def Solve(self, K):
#GET EIGENVALUES AND EIGENVECTOR THE CENTER KERNEL
self.lambdas_, self.vectors_ = linalg.eigh(
K, eigvals=(K.shape[0] - self.n_components, K.shape[0] - 1))
# make sure that the eigenvalues are ok and fix numerical issues
self.lambdas_ = _check_psd_eigenvalues(self.lambdas_,
enable_warnings=False)
# flip eigenvectors' sign to enforce deterministic output
self.vectors_, _ = svd_flip(self.vectors_,
np.empty_like(self.vectors_).T)
# sort eigenvectors in descending order
indices = self.lambdas_.argsort()[::-1]
self.lambdas_ = self.lambdas_[indices]
self.vectors_ = self.vectors_[:, indices]
# remove eigenvectors with a zero eigenvalue (null space) if required
if self.remove_zero_eig:
self.vectors_ = self.vectors_[:, self.lambdas_ > 0]
self.lambdas_ = self.lambdas_[self.lambdas_ > 0]
return K
def test_kernel_conditioning():
""" Test that ``_check_psd_eigenvalues`` is correctly called
Non-regression test for issue #12140 (PR #12145)"""
# create a pathological X leading to small non-zero eigenvalue
X = [[5, 1], [5 + 1e-8, 1e-8], [5 + 1e-8, 0]]
kpca = KernelPCA(kernel="linear",
n_components=2,
fit_inverse_transform=True)
kpca.fit(X)
# check that the small non-zero eigenvalue was correctly set to zero
assert kpca.lambdas_.min() == 0
assert np.all(kpca.lambdas_ == _check_psd_eigenvalues(kpca.lambdas_))
def test_check_psd_eigenvalues_valid(lambdas, expected_lambdas, w_type, w_msg,
enable_warnings):
# Test that ``_check_psd_eigenvalues`` returns the right output for valid
# input, possibly raising the right warning
if not enable_warnings:
w_type = None
w_msg = ""
with pytest.warns(w_type, match=w_msg) as w:
assert_array_equal(
_check_psd_eigenvalues(lambdas, enable_warnings=enable_warnings),
expected_lambdas)
if w_type is None:
assert not w
def Solve(self, K):
# SELECT THE BEST METHOD TO CALCULATE THE EIGENVALUES
if self.eigen_solver == 'auto':
if K.shape[0] > 200 and self.n_components < 10:
eigen_solver = 'arpack'
else:
eigen_solver = 'dense'
else:
eigen_solver = self.eigen_solver
#GET EIGENVALUES AND EIGENVECTOR THE CENTER KERNEL
if eigen_solver == 'dense':
self.lambdas_, self.vectors_ = linalg.eigh(
K, eigvals=(K.shape[0] - self.n_components, K.shape[0] - 1))
elif eigen_solver == 'arpack':
random_state = check_random_state(self.random_state)
# initialize with [-1,1] as in ARPACK
v0 = random_state.uniform(-1, 1, K.shape[0])
self.lambdas_, self.vectors_ = eigsh(K,
self.n_components,
which="LA",
tol=self.tol,
maxiter=self.max_iter,
v0=v0)
# make sure that the eigenvalues are ok and fix numerical issues
self.lambdas_ = _check_psd_eigenvalues(self.lambdas_,
enable_warnings=False)
# flip eigenvectors' sign to enforce deterministic output
self.vectors_, _ = svd_flip(self.vectors_,
np.empty_like(self.vectors_).T)
# sort eigenvectors in descending order
indices = self.lambdas_.argsort()[::-1]
self.lambdas_ = self.lambdas_[indices]
self.vectors_ = self.vectors_[:, indices]
# remove eigenvectors with a zero eigenvalue (null space) if required
if self.remove_zero_eig:
self.vectors_ = self.vectors_[:, self.lambdas_ > 0]
self.lambdas_ = self.lambdas_[self.lambdas_ > 0]
return K
def _fit_transform(self, K):
""" Fit's using kernel K"""
# center kernel
K = self._centerer.fit_transform(K)
self.lambdas_, self.alphas_ = linalg.eigh(
K, eigvals=(K.shape[0] - self.n_components, K.shape[0] - 1))
# make sure that the eigenvalues are ok and fix numerical issues
self.lambdas_ = _check_psd_eigenvalues(self.lambdas_,
enable_warnings=False)
# flip eigenvectors' sign to enforce deterministic output
self.alphas_, _ = svd_flip(self.alphas_, np.empty_like(self.alphas_).T)
# sort eigenvectors in descending order
indices = self.lambdas_.argsort()[::-1]
self.lambdas_ = self.lambdas_[indices]
self.alphas_ = self.alphas_[:, indices]
# remove eigenvectors with a zero eigenvalue (null space) if required
self.alphas_ = self.alphas_[:, self.lambdas_ > 0]
self.lambdas_ = self.lambdas_[self.lambdas_ > 0]
# Maintenance note on Eigenvectors normalization
# ----------------------------------------------
# there is a link between
# the eigenvectors of K=Phi(X)'Phi(X) and the ones of Phi(X)Phi(X)'
# if v is an eigenvector of K
# then Phi(X)v is an eigenvector of Phi(X)Phi(X)'
# if u is an eigenvector of Phi(X)Phi(X)'
# then Phi(X)'u is an eigenvector of Phi(X)Phi(X)'
#
# At this stage our self.alphas_ (the v) have norm 1, we need to scale
# them so that eigenvectors in kernel feature space (the u) have norm=1
# instead
#
# We COULD scale them here:
# self.alphas_ = self.alphas_ / np.sqrt(self.lambdas_)
#
# But choose to perform that LATER when needed, in `fit()` and in
# `transform()`.
return K
def test_check_psd_eigenvalues_invalid(lambdas, err_type, err_msg):
# Test that ``_check_psd_eigenvalues`` raises the right error for invalid
# input
with pytest.raises(err_type, match=err_msg):
_check_psd_eigenvalues(lambdas)
def _fit_transform(self, K):
""" Fit's using kernel K"""
# center kernel
K = self._centerer.fit_transform(K)
if self.n_components is None:
n_components = K.shape[0]
else:
n_components = min(K.shape[0], self.n_components)
# compute eigenvectors
if self.eigen_solver == 'auto':
if K.shape[0] > 200 and n_components < 10:
eigen_solver = 'arpack'
else:
eigen_solver = 'dense'
else:
eigen_solver = self.eigen_solver
if eigen_solver == 'dense':
self.lambdas_, self.alphas_ = linalg.eigh(
K, eigvals=(K.shape[0] - n_components, K.shape[0] - 1))
elif eigen_solver == 'arpack':
random_state = check_random_state(self.random_state)
# initialize with [-1,1] as in ARPACK
v0 = random_state.uniform(-1, 1, K.shape[0])
self.lambdas_, self.alphas_ = eigsh(K,
n_components,
which="LA",
tol=self.tol,
maxiter=self.max_iter,
v0=v0)
# make sure that the eigenvalues are ok and fix numerical issues
self.lambdas_ = _check_psd_eigenvalues(self.lambdas_,
enable_warnings=False)
# flip eigenvectors' sign to enforce deterministic output
self.alphas_, _ = svd_flip(self.alphas_, np.empty_like(self.alphas_).T)
# sort eigenvectors in descending order
indices = self.lambdas_.argsort()[::-1]
self.lambdas_ = self.lambdas_[indices]
self.alphas_ = self.alphas_[:, indices]
# remove eigenvectors with a zero eigenvalue (null space) if required
if self.remove_zero_eig or self.n_components is None:
self.alphas_ = self.alphas_[:, self.lambdas_ > 0]
self.lambdas_ = self.lambdas_[self.lambdas_ > 0]
# Maintenance note on Eigenvectors normalization
# ----------------------------------------------
# there is a link between
# the eigenvectors of K=Phi(X)'Phi(X) and the ones of Phi(X)Phi(X)'
# if v is an eigenvector of K
# then Phi(X)v is an eigenvector of Phi(X)Phi(X)'
# if u is an eigenvector of Phi(X)Phi(X)'
# then Phi(X)'u is an eigenvector of Phi(X)Phi(X)'
#
# At this stage our self.alphas_ (the v) have norm 1, we need to scale
# them so that eigenvectors in kernel feature space (the u) have norm=1
# instead
#
# We COULD scale them here:
# self.alphas_ = self.alphas_ / np.sqrt(self.lambdas_)
#
# But choose to perform that LATER when needed, in `fit()` and in
# `transform()`.
return K
