""" Test the fastica algorithm. """ import itertools import warnings import numpy as np from scipy import stats from nose.tools import assert_raises from sklearn.utils.testing import assert_almost_equal from sklearn.utils.testing import assert_array_almost_equal from sklearn.utils.testing import assert_true from sklearn.utils.testing import assert_less from sklearn.utils.testing import assert_equal from sklearn.utils.testing import assert_warns from sklearn.decomposition import FastICA, fastica, PCA from sklearn.decomposition.fastica_ import _gs_decorrelation from sklearn.externals.six import moves def center_and_norm(x, axis=-1): """ Centers and norms x **in place** Parameters ----------- x: ndarray Array with an axis of observations (statistical units) measured on random variables. axis: int, optional Axis along which the mean and variance are calculated. """ x = np.rollaxis(x, axis) x -= x.mean(axis=0) x /= x.std(axis=0) def test_gs(): # Test gram schmidt orthonormalization # generate a random orthogonal matrix rng = np.random.RandomState(0) W, _, _ = np.linalg.svd(rng.randn(10, 10)) w = rng.randn(10) _gs_decorrelation(w, W, 10) assert_less((w ** 2).sum(), 1.e-10) w = rng.randn(10) u = _gs_decorrelation(w, W, 5) tmp = np.dot(u, W.T) assert_less((tmp[:5] ** 2).sum(), 1.e-10) def test_fastica_simple(add_noise=False): # Test the FastICA algorithm on very simple data. rng = np.random.RandomState(0) # scipy.stats uses the global RNG: np.random.seed(0) n_samples = 1000 # Generate two sources: s1 = (2 * np.sin(np.linspace(0, 100, n_samples)) > 0) - 1 s2 = stats.t.rvs(1, size=n_samples) s = np.c_[s1, s2].T center_and_norm(s) s1, s2 = s # Mixing angle phi = 0.6 mixing = np.array([[np.cos(phi), np.sin(phi)], [np.sin(phi), -np.cos(phi)]]) m = np.dot(mixing, s) if add_noise: m += 0.1 * rng.randn(2, 1000) center_and_norm(m) # function as fun arg def g_test(x): return x ** 3, (3 * x ** 2).mean(axis=-1) algos = ['parallel', 'deflation'] nls = ['logcosh', 'exp', 'cube', g_test] whitening = [True, False] for algo, nl, whiten in itertools.product(algos, nls, whitening): if whiten: k_, mixing_, s_ = fastica(m.T, fun=nl, algorithm=algo) assert_raises(ValueError, fastica, m.T, fun=np.tanh, algorithm=algo) else: X = PCA(n_components=2, whiten=True).fit_transform(m.T) k_, mixing_, s_ = fastica(X, fun=nl, algorithm=algo, whiten=False) assert_raises(ValueError, fastica, X, fun=np.tanh, algorithm=algo) s_ = s_.T # Check that the mixing model described in the docstring holds: if whiten: assert_almost_equal(s_, np.dot(np.dot(mixing_, k_), m)) center_and_norm(s_) s1_, s2_ = s_ # Check to see if the sources have been estimated # in the wrong order if abs(np.dot(s1_, s2)) > abs(np.dot(s1_, s1)): s2_, s1_ = s_ s1_ *= np.sign(np.dot(s1_, s1)) s2_ *= np.sign(np.dot(s2_, s2)) # Check that we have estimated the original sources if not add_noise: assert_almost_equal(np.dot(s1_, s1) / n_samples, 1, decimal=2) assert_almost_equal(np.dot(s2_, s2) / n_samples, 1, decimal=2) else: assert_almost_equal(np.dot(s1_, s1) / n_samples, 1, decimal=1) assert_almost_equal(np.dot(s2_, s2) / n_samples, 1, decimal=1) # Test FastICA class _, _, sources_fun = fastica(m.T, fun=nl, algorithm=algo, random_state=0) ica = FastICA(fun=nl, algorithm=algo, random_state=0) sources = ica.fit_transform(m.T) assert_equal(ica.components_.shape, (2, 2)) assert_equal(sources.shape, (1000, 2)) assert_array_almost_equal(sources_fun, sources) assert_array_almost_equal(sources, ica.transform(m.T)) assert_equal(ica.mixing_.shape, (2, 2)) for fn in [np.tanh, "exp(-.5(x^2))"]: ica = FastICA(fun=fn, algorithm=algo, random_state=0) assert_raises(ValueError, ica.fit, m.T) assert_raises(TypeError, FastICA(fun=moves.xrange(10)).fit, m.T) def test_fastica_nowhiten(): m = [[0, 1], [1, 0]] # test for issue #697 ica = FastICA(n_components=1, whiten=False, random_state=0) assert_warns(UserWarning, ica.fit, m) assert_true(hasattr(ica, 'mixing_')) def test_non_square_fastica(add_noise=False): # Test the FastICA algorithm on very simple data. rng = np.random.RandomState(0) n_samples = 1000 # Generate two sources: t = np.linspace(0, 100, n_samples) s1 = np.sin(t) s2 = np.ceil(np.sin(np.pi * t)) s = np.c_[s1, s2].T center_and_norm(s) s1, s2 = s # Mixing matrix mixing = rng.randn(6, 2) m = np.dot(mixing, s) if add_noise: m += 0.1 * rng.randn(6, n_samples) center_and_norm(m) k_, mixing_, s_ = fastica(m.T, n_components=2, random_state=rng) s_ = s_.T # Check that the mixing model described in the docstring holds: assert_almost_equal(s_, np.dot(np.dot(mixing_, k_), m)) center_and_norm(s_) s1_, s2_ = s_ # Check to see if the sources have been estimated # in the wrong order if abs(np.dot(s1_, s2)) > abs(np.dot(s1_, s1)): s2_, s1_ = s_ s1_ *= np.sign(np.dot(s1_, s1)) s2_ *= np.sign(np.dot(s2_, s2)) # Check that we have estimated the original sources if not add_noise: assert_almost_equal(np.dot(s1_, s1) / n_samples, 1, decimal=3) assert_almost_equal(np.dot(s2_, s2) / n_samples, 1, decimal=3) def test_fit_transform(): # Test FastICA.fit_transform rng = np.random.RandomState(0) X = rng.random_sample((100, 10)) for whiten, n_components in [[True, 5], [False, None]]: n_components_ = (n_components if n_components is not None else X.shape[1]) ica = FastICA(n_components=n_components, whiten=whiten, random_state=0) Xt = ica.fit_transform(X) assert_equal(ica.components_.shape, (n_components_, 10)) assert_equal(Xt.shape, (100, n_components_)) ica = FastICA(n_components=n_components, whiten=whiten, random_state=0) ica.fit(X) assert_equal(ica.components_.shape, (n_components_, 10)) Xt2 = ica.transform(X) assert_array_almost_equal(Xt, Xt2) def test_inverse_transform(): # Test FastICA.inverse_transform n_features = 10 n_samples = 100 n1, n2 = 5, 10 rng = np.random.RandomState(0) X = rng.random_sample((n_samples, n_features)) expected = {(True, n1): (n_features, n1), (True, n2): (n_features, n2), (False, n1): (n_features, n2), (False, n2): (n_features, n2)} for whiten in [True, False]: for n_components in [n1, n2]: n_components_ = (n_components if n_components is not None else X.shape[1]) ica = FastICA(n_components=n_components, random_state=rng, whiten=whiten) with warnings.catch_warnings(record=True): # catch "n_components ignored" warning Xt = ica.fit_transform(X) expected_shape = expected[(whiten, n_components_)] assert_equal(ica.mixing_.shape, expected_shape) X2 = ica.inverse_transform(Xt) assert_equal(X.shape, X2.shape) # reversibility test in non-reduction case if n_components == X.shape[1]: assert_array_almost_equal(X, X2)