test_kernel_approximation.py
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import numpy as np
from scipy.sparse import csr_matrix
import pytest
from sklearn.utils._testing import assert_array_equal
from sklearn.utils._testing import assert_array_almost_equal, assert_raises
from sklearn.metrics.pairwise import kernel_metrics
from sklearn.kernel_approximation import RBFSampler
from sklearn.kernel_approximation import AdditiveChi2Sampler
from sklearn.kernel_approximation import SkewedChi2Sampler
from sklearn.kernel_approximation import Nystroem
from sklearn.metrics.pairwise import polynomial_kernel, rbf_kernel, chi2_kernel
# generate data
rng = np.random.RandomState(0)
X = rng.random_sample(size=(300, 50))
Y = rng.random_sample(size=(300, 50))
X /= X.sum(axis=1)[:, np.newaxis]
Y /= Y.sum(axis=1)[:, np.newaxis]
def _linear_kernel(X, Y):
return np.dot(X, Y.T)
def test_additive_chi2_sampler():
# test that AdditiveChi2Sampler approximates kernel on random data
# compute exact kernel
# abbreviations for easier formula
X_ = X[:, np.newaxis, :]
Y_ = Y[np.newaxis, :, :]
large_kernel = 2 * X_ * Y_ / (X_ + Y_)
# reduce to n_samples_x x n_samples_y by summing over features
kernel = (large_kernel.sum(axis=2))
# approximate kernel mapping
transform = AdditiveChi2Sampler(sample_steps=3)
X_trans = transform.fit_transform(X)
Y_trans = transform.transform(Y)
kernel_approx = np.dot(X_trans, Y_trans.T)
assert_array_almost_equal(kernel, kernel_approx, 1)
X_sp_trans = transform.fit_transform(csr_matrix(X))
Y_sp_trans = transform.transform(csr_matrix(Y))
assert_array_equal(X_trans, X_sp_trans.A)
assert_array_equal(Y_trans, Y_sp_trans.A)
# test error is raised on negative input
Y_neg = Y.copy()
Y_neg[0, 0] = -1
assert_raises(ValueError, transform.transform, Y_neg)
# test error on invalid sample_steps
transform = AdditiveChi2Sampler(sample_steps=4)
assert_raises(ValueError, transform.fit, X)
# test that the sample interval is set correctly
sample_steps_available = [1, 2, 3]
for sample_steps in sample_steps_available:
# test that the sample_interval is initialized correctly
transform = AdditiveChi2Sampler(sample_steps=sample_steps)
assert transform.sample_interval is None
# test that the sample_interval is changed in the fit method
transform.fit(X)
assert transform.sample_interval_ is not None
# test that the sample_interval is set correctly
sample_interval = 0.3
transform = AdditiveChi2Sampler(sample_steps=4,
sample_interval=sample_interval)
assert transform.sample_interval == sample_interval
transform.fit(X)
assert transform.sample_interval_ == sample_interval
def test_skewed_chi2_sampler():
# test that RBFSampler approximates kernel on random data
# compute exact kernel
c = 0.03
# set on negative component but greater than c to ensure that the kernel
# approximation is valid on the group (-c; +\infty) endowed with the skewed
# multiplication.
Y[0, 0] = -c / 2.
# abbreviations for easier formula
X_c = (X + c)[:, np.newaxis, :]
Y_c = (Y + c)[np.newaxis, :, :]
# we do it in log-space in the hope that it's more stable
# this array is n_samples_x x n_samples_y big x n_features
log_kernel = ((np.log(X_c) / 2.) + (np.log(Y_c) / 2.) + np.log(2.) -
np.log(X_c + Y_c))
# reduce to n_samples_x x n_samples_y by summing over features in log-space
kernel = np.exp(log_kernel.sum(axis=2))
# approximate kernel mapping
transform = SkewedChi2Sampler(skewedness=c, n_components=1000,
random_state=42)
X_trans = transform.fit_transform(X)
Y_trans = transform.transform(Y)
kernel_approx = np.dot(X_trans, Y_trans.T)
assert_array_almost_equal(kernel, kernel_approx, 1)
assert np.isfinite(kernel).all(), \
'NaNs found in the Gram matrix'
assert np.isfinite(kernel_approx).all(), \
'NaNs found in the approximate Gram matrix'
# test error is raised on when inputs contains values smaller than -c
Y_neg = Y.copy()
Y_neg[0, 0] = -c * 2.
assert_raises(ValueError, transform.transform, Y_neg)
def test_additive_chi2_sampler_exceptions():
"""Ensures correct error message"""
transformer = AdditiveChi2Sampler()
X_neg = X.copy()
X_neg[0, 0] = -1
with pytest.raises(ValueError, match="X in AdditiveChi2Sampler.fit"):
transformer.fit(X_neg)
with pytest.raises(ValueError, match="X in AdditiveChi2Sampler.transform"):
transformer.fit(X)
transformer.transform(X_neg)
def test_rbf_sampler():
# test that RBFSampler approximates kernel on random data
# compute exact kernel
gamma = 10.
kernel = rbf_kernel(X, Y, gamma=gamma)
# approximate kernel mapping
rbf_transform = RBFSampler(gamma=gamma, n_components=1000, random_state=42)
X_trans = rbf_transform.fit_transform(X)
Y_trans = rbf_transform.transform(Y)
kernel_approx = np.dot(X_trans, Y_trans.T)
error = kernel - kernel_approx
assert np.abs(np.mean(error)) <= 0.01 # close to unbiased
np.abs(error, out=error)
assert np.max(error) <= 0.1 # nothing too far off
assert np.mean(error) <= 0.05 # mean is fairly close
def test_input_validation():
# Regression test: kernel approx. transformers should work on lists
# No assertions; the old versions would simply crash
X = [[1, 2], [3, 4], [5, 6]]
AdditiveChi2Sampler().fit(X).transform(X)
SkewedChi2Sampler().fit(X).transform(X)
RBFSampler().fit(X).transform(X)
X = csr_matrix(X)
RBFSampler().fit(X).transform(X)
def test_nystroem_approximation():
# some basic tests
rnd = np.random.RandomState(0)
X = rnd.uniform(size=(10, 4))
# With n_components = n_samples this is exact
X_transformed = Nystroem(n_components=X.shape[0]).fit_transform(X)
K = rbf_kernel(X)
assert_array_almost_equal(np.dot(X_transformed, X_transformed.T), K)
trans = Nystroem(n_components=2, random_state=rnd)
X_transformed = trans.fit(X).transform(X)
assert X_transformed.shape == (X.shape[0], 2)
# test callable kernel
trans = Nystroem(n_components=2, kernel=_linear_kernel, random_state=rnd)
X_transformed = trans.fit(X).transform(X)
assert X_transformed.shape == (X.shape[0], 2)
# test that available kernels fit and transform
kernels_available = kernel_metrics()
for kern in kernels_available:
trans = Nystroem(n_components=2, kernel=kern, random_state=rnd)
X_transformed = trans.fit(X).transform(X)
assert X_transformed.shape == (X.shape[0], 2)
def test_nystroem_default_parameters():
rnd = np.random.RandomState(42)
X = rnd.uniform(size=(10, 4))
# rbf kernel should behave as gamma=None by default
# aka gamma = 1 / n_features
nystroem = Nystroem(n_components=10)
X_transformed = nystroem.fit_transform(X)
K = rbf_kernel(X, gamma=None)
K2 = np.dot(X_transformed, X_transformed.T)
assert_array_almost_equal(K, K2)
# chi2 kernel should behave as gamma=1 by default
nystroem = Nystroem(kernel='chi2', n_components=10)
X_transformed = nystroem.fit_transform(X)
K = chi2_kernel(X, gamma=1)
K2 = np.dot(X_transformed, X_transformed.T)
assert_array_almost_equal(K, K2)
def test_nystroem_singular_kernel():
# test that nystroem works with singular kernel matrix
rng = np.random.RandomState(0)
X = rng.rand(10, 20)
X = np.vstack([X] * 2) # duplicate samples
gamma = 100
N = Nystroem(gamma=gamma, n_components=X.shape[0]).fit(X)
X_transformed = N.transform(X)
K = rbf_kernel(X, gamma=gamma)
assert_array_almost_equal(K, np.dot(X_transformed, X_transformed.T))
assert np.all(np.isfinite(Y))
def test_nystroem_poly_kernel_params():
# Non-regression: Nystroem should pass other parameters beside gamma.
rnd = np.random.RandomState(37)
X = rnd.uniform(size=(10, 4))
K = polynomial_kernel(X, degree=3.1, coef0=.1)
nystroem = Nystroem(kernel="polynomial", n_components=X.shape[0],
degree=3.1, coef0=.1)
X_transformed = nystroem.fit_transform(X)
assert_array_almost_equal(np.dot(X_transformed, X_transformed.T), K)
def test_nystroem_callable():
# Test Nystroem on a callable.
rnd = np.random.RandomState(42)
n_samples = 10
X = rnd.uniform(size=(n_samples, 4))
def logging_histogram_kernel(x, y, log):
"""Histogram kernel that writes to a log."""
log.append(1)
return np.minimum(x, y).sum()
kernel_log = []
X = list(X) # test input validation
Nystroem(kernel=logging_histogram_kernel,
n_components=(n_samples - 1),
kernel_params={'log': kernel_log}).fit(X)
assert len(kernel_log) == n_samples * (n_samples - 1) / 2
# if degree, gamma or coef0 is passed, we raise a warning
msg = "Don't pass gamma, coef0 or degree to Nystroem"
params = ({'gamma': 1}, {'coef0': 1}, {'degree': 2})
for param in params:
ny = Nystroem(kernel=_linear_kernel, **param)
with pytest.raises(ValueError, match=msg):
ny.fit(X)
def test_nystroem_precomputed_kernel():
# Non-regression: test Nystroem on precomputed kernel.
# PR - 14706
rnd = np.random.RandomState(12)
X = rnd.uniform(size=(10, 4))
K = polynomial_kernel(X, degree=2, coef0=.1)
nystroem = Nystroem(kernel='precomputed', n_components=X.shape[0])
X_transformed = nystroem.fit_transform(K)
assert_array_almost_equal(np.dot(X_transformed, X_transformed.T), K)
# if degree, gamma or coef0 is passed, we raise a ValueError
msg = "Don't pass gamma, coef0 or degree to Nystroem"
params = ({'gamma': 1}, {'coef0': 1}, {'degree': 2})
for param in params:
ny = Nystroem(kernel='precomputed', n_components=X.shape[0],
**param)
with pytest.raises(ValueError, match=msg):
ny.fit(K)