monkeypatch):
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# If the observed data comes from a polynomial, then the interpolant
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# should be able to reproduce the polynomial exactly, provided that
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# `degree` is sufficiently high.
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rng = np.random.RandomState(0)
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seq = Halton(2, scramble=False, seed=rng)
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degree = 3
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largeN = 1000 + 33
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# this is large to check that chunking of the RBFInterpolator is tested
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x = seq.random(50)
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xitp = seq.random(largeN)
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P = _vandermonde(x, degree)
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Pitp = _vandermonde(xitp, degree)
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poly_coeffs = rng.normal(0.0, 1.0, P.shape[1])
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y = P.dot(poly_coeffs)
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yitp1 = Pitp.dot(poly_coeffs)
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interp = self.build(x, y, degree=degree)
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ce_real = interp._chunk_evaluator
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def _chunk_evaluator(*args, **kwargs):
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kwargs.update(memory_budget=100)
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return ce_real(*args, **kwargs)
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monkeypatch.setattr(interp, '_chunk_evaluator', _chunk_evaluator)
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yitp2 = interp(xitp)
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assert_allclose(yitp1, yitp2, atol=1e-8)
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def test_vector_data(self):
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# Make sure interpolating a vector field is the same as interpolating
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# each component separately.
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seq = Halton(2, scramble=False, seed=np.random.RandomState())
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x = seq.random(100)
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xitp = seq.random(100)
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y = np.array([_2d_test_function(x),
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_2d_test_function(x[:, ::-1])]).T
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yitp1 = self.build(x, y)(xitp)
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yitp2 = self.build(x, y[:, 0])(xitp)
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yitp3 = self.build(x, y[:, 1])(xitp)
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assert_allclose(yitp1[:, 0], yitp2)
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assert_allclose(yitp1[:, 1], yitp3)
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def test_complex_data(self):
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# Interpolating complex input should be the same as interpolating the
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# real and complex components.
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seq = Halton(2, scramble=False, seed=np.random.RandomState())
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x = seq.random(100)
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xitp = seq.random(100)
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y = _2d_test_function(x) + 1j*_2d_test_function(x[:, ::-1])
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yitp1 = self.build(x, y)(xitp)
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yitp2 = self.build(x, y.real)(xitp)
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yitp3 = self.build(x, y.imag)(xitp)
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assert_allclose(yitp1.real, yitp2)
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assert_allclose(yitp1.imag, yitp3)
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@pytest.mark.parametrize('kernel', sorted(_AVAILABLE))
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def test_interpolation_misfit_1d(self, kernel):
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# Make sure that each kernel, with its default `degree` and an
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# appropriate `epsilon`, does a good job at interpolation in 1d.
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seq = Halton(1, scramble=False, seed=np.random.RandomState())
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x = 3*seq.random(50)
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xitp = 3*seq.random(50)
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y = _1d_test_function(x)
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ytrue = _1d_test_function(xitp)
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yitp = self.build(x, y, epsilon=5.0, kernel=kernel)(xitp)
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mse = np.mean((yitp - ytrue)**2)
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assert mse < 1.0e-4
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@pytest.mark.parametrize('kernel', sorted(_AVAILABLE))
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def test_interpolation_misfit_2d(self, kernel):
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# Make sure that each kernel, with its default `degree` and an
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# appropriate `epsilon`, does a good job at interpolation in 2d.
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seq = Halton(2, scramble=False, seed=np.random.RandomState())
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x = seq.random(100)
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xitp = seq.random(100)
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y = _2d_test_function(x)
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ytrue = _2d_test_function(xitp)
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yitp = self.build(x, y, epsilon=5.0, kernel=kernel)(xitp)
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mse = np.mean((yitp - ytrue)**2)
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assert mse < 2.0e-4
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@pytest.mark.parametrize('kernel', sorted(_AVAILABLE))
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def test_smoothing_misfit(self, kernel):
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# Make sure we can find a smoothing parameter for each kernel that
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# removes a sufficient amount of noise.
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rng = np.random.RandomState(0)
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seq = Halton(1, scramble=False, seed=rng)
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noise = 0.2
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rmse_tol = 0.1
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smoothing_range = 10**np.linspace(-4, 1, 20)
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x = 3*seq.random(100)
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y = _1d_test_function(x) + rng.normal(0.0, noise, (100,))
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ytrue = _1d_test_function(x)
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rmse_within_tol = False
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for smoothing in smoothing_range:
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ysmooth = self.build(
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x, y,
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epsilon=1.0,
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smoothing=smoothing,
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kernel=kernel)(x)
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rmse = np.sqrt(np.mean((ysmooth - ytrue)**2))
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if rmse < rmse_tol:
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rmse_within_tol = True
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break
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assert rmse_within_tol
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def test_array_smoothing(self):
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# Test using an array for `smoothing` to give less weight to a known
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# outlier.
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rng = np.random.RandomState(0)
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seq = Halton(1, scramble=False, seed=rng)
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degree = 2
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x = seq.random(50)
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P = _vandermonde(x, degree)
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poly_coeffs = rng.normal(0.0, 1.0, P.shape[1])
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y = P.dot(poly_coeffs)
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y_with_outlier = np.copy(y)
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y_with_outlier[10] += 1.0
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smoothing = np.zeros((50,))
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smoothing[10] = 1000.0
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yitp = self.build(x, y_with_outlier, smoothing=smoothing)(x)
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# Should be able to reproduce the uncorrupted data almost exactly.
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assert_allclose(yitp, y, atol=1e-4)
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def test_inconsistent_x_dimensions_error(self):
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# ValueError should be raised if the observation points and evaluation
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# points have a different number of dimensions.
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y = Halton(2, scramble=False, seed=np.random.RandomState()).random(10)
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d = _2d_test_function(y)
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x = Halton(1, scramble=False, seed=np.random.RandomState()).random(10)
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match = 'Expected the second axis of `x`'
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with pytest.raises(ValueError, match=match):
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self.build(y, d)(x)
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def test_inconsistent_d_length_error(self):
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y = np.linspace(0, 1, 5)[:, None]
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d = np.zeros(1)
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match = 'Expected the first axis of `d`'
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with pytest.raises(ValueError, match=match):
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self.build(y, d)
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def test_y_not_2d_error(self):
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y = np.linspace(0, 1, 5)
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d = np.zeros(5)
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match = '`y` must be a 2-dimensional array.'
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with pytest.raises(ValueError, match=match):
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self.build(y, d)
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def test_inconsistent_smoothing_length_error(self):
|
||
|
|
y = np.linspace(0, 1, 5)[:, None]
|
||
|
|
d = np.zeros(5)
|
||
|
|
smoothing = np.ones(1)
|
||
|
|
match = 'Expected `smoothing` to be'
|
||
|
|
with pytest.raises(ValueError, match=match):
|
||
|
|
self.build(y, d, smoothing=smoothing)
|
||
|
|
|
||
|
|
def test_invalid_kernel_name_error(self):
|
||
|
|
y = np.linspace(0, 1, 5)[:, None]
|
||
|
|
d = np.zeros(5)
|
||
|
|
match = '`kernel` must be one of'
|
||
|
|
with pytest.raises(ValueError, match=match):
|
||
|
|
self.build(y, d, kernel='test')
|
||
|
|
|
||
|
|
def test_epsilon_not_specified_error(self):
|
||
|
|
y = np.linspace(0, 1, 5)[:, None]
|
||
|
|
d = np.zeros(5)
|
||
|
|
for kernel in _AVAILABLE:
|
||
|
|
if kernel in _SCALE_INVARIANT:
|
||
|
|
continue
|
||
|
|
|
||
|
|
match = '`epsilon` must be specified'
|
||
|
|
with pytest.raises(ValueError, match=match):
|
||
|
|
self.build(y, d, kernel=kernel)
|
||
|
|
|
||
|
|
def test_x_not_2d_error(self):
|
||
|
|
y = np.linspace(0, 1, 5)[:, None]
|
||
|
|
x = np.linspace(0, 1, 5)
|
||
|
|
d = np.zeros(5)
|
||
|
|
match = '`x` must be a 2-dimensional array.'
|
||
|
|
with pytest.raises(ValueError, match=match):
|
||
|
|
self.build(y, d)(x)
|
||
|
|
|
||
|
|
def test_not_enough_observations_error(self):
|
||
|
|
y = np.linspace(0, 1, 1)[:, None]
|
||
|
|
d = np.zeros(1)
|
||
|
|
match = 'At least 2 data points are required'
|
||
|
|
with pytest.raises(ValueError, match=match):
|
||
|
|
self.build(y, d, kernel='thin_plate_spline')
|
||
|
|
|
||
|
|
def test_degree_warning(self):
|
||
|
|
y = np.linspace(0, 1, 5)[:, None]
|
||
|
|
d = np.zeros(5)
|
||
|
|
for kernel, deg in _NAME_TO_MIN_DEGREE.items():
|
||
|
|
# Only test for kernels that its minimum degree is not 0.
|
||
|
|
if deg >= 1:
|
||
|
|
match = f'`degree` should not be below {deg}'
|
||
|
|
with pytest.warns(Warning, match=match):
|
||
|
|
self.build(y, d, epsilon=1.0, kernel=kernel, degree=deg-1)
|
||
|
|
|
||
|
|
def test_minus_one_degree(self):
|
||
|
|
# Make sure a degree of -1 is accepted without any warning.
|
||
|
|
y = np.linspace(0, 1, 5)[:, None]
|
||
|
|
d = np.zeros(5)
|
||
|
|
for kernel, _ in _NAME_TO_MIN_DEGREE.items():
|
||
|
|
self.build(y, d, epsilon=1.0, kernel=kernel, degree=-1)
|
||
|
|
|
||
|
|
def test_rank_error(self):
|
||
|
|
# An error should be raised when `kernel` is "thin_plate_spline" and
|
||
|
|
# observations are 2-D and collinear.
|
||
|
|
y = np.array([[2.0, 0.0], [1.0, 0.0], [0.0, 0.0]])
|
||
|
|
d = np.array([0.0, 0.0, 0.0])
|
||
|
|
match = 'does not have full column rank'
|
||
|
|
with pytest.raises(LinAlgError, match=match):
|
||
|
|
self.build(y, d, kernel='thin_plate_spline')(y)
|
||
|
|
|
||
|
|
def test_single_point(self):
|
||
|
|
# Make sure interpolation still works with only one point (in 1, 2, and
|
||
|
|
# 3 dimensions).
|
||
|
|
for dim in [1, 2, 3]:
|
||
|
|
y = np.zeros((1, dim))
|
||
|
|
d = np.ones((1,))
|
||
|
|
f = self.build(y, d, kernel='linear')(y)
|
||
|
|
assert_allclose(d, f)
|
||
|
|
|
||
|
|
def test_pickleable(self):
|
||
|
|
# Make sure we can pickle and unpickle the interpolant without any
|
||
|
|
# changes in the behavior.
|
||
|
|
seq = Halton(1, scramble=False, seed=np.random.RandomState(2305982309))
|
||
|
|
|
||
|
|
x = 3*seq.random(50)
|
||
|
|
xitp = 3*seq.random(50)
|
||
|
|
|
||
|
|
y = _1d_test_function(x)
|
||
|
|
|
||
|
|
interp = self.build(x, y)
|
||
|
|
|
||
|
|
yitp1 = interp(xitp)
|
||
|
|
yitp2 = pickle.loads(pickle.dumps(interp))(xitp)
|
||
|
|
|
||
|
|
assert_allclose(yitp1, yitp2, atol=1e-16)
|
||
|
|
|
||
|
|
|
||
|
|
class TestRBFInterpolatorNeighborsNone(_TestRBFInterpolator):
|
||
|
|
def build(self, *args, **kwargs):
|
||
|
|
return RBFInterpolator(*args, **kwargs)
|
||
|
|
|
||
|
|
def test_smoothing_limit_1d(self):
|
||
|
|
# For large smoothing parameters, the interpolant should approach a
|
||
|
|
# least squares fit of a polynomial with the specified degree.
|
||
|
|
seq = Halton(1, scramble=False, seed=np.random.RandomState())
|
||
|
|
|
||
|
|
degree = 3
|
||
|
|
smoothing = 1e8
|
||
|
|
|
||
|
|
x = 3*seq.random(50)
|
||
|
|
xitp = 3*seq.random(50)
|
||
|
|
|
||
|
|
y = _1d_test_function(x)
|
||
|
|
|
||
|
|
yitp1 = self.build(
|
||
|
|
x, y,
|
||
|
|
degree=degree,
|
||
|
|
smoothing=smoothing
|
||
|
|
)(xitp)
|
||
|
|
|
||
|
|
P = _vandermonde(x, degree)
|
||
|
|
Pitp = _vandermonde(xitp, degree)
|
||
|
|
yitp2 = Pitp.dot(np.linalg.lstsq(P, y, rcond=None)[0])
|
||
|
|
|
||
|
|
assert_allclose(yitp1, yitp2, atol=1e-8)
|
||
|
|
|
||
|
|
def test_smoothing_limit_2d(self):
|
||
|
|
# For large smoothing parameters, the interpolant should approach a
|
||
|
|
# least squares fit of a polynomial with the specified degree.
|
||
|
|
seq = Halton(2, scramble=False, seed=np.random.RandomState())
|
||
|
|
|
||
|
|
degree = 3
|
||
|
|
smoothing = 1e8
|
||
|
|
|
||
|
|
x = seq.random(100)
|
||
|
|
xitp = seq.random(100)
|
||
|
|
|
||
|
|
y = _2d_test_function(x)
|
||
|
|
|
||
|
|
yitp1 = self.build(
|
||
|
|
x, y,
|
||
|
|
degree=degree,
|
||
|
|
smoothing=smoothing
|
||
|
|
)(xitp)
|
||
|
|
|
||
|
|
P = _vandermonde(x, degree)
|
||
|
|
Pitp = _vandermonde(xitp, degree)
|
||
|
|
yitp2 = Pitp.dot(np.linalg.lstsq(P, y, rcond=None)[0])
|
||
|
|
|
||
|
|
assert_allclose(yitp1, yitp2, atol=1e-8)
|
||
|
|
|
||
|
|
|
||
|
|
class TestRBFInterpolatorNeighbors20(_TestRBFInterpolator):
|
||
|
|
# RBFInterpolator using 20 nearest neighbors.
|
||
|
|
def build(self, *args, **kwargs):
|
||
|
|
return RBFInterpolator(*args, **kwargs, neighbors=20)
|
||
|
|
|
||
|
|
def test_equivalent_to_rbf_interpolator(self):
|
||
|
|
seq = Halton(2, scramble=False, seed=np.random.RandomState())
|
||
|
|
|
||
|
|
x = seq.random(100)
|
||
|
|
xitp = seq.random(100)
|
||
|
|
|
||
|
|
y = _2d_test_function(x)
|
||
|
|
|
||
|
|
yitp1 = self.build(x, y)(xitp)
|
||
|
|
|
||
|
|
yitp2 = []
|
||
|
|
tree = cKDTree(x)
|
||
|
|
for xi in xitp:
|
||
|
|
_, nbr = tree.query(xi, 20)
|
||
|
|
yitp2.append(RBFInterpolator(x[nbr], y[nbr])(xi[None])[0])
|
||
|
|
|
||
|
|
assert_allclose(yitp1, yitp2, atol=1e-8)
|
||
|
|
|
||
|
|
|
||
|
|
class TestRBFInterpolatorNeighborsInf(TestRBFInterpolatorNeighborsNone):
|
||
|
|
# RBFInterpolator using neighbors=np.inf. This should give exactly the same
|
||
|
|
# results as neighbors=None, but it will be slower.
|
||
|
|
def build(self, *args, **kwargs):
|
||
|
|
return RBFInterpolator(*args, **kwargs, neighbors=np.inf)
|
||
|
|
|
||
|
|
def test_equivalent_to_rbf_interpolator(self):
|
||
|
|
seq = Halton(1, scramble=False, seed=np.random.RandomState())
|
||
|
|
|
||
|
|
x = 3*seq.random(50)
|
||
|
|
xitp = 3*seq.random(50)
|
||
|
|
|
||
|
|
y = _1d_test_function(x)
|
||
|
|
yitp1 = self.build(x, y)(xitp)
|
||
|
|
yitp2 = RBFInterpolator(x, y)(xitp)
|
||
|
|
|
||
|
|
assert_allclose(yitp1, yitp2, atol=1e-8)
|