python3-sklearn 0.17.0-4 / usr / lib / python3 / dist-packages / sklearn / decomposition / nmf.py

""" Non-negative matrix factorization
"""
# Author: Vlad Niculae
#         Lars Buitinck <L.J.Buitinck@uva.nl>
#         Mathieu Blondel <mathieu@mblondel.org>
#         Tom Dupre la Tour
# Author: Chih-Jen Lin, National Taiwan University (original projected gradient
#                                                   NMF implementation)
# Author: Anthony Di Franco (Projected gradient, Python and NumPy port)
# License: BSD 3 clause


from __future__ import division

from math import sqrt
import warnings
import numbers

import numpy as np
import scipy.sparse as sp

from ..externals import six
from ..base import BaseEstimator, TransformerMixin
from ..utils import check_random_state, check_array
from ..utils.extmath import randomized_svd, safe_sparse_dot, squared_norm
from ..utils.extmath import fast_dot
from ..utils.validation import check_is_fitted, check_non_negative
from ..utils import deprecated
from ..utils import ConvergenceWarning
from .cdnmf_fast import _update_cdnmf_fast


def safe_vstack(Xs):
    if any(sp.issparse(X) for X in Xs):
        return sp.vstack(Xs)
    else:
        return np.vstack(Xs)


def norm(x):
    """Dot product-based Euclidean norm implementation

    See: http://fseoane.net/blog/2011/computing-the-vector-norm/
    """
    return sqrt(squared_norm(x))


def trace_dot(X, Y):
    """Trace of np.dot(X, Y.T)."""
    return np.dot(X.ravel(), Y.ravel())


def _sparseness(x):
    """Hoyer's measure of sparsity for a vector"""
    sqrt_n = np.sqrt(len(x))
    return (sqrt_n - np.linalg.norm(x, 1) / norm(x)) / (sqrt_n - 1)


def _check_init(A, shape, whom):
    A = check_array(A)
    if np.shape(A) != shape:
        raise ValueError('Array with wrong shape passed to %s. Expected %s, '
                         'but got %s ' % (whom, shape, np.shape(A)))
    check_non_negative(A, whom)
    if np.max(A) == 0:
        raise ValueError('Array passed to %s is full of zeros.' % whom)


def _safe_compute_error(X, W, H):
    """Frobenius norm between X and WH, safe for sparse array"""
    if not sp.issparse(X):
        error = norm(X - np.dot(W, H))
    else:
        norm_X = np.dot(X.data, X.data)
        norm_WH = trace_dot(np.dot(np.dot(W.T, W), H), H)
        cross_prod = trace_dot((X * H.T), W)
        error = sqrt(norm_X + norm_WH - 2. * cross_prod)
    return error


def _check_string_param(sparseness, solver):
    allowed_sparseness = (None, 'data', 'components')
    if sparseness not in allowed_sparseness:
        raise ValueError(
            'Invalid sparseness parameter: got %r instead of one of %r' %
            (sparseness, allowed_sparseness))

    allowed_solver = ('pg', 'cd')
    if solver not in allowed_solver:
        raise ValueError(
            'Invalid solver parameter: got %r instead of one of %r' %
            (solver, allowed_solver))


def _initialize_nmf(X, n_components, init=None, eps=1e-6,
                    random_state=None):
    """Algorithms for NMF initialization.

    Computes an initial guess for the non-negative
    rank k matrix approximation for X: X = WH

    Parameters
    ----------
    X : array-like, shape (n_samples, n_features)
        The data matrix to be decomposed.

    n_components : integer
        The number of components desired in the approximation.

    init :  None | 'random' | 'nndsvd' | 'nndsvda' | 'nndsvdar'
        Method used to initialize the procedure.
        Default: 'nndsvdar' if n_components < n_features, otherwise 'random'.
        Valid options:

        - 'random': non-negative random matrices, scaled with:
            sqrt(X.mean() / n_components)

        - 'nndsvd': Nonnegative Double Singular Value Decomposition (NNDSVD)
            initialization (better for sparseness)

        - 'nndsvda': NNDSVD with zeros filled with the average of X
            (better when sparsity is not desired)

        - 'nndsvdar': NNDSVD with zeros filled with small random values
            (generally faster, less accurate alternative to NNDSVDa
            for when sparsity is not desired)

        - 'custom': use custom matrices W and H

    eps : float
        Truncate all values less then this in output to zero.

    random_state : int seed, RandomState instance, or None (default)
        Random number generator seed control, used in 'nndsvdar' and
        'random' modes.

    Returns
    -------
    W : array-like, shape (n_samples, n_components)
        Initial guesses for solving X ~= WH

    H : array-like, shape (n_components, n_features)
        Initial guesses for solving X ~= WH

    References
    ----------
    C. Boutsidis, E. Gallopoulos: SVD based initialization: A head start for
    nonnegative matrix factorization - Pattern Recognition, 2008
    http://tinyurl.com/nndsvd
    """
    check_non_negative(X, "NMF initialization")
    n_samples, n_features = X.shape

    if init is None:
        if n_components < n_features:
            init = 'nndsvd'
        else:
            init = 'random'

    # Random initialization
    if init == 'random':
        avg = np.sqrt(X.mean() / n_components)
        rng = check_random_state(random_state)
        H = avg * rng.randn(n_components, n_features)
        W = avg * rng.randn(n_samples, n_components)
        # we do not write np.abs(H, out=H) to stay compatible with
        # numpy 1.5 and earlier where the 'out' keyword is not
        # supported as a kwarg on ufuncs
        np.abs(H, H)
        np.abs(W, W)
        return W, H

    # NNDSVD initialization
    U, S, V = randomized_svd(X, n_components, random_state=random_state)
    W, H = np.zeros(U.shape), np.zeros(V.shape)

    # The leading singular triplet is non-negative
    # so it can be used as is for initialization.
    W[:, 0] = np.sqrt(S[0]) * np.abs(U[:, 0])
    H[0, :] = np.sqrt(S[0]) * np.abs(V[0, :])

    for j in range(1, n_components):
        x, y = U[:, j], V[j, :]

        # extract positive and negative parts of column vectors
        x_p, y_p = np.maximum(x, 0), np.maximum(y, 0)
        x_n, y_n = np.abs(np.minimum(x, 0)), np.abs(np.minimum(y, 0))

        # and their norms
        x_p_nrm, y_p_nrm = norm(x_p), norm(y_p)
        x_n_nrm, y_n_nrm = norm(x_n), norm(y_n)

        m_p, m_n = x_p_nrm * y_p_nrm, x_n_nrm * y_n_nrm

        # choose update
        if m_p > m_n:
            u = x_p / x_p_nrm
            v = y_p / y_p_nrm
            sigma = m_p
        else:
            u = x_n / x_n_nrm
            v = y_n / y_n_nrm
            sigma = m_n

        lbd = np.sqrt(S[j] * sigma)
        W[:, j] = lbd * u
        H[j, :] = lbd * v

    W[W < eps] = 0
    H[H < eps] = 0

    if init == "nndsvd":
        pass
    elif init == "nndsvda":
        avg = X.mean()
        W[W == 0] = avg
        H[H == 0] = avg
    elif init == "nndsvdar":
        rng = check_random_state(random_state)
        avg = X.mean()
        W[W == 0] = abs(avg * rng.randn(len(W[W == 0])) / 100)
        H[H == 0] = abs(avg * rng.randn(len(H[H == 0])) / 100)
    else:
        raise ValueError(
            'Invalid init parameter: got %r instead of one of %r' %
            (init, (None, 'random', 'nndsvd', 'nndsvda', 'nndsvdar')))

    return W, H


def _nls_subproblem(V, W, H, tol, max_iter, alpha=0., l1_ratio=0.,
                    sigma=0.01, beta=0.1):
    """Non-negative least square solver

    Solves a non-negative least squares subproblem using the projected
    gradient descent algorithm.

    Parameters
    ----------
    V : array-like, shape (n_samples, n_features)
        Constant matrix.

    W : array-like, shape (n_samples, n_components)
        Constant matrix.

    H : array-like, shape (n_components, n_features)
        Initial guess for the solution.

    tol : float
        Tolerance of the stopping condition.

    max_iter : int
        Maximum number of iterations before timing out.

    alpha : double, default: 0.
        Constant that multiplies the regularization terms. Set it to zero to
        have no regularization.

    l1_ratio : double, default: 0.
        The regularization mixing parameter, with 0 <= l1_ratio <= 1.
        For l1_ratio = 0 the penalty is an L2 penalty.
        For l1_ratio = 1 it is an L1 penalty.
        For 0 < l1_ratio < 1, the penalty is a combination of L1 and L2.

    sigma : float
        Constant used in the sufficient decrease condition checked by the line
        search.  Smaller values lead to a looser sufficient decrease condition,
        thus reducing the time taken by the line search, but potentially
        increasing the number of iterations of the projected gradient
        procedure. 0.01 is a commonly used value in the optimization
        literature.

    beta : float
        Factor by which the step size is decreased (resp. increased) until
        (resp. as long as) the sufficient decrease condition is satisfied.
        Larger values allow to find a better step size but lead to longer line
        search. 0.1 is a commonly used value in the optimization literature.

    Returns
    -------
    H : array-like, shape (n_components, n_features)
        Solution to the non-negative least squares problem.

    grad : array-like, shape (n_components, n_features)
        The gradient.

    n_iter : int
        The number of iterations done by the algorithm.

    References
    ----------
    C.-J. Lin. Projected gradient methods for non-negative matrix
    factorization. Neural Computation, 19(2007), 2756-2779.
    http://www.csie.ntu.edu.tw/~cjlin/nmf/
    """
    WtV = safe_sparse_dot(W.T, V)
    WtW = fast_dot(W.T, W)

    # values justified in the paper (alpha is renamed gamma)
    gamma = 1
    for n_iter in range(1, max_iter + 1):
        grad = np.dot(WtW, H) - WtV
        if alpha > 0 and l1_ratio == 1.:
            grad += alpha
        elif alpha > 0:
            grad += alpha * (l1_ratio + (1 - l1_ratio) * H)

        # The following multiplication with a boolean array is more than twice
        # as fast as indexing into grad.
        if norm(grad * np.logical_or(grad < 0, H > 0)) < tol:
            break

        Hp = H

        for inner_iter in range(20):
            # Gradient step.
            Hn = H - gamma * grad
            # Projection step.
            Hn *= Hn > 0
            d = Hn - H
            gradd = np.dot(grad.ravel(), d.ravel())
            dQd = np.dot(np.dot(WtW, d).ravel(), d.ravel())
            suff_decr = (1 - sigma) * gradd + 0.5 * dQd < 0
            if inner_iter == 0:
                decr_gamma = not suff_decr

            if decr_gamma:
                if suff_decr:
                    H = Hn
                    break
                else:
                    gamma *= beta
            elif not suff_decr or (Hp == Hn).all():
                H = Hp
                break
            else:
                gamma /= beta
                Hp = Hn

    if n_iter == max_iter:
        warnings.warn("Iteration limit reached in nls subproblem.")

    return H, grad, n_iter


def _update_projected_gradient_w(X, W, H, tolW, nls_max_iter, alpha, l1_ratio,
                                 sparseness, beta, eta):
    """Helper function for _fit_projected_gradient"""
    n_samples, n_features = X.shape
    n_components_ = H.shape[0]

    if sparseness is None:
        Wt, gradW, iterW = _nls_subproblem(X.T, H.T, W.T, tolW, nls_max_iter,
                                           alpha=alpha, l1_ratio=l1_ratio)
    elif sparseness == 'data':
        Wt, gradW, iterW = _nls_subproblem(
            safe_vstack([X.T, np.zeros((1, n_samples))]),
            safe_vstack([H.T, np.sqrt(beta) * np.ones((1,
                         n_components_))]),
            W.T, tolW, nls_max_iter, alpha=alpha, l1_ratio=l1_ratio)
    elif sparseness == 'components':
        Wt, gradW, iterW = _nls_subproblem(
            safe_vstack([X.T,
                         np.zeros((n_components_, n_samples))]),
            safe_vstack([H.T,
                         np.sqrt(eta) * np.eye(n_components_)]),
            W.T, tolW, nls_max_iter, alpha=alpha, l1_ratio=l1_ratio)

    return Wt.T, gradW.T, iterW


def _update_projected_gradient_h(X, W, H, tolH, nls_max_iter, alpha, l1_ratio,
                                 sparseness, beta, eta):
    """Helper function for _fit_projected_gradient"""
    n_samples, n_features = X.shape
    n_components_ = W.shape[1]

    if sparseness is None:
        H, gradH, iterH = _nls_subproblem(X, W, H, tolH, nls_max_iter,
                                          alpha=alpha, l1_ratio=l1_ratio)
    elif sparseness == 'data':
        H, gradH, iterH = _nls_subproblem(
            safe_vstack([X, np.zeros((n_components_, n_features))]),
            safe_vstack([W,
                         np.sqrt(eta) * np.eye(n_components_)]),
            H, tolH, nls_max_iter, alpha=alpha, l1_ratio=l1_ratio)
    elif sparseness == 'components':
        H, gradH, iterH = _nls_subproblem(
            safe_vstack([X, np.zeros((1, n_features))]),
            safe_vstack([W,
                         np.sqrt(beta)
                         * np.ones((1, n_components_))]),
            H, tolH, nls_max_iter, alpha=alpha, l1_ratio=l1_ratio)

    return H, gradH, iterH


def _fit_projected_gradient(X, W, H, tol, max_iter,
                            nls_max_iter, alpha, l1_ratio,
                            sparseness, beta, eta):
    """Compute Non-negative Matrix Factorization (NMF) with Projected Gradient

    References
    ----------
    C.-J. Lin. Projected gradient methods for non-negative matrix
    factorization. Neural Computation, 19(2007), 2756-2779.
    http://www.csie.ntu.edu.tw/~cjlin/nmf/

    P. Hoyer. Non-negative Matrix Factorization with Sparseness Constraints.
    Journal of Machine Learning Research 2004.
    """
    gradW = (np.dot(W, np.dot(H, H.T))
             - safe_sparse_dot(X, H.T, dense_output=True))
    gradH = (np.dot(np.dot(W.T, W), H)
             - safe_sparse_dot(W.T, X, dense_output=True))

    init_grad = squared_norm(gradW) + squared_norm(gradH.T)
    # max(0.001, tol) to force alternating minimizations of W and H
    tolW = max(0.001, tol) * np.sqrt(init_grad)
    tolH = tolW

    for n_iter in range(1, max_iter + 1):
        # stopping condition
        # as discussed in paper
        proj_grad_W = squared_norm(gradW * np.logical_or(gradW < 0, W > 0))
        proj_grad_H = squared_norm(gradH * np.logical_or(gradH < 0, H > 0))

        if (proj_grad_W + proj_grad_H) / init_grad < tol ** 2:
            break

        # update W
        W, gradW, iterW = _update_projected_gradient_w(X, W, H, tolW,
                                                       nls_max_iter,
                                                       alpha, l1_ratio,
                                                       sparseness, beta, eta)
        if iterW == 1:
            tolW = 0.1 * tolW

        # update H
        H, gradH, iterH = _update_projected_gradient_h(X, W, H, tolH,
                                                       nls_max_iter,
                                                       alpha, l1_ratio,
                                                       sparseness, beta, eta)
        if iterH == 1:
            tolH = 0.1 * tolH

    H[H == 0] = 0   # fix up negative zeros

    if n_iter == max_iter:
        W, _, _ = _update_projected_gradient_w(X, W, H, tol, nls_max_iter,
                                               alpha, l1_ratio, sparseness,
                                               beta, eta)

    return W, H, n_iter


def _update_coordinate_descent(X, W, Ht, l1_reg, l2_reg, shuffle,
                               random_state):
    """Helper function for _fit_coordinate_descent

    Update W to minimize the objective function, iterating once over all
    coordinates. By symmetry, to update H, one can call
    _update_coordinate_descent(X.T, Ht, W, ...)

    """
    n_components = Ht.shape[1]

    HHt = fast_dot(Ht.T, Ht)
    XHt = safe_sparse_dot(X, Ht)

    # L2 regularization corresponds to increase the diagonal of HHt
    if l2_reg != 0.:
        # adds l2_reg only on the diagonal
        HHt.flat[::n_components + 1] += l2_reg
    # L1 regularization correponds to decrease each element of XHt
    if l1_reg != 0.:
        XHt -= l1_reg

    if shuffle:
        permutation = random_state.permutation(n_components)
    else:
        permutation = np.arange(n_components)
    # The following seems to be required on 64-bit Windows w/ Python 3.5.
    permutation = np.asarray(permutation, dtype=np.intp)
    return _update_cdnmf_fast(W, HHt, XHt, permutation)


def _fit_coordinate_descent(X, W, H, tol=1e-4, max_iter=200, alpha=0.001,
                            l1_ratio=0., regularization=None, update_H=True,
                            verbose=0, shuffle=False, random_state=None):
    """Compute Non-negative Matrix Factorization (NMF) with Coordinate Descent

    The objective function is minimized with an alternating minimization of W
    and H. Each minimization is done with a cyclic (up to a permutation of the
    features) Coordinate Descent.

    Parameters
    ----------
    X : array-like, shape (n_samples, n_features)
        Constant matrix.

    W : array-like, shape (n_samples, n_components)
        Initial guess for the solution.

    H : array-like, shape (n_components, n_features)
        Initial guess for the solution.

    tol : float, default: 1e-4
        Tolerance of the stopping condition.

    max_iter : integer, default: 200
        Maximum number of iterations before timing out.

    alpha : double, default: 0.
        Constant that multiplies the regularization terms.

    l1_ratio : double, default: 0.
        The regularization mixing parameter, with 0 <= l1_ratio <= 1.
        For l1_ratio = 0 the penalty is an L2 penalty.
        For l1_ratio = 1 it is an L1 penalty.
        For 0 < l1_ratio < 1, the penalty is a combination of L1 and L2.

    regularization : 'both' | 'components' | 'transformation' | None
        Select whether the regularization affects the components (H), the
        transformation (W), both or none of them.

    update_H : boolean, default: True
        Set to True, both W and H will be estimated from initial guesses.
        Set to False, only W will be estimated.

    verbose : integer, default: 0
        The verbosity level.

    shuffle : boolean, default: False
        If true, randomize the order of coordinates in the CD solver.

    random_state : integer seed, RandomState instance, or None (default)
        Random number generator seed control.

    Returns
    -------
    W : array-like, shape (n_samples, n_components)
        Solution to the non-negative least squares problem.

    H : array-like, shape (n_components, n_features)
        Solution to the non-negative least squares problem.

    n_iter : int
        The number of iterations done by the algorithm.

    References
    ----------
    Cichocki, Andrzej, and P. H. A. N. Anh-Huy. "Fast local algorithms for
    large scale nonnegative matrix and tensor factorizations."
    IEICE transactions on fundamentals of electronics, communications and
    computer sciences 92.3: 708-721, 2009.
    """
    # so W and Ht are both in C order in memory
    Ht = check_array(H.T, order='C')
    X = check_array(X, accept_sparse='csr')

    # L1 and L2 regularization
    l1_H, l2_H, l1_W, l2_W = 0, 0, 0, 0
    if regularization in ('both', 'components'):
        alpha = float(alpha)
        l1_H = l1_ratio * alpha
        l2_H = (1. - l1_ratio) * alpha
    if regularization in ('both', 'transformation'):
        alpha = float(alpha)
        l1_W = l1_ratio * alpha
        l2_W = (1. - l1_ratio) * alpha

    rng = check_random_state(random_state)

    for n_iter in range(max_iter):
        violation = 0.

        # Update W
        violation += _update_coordinate_descent(X, W, Ht, l1_W, l2_W,
                                                shuffle, rng)
        # Update H
        if update_H:
            violation += _update_coordinate_descent(X.T, Ht, W, l1_H, l2_H,
                                                    shuffle, rng)

        if n_iter == 0:
            violation_init = violation

        if violation_init == 0:
            break

        if verbose:
            print("violation:", violation / violation_init)

        if violation / violation_init <= tol:
            if verbose:
                print("Converged at iteration", n_iter + 1)
            break

    return W, Ht.T, n_iter


def non_negative_factorization(X, W=None, H=None, n_components=None,
                               init='random', update_H=True, solver='cd',
                               tol=1e-4, max_iter=200, alpha=0., l1_ratio=0.,
                               regularization=None, random_state=None,
                               verbose=0, shuffle=False, nls_max_iter=2000,
                               sparseness=None, beta=1, eta=0.1):
    """Compute Non-negative Matrix Factorization (NMF)

    Find two non-negative matrices (W, H) whose product approximates the non-
    negative matrix X. This factorization can be used for example for
    dimensionality reduction, source separation or topic extraction.

    The objective function is::

        0.5 * ||X - WH||_Fro^2
        + alpha * l1_ratio * ||vec(W)||_1
        + alpha * l1_ratio * ||vec(H)||_1
        + 0.5 * alpha * (1 - l1_ratio) * ||W||_Fro^2
        + 0.5 * alpha * (1 - l1_ratio) * ||H||_Fro^2

    Where::

        ||A||_Fro^2 = \sum_{i,j} A_{ij}^2 (Frobenius norm)
        ||vec(A)||_1 = \sum_{i,j} abs(A_{ij}) (Elementwise L1 norm)

    The objective function is minimized with an alternating minimization of W
    and H. If H is given and update_H=False, it solves for W only.

    Parameters
    ----------
    X : array-like, shape (n_samples, n_features)
        Constant matrix.

    W : array-like, shape (n_samples, n_components)
        If init='custom', it is used as initial guess for the solution.

    H : array-like, shape (n_components, n_features)
        If init='custom', it is used as initial guess for the solution.
        If update_H=False, it is used as a constant, to solve for W only.

    n_components : integer
        Number of components, if n_components is not set all features
        are kept.

    init :  None | 'random' | 'nndsvd' | 'nndsvda' | 'nndsvdar' | 'custom'
        Method used to initialize the procedure.
        Default: 'nndsvd' if n_components < n_features, otherwise random.
        Valid options:

        - 'random': non-negative random matrices, scaled with:
            sqrt(X.mean() / n_components)

        - 'nndsvd': Nonnegative Double Singular Value Decomposition (NNDSVD)
            initialization (better for sparseness)

        - 'nndsvda': NNDSVD with zeros filled with the average of X
            (better when sparsity is not desired)

        - 'nndsvdar': NNDSVD with zeros filled with small random values
            (generally faster, less accurate alternative to NNDSVDa
            for when sparsity is not desired)

        - 'custom': use custom matrices W and H

    update_H : boolean, default: True
        Set to True, both W and H will be estimated from initial guesses.
        Set to False, only W will be estimated.

    solver : 'pg' | 'cd'
        Numerical solver to use:
        'pg' is a (deprecated) Projected Gradient solver.
        'cd' is a Coordinate Descent solver.

    tol : float, default: 1e-4
        Tolerance of the stopping condition.

    max_iter : integer, default: 200
        Maximum number of iterations before timing out.

    alpha : double, default: 0.
        Constant that multiplies the regularization terms.

    l1_ratio : double, default: 0.
        The regularization mixing parameter, with 0 <= l1_ratio <= 1.
        For l1_ratio = 0 the penalty is an elementwise L2 penalty
        (aka Frobenius Norm).
        For l1_ratio = 1 it is an elementwise L1 penalty.
        For 0 < l1_ratio < 1, the penalty is a combination of L1 and L2.

    regularization : 'both' | 'components' | 'transformation' | None
        Select whether the regularization affects the components (H), the
        transformation (W), both or none of them.

    random_state : integer seed, RandomState instance, or None (default)
        Random number generator seed control.

    verbose : integer, default: 0
        The verbosity level.

    shuffle : boolean, default: False
        If true, randomize the order of coordinates in the CD solver.

    nls_max_iter : integer, default: 2000
        Number of iterations in NLS subproblem.
        Used only in the deprecated 'pg' solver.

    sparseness : 'data' | 'components' | None, default: None
        Where to enforce sparsity in the model.
        Used only in the deprecated 'pg' solver.

    beta : double, default: 1
        Degree of sparseness, if sparseness is not None. Larger values mean
        more sparseness. Used only in the deprecated 'pg' solver.

    eta : double, default: 0.1
        Degree of correctness to maintain, if sparsity is not None. Smaller
        values mean larger error. Used only in the deprecated 'pg' solver.

    Returns
    -------
    W : array-like, shape (n_samples, n_components)
        Solution to the non-negative least squares problem.

    H : array-like, shape (n_components, n_features)
        Solution to the non-negative least squares problem.

    n_iter : int
        Actual number of iterations.

    References
    ----------
    C.-J. Lin. Projected gradient methods for non-negative matrix
    factorization. Neural Computation, 19(2007), 2756-2779.
    http://www.csie.ntu.edu.tw/~cjlin/nmf/

    Cichocki, Andrzej, and P. H. A. N. Anh-Huy. "Fast local algorithms for
    large scale nonnegative matrix and tensor factorizations."
    IEICE transactions on fundamentals of electronics, communications and
    computer sciences 92.3: 708-721, 2009.
    """

    X = check_array(X, accept_sparse=('csr', 'csc'))
    check_non_negative(X, "NMF (input X)")
    _check_string_param(sparseness, solver)

    n_samples, n_features = X.shape
    if n_components is None:
        n_components = n_features

    if not isinstance(n_components, six.integer_types) or n_components <= 0:
        raise ValueError("Number of components must be positive;"
                         " got (n_components=%r)" % n_components)
    if not isinstance(max_iter, numbers.Number) or max_iter < 0:
        raise ValueError("Maximum number of iteration must be positive;"
                         " got (max_iter=%r)" % max_iter)
    if not isinstance(tol, numbers.Number) or tol < 0:
        raise ValueError("Tolerance for stopping criteria must be "
                         "positive; got (tol=%r)" % tol)

    # check W and H, or initialize them
    if init == 'custom':
        _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=init,
                               random_state=random_state)

    if solver == 'pg':
        warnings.warn("'pg' solver will be removed in release 0.19."
                      " Use 'cd' solver instead.", DeprecationWarning)
        if update_H:  # fit_transform
            W, H, n_iter = _fit_projected_gradient(X, W, H, tol,
                                                   max_iter,
                                                   nls_max_iter,
                                                   alpha, l1_ratio,
                                                   sparseness,
                                                   beta, eta)
        else:  # transform
            W, H, n_iter = _update_projected_gradient_w(X, W, H,
                                                        tol, nls_max_iter,
                                                        alpha, l1_ratio,
                                                        sparseness, beta,
                                                        eta)
    elif solver == 'cd':
        W, H, n_iter = _fit_coordinate_descent(X, W, H, tol,
                                               max_iter,
                                               alpha, l1_ratio,
                                               regularization,
                                               update_H=update_H,
                                               verbose=verbose,
                                               shuffle=shuffle,
                                               random_state=random_state)
    else:
        raise ValueError("Invalid solver parameter '%s'." % solver)

    if n_iter == max_iter:
        warnings.warn("Maximum number of iteration %d reached. Increase it to"
                      " improve convergence." % max_iter, ConvergenceWarning)

    return W, H, n_iter


class NMF(BaseEstimator, TransformerMixin):
    """Non-Negative Matrix Factorization (NMF)

    Find two non-negative matrices (W, H) whose product approximates the non-
    negative matrix X. This factorization can be used for example for
    dimensionality reduction, source separation or topic extraction.

    The objective function is::

        0.5 * ||X - WH||_Fro^2
        + alpha * l1_ratio * ||vec(W)||_1
        + alpha * l1_ratio * ||vec(H)||_1
        + 0.5 * alpha * (1 - l1_ratio) * ||W||_Fro^2
        + 0.5 * alpha * (1 - l1_ratio) * ||H||_Fro^2

    Where::

        ||A||_Fro^2 = \sum_{i,j} A_{ij}^2 (Frobenius norm)
        ||vec(A)||_1 = \sum_{i,j} abs(A_{ij}) (Elementwise L1 norm)

    The objective function is minimized with an alternating minimization of W
    and H.

    Read more in the :ref:`User Guide <NMF>`.

    Parameters
    ----------
    n_components : int or None
        Number of components, if n_components is not set all features
        are kept.

    init :  'random' | 'nndsvd' |  'nndsvda' | 'nndsvdar' | 'custom'
        Method used to initialize the procedure.
        Default: 'nndsvdar' if n_components < n_features, otherwise random.
        Valid options:

        - 'random': non-negative random matrices, scaled with:
            sqrt(X.mean() / n_components)

        - 'nndsvd': Nonnegative Double Singular Value Decomposition (NNDSVD)
            initialization (better for sparseness)

        - 'nndsvda': NNDSVD with zeros filled with the average of X
            (better when sparsity is not desired)

        - 'nndsvdar': NNDSVD with zeros filled with small random values
            (generally faster, less accurate alternative to NNDSVDa
            for when sparsity is not desired)

        - 'custom': use custom matrices W and H

    solver : 'pg' | 'cd'
        Numerical solver to use:
        'pg' is a Projected Gradient solver (deprecated).
        'cd' is a Coordinate Descent solver (recommended).

        .. versionadded:: 0.17
           Coordinate Descent solver.

        .. versionchanged:: 0.17
           Deprecated Projected Gradient solver.

    tol : double, default: 1e-4
        Tolerance value used in stopping conditions.

    max_iter : integer, default: 200
        Number of iterations to compute.

    random_state : integer seed, RandomState instance, or None (default)
        Random number generator seed control.

    alpha : double, default: 0.
        Constant that multiplies the regularization terms. Set it to zero to
        have no regularization.

        .. versionadded:: 0.17
           *alpha* used in the Coordinate Descent solver.

    l1_ratio : double, default: 0.
        The regularization mixing parameter, with 0 <= l1_ratio <= 1.
        For l1_ratio = 0 the penalty is an elementwise L2 penalty
        (aka Frobenius Norm).
        For l1_ratio = 1 it is an elementwise L1 penalty.
        For 0 < l1_ratio < 1, the penalty is a combination of L1 and L2.

        .. versionadded:: 0.17
           Regularization parameter *l1_ratio* used in the Coordinate Descent solver.

    shuffle : boolean, default: False
        If true, randomize the order of coordinates in the CD solver.

        .. versionadded:: 0.17
           *shuffle* parameter used in the Coordinate Descent solver.

    nls_max_iter : integer, default: 2000
        Number of iterations in NLS subproblem.
        Used only in the deprecated 'pg' solver.

        .. versionchanged:: 0.17
           Deprecated Projected Gradient solver. Use Coordinate Descent solver
           instead.

    sparseness : 'data' | 'components' | None, default: None
        Where to enforce sparsity in the model.
        Used only in the deprecated 'pg' solver.

        .. versionchanged:: 0.17
           Deprecated Projected Gradient solver. Use Coordinate Descent solver
           instead.

    beta : double, default: 1
        Degree of sparseness, if sparseness is not None. Larger values mean
        more sparseness. Used only in the deprecated 'pg' solver.

        .. versionchanged:: 0.17
           Deprecated Projected Gradient solver. Use Coordinate Descent solver
           instead.

    eta : double, default: 0.1
        Degree of correctness to maintain, if sparsity is not None. Smaller
        values mean larger error. Used only in the deprecated 'pg' solver.

        .. versionchanged:: 0.17
           Deprecated Projected Gradient solver. Use Coordinate Descent solver
           instead.

    Attributes
    ----------
    components_ : array, [n_components, n_features]
        Non-negative components of the data.

    reconstruction_err_ : number
        Frobenius norm of the matrix difference between
        the training data and the reconstructed data from
        the fit produced by the model. ``|| X - WH ||_2``

    n_iter_ : int
        Actual number of iterations.

    Examples
    --------
    >>> import numpy as np
    >>> X = np.array([[1,1], [2, 1], [3, 1.2], [4, 1], [5, 0.8], [6, 1]])
    >>> from sklearn.decomposition import NMF
    >>> model = NMF(n_components=2, init='random', random_state=0)
    >>> model.fit(X) #doctest: +ELLIPSIS +NORMALIZE_WHITESPACE
    NMF(alpha=0.0, beta=1, eta=0.1, init='random', l1_ratio=0.0, max_iter=200,
      n_components=2, nls_max_iter=2000, random_state=0, shuffle=False,
      solver='cd', sparseness=None, tol=0.0001, verbose=0)

    >>> model.components_
    array([[ 2.09783018,  0.30560234],
           [ 2.13443044,  2.13171694]])
    >>> model.reconstruction_err_ #doctest: +ELLIPSIS
    0.00115993...

    References
    ----------
    C.-J. Lin. Projected gradient methods for non-negative matrix
    factorization. Neural Computation, 19(2007), 2756-2779.
    http://www.csie.ntu.edu.tw/~cjlin/nmf/

    Cichocki, Andrzej, and P. H. A. N. Anh-Huy. "Fast local algorithms for
    large scale nonnegative matrix and tensor factorizations."
    IEICE transactions on fundamentals of electronics, communications and
    computer sciences 92.3: 708-721, 2009.
    """

    def __init__(self, n_components=None, init=None, solver='cd',
                 tol=1e-4, max_iter=200, random_state=None,
                 alpha=0., l1_ratio=0., verbose=0, shuffle=False,
                 nls_max_iter=2000, sparseness=None, beta=1, eta=0.1):
        self.n_components = n_components
        self.init = init
        self.solver = solver
        self.tol = tol
        self.max_iter = max_iter
        self.random_state = random_state
        self.alpha = alpha
        self.l1_ratio = l1_ratio
        self.verbose = verbose
        self.shuffle = shuffle

        if sparseness is not None:
            warnings.warn("Controlling regularization through the sparseness,"
                          " beta and eta arguments is only available"
                          " for 'pg' solver, which will be removed"
                          " in release 0.19. Use another solver with L1 or L2"
                          " regularization instead.", DeprecationWarning)
        self.nls_max_iter = nls_max_iter
        self.sparseness = sparseness
        self.beta = beta
        self.eta = eta

    def fit_transform(self, X, y=None, W=None, H=None):
        """Learn a NMF model for the data X and returns the transformed data.

        This is more efficient than calling fit followed by transform.

        Parameters
        ----------
        X: {array-like, sparse matrix}, shape (n_samples, n_features)
            Data matrix to be decomposed

        W : array-like, shape (n_samples, n_components)
            If init='custom', it is used as initial guess for the solution.

        H : array-like, shape (n_components, n_features)
            If init='custom', it is used as initial guess for the solution.

        Attributes
        ----------
        components_ : array-like, shape (n_components, n_features)
            Factorization matrix, sometimes called 'dictionary'.

        n_iter_ : int
            Actual number of iterations for the transform.

        Returns
        -------
        W: array, shape (n_samples, n_components)
            Transformed data.
        """
        X = check_array(X, accept_sparse=('csr', 'csc'))

        W, H, n_iter_ = non_negative_factorization(
            X=X, W=W, H=H, n_components=self.n_components,
            init=self.init, update_H=True, solver=self.solver,
            tol=self.tol, max_iter=self.max_iter, alpha=self.alpha,
            l1_ratio=self.l1_ratio, regularization='both',
            random_state=self.random_state, verbose=self.verbose,
            shuffle=self.shuffle,
            nls_max_iter=self.nls_max_iter, sparseness=self.sparseness,
            beta=self.beta, eta=self.eta)

        if self.solver == 'pg':
            self.comp_sparseness_ = _sparseness(H.ravel())
            self.data_sparseness_ = _sparseness(W.ravel())

        self.reconstruction_err_ = _safe_compute_error(X, W, H)

        self.n_components_ = H.shape[0]
        self.components_ = H
        self.n_iter_ = n_iter_

        return W

    def fit(self, X, y=None, **params):
        """Learn a NMF model for the data X.

        Parameters
        ----------
        X: {array-like, sparse matrix}, shape (n_samples, n_features)
            Data matrix to be decomposed

        Attributes
        ----------
        components_ : array-like, shape (n_components, n_features)
            Factorization matrix, sometimes called 'dictionary'.

        n_iter_ : int
            Actual number of iterations for the transform.

        Returns
        -------
        self
        """
        self.fit_transform(X, **params)
        return self

    def transform(self, X):
        """Transform the data X according to the fitted NMF model

        Parameters
        ----------
        X: {array-like, sparse matrix}, shape (n_samples, n_features)
            Data matrix to be transformed by the model

        Attributes
        ----------
        n_iter_ : int
            Actual number of iterations for the transform.

        Returns
        -------
        W: array, shape (n_samples, n_components)
            Transformed data
        """
        check_is_fitted(self, 'n_components_')

        W, _, n_iter_ = non_negative_factorization(
            X=X, W=None, H=self.components_, n_components=self.n_components_,
            init=self.init, update_H=False, solver=self.solver,
            tol=self.tol, max_iter=self.max_iter, alpha=self.alpha,
            l1_ratio=self.l1_ratio, regularization='both',
            random_state=self.random_state, verbose=self.verbose,
            shuffle=self.shuffle,
            nls_max_iter=self.nls_max_iter, sparseness=self.sparseness,
            beta=self.beta, eta=self.eta)

        self.n_iter_ = n_iter_
        return W


@deprecated("It will be removed in release 0.19. Use NMF instead."
            "'pg' solver is still available until release 0.19.")
class ProjectedGradientNMF(NMF):
    """Non-Negative Matrix Factorization (NMF)

    Find two non-negative matrices (W, H) whose product approximates the non-
    negative matrix X. This factorization can be used for example for
    dimensionality reduction, source separation or topic extraction.

    The objective function is::

        0.5 * ||X - WH||_Fro^2
        + alpha * l1_ratio * ||vec(W)||_1
        + alpha * l1_ratio * ||vec(H)||_1
        + 0.5 * alpha * (1 - l1_ratio) * ||W||_Fro^2
        + 0.5 * alpha * (1 - l1_ratio) * ||H||_Fro^2

    Where::

        ||A||_Fro^2 = \sum_{i,j} A_{ij}^2 (Frobenius norm)
        ||vec(A)||_1 = \sum_{i,j} abs(A_{ij}) (Elementwise L1 norm)

    The objective function is minimized with an alternating minimization of W
    and H.

    Read more in the :ref:`User Guide <NMF>`.

    Parameters
    ----------
    n_components : int or None
        Number of components, if n_components is not set all features
        are kept.

    init :  'random' | 'nndsvd' |  'nndsvda' | 'nndsvdar' | 'custom'
        Method used to initialize the procedure.
        Default: 'nndsvdar' if n_components < n_features, otherwise random.
        Valid options:

        - 'random': non-negative random matrices, scaled with:
            sqrt(X.mean() / n_components)

        - 'nndsvd': Nonnegative Double Singular Value Decomposition (NNDSVD)
            initialization (better for sparseness)

        - 'nndsvda': NNDSVD with zeros filled with the average of X
            (better when sparsity is not desired)

        - 'nndsvdar': NNDSVD with zeros filled with small random values
            (generally faster, less accurate alternative to NNDSVDa
            for when sparsity is not desired)

        - 'custom': use custom matrices W and H

    solver : 'pg' | 'cd'
        Numerical solver to use:
        'pg' is a Projected Gradient solver (deprecated).
        'cd' is a Coordinate Descent solver (recommended).

        .. versionadded:: 0.17
           Coordinate Descent solver.

        .. versionchanged:: 0.17
           Deprecated Projected Gradient solver.

    tol : double, default: 1e-4
        Tolerance value used in stopping conditions.

    max_iter : integer, default: 200
        Number of iterations to compute.

    random_state : integer seed, RandomState instance, or None (default)
        Random number generator seed control.

    alpha : double, default: 0.
        Constant that multiplies the regularization terms. Set it to zero to
        have no regularization.

        .. versionadded:: 0.17
           *alpha* used in the Coordinate Descent solver.

    l1_ratio : double, default: 0.
        The regularization mixing parameter, with 0 <= l1_ratio <= 1.
        For l1_ratio = 0 the penalty is an elementwise L2 penalty
        (aka Frobenius Norm).
        For l1_ratio = 1 it is an elementwise L1 penalty.
        For 0 < l1_ratio < 1, the penalty is a combination of L1 and L2.

        .. versionadded:: 0.17
           Regularization parameter *l1_ratio* used in the Coordinate Descent solver.

    shuffle : boolean, default: False
        If true, randomize the order of coordinates in the CD solver.

        .. versionadded:: 0.17
           *shuffle* parameter used in the Coordinate Descent solver.

    nls_max_iter : integer, default: 2000
        Number of iterations in NLS subproblem.
        Used only in the deprecated 'pg' solver.

        .. versionchanged:: 0.17
           Deprecated Projected Gradient solver. Use Coordinate Descent solver
           instead.

    sparseness : 'data' | 'components' | None, default: None
        Where to enforce sparsity in the model.
        Used only in the deprecated 'pg' solver.

        .. versionchanged:: 0.17
           Deprecated Projected Gradient solver. Use Coordinate Descent solver
           instead.

    beta : double, default: 1
        Degree of sparseness, if sparseness is not None. Larger values mean
        more sparseness. Used only in the deprecated 'pg' solver.

        .. versionchanged:: 0.17
           Deprecated Projected Gradient solver. Use Coordinate Descent solver
           instead.

    eta : double, default: 0.1
        Degree of correctness to maintain, if sparsity is not None. Smaller
        values mean larger error. Used only in the deprecated 'pg' solver.

        .. versionchanged:: 0.17
           Deprecated Projected Gradient solver. Use Coordinate Descent solver
           instead.

    Attributes
    ----------
    components_ : array, [n_components, n_features]
        Non-negative components of the data.

    reconstruction_err_ : number
        Frobenius norm of the matrix difference between
        the training data and the reconstructed data from
        the fit produced by the model. ``|| X - WH ||_2``

    n_iter_ : int
        Actual number of iterations.

    Examples
    --------
    >>> import numpy as np
    >>> X = np.array([[1,1], [2, 1], [3, 1.2], [4, 1], [5, 0.8], [6, 1]])
    >>> from sklearn.decomposition import NMF
    >>> model = NMF(n_components=2, init='random', random_state=0)
    >>> model.fit(X) #doctest: +ELLIPSIS +NORMALIZE_WHITESPACE
    NMF(alpha=0.0, beta=1, eta=0.1, init='random', l1_ratio=0.0, max_iter=200,
      n_components=2, nls_max_iter=2000, random_state=0, shuffle=False,
      solver='cd', sparseness=None, tol=0.0001, verbose=0)

    >>> model.components_
    array([[ 2.09783018,  0.30560234],
           [ 2.13443044,  2.13171694]])
    >>> model.reconstruction_err_ #doctest: +ELLIPSIS
    0.00115993...

    References
    ----------
    C.-J. Lin. Projected gradient methods for non-negative matrix
    factorization. Neural Computation, 19(2007), 2756-2779.
    http://www.csie.ntu.edu.tw/~cjlin/nmf/

    Cichocki, Andrzej, and P. H. A. N. Anh-Huy. "Fast local algorithms for
    large scale nonnegative matrix and tensor factorizations."
    IEICE transactions on fundamentals of electronics, communications and
    computer sciences 92.3: 708-721, 2009.
    """

    def __init__(self, n_components=None, solver='pg', init=None,
                 tol=1e-4, max_iter=200, random_state=None,
                 alpha=0., l1_ratio=0., verbose=0,
                 nls_max_iter=2000, sparseness=None, beta=1, eta=0.1):
        super(ProjectedGradientNMF, self).__init__(
            n_components=n_components, init=init, solver='pg', tol=tol,
            max_iter=max_iter, random_state=random_state, alpha=alpha,
            l1_ratio=l1_ratio, verbose=verbose, nls_max_iter=nls_max_iter,
            sparseness=sparseness, beta=beta, eta=eta)