def test_parameter_checking():
A = np.ones((2, 2))
name = "spam"
with ignore_warnings(category=FutureWarning):
# TODO remove in 1.2
msg = "Invalid regularization parameter: got 'spam' instead of one of"
with pytest.raises(ValueError, match=msg):
NMF(regularization=name).fit(A)
msg = "Invalid beta_loss parameter: solver 'cd' does not handle beta_loss = 1.0"
with pytest.raises(ValueError, match=msg):
NMF(solver="cd", beta_loss=1.0).fit(A)
msg = "Negative values in data passed to"
with pytest.raises(ValueError, match=msg):
NMF().fit(-A)
clf = NMF(2, tol=0.1).fit(A)
with pytest.raises(ValueError, match=msg):
clf.transform(-A)
with pytest.raises(ValueError, match=msg):
nmf._initialize_nmf(-A, 2, "nndsvd")
for init in ["nndsvd", "nndsvda", "nndsvdar"]:
msg = re.escape(
"init = '{}' can only be used when "
"n_components <= min(n_samples, n_features)".format(init))
with pytest.raises(ValueError, match=msg):
NMF(3, init=init).fit(A)
with pytest.raises(ValueError, match=msg):
MiniBatchNMF(3, init=init).fit(A)
with pytest.raises(ValueError, match=msg):
nmf._initialize_nmf(A, 3, init)
def test_parameter_checking():
# Here we only check for invalid parameter values that are not already
# automatically tested in the common tests.
A = np.ones((2, 2))
msg = "Invalid beta_loss parameter: solver 'cd' does not handle beta_loss = 1.0"
with pytest.raises(ValueError, match=msg):
NMF(solver="cd", beta_loss=1.0).fit(A)
msg = "Negative values in data passed to"
with pytest.raises(ValueError, match=msg):
NMF().fit(-A)
clf = NMF(2, tol=0.1).fit(A)
with pytest.raises(ValueError, match=msg):
clf.transform(-A)
with pytest.raises(ValueError, match=msg):
nmf._initialize_nmf(-A, 2, "nndsvd")
for init in ["nndsvd", "nndsvda", "nndsvdar"]:
msg = re.escape(
"init = '{}' can only be used when "
"n_components <= min(n_samples, n_features)".format(init)
)
with pytest.raises(ValueError, match=msg):
NMF(3, init=init).fit(A)
with pytest.raises(ValueError, match=msg):
MiniBatchNMF(3, init=init).fit(A)
with pytest.raises(ValueError, match=msg):
nmf._initialize_nmf(A, 3, init)
def test_initialize_variants():
# Test NNDSVD variants correctness
# Test that the variants 'nndsvda' and 'nndsvdar' differ from basic
# 'nndsvd' only where the basic version has zeros.
rng = np.random.mtrand.RandomState(42)
data = np.abs(rng.randn(10, 10))
W0, H0 = nmf._initialize_nmf(data, 10, init='nndsvd')
Wa, Ha = nmf._initialize_nmf(data, 10, init='nndsvda')
War, Har = nmf._initialize_nmf(data, 10, init='nndsvdar', random_state=0)
for ref, evl in ((W0, Wa), (W0, War), (H0, Ha), (H0, Har)):
assert_almost_equal(evl[ref != 0], ref[ref != 0])
def test_init_default_deprecation():
# Test FutureWarning on init default
msg = (r"The 'init' value, when 'init=None' and "
r"n_components is less than n_samples and "
r"n_features, will be changed from 'nndsvd' to "
r"'nndsvda' in 1.1 \(renaming of 0.26\).")
rng = np.random.mtrand.RandomState(42)
A = np.abs(rng.randn(6, 5))
with pytest.warns(FutureWarning, match=msg):
nmf._initialize_nmf(A, 3)
with pytest.warns(FutureWarning, match=msg):
NMF().fit(A)
with pytest.warns(FutureWarning, match=msg):
non_negative_factorization(A)
def test_initialize_nn_output():
# Test that initialization does not return negative values
rng = np.random.mtrand.RandomState(42)
data = np.abs(rng.randn(10, 10))
for init in ('random', 'nndsvd', 'nndsvda', 'nndsvdar'):
W, H = nmf._initialize_nmf(data, 10, init=init, random_state=0)
assert not ((W < 0).any() or (H < 0).any())
def test_nmf_decreasing():
# test that the objective function is decreasing at each iteration
n_samples = 20
n_features = 15
n_components = 10
alpha = 0.1
l1_ratio = 0.5
tol = 0.
# initialization
rng = np.random.mtrand.RandomState(42)
X = rng.randn(n_samples, n_features)
np.abs(X, X)
W0, H0 = nmf._initialize_nmf(X, n_components, init='random',
random_state=42)
for beta_loss in (-1.2, 0, 0.2, 1., 2., 2.5):
for solver in ('cd', 'mu'):
if solver != 'mu' and beta_loss != 2:
# not implemented
continue
W, H = W0.copy(), H0.copy()
previous_loss = None
for _ in range(30):
# one more iteration starting from the previous results
W, H, _ = non_negative_factorization(
X, W, H, beta_loss=beta_loss, init='custom',
n_components=n_components, max_iter=1, alpha=alpha,
solver=solver, tol=tol, l1_ratio=l1_ratio, verbose=0,
regularization='both', random_state=0, update_H=True)
loss = nmf._beta_divergence(X, W, H, beta_loss)
if previous_loss is not None:
assert previous_loss > loss
previous_loss = loss
def test_minibatch_nmf_partial_fit():
# Check fit / partial_fit equivalence. Applicable only with fresh restarts.
rng = np.random.mtrand.RandomState(42)
X = np.abs(rng.randn(100, 5))
n_components = 5
batch_size = 10
max_iter = 2
mbnmf1 = MiniBatchNMF(
n_components=n_components,
init="custom",
random_state=0,
max_iter=max_iter,
batch_size=batch_size,
tol=0,
max_no_improvement=None,
fresh_restarts=False,
)
mbnmf2 = MiniBatchNMF(n_components=n_components, init="custom", random_state=0)
# Force the same init of H (W is recomputed anyway) to be able to compare results.
W, H = nmf._initialize_nmf(
X, n_components=n_components, init="random", random_state=0
)
mbnmf1.fit(X, W=W, H=H)
for i in range(max_iter):
for j in range(batch_size):
mbnmf2.partial_fit(X[j : j + batch_size], W=W[:batch_size], H=H)
assert mbnmf1.n_steps_ == mbnmf2.n_steps_
assert_allclose(mbnmf1.components_, mbnmf2.components_)
def test_initialize_close():
# Test NNDSVD error
# Test that _initialize_nmf error is less than the standard deviation of
# the entries in the matrix.
rng = np.random.mtrand.RandomState(42)
A = np.abs(rng.randn(10, 10))
W, H = nmf._initialize_nmf(A, 10, init='nndsvd')
error = linalg.norm(np.dot(W, H) - A)
sdev = linalg.norm(A - A.mean())
assert error <= sdev
def test_parameter_checking():
A = np.ones((2, 2))
name = 'spam'
# FIXME : should be removed in 1.1
init = 'nndsvda'
msg = "Invalid solver parameter: got 'spam' instead of one of"
with pytest.raises(ValueError, match=msg):
NMF(solver=name, init=init).fit(A)
msg = "Invalid init parameter: got 'spam' instead of one of"
with pytest.raises(ValueError, match=msg):
NMF(init=name).fit(A)
msg = "Invalid regularization parameter: got 'spam' instead of one of"
with pytest.raises(ValueError, match=msg):
NMF(regularization=name, init=init).fit(A)
msg = "Invalid beta_loss parameter: got 'spam' instead of one"
with pytest.raises(ValueError, match=msg):
NMF(solver='mu', init=init, beta_loss=name).fit(A)
msg = (
"Invalid beta_loss parameter: solver 'cd' does not handle "
"beta_loss = 1.0"
)
with pytest.raises(ValueError, match=msg):
NMF(solver='cd', init=init, beta_loss=1.0).fit(A)
msg = "Negative values in data passed to"
with pytest.raises(ValueError, match=msg):
NMF(init=init).fit(-A)
with pytest.raises(ValueError, match=msg):
nmf._initialize_nmf(-A, 2, 'nndsvd')
clf = NMF(2, tol=0.1, init=init).fit(A)
with pytest.raises(ValueError, match=msg):
clf.transform(-A)
for init in ['nndsvd', 'nndsvda', 'nndsvdar']:
msg = re.escape(
"init = '{}' can only be used when "
"n_components <= min(n_samples, n_features)"
.format(init)
)
with pytest.raises(ValueError, match=msg):
NMF(3, init=init).fit(A)
with pytest.raises(ValueError, match=msg):
nmf._initialize_nmf(A, 3, init)
def test_nmf_decreasing(solver):
# test that the objective function is decreasing at each iteration
n_samples = 20
n_features = 15
n_components = 10
alpha = 0.1
l1_ratio = 0.5
tol = 0.0
# initialization
rng = np.random.mtrand.RandomState(42)
X = rng.randn(n_samples, n_features)
np.abs(X, X)
W0, H0 = nmf._initialize_nmf(X,
n_components,
init="random",
random_state=42)
for beta_loss in (-1.2, 0, 0.2, 1.0, 2.0, 2.5):
if solver != "mu" and beta_loss != 2:
# not implemented
continue
W, H = W0.copy(), H0.copy()
previous_loss = None
for _ in range(30):
# one more iteration starting from the previous results
W, H, _ = non_negative_factorization(
X,
W,
H,
beta_loss=beta_loss,
init="custom",
n_components=n_components,
max_iter=1,
alpha_W=alpha,
solver=solver,
tol=tol,
l1_ratio=l1_ratio,
verbose=0,
random_state=0,
update_H=True,
)
loss = (nmf._beta_divergence(X, W, H, beta_loss) +
alpha * l1_ratio * n_features * W.sum() +
alpha * l1_ratio * n_samples * H.sum() + alpha *
(1 - l1_ratio) * n_features * (W**2).sum() + alpha *
(1 - l1_ratio) * n_samples * (H**2).sum())
if previous_loss is not None:
assert previous_loss > loss
previous_loss = loss
def _fit_transform(self, X, y=None, W=None, H=None, update_H=True):
X = check_array(X, accept_sparse=('csr', 'csc'))
check_non_negative(X, "NMF (input X)")
n_samples, n_features = X.shape
n_components = self.n_components
if n_components is None:
n_components = n_features
if (not isinstance(n_components, numbers.Integral) or
n_components <= 0):
raise ValueError("Number of components must be a positive integer;"
" got (n_components=%r)" % n_components)
if (not isinstance(self.max_iter, numbers.Integral) or
self.max_iter < 0):
raise ValueError("Maximum number of iterations must be a positive "
"integer; got (max_iter=%r)" % self.max_iter)
if not isinstance(self.tol, numbers.Number) or self.tol < 0:
raise ValueError("Tolerance for stopping criteria must be "
"positive; got (tol=%r)" % self.tol)
# check W and H, or initialize them
if self.init == 'custom' and update_H:
_check_init(H, (n_components, n_features), "NMF (input H)")
_check_init(W, (n_samples, n_components), "NMF (input W)")
elif not update_H:
_check_init(H, (n_components, n_features), "NMF (input H)")
W = np.zeros((n_samples, n_components))
else:
W, H = _initialize_nmf(X, n_components, init=self.init,
random_state=self.random_state)
if update_H: # fit_transform
W, H, n_iter = _fit_projected_gradient(
X, W, H, self.tol, self.max_iter, self.nls_max_iter,
self.alpha, self.l1_ratio)
else: # transform
Wt, _, n_iter = _nls_subproblem(X.T, H.T, W.T, self.tol,
self.nls_max_iter,
alpha=self.alpha,
l1_ratio=self.l1_ratio)
W = Wt.T
if n_iter == self.max_iter and self.tol > 0:
warnings.warn("Maximum number of iteration %d reached. Increase it"
" to improve convergence." % self.max_iter,
ConvergenceWarning)
return W, H, n_iter
def test_nmf_multiplicative_update_sparse():
# Compare sparse and dense input in multiplicative update NMF
# Also test continuity of the results with respect to beta_loss parameter
n_samples = 20
n_features = 10
n_components = 5
alpha = 0.1
l1_ratio = 0.5
n_iter = 20
# initialization
rng = np.random.mtrand.RandomState(1337)
X = rng.randn(n_samples, n_features)
X = np.abs(X)
X_csr = sp.csr_matrix(X)
W0, H0 = nmf._initialize_nmf(X, n_components, init='random',
random_state=42)
for beta_loss in (-1.2, 0, 0.2, 1., 2., 2.5):
# Reference with dense array X
W, H = W0.copy(), H0.copy()
W1, H1, _ = non_negative_factorization(
X, W, H, n_components, init='custom', update_H=True,
solver='mu', beta_loss=beta_loss, max_iter=n_iter, alpha=alpha,
l1_ratio=l1_ratio, regularization='both', random_state=42)
# Compare with sparse X
W, H = W0.copy(), H0.copy()
W2, H2, _ = non_negative_factorization(
X_csr, W, H, n_components, init='custom', update_H=True,
solver='mu', beta_loss=beta_loss, max_iter=n_iter, alpha=alpha,
l1_ratio=l1_ratio, regularization='both', random_state=42)
assert_array_almost_equal(W1, W2, decimal=7)
assert_array_almost_equal(H1, H2, decimal=7)
# Compare with almost same beta_loss, since some values have a specific
# behavior, but the results should be continuous w.r.t beta_loss
beta_loss -= 1.e-5
W, H = W0.copy(), H0.copy()
W3, H3, _ = non_negative_factorization(
X_csr, W, H, n_components, init='custom', update_H=True,
solver='mu', beta_loss=beta_loss, max_iter=n_iter, alpha=alpha,
l1_ratio=l1_ratio, regularization='both', random_state=42)
assert_array_almost_equal(W1, W3, decimal=4)
assert_array_almost_equal(H1, H3, decimal=4)
def test_beta_divergence():
# Compare _beta_divergence with the reference _beta_divergence_dense
n_samples = 20
n_features = 10
n_components = 5
beta_losses = [0., 0.5, 1., 1.5, 2.]
# initialization
rng = np.random.mtrand.RandomState(42)
X = rng.randn(n_samples, n_features)
np.clip(X, 0, None, out=X)
X_csr = sp.csr_matrix(X)
W, H = nmf._initialize_nmf(X, n_components, init='random', random_state=42)
for beta in beta_losses:
ref = _beta_divergence_dense(X, W, H, beta)
loss = nmf._beta_divergence(X, W, H, beta)
loss_csr = nmf._beta_divergence(X_csr, W, H, beta)
assert_almost_equal(ref, loss, decimal=7)
assert_almost_equal(ref, loss_csr, decimal=7)
def run_bench(X, clfs, plot_name, n_components, tol, alpha, l1_ratio):
start = time()
results = []
for name, clf_type, iter_range, clf_params in clfs:
print("Training %s:" % name)
for rs, init in enumerate(('nndsvd', 'nndsvdar', 'random')):
print(" %s %s: " % (init, " " * (8 - len(init))), end="")
W, H = _initialize_nmf(X, n_components, init, 1e-6, rs)
for max_iter in iter_range:
clf_params['alpha'] = alpha
clf_params['l1_ratio'] = l1_ratio
clf_params['max_iter'] = max_iter
clf_params['tol'] = tol
clf_params['random_state'] = rs
clf_params['init'] = 'custom'
clf_params['n_components'] = n_components
this_loss, duration = bench_one(name, X, W, H, X.shape,
clf_type, clf_params,
init, n_components, rs)
init_name = "init='%s'" % init
results.append((name, this_loss, duration, init_name))
# print("loss: %.6f, time: %.3f sec" % (this_loss, duration))
print(".", end="")
sys.stdout.flush()
print(" ")
# Use a panda dataframe to organize the results
results_df = pandas.DataFrame(results,
columns="method loss time init".split())
print("Total time = %0.3f sec\n" % (time() - start))
# plot the results
plot_results(results_df, plot_name)
return results_df
