def test_make_sparse_code_signal_warning():
"""Check the message for future deprecation."""
warn_msg = "The default value of data_transposed will change from True to False"
with pytest.warns(FutureWarning, match=warn_msg):
make_sparse_coded_signal(n_samples=1,
n_components=1,
n_features=1,
n_nonzero_coefs=1,
random_state=0)
def plot_omp():
n_components, n_features = 512, 100
n_nonzero_coefs = 17
# generate the data
# y = Xw
# |x|_0 = n_nonzero_coefs
y, X, w = make_sparse_coded_signal(n_samples=1,
n_components=n_components,
n_features=n_features,
n_nonzero_coefs=n_nonzero_coefs,
random_state=0)
idx, = w.nonzero()
# distort the clean signal
y_noisy = y + 0.05 * np.random.randn(len(y))
# plot the sparse signal
plt.figure(figsize=(7, 7))
plt.subplot(4, 1, 1)
plt.xlim(0, 512)
plt.title("Sparse signal")
plt.stem(idx, w[idx], use_line_collection=True)
# plot the noise-free reconstruction
omp = OrthogonalMatchingPursuit(n_nonzero_coefs=n_nonzero_coefs)
omp.fit(X, y)
coef = omp.coef_
idx_r, = coef.nonzero()
plt.subplot(4, 1, 2)
plt.xlim(0, 512)
plt.title("Recovered signal from noise-free measurements")
plt.stem(idx_r, coef[idx_r], use_line_collection=True)
# plot the noisy reconstruction
omp.fit(X, y_noisy)
coef = omp.coef_
idx_r, = coef.nonzero()
plt.subplot(4, 1, 3)
plt.xlim(0, 512)
plt.title("Recovered signal from noisy measurements")
plt.stem(idx_r, coef[idx_r], use_line_collection=True)
# plot the noisy reconstruction with number of non-zeros set by CV
omp_cv = OrthogonalMatchingPursuitCV()
omp_cv.fit(X, y_noisy)
coef = omp_cv.coef_
idx_r, = coef.nonzero()
plt.subplot(4, 1, 4)
plt.xlim(0, 512)
plt.title("Recovered signal from noisy measurements with CV")
plt.stem(idx_r, coef[idx_r], use_line_collection=True)
plt.subplots_adjust(0.06, 0.04, 0.94, 0.90, 0.20, 0.38)
plt.suptitle('Sparse signal recovery with Orthogonal Matching Pursuit',
fontsize=16)
plt.show()
def initialize_dict(n_components, n_features):
n_nonzero_coefs = 20
w, D, y = make_sparse_coded_signal(n_samples=1,
n_components=n_components,
n_features=n_features,
n_nonzero_coefs=n_nonzero_coefs)
return D
def test_make_sparse_coded_signal():
Y, D, X = make_sparse_coded_signal(n_samples=5, n_components=8, n_features=10, n_nonzero_coefs=3, random_state=0)
assert_equal(Y.shape, (10, 5), "Y shape mismatch")
assert_equal(D.shape, (10, 8), "D shape mismatch")
assert_equal(X.shape, (8, 5), "X shape mismatch")
for col in X.T:
assert_equal(len(np.flatnonzero(col)), 3, "Non-zero coefs mismatch")
assert_array_equal(np.dot(D, X), Y)
assert_array_almost_equal(np.sqrt((D ** 2).sum(axis=0)), np.ones(D.shape[1]))
def test_make_sparse_coded_signal():
Y, D, X = make_sparse_coded_signal(
n_samples=5, n_components=8, n_features=10, n_nonzero_coefs=3, random_state=0
)
assert Y.shape == (10, 5), "Y shape mismatch"
assert D.shape == (10, 8), "D shape mismatch"
assert X.shape == (8, 5), "X shape mismatch"
for col in X.T:
assert len(np.flatnonzero(col)) == 3, "Non-zero coefs mismatch"
assert_array_almost_equal(np.dot(D, X), Y)
assert_array_almost_equal(np.sqrt((D ** 2).sum(axis=0)), np.ones(D.shape[1]))
def test_make_sparse_coded_signal():
Y, D, X = make_sparse_coded_signal(
n_samples=5,
n_components=8,
n_features=10,
n_nonzero_coefs=3,
random_state=0,
data_transposed=False,
)
assert Y.shape == (5, 10), "Y shape mismatch"
assert D.shape == (8, 10), "D shape mismatch"
assert X.shape == (5, 8), "X shape mismatch"
for row in X:
assert len(np.flatnonzero(row)) == 3, "Non-zero coefs mismatch"
assert_allclose(Y, X @ D)
assert_allclose(np.sqrt((D**2).sum(axis=1)), np.ones(D.shape[0]))
def test_make_sparse_coded_signal_transposed():
Y, D, X = make_sparse_coded_signal(
n_samples=5,
n_components=8,
n_features=10,
n_nonzero_coefs=3,
random_state=0,
data_transposed=True,
)
assert Y.shape == (10, 5), "Y shape mismatch"
assert D.shape == (10, 8), "D shape mismatch"
assert X.shape == (8, 5), "X shape mismatch"
for col in X.T:
assert len(np.flatnonzero(col)) == 3, "Non-zero coefs mismatch"
assert_allclose(Y, D @ X)
assert_allclose(np.sqrt((D**2).sum(axis=0)), np.ones(D.shape[1]))
def sparse_signal(noisy_data, n_coeffs, learning_ratio):
n_samples, n_features = noisy_data.shape # p X n
n_components = int(learning_ratio * noisy_data.shape[0]) #k
# x = D*alpha, D = initial_dict
# alpha = sparse_matrix
x, init_dict, sparse_matrix = make_sparse_coded_signal(
n_samples=n_samples,
n_components=n_components,
n_features=n_features,
n_nonzero_coefs=n_coeffs,
random_state=0)
indexes = np.random.random_integers(0, noisy_data.shape[1] - 1,
n_components)
#pdb.set_trace()
init_dict = noisy_data[indexes, :]
return init_dict, sparse_matrix
def make_sparse_coded_signal(n_samples, n_components, n_features,
n_nonzero_coefs, random_state=None,
pandas_mode=False):
y, X, w = ds.make_sparse_coded_signal(n_samples, n_components, n_features,
n_nonzero_coefs, random_state)
if not pandas_mode:
return y, X, w
else:
comps = pd.Index(['comp-{}'.format(i) for i in range(n_components)],
name='components')
feats = pd.Index(['feat-{}'.format(i) for i in range(n_features)],
name='features')
samps = pd.Index(['sample-{}'.format(i) for i in range(n_samples)],
name='samples')
y = pd.DataFrame(y, index=feats, columns=samps)
X = pd.DataFrame(X, index=feats, columns=comps)
w = pd.DataFrame(w, index=comps, columns=samps)
return y, X, w
from sklearn.utils.testing import assert_array_equal
from sklearn.utils.testing import assert_array_almost_equal
from sklearn.utils.testing import assert_warns
from sklearn.utils.testing import ignore_warnings
from sklearn.linear_model import (orthogonal_mp, orthogonal_mp_gram,
OrthogonalMatchingPursuit,
OrthogonalMatchingPursuitCV,
LinearRegression)
from sklearn.utils.fixes import count_nonzero
from sklearn.utils import check_random_state
from sklearn.datasets import make_sparse_coded_signal
n_samples, n_features, n_nonzero_coefs, n_targets = 20, 30, 5, 3
y, X, gamma = make_sparse_coded_signal(n_targets, n_features, n_samples,
n_nonzero_coefs, random_state=0)
G, Xy = np.dot(X.T, X), np.dot(X.T, y)
# this makes X (n_samples, n_features)
# and y (n_samples, 3)
def test_correct_shapes():
assert_equal(orthogonal_mp(X, y[:, 0], n_nonzero_coefs=5).shape,
(n_features,))
assert_equal(orthogonal_mp(X, y, n_nonzero_coefs=5).shape,
(n_features, 3))
def test_correct_shapes_gram():
assert_equal(orthogonal_mp_gram(G, Xy[:, 0], n_nonzero_coefs=5).shape,
(n_features,))
def compute_bench(samples_range, features_range):
it = 0
results = dict()
lars = np.empty((len(features_range), len(samples_range)))
lars_gram = lars.copy()
omp = lars.copy()
omp_gram = lars.copy()
max_it = len(samples_range) * len(features_range)
for i_s, n_samples in enumerate(samples_range):
for i_f, n_features in enumerate(features_range):
it += 1
n_informative = n_features / 10
print('====================')
print('Iteration %03d of %03d' % (it, max_it))
print('====================')
# dataset_kwargs = {
# 'n_train_samples': n_samples,
# 'n_test_samples': 2,
# 'n_features': n_features,
# 'n_informative': n_informative,
# 'effective_rank': min(n_samples, n_features) / 10,
# #'effective_rank': None,
# 'bias': 0.0,
# }
dataset_kwargs = {
'n_samples': 1,
'n_components': n_features,
'n_features': n_samples,
'n_nonzero_coefs': n_informative,
'random_state': 0
}
print("n_samples: %d" % n_samples)
print("n_features: %d" % n_features)
y, X, _ = make_sparse_coded_signal(**dataset_kwargs)
X = np.asfortranarray(X)
gc.collect()
print("benchmarking lars_path (with Gram):", end='')
sys.stdout.flush()
tstart = time()
G = np.dot(X.T, X) # precomputed Gram matrix
Xy = np.dot(X.T, y)
lars_path_gram(Xy=Xy,
Gram=G,
n_samples=y.size,
max_iter=n_informative)
delta = time() - tstart
print("%0.3fs" % delta)
lars_gram[i_f, i_s] = delta
gc.collect()
print("benchmarking lars_path (without Gram):", end='')
sys.stdout.flush()
tstart = time()
lars_path(X, y, Gram=None, max_iter=n_informative)
delta = time() - tstart
print("%0.3fs" % delta)
lars[i_f, i_s] = delta
gc.collect()
print("benchmarking orthogonal_mp (with Gram):", end='')
sys.stdout.flush()
tstart = time()
orthogonal_mp(X, y, precompute=True, n_nonzero_coefs=n_informative)
delta = time() - tstart
print("%0.3fs" % delta)
omp_gram[i_f, i_s] = delta
gc.collect()
print("benchmarking orthogonal_mp (without Gram):", end='')
sys.stdout.flush()
tstart = time()
orthogonal_mp(X,
y,
precompute=False,
n_nonzero_coefs=n_informative)
delta = time() - tstart
print("%0.3fs" % delta)
omp[i_f, i_s] = delta
results['time(LARS) / time(OMP)\n (w/ Gram)'] = (lars_gram / omp_gram)
results['time(LARS) / time(OMP)\n (w/o Gram)'] = (lars / omp)
return results
from sklearn.linear_model import OrthogonalMatchingPursuit
from sklearn.linear_model import OrthogonalMatchingPursuitCV
from sklearn.datasets import make_sparse_coded_signal
n_components, n_features = 512, 100
n_nonzero_coefs = 17
# generate the data
###################
# y = Xw
# |x|_0 = n_nonzero_coefs
y, X, w = make_sparse_coded_signal(n_samples=1,
n_components=n_components,
n_features=n_features,
n_nonzero_coefs=n_nonzero_coefs,
random_state=0)
idx, = w.nonzero()
# distort the clean signal
##########################
y_noisy = y + 0.05 * np.random.randn(len(y))
# plot the sparse signal
########################
pl.figure(figsize=(7, 7))
pl.subplot(4, 1, 1)
pl.xlim(0, 512)
pl.title("Sparse signal")
data -= m;
code = ompcode(D, data, 2).T;
patches = np.dot(code, D.T);
patches += m;
patches = np.array(patches).reshape(len(data), *patch_size)
ret = face.copy();
ret[:, width // 2:] = reconstruct_from_patches_2d(patches, (height, width // 2))
plt.figure()
plt.imshow(ret, cmap=plt.cm.gray, interpolation='nearest')
plt.show();
y, X, w = make_sparse_coded_signal(n_samples=100,
n_components=8,
n_features=16,
n_nonzero_coefs=2,
random_state=0)
face = mat(scipy.misc.face(gray=True))
face = face / 255.0;
face = face[::2, ::2] + face[1::2, ::2] + face[::2, 1::2] + face[1::2, 1::2]
face /= 4.0
height, width = face.shape;
if halfNoise:
face[:, width // 2:] += 0.075 * np.random.randn(height, width // 2)
else:
face += 0.075 * np.random.randn(height, width);
plt.figure()
consensusEnabled = 1 # value 0 or 1
td = 50
K = 3
tp = 2
tc = 5
if tc > 1:
wR = 1 / (tc * podQuantity) # Weight Ratio - less than 1 and more than 0
else:
wR = 0.5
# Generate new data
Y20000, D2, X2 = make_sparse_coded_signal(n_samples=Q,
n_components=N,
n_features=M,
n_nonzero_coefs=K,
random_state=0)
'''
# Load saved data
D = []
Y = []
with open('consensusData.json') as json_file:
jsonData = json.load(json_file)
for elementD in jsonData['D']:
D.append(np.matrix(elementD))
Y = np.array(jsonData['Y'])
'''
'''
# Split Y into parts for each pod
from sklearn.linear_model import (
orthogonal_mp,
orthogonal_mp_gram,
OrthogonalMatchingPursuit,
OrthogonalMatchingPursuitCV,
LinearRegression,
)
from sklearn.utils import check_random_state
from sklearn.datasets import make_sparse_coded_signal
n_samples, n_features, n_nonzero_coefs, n_targets = 25, 35, 5, 3
y, X, gamma = make_sparse_coded_signal(
n_samples=n_targets,
n_components=n_features,
n_features=n_samples,
n_nonzero_coefs=n_nonzero_coefs,
random_state=0,
data_transposed=True,
)
# Make X not of norm 1 for testing
X *= 10
y *= 10
G, Xy = np.dot(X.T, X), np.dot(X.T, y)
# this makes X (n_samples, n_features)
# and y (n_samples, 3)
# FIXME: 'normalize' to set to False in 1.2 and removed in 1.4
@pytest.mark.parametrize(
"OmpModel", [OrthogonalMatchingPursuit, OrthogonalMatchingPursuitCV])
@pytest.mark.parametrize("normalize, n_warnings", [(True, 0), (False, 0),
from sklearn.utils.testing import assert_equal
from sklearn.utils.testing import assert_array_equal
from sklearn.utils.testing import assert_array_almost_equal
from sklearn.utils.testing import assert_warns
from sklearn.utils.testing import ignore_warnings
from sklearn.linear_model import (orthogonal_mp, orthogonal_mp_gram,
OrthogonalMatchingPursuit,
OrthogonalMatchingPursuitCV,
LinearRegression)
from sklearn.utils import check_random_state
from sklearn.datasets import make_sparse_coded_signal
n_samples, n_features, n_nonzero_coefs, n_targets = 20, 30, 5, 3
y, X, gamma = make_sparse_coded_signal(n_targets, n_features, n_samples,
n_nonzero_coefs, random_state=0)
G, Xy = np.dot(X.T, X), np.dot(X.T, y)
# this makes X (n_samples, n_features)
# and y (n_samples, 3)
def test_correct_shapes():
assert_equal(orthogonal_mp(X, y[:, 0], n_nonzero_coefs=5).shape,
(n_features,))
assert_equal(orthogonal_mp(X, y, n_nonzero_coefs=5).shape,
(n_features, 3))
def test_correct_shapes_gram():
assert_equal(orthogonal_mp_gram(G, Xy[:, 0], n_nonzero_coefs=5).shape,
(n_features,))
from sklearn.linear_model import OrthogonalMatchingPursuit
from sklearn.linear_model import OrthogonalMatchingPursuitCV
from sklearn.datasets import make_sparse_coded_signal
n_components, n_features = 512, 100
n_nonzero_coefs = 17
# generate the data
###################
# y = Xw
# |x|_0 = n_nonzero_coefs
y, X, w = make_sparse_coded_signal(n_samples=1,
n_components=n_components,
n_features=n_features,
n_nonzero_coefs=n_nonzero_coefs,
random_state=0)
idx, = w.nonzero()
# distort the clean signal
##########################
y_noisy = y + 0.05 * np.random.randn(len(y))
# plot the sparse signal
########################
plt.figure(figsize=(7, 7))
plt.subplot(4, 1, 1)
plt.xlim(0, 512)
plt.title("Sparse signal")
"""OMP.
Orthogonal Matching Pursuit.
"""
import numpy as np
import matplotlib.pyplot as plt
from sklearn import linear_model
from sklearn.metrics import r2_score
from sklearn.datasets import make_sparse_coded_signal
if __name__ == "__main__":
print("Generating data...")
ncomp, nf, nncoef = 256, 10000, 32
y, X, w = make_sparse_coded_signal(n_samples=1,
n_components=ncomp,
n_features=nf,
n_nonzero_coefs=nncoef)
idx, = w.nonzero()
y = y + 0.02 * np.random.randn(len(y))
y = y.flatten()
X_train, X_test = X[nf // 2:], X[:nf // 2]
y_train, y_test = y[nf // 2:], y[:nf // 2]
print(X, y)
print("Fitting model...")
omp = linear_model.OrthogonalMatchingPursuit(n_nonzero_coefs=nncoef)
omp.fit(X_train, y_train)
print("R2 score: {0}".format(r2_score(y_test, omp.predict(X_test))))
plt.scatter(np.arange(nf // 2), y_train, color="purple")
plt.scatter(np.arange(nf // 2) + (nf // 2), y_test, color="red")
plt.plot(np.arange(nf // 2), omp.predict(X_train), color="purple")
# TEST
limit_memory(datasize)
cvx_time, prox_time, sspg_time = [], [], []
# atoms = range(300, 301, 1)
atoms = range(80, 500, 20)
fname = '{0}-{1}-{2}-{3}'.format(prefix, atoms.start, atoms.stop, atoms.step)
for n_components in atoms:
print("----------")
print("atoms", n_components)
n_features = round(n_components / 20)
# Generate sparse signals using a dictionary
sample, dictionary, codes = make_sparse_coded_signal(
n_samples=n_samples,
n_components=n_components,
n_features=n_features,
n_nonzero_coefs=n_nonzero_coefs,
random_state=0)
dictionary = np.eye(n_features)
Delta = np.random.standard_normal((n_components, n_features))
start = timer()
cvx_x = cosr_cvx(sample, Delta, lam)
end = timer()
cvx_time.append(end-start)
print("CVX time: ", end - start)
# print("CVX: Sparsity", np.count_nonzero(Delta@cvx_x),
# "solution", Delta@cvx_x)
# x0 = np.ones(dictionary.shape[1])
# start = timer()
from sklearn import datasets
import matplotlib.pyplot as plt
# make_sparse_coded_signal data
data, dic, code = datasets.make_sparse_coded_signal(n_samples=10,
n_components=5,
n_features=3,
n_nonzero_coefs=1,
random_state=None)
print('data = ')
print(data)
print('dic = ')
print(dic)
print('code = ')
print(code)
