some new features

.venv/lib/python3.12/site-packages/sklearn/decomposition/tests/test_fastica.py

@@ -0,0 +1,457 @@
+"""
+Test the fastica algorithm.
+"""
+
+import itertools
+import os
+import warnings
+
+import numpy as np
+import pytest
+from scipy import stats
+
+from sklearn.decomposition import PCA, FastICA, fastica
+from sklearn.decomposition._fastica import _gs_decorrelation
+from sklearn.exceptions import ConvergenceWarning
+from sklearn.utils._testing import assert_allclose, ignore_warnings
+
+
+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
+
+
+@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)
+    # Set atol to account for the different magnitudes of the elements in sources
+    # (from 1e-4 to 1e1).
+    atol = np.max(np.abs(sources)) * (1e-5 if global_dtype == np.float32 else 1e-7)
+    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)
+
+
+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("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):
+        with ignore_warnings(category=ConvergenceWarning):
+            # The FastICA solver may not converge for some data with specific
+            # random seeds but this happens after the whiten step so this is
+            # not want we want to test here.
+            ica.fit(X)