def tangent_extrinsic_to_spherical_raises_test_data(self):
smoke_data = []
dim_list = [2, 3]
for dim in dim_list:
space = Hypersphere(dim)
base_point = space.random_point()
tangent_vec = space.to_tangent(space.random_point(), base_point)
if dim == 2:
expected = does_not_raise()
smoke_data.append(
dict(
dim=2,
tangent_vec=tangent_vec,
base_point=None,
base_point_spherical=None,
expected=pytest.raises(ValueError),
)
)
else:
expected = pytest.raises(NotImplementedError)
smoke_data.append(
dict(
dim=dim,
tangent_vec=tangent_vec,
base_point=base_point,
base_point_spherical=None,
expected=expected,
)
)
return self.generate_tests(smoke_data)
class TestGeodesicRegression(geomstats.tests.TestCase):
_multiprocess_can_split_ = True
def setup_method(self):
gs.random.seed(1234)
self.n_samples = 20
# Set up for euclidean
self.dim_eucl = 3
self.shape_eucl = (self.dim_eucl, )
self.eucl = Euclidean(dim=self.dim_eucl)
X = gs.random.rand(self.n_samples)
self.X_eucl = X - gs.mean(X)
self.intercept_eucl_true = self.eucl.random_point()
self.coef_eucl_true = self.eucl.random_point()
self.y_eucl = (self.intercept_eucl_true +
self.X_eucl[:, None] * self.coef_eucl_true)
self.param_eucl_true = gs.vstack(
[self.intercept_eucl_true, self.coef_eucl_true])
self.param_eucl_guess = gs.vstack([
self.y_eucl[0],
self.y_eucl[0] + gs.random.normal(size=self.shape_eucl)
])
# Set up for hypersphere
self.dim_sphere = 4
self.shape_sphere = (self.dim_sphere + 1, )
self.sphere = Hypersphere(dim=self.dim_sphere)
X = gs.random.rand(self.n_samples)
self.X_sphere = X - gs.mean(X)
self.intercept_sphere_true = self.sphere.random_point()
self.coef_sphere_true = self.sphere.projection(
gs.random.rand(self.dim_sphere + 1))
self.y_sphere = self.sphere.metric.exp(
self.X_sphere[:, None] * self.coef_sphere_true,
base_point=self.intercept_sphere_true,
)
self.param_sphere_true = gs.vstack(
[self.intercept_sphere_true, self.coef_sphere_true])
self.param_sphere_guess = gs.vstack([
self.y_sphere[0],
self.sphere.to_tangent(gs.random.normal(size=self.shape_sphere),
self.y_sphere[0]),
])
# Set up for special euclidean
self.se2 = SpecialEuclidean(n=2)
self.metric_se2 = self.se2.left_canonical_metric
self.metric_se2.default_point_type = "matrix"
self.shape_se2 = (3, 3)
X = gs.random.rand(self.n_samples)
self.X_se2 = X - gs.mean(X)
self.intercept_se2_true = self.se2.random_point()
self.coef_se2_true = self.se2.to_tangent(
5.0 * gs.random.rand(*self.shape_se2), self.intercept_se2_true)
self.y_se2 = self.metric_se2.exp(
self.X_se2[:, None, None] * self.coef_se2_true[None],
self.intercept_se2_true,
)
self.param_se2_true = gs.vstack([
gs.flatten(self.intercept_se2_true),
gs.flatten(self.coef_se2_true),
])
self.param_se2_guess = gs.vstack([
gs.flatten(self.y_se2[0]),
gs.flatten(
self.se2.to_tangent(gs.random.normal(size=self.shape_se2),
self.y_se2[0])),
])
# Set up for discrete curves
n_sampling_points = 8
self.curves_2d = DiscreteCurves(R2)
self.metric_curves_2d = self.curves_2d.srv_metric
self.metric_curves_2d.default_point_type = "matrix"
self.shape_curves_2d = (n_sampling_points, 2)
X = gs.random.rand(self.n_samples)
self.X_curves_2d = X - gs.mean(X)
self.intercept_curves_2d_true = self.curves_2d.random_point(
n_sampling_points=n_sampling_points)
self.coef_curves_2d_true = self.curves_2d.to_tangent(
5.0 * gs.random.rand(*self.shape_curves_2d),
self.intercept_curves_2d_true)
# Added because of GitHub issue #1575
intercept_curves_2d_true_repeated = gs.tile(
gs.expand_dims(self.intercept_curves_2d_true, axis=0),
(self.n_samples, 1, 1),
)
self.y_curves_2d = self.metric_curves_2d.exp(
self.X_curves_2d[:, None, None] * self.coef_curves_2d_true[None],
intercept_curves_2d_true_repeated,
)
self.param_curves_2d_true = gs.vstack([
gs.flatten(self.intercept_curves_2d_true),
gs.flatten(self.coef_curves_2d_true),
])
self.param_curves_2d_guess = gs.vstack([
gs.flatten(self.y_curves_2d[0]),
gs.flatten(
self.curves_2d.to_tangent(
gs.random.normal(size=self.shape_curves_2d),
self.y_curves_2d[0])),
])
def test_loss_euclidean(self):
"""Test that the loss is 0 at the true parameters."""
gr = GeodesicRegression(
self.eucl,
metric=self.eucl.metric,
center_X=False,
method="extrinsic",
max_iter=50,
init_step_size=0.1,
verbose=True,
)
loss = gr._loss(
self.X_eucl,
self.y_eucl,
self.param_eucl_true,
self.shape_eucl,
)
self.assertAllClose(loss.shape, ())
self.assertTrue(gs.isclose(loss, 0.0))
def test_loss_hypersphere(self):
"""Test that the loss is 0 at the true parameters."""
gr = GeodesicRegression(
self.sphere,
metric=self.sphere.metric,
center_X=False,
method="extrinsic",
max_iter=50,
init_step_size=0.1,
verbose=True,
)
loss = gr._loss(
self.X_sphere,
self.y_sphere,
self.param_sphere_true,
self.shape_sphere,
)
self.assertAllClose(loss.shape, ())
self.assertTrue(gs.isclose(loss, 0.0))
@geomstats.tests.autograd_and_tf_only
def test_loss_se2(self):
"""Test that the loss is 0 at the true parameters."""
gr = GeodesicRegression(
self.se2,
metric=self.metric_se2,
center_X=False,
method="extrinsic",
max_iter=50,
init_step_size=0.1,
verbose=True,
)
loss = gr._loss(self.X_se2, self.y_se2, self.param_se2_true,
self.shape_se2)
self.assertAllClose(loss.shape, ())
self.assertTrue(gs.isclose(loss, 0.0))
@geomstats.tests.autograd_only
def test_loss_curves_2d(self):
"""Test that the loss is 0 at the true parameters."""
gr = GeodesicRegression(
self.curves_2d,
metric=self.metric_curves_2d,
center_X=False,
method="extrinsic",
max_iter=50,
init_step_size=0.1,
verbose=True,
)
loss = gr._loss(
self.X_curves_2d,
self.y_curves_2d,
self.param_curves_2d_true,
self.shape_curves_2d,
)
self.assertAllClose(loss.shape, ())
self.assertTrue(gs.isclose(loss, 0.0))
@geomstats.tests.autograd_tf_and_torch_only
def test_value_and_grad_loss_euclidean(self):
gr = GeodesicRegression(
self.eucl,
metric=self.eucl.metric,
center_X=False,
method="extrinsic",
max_iter=50,
init_step_size=0.1,
verbose=True,
regularization=0,
)
def loss_of_param(param):
return gr._loss(self.X_eucl, self.y_eucl, param, self.shape_eucl)
# Without numpy conversion
objective_with_grad = gs.autodiff.value_and_grad(loss_of_param)
loss_value, loss_grad = objective_with_grad(self.param_eucl_guess)
expected_grad_shape = (2, self.dim_eucl)
self.assertAllClose(loss_value.shape, ())
self.assertAllClose(loss_grad.shape, expected_grad_shape)
self.assertFalse(gs.isclose(loss_value, 0.0))
self.assertFalse(gs.isnan(loss_value))
self.assertFalse(
gs.all(gs.isclose(loss_grad, gs.zeros(expected_grad_shape))))
self.assertTrue(gs.all(~gs.isnan(loss_grad)))
# With numpy conversion
objective_with_grad = gs.autodiff.value_and_grad(loss_of_param,
to_numpy=True)
loss_value, loss_grad = objective_with_grad(self.param_eucl_guess)
# Convert back to arrays/tensors
loss_value = gs.array(loss_value)
loss_grad = gs.array(loss_grad)
expected_grad_shape = (2, self.dim_eucl)
self.assertAllClose(loss_value.shape, ())
self.assertAllClose(loss_grad.shape, expected_grad_shape)
self.assertFalse(gs.isclose(loss_value, 0.0))
self.assertFalse(gs.isnan(loss_value))
self.assertFalse(
gs.all(gs.isclose(loss_grad, gs.zeros(expected_grad_shape))))
self.assertTrue(gs.all(~gs.isnan(loss_grad)))
@geomstats.tests.autograd_tf_and_torch_only
def test_value_and_grad_loss_hypersphere(self):
gr = GeodesicRegression(
self.sphere,
metric=self.sphere.metric,
center_X=False,
method="extrinsic",
max_iter=50,
init_step_size=0.1,
verbose=True,
regularization=0,
)
def loss_of_param(param):
return gr._loss(self.X_sphere, self.y_sphere, param,
self.shape_sphere)
# Without numpy conversion
objective_with_grad = gs.autodiff.value_and_grad(loss_of_param)
loss_value, loss_grad = objective_with_grad(self.param_sphere_guess)
expected_grad_shape = (2, self.dim_sphere + 1)
self.assertAllClose(loss_value.shape, ())
self.assertAllClose(loss_grad.shape, expected_grad_shape)
self.assertFalse(gs.isclose(loss_value, 0.0))
self.assertFalse(gs.isnan(loss_value))
self.assertFalse(
gs.all(gs.isclose(loss_grad, gs.zeros(expected_grad_shape))))
self.assertTrue(gs.all(~gs.isnan(loss_grad)))
# With numpy conversion
objective_with_grad = gs.autodiff.value_and_grad(loss_of_param,
to_numpy=True)
loss_value, loss_grad = objective_with_grad(self.param_sphere_guess)
# Convert back to arrays/tensors
loss_value = gs.array(loss_value)
loss_grad = gs.array(loss_grad)
expected_grad_shape = (2, self.dim_sphere + 1)
self.assertAllClose(loss_value.shape, ())
self.assertAllClose(loss_grad.shape, expected_grad_shape)
self.assertFalse(gs.isclose(loss_value, 0.0))
self.assertFalse(gs.isnan(loss_value))
self.assertFalse(
gs.all(gs.isclose(loss_grad, gs.zeros(expected_grad_shape))))
self.assertTrue(gs.all(~gs.isnan(loss_grad)))
@geomstats.tests.autograd_and_tf_only
def test_value_and_grad_loss_se2(self):
gr = GeodesicRegression(
self.se2,
metric=self.metric_se2,
center_X=False,
method="extrinsic",
max_iter=50,
init_step_size=0.1,
verbose=True,
)
def loss_of_param(param):
return gr._loss(self.X_se2, self.y_se2, param, self.shape_se2)
objective_with_grad = gs.autodiff.value_and_grad(loss_of_param)
loss_value, loss_grad = objective_with_grad(self.param_se2_true)
expected_grad_shape = (
2,
self.shape_se2[0] * self.shape_se2[1],
)
self.assertTrue(gs.isclose(loss_value, 0.0))
loss_value, loss_grad = objective_with_grad(self.param_se2_guess)
self.assertAllClose(loss_value.shape, ())
self.assertAllClose(loss_grad.shape, expected_grad_shape)
self.assertFalse(gs.isclose(loss_value, 0.0))
self.assertFalse(
gs.all(gs.isclose(loss_grad, gs.zeros(expected_grad_shape))))
self.assertTrue(gs.all(~gs.isnan(loss_grad)))
objective_with_grad = gs.autodiff.value_and_grad(loss_of_param,
to_numpy=True)
loss_value, loss_grad = objective_with_grad(self.param_se2_guess)
expected_grad_shape = (
2,
self.shape_se2[0] * self.shape_se2[1],
)
self.assertAllClose(loss_value.shape, ())
self.assertAllClose(loss_grad.shape, expected_grad_shape)
self.assertFalse(gs.isclose(loss_value, 0.0))
self.assertFalse(gs.isnan(loss_value))
self.assertFalse(
gs.all(gs.isclose(loss_grad, gs.zeros(expected_grad_shape))))
self.assertTrue(gs.all(~gs.isnan(loss_grad)))
@geomstats.tests.autograd_tf_and_torch_only
def test_loss_minimization_extrinsic_euclidean(self):
"""Minimize loss from noiseless data."""
gr = GeodesicRegression(self.eucl, regularization=0)
def loss_of_param(param):
return gr._loss(self.X_eucl, self.y_eucl, param, self.shape_eucl)
objective_with_grad = gs.autodiff.value_and_grad(loss_of_param,
to_numpy=True)
initial_guess = gs.flatten(self.param_eucl_guess)
res = minimize(
objective_with_grad,
initial_guess,
method="CG",
jac=True,
tol=10 * gs.atol,
options={
"disp": True,
"maxiter": 50
},
)
self.assertAllClose(gs.array(res.x).shape, (self.dim_eucl * 2, ))
self.assertAllClose(res.fun, 0.0, atol=1000 * gs.atol)
# Cast required because minimization happens in scipy in float64
param_hat = gs.cast(gs.array(res.x), self.param_eucl_true.dtype)
intercept_hat, coef_hat = gs.split(param_hat, 2)
coef_hat = self.eucl.to_tangent(coef_hat, intercept_hat)
self.assertAllClose(intercept_hat, self.intercept_eucl_true)
tangent_vec_of_transport = self.eucl.metric.log(
self.intercept_eucl_true, base_point=intercept_hat)
transported_coef_hat = self.eucl.metric.parallel_transport(
tangent_vec=coef_hat,
base_point=intercept_hat,
direction=tangent_vec_of_transport,
)
self.assertAllClose(transported_coef_hat,
self.coef_eucl_true,
atol=10 * gs.atol)
@geomstats.tests.autograd_tf_and_torch_only
def test_loss_minimization_extrinsic_hypersphere(self):
"""Minimize loss from noiseless data."""
gr = GeodesicRegression(self.sphere, regularization=0)
def loss_of_param(param):
return gr._loss(self.X_sphere, self.y_sphere, param,
self.shape_sphere)
objective_with_grad = gs.autodiff.value_and_grad(loss_of_param,
to_numpy=True)
initial_guess = gs.flatten(self.param_sphere_guess)
res = minimize(
objective_with_grad,
initial_guess,
method="CG",
jac=True,
tol=10 * gs.atol,
options={
"disp": True,
"maxiter": 50
},
)
self.assertAllClose(
gs.array(res.x).shape, ((self.dim_sphere + 1) * 2, ))
self.assertAllClose(res.fun, 0.0, atol=5e-3)
# Cast required because minimization happens in scipy in float64
param_hat = gs.cast(gs.array(res.x), self.param_sphere_true.dtype)
intercept_hat, coef_hat = gs.split(param_hat, 2)
intercept_hat = self.sphere.projection(intercept_hat)
coef_hat = self.sphere.to_tangent(coef_hat, intercept_hat)
self.assertAllClose(intercept_hat,
self.intercept_sphere_true,
atol=5e-2)
tangent_vec_of_transport = self.sphere.metric.log(
self.intercept_sphere_true, base_point=intercept_hat)
transported_coef_hat = self.sphere.metric.parallel_transport(
tangent_vec=coef_hat,
base_point=intercept_hat,
direction=tangent_vec_of_transport,
)
self.assertAllClose(transported_coef_hat,
self.coef_sphere_true,
atol=0.6)
@geomstats.tests.autograd_and_tf_only
def test_loss_minimization_extrinsic_se2(self):
gr = GeodesicRegression(
self.se2,
metric=self.metric_se2,
center_X=False,
method="extrinsic",
max_iter=50,
init_step_size=0.1,
verbose=True,
)
def loss_of_param(param):
return gr._loss(self.X_se2, self.y_se2, param, self.shape_se2)
objective_with_grad = gs.autodiff.value_and_grad(loss_of_param,
to_numpy=True)
res = minimize(
objective_with_grad,
gs.flatten(self.param_se2_guess),
method="CG",
jac=True,
options={
"disp": True,
"maxiter": 50
},
)
self.assertAllClose(gs.array(res.x).shape, (18, ))
self.assertAllClose(res.fun, 0.0, atol=1e-6)
# Cast required because minimization happens in scipy in float64
param_hat = gs.cast(gs.array(res.x), self.param_se2_true.dtype)
intercept_hat, coef_hat = gs.split(param_hat, 2)
intercept_hat = gs.reshape(intercept_hat, self.shape_se2)
coef_hat = gs.reshape(coef_hat, self.shape_se2)
intercept_hat = self.se2.projection(intercept_hat)
coef_hat = self.se2.to_tangent(coef_hat, intercept_hat)
self.assertAllClose(intercept_hat, self.intercept_se2_true, atol=1e-4)
tangent_vec_of_transport = self.se2.metric.log(
self.intercept_se2_true, base_point=intercept_hat)
transported_coef_hat = self.se2.metric.parallel_transport(
tangent_vec=coef_hat,
base_point=intercept_hat,
direction=tangent_vec_of_transport,
)
self.assertAllClose(transported_coef_hat, self.coef_se2_true, atol=0.6)
@geomstats.tests.autograd_tf_and_torch_only
def test_fit_extrinsic_euclidean(self):
gr = GeodesicRegression(
self.eucl,
metric=self.eucl.metric,
center_X=False,
method="extrinsic",
max_iter=50,
init_step_size=0.1,
verbose=True,
initialization="random",
regularization=0.9,
)
gr.fit(self.X_eucl, self.y_eucl, compute_training_score=True)
training_score = gr.training_score_
intercept_hat, coef_hat = gr.intercept_, gr.coef_
self.assertAllClose(intercept_hat.shape, self.shape_eucl)
self.assertAllClose(coef_hat.shape, self.shape_eucl)
self.assertAllClose(training_score, 1.0, atol=500 * gs.atol)
self.assertAllClose(intercept_hat, self.intercept_eucl_true)
tangent_vec_of_transport = self.eucl.metric.log(
self.intercept_eucl_true, base_point=intercept_hat)
transported_coef_hat = self.eucl.metric.parallel_transport(
tangent_vec=coef_hat,
base_point=intercept_hat,
direction=tangent_vec_of_transport,
)
self.assertAllClose(transported_coef_hat, self.coef_eucl_true)
@geomstats.tests.autograd_tf_and_torch_only
def test_fit_extrinsic_hypersphere(self):
gr = GeodesicRegression(
self.sphere,
metric=self.sphere.metric,
center_X=False,
method="extrinsic",
max_iter=50,
init_step_size=0.1,
verbose=True,
initialization="random",
regularization=0.9,
)
gr.fit(self.X_sphere, self.y_sphere, compute_training_score=True)
training_score = gr.training_score_
intercept_hat, coef_hat = gr.intercept_, gr.coef_
self.assertAllClose(intercept_hat.shape, self.shape_sphere)
self.assertAllClose(coef_hat.shape, self.shape_sphere)
self.assertAllClose(training_score, 1.0, atol=500 * gs.atol)
self.assertAllClose(intercept_hat,
self.intercept_sphere_true,
atol=5e-3)
tangent_vec_of_transport = self.sphere.metric.log(
self.intercept_sphere_true, base_point=intercept_hat)
transported_coef_hat = self.sphere.metric.parallel_transport(
tangent_vec=coef_hat,
base_point=intercept_hat,
direction=tangent_vec_of_transport,
)
self.assertAllClose(transported_coef_hat,
self.coef_sphere_true,
atol=0.6)
@geomstats.tests.autograd_and_tf_only
def test_fit_extrinsic_se2(self):
gr = GeodesicRegression(
self.se2,
metric=self.metric_se2,
center_X=False,
method="extrinsic",
max_iter=50,
init_step_size=0.1,
verbose=True,
initialization="warm_start",
)
gr.fit(self.X_se2, self.y_se2, compute_training_score=True)
intercept_hat, coef_hat = gr.intercept_, gr.coef_
training_score = gr.training_score_
self.assertAllClose(intercept_hat.shape, self.shape_se2)
self.assertAllClose(coef_hat.shape, self.shape_se2)
self.assertTrue(gs.isclose(training_score, 1.0))
self.assertAllClose(intercept_hat, self.intercept_se2_true, atol=1e-4)
tangent_vec_of_transport = self.se2.metric.log(
self.intercept_se2_true, base_point=intercept_hat)
transported_coef_hat = self.se2.metric.parallel_transport(
tangent_vec=coef_hat,
base_point=intercept_hat,
direction=tangent_vec_of_transport,
)
self.assertAllClose(transported_coef_hat, self.coef_se2_true, atol=0.6)
@geomstats.tests.autograd_tf_and_torch_only
def test_fit_riemannian_euclidean(self):
gr = GeodesicRegression(
self.eucl,
metric=self.eucl.metric,
center_X=False,
method="riemannian",
max_iter=50,
init_step_size=0.1,
verbose=True,
)
gr.fit(self.X_eucl, self.y_eucl, compute_training_score=True)
intercept_hat, coef_hat = gr.intercept_, gr.coef_
training_score = gr.training_score_
self.assertAllClose(intercept_hat.shape, self.shape_eucl)
self.assertAllClose(coef_hat.shape, self.shape_eucl)
self.assertAllClose(training_score, 1.0, atol=0.1)
self.assertAllClose(intercept_hat, self.intercept_eucl_true)
tangent_vec_of_transport = self.eucl.metric.log(
self.intercept_eucl_true, base_point=intercept_hat)
transported_coef_hat = self.eucl.metric.parallel_transport(
tangent_vec=coef_hat,
base_point=intercept_hat,
direction=tangent_vec_of_transport,
)
self.assertAllClose(transported_coef_hat,
self.coef_eucl_true,
atol=1e-2)
@geomstats.tests.autograd_tf_and_torch_only
def test_fit_riemannian_hypersphere(self):
gr = GeodesicRegression(
self.sphere,
metric=self.sphere.metric,
center_X=False,
method="riemannian",
max_iter=50,
init_step_size=0.1,
verbose=True,
)
gr.fit(self.X_sphere, self.y_sphere, compute_training_score=True)
intercept_hat, coef_hat = gr.intercept_, gr.coef_
training_score = gr.training_score_
self.assertAllClose(intercept_hat.shape, self.shape_sphere)
self.assertAllClose(coef_hat.shape, self.shape_sphere)
self.assertAllClose(training_score, 1.0, atol=0.1)
self.assertAllClose(intercept_hat,
self.intercept_sphere_true,
atol=1e-2)
tangent_vec_of_transport = self.sphere.metric.log(
self.intercept_sphere_true, base_point=intercept_hat)
transported_coef_hat = self.sphere.metric.parallel_transport(
tangent_vec=coef_hat,
base_point=intercept_hat,
direction=tangent_vec_of_transport,
)
self.assertAllClose(transported_coef_hat,
self.coef_sphere_true,
atol=0.6)
@geomstats.tests.autograd_and_tf_only
def test_fit_riemannian_se2(self):
init = (self.y_se2[0], gs.zeros_like(self.y_se2[0]))
gr = GeodesicRegression(
self.se2,
metric=self.metric_se2,
center_X=False,
method="riemannian",
max_iter=50,
init_step_size=0.1,
verbose=True,
initialization=init,
)
gr.fit(self.X_se2, self.y_se2, compute_training_score=True)
intercept_hat, coef_hat = gr.intercept_, gr.coef_
training_score = gr.training_score_
self.assertAllClose(intercept_hat.shape, self.shape_se2)
self.assertAllClose(coef_hat.shape, self.shape_se2)
self.assertAllClose(training_score, 1.0, atol=1e-4)
self.assertAllClose(intercept_hat, self.intercept_se2_true, atol=1e-4)
tangent_vec_of_transport = self.se2.metric.log(
self.intercept_se2_true, base_point=intercept_hat)
transported_coef_hat = self.se2.metric.parallel_transport(
tangent_vec=coef_hat,
base_point=intercept_hat,
direction=tangent_vec_of_transport,
)
self.assertAllClose(transported_coef_hat, self.coef_se2_true, atol=0.6)
