# Author: Vlad Niculae # License: BSD 3 clause import numpy as np from sklearn.utils.testing import assert_raises from sklearn.utils.testing import assert_true 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,)) assert_equal(orthogonal_mp_gram(G, Xy, n_nonzero_coefs=5).shape, (n_features, 3)) def test_n_nonzero_coefs(): assert_true(np.count_nonzero(orthogonal_mp(X, y[:, 0], n_nonzero_coefs=5)) <= 5) assert_true(np.count_nonzero(orthogonal_mp(X, y[:, 0], n_nonzero_coefs=5, precompute=True)) <= 5) def test_tol(): tol = 0.5 gamma = orthogonal_mp(X, y[:, 0], tol=tol) gamma_gram = orthogonal_mp(X, y[:, 0], tol=tol, precompute=True) assert_true(np.sum((y[:, 0] - np.dot(X, gamma)) ** 2) <= tol) assert_true(np.sum((y[:, 0] - np.dot(X, gamma_gram)) ** 2) <= tol) def test_with_without_gram(): assert_array_almost_equal( orthogonal_mp(X, y, n_nonzero_coefs=5), orthogonal_mp(X, y, n_nonzero_coefs=5, precompute=True)) def test_with_without_gram_tol(): assert_array_almost_equal( orthogonal_mp(X, y, tol=1.), orthogonal_mp(X, y, tol=1., precompute=True)) def test_unreachable_accuracy(): assert_array_almost_equal( orthogonal_mp(X, y, tol=0), orthogonal_mp(X, y, n_nonzero_coefs=n_features)) assert_array_almost_equal( assert_warns(RuntimeWarning, orthogonal_mp, X, y, tol=0, precompute=True), orthogonal_mp(X, y, precompute=True, n_nonzero_coefs=n_features)) def test_bad_input(): assert_raises(ValueError, orthogonal_mp, X, y, tol=-1) assert_raises(ValueError, orthogonal_mp, X, y, n_nonzero_coefs=-1) assert_raises(ValueError, orthogonal_mp, X, y, n_nonzero_coefs=n_features + 1) assert_raises(ValueError, orthogonal_mp_gram, G, Xy, tol=-1) assert_raises(ValueError, orthogonal_mp_gram, G, Xy, n_nonzero_coefs=-1) assert_raises(ValueError, orthogonal_mp_gram, G, Xy, n_nonzero_coefs=n_features + 1) def test_perfect_signal_recovery(): idx, = gamma[:, 0].nonzero() gamma_rec = orthogonal_mp(X, y[:, 0], 5) gamma_gram = orthogonal_mp_gram(G, Xy[:, 0], 5) assert_array_equal(idx, np.flatnonzero(gamma_rec)) assert_array_equal(idx, np.flatnonzero(gamma_gram)) assert_array_almost_equal(gamma[:, 0], gamma_rec, decimal=2) assert_array_almost_equal(gamma[:, 0], gamma_gram, decimal=2) def test_estimator(): omp = OrthogonalMatchingPursuit(n_nonzero_coefs=n_nonzero_coefs) omp.fit(X, y[:, 0]) assert_equal(omp.coef_.shape, (n_features,)) assert_equal(omp.intercept_.shape, ()) assert_true(np.count_nonzero(omp.coef_) <= n_nonzero_coefs) omp.fit(X, y) assert_equal(omp.coef_.shape, (n_targets, n_features)) assert_equal(omp.intercept_.shape, (n_targets,)) assert_true(np.count_nonzero(omp.coef_) <= n_targets * n_nonzero_coefs) omp.set_params(fit_intercept=False, normalize=False) omp.fit(X, y[:, 0]) assert_equal(omp.coef_.shape, (n_features,)) assert_equal(omp.intercept_, 0) assert_true(np.count_nonzero(omp.coef_) <= n_nonzero_coefs) omp.fit(X, y) assert_equal(omp.coef_.shape, (n_targets, n_features)) assert_equal(omp.intercept_, 0) assert_true(np.count_nonzero(omp.coef_) <= n_targets * n_nonzero_coefs) def test_identical_regressors(): newX = X.copy() newX[:, 1] = newX[:, 0] gamma = np.zeros(n_features) gamma[0] = gamma[1] = 1. newy = np.dot(newX, gamma) assert_warns(RuntimeWarning, orthogonal_mp, newX, newy, 2) def test_swapped_regressors(): gamma = np.zeros(n_features) # X[:, 21] should be selected first, then X[:, 0] selected second, # which will take X[:, 21]'s place in case the algorithm does # column swapping for optimization (which is the case at the moment) gamma[21] = 1.0 gamma[0] = 0.5 new_y = np.dot(X, gamma) new_Xy = np.dot(X.T, new_y) gamma_hat = orthogonal_mp(X, new_y, 2) gamma_hat_gram = orthogonal_mp_gram(G, new_Xy, 2) assert_array_equal(np.flatnonzero(gamma_hat), [0, 21]) assert_array_equal(np.flatnonzero(gamma_hat_gram), [0, 21]) def test_no_atoms(): y_empty = np.zeros_like(y) Xy_empty = np.dot(X.T, y_empty) gamma_empty = ignore_warnings(orthogonal_mp)(X, y_empty, 1) gamma_empty_gram = ignore_warnings(orthogonal_mp)(G, Xy_empty, 1) assert_equal(np.all(gamma_empty == 0), True) assert_equal(np.all(gamma_empty_gram == 0), True) def test_omp_path(): path = orthogonal_mp(X, y, n_nonzero_coefs=5, return_path=True) last = orthogonal_mp(X, y, n_nonzero_coefs=5, return_path=False) assert_equal(path.shape, (n_features, n_targets, 5)) assert_array_almost_equal(path[:, :, -1], last) path = orthogonal_mp_gram(G, Xy, n_nonzero_coefs=5, return_path=True) last = orthogonal_mp_gram(G, Xy, n_nonzero_coefs=5, return_path=False) assert_equal(path.shape, (n_features, n_targets, 5)) assert_array_almost_equal(path[:, :, -1], last) def test_omp_return_path_prop_with_gram(): path = orthogonal_mp(X, y, n_nonzero_coefs=5, return_path=True, precompute=True) last = orthogonal_mp(X, y, n_nonzero_coefs=5, return_path=False, precompute=True) assert_equal(path.shape, (n_features, n_targets, 5)) assert_array_almost_equal(path[:, :, -1], last) def test_omp_cv(): y_ = y[:, 0] gamma_ = gamma[:, 0] ompcv = OrthogonalMatchingPursuitCV(normalize=True, fit_intercept=False, max_iter=10, cv=5) ompcv.fit(X, y_) assert_equal(ompcv.n_nonzero_coefs_, n_nonzero_coefs) assert_array_almost_equal(ompcv.coef_, gamma_) omp = OrthogonalMatchingPursuit(normalize=True, fit_intercept=False, n_nonzero_coefs=ompcv.n_nonzero_coefs_) omp.fit(X, y_) assert_array_almost_equal(ompcv.coef_, omp.coef_) def test_omp_reaches_least_squares(): # Use small simple data; it's a sanity check but OMP can stop early rng = check_random_state(0) n_samples, n_features = (10, 8) n_targets = 3 X = rng.randn(n_samples, n_features) Y = rng.randn(n_samples, n_targets) omp = OrthogonalMatchingPursuit(n_nonzero_coefs=n_features) lstsq = LinearRegression() omp.fit(X, Y) lstsq.fit(X, Y) assert_array_almost_equal(omp.coef_, lstsq.coef_)