/usr/lib/python3/dist-packages/sklearn/linear_model/tests/test_omp.py is in python3-sklearn 0.17.0-4.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 | # Author: Vlad Niculae
# Licence: 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_)
|