peacock-data-public-datasets-idc-cronscript
/
venv
/lib
/python3.10
/site-packages
/sklearn
/decomposition
/_dict_learning.py
""" Dictionary learning. | |
""" | |
# Author: Vlad Niculae, Gael Varoquaux, Alexandre Gramfort | |
# License: BSD 3 clause | |
import itertools | |
import sys | |
import time | |
from numbers import Integral, Real | |
from warnings import warn | |
import numpy as np | |
from joblib import effective_n_jobs | |
from scipy import linalg | |
from ..base import ( | |
BaseEstimator, | |
ClassNamePrefixFeaturesOutMixin, | |
TransformerMixin, | |
_fit_context, | |
) | |
from ..linear_model import Lars, Lasso, LassoLars, orthogonal_mp_gram | |
from ..utils import check_array, check_random_state, gen_batches, gen_even_slices | |
from ..utils._param_validation import Hidden, Interval, StrOptions, validate_params | |
from ..utils.extmath import randomized_svd, row_norms, svd_flip | |
from ..utils.parallel import Parallel, delayed | |
from ..utils.validation import check_is_fitted | |
def _check_positive_coding(method, positive): | |
if positive and method in ["omp", "lars"]: | |
raise ValueError( | |
"Positive constraint not supported for '{}' coding method.".format(method) | |
) | |
def _sparse_encode_precomputed( | |
X, | |
dictionary, | |
*, | |
gram=None, | |
cov=None, | |
algorithm="lasso_lars", | |
regularization=None, | |
copy_cov=True, | |
init=None, | |
max_iter=1000, | |
verbose=0, | |
positive=False, | |
): | |
"""Generic sparse coding with precomputed Gram and/or covariance matrices. | |
Each row of the result is the solution to a Lasso problem. | |
Parameters | |
---------- | |
X : ndarray of shape (n_samples, n_features) | |
Data matrix. | |
dictionary : ndarray of shape (n_components, n_features) | |
The dictionary matrix against which to solve the sparse coding of | |
the data. Some of the algorithms assume normalized rows. | |
gram : ndarray of shape (n_components, n_components), default=None | |
Precomputed Gram matrix, `dictionary * dictionary'` | |
gram can be `None` if method is 'threshold'. | |
cov : ndarray of shape (n_components, n_samples), default=None | |
Precomputed covariance, `dictionary * X'`. | |
algorithm : {'lasso_lars', 'lasso_cd', 'lars', 'omp', 'threshold'}, \ | |
default='lasso_lars' | |
The algorithm used: | |
* `'lars'`: uses the least angle regression method | |
(`linear_model.lars_path`); | |
* `'lasso_lars'`: uses Lars to compute the Lasso solution; | |
* `'lasso_cd'`: uses the coordinate descent method to compute the | |
Lasso solution (`linear_model.Lasso`). lasso_lars will be faster if | |
the estimated components are sparse; | |
* `'omp'`: uses orthogonal matching pursuit to estimate the sparse | |
solution; | |
* `'threshold'`: squashes to zero all coefficients less than | |
regularization from the projection `dictionary * data'`. | |
regularization : int or float, default=None | |
The regularization parameter. It corresponds to alpha when | |
algorithm is `'lasso_lars'`, `'lasso_cd'` or `'threshold'`. | |
Otherwise it corresponds to `n_nonzero_coefs`. | |
init : ndarray of shape (n_samples, n_components), default=None | |
Initialization value of the sparse code. Only used if | |
`algorithm='lasso_cd'`. | |
max_iter : int, default=1000 | |
Maximum number of iterations to perform if `algorithm='lasso_cd'` or | |
`'lasso_lars'`. | |
copy_cov : bool, default=True | |
Whether to copy the precomputed covariance matrix; if `False`, it may | |
be overwritten. | |
verbose : int, default=0 | |
Controls the verbosity; the higher, the more messages. | |
positive: bool, default=False | |
Whether to enforce a positivity constraint on the sparse code. | |
.. versionadded:: 0.20 | |
Returns | |
------- | |
code : ndarray of shape (n_components, n_features) | |
The sparse codes. | |
""" | |
n_samples, n_features = X.shape | |
n_components = dictionary.shape[0] | |
if algorithm == "lasso_lars": | |
alpha = float(regularization) / n_features # account for scaling | |
try: | |
err_mgt = np.seterr(all="ignore") | |
# Not passing in verbose=max(0, verbose-1) because Lars.fit already | |
# corrects the verbosity level. | |
lasso_lars = LassoLars( | |
alpha=alpha, | |
fit_intercept=False, | |
verbose=verbose, | |
precompute=gram, | |
fit_path=False, | |
positive=positive, | |
max_iter=max_iter, | |
) | |
lasso_lars.fit(dictionary.T, X.T, Xy=cov) | |
new_code = lasso_lars.coef_ | |
finally: | |
np.seterr(**err_mgt) | |
elif algorithm == "lasso_cd": | |
alpha = float(regularization) / n_features # account for scaling | |
# TODO: Make verbosity argument for Lasso? | |
# sklearn.linear_model.coordinate_descent.enet_path has a verbosity | |
# argument that we could pass in from Lasso. | |
clf = Lasso( | |
alpha=alpha, | |
fit_intercept=False, | |
precompute=gram, | |
max_iter=max_iter, | |
warm_start=True, | |
positive=positive, | |
) | |
if init is not None: | |
# In some workflows using coordinate descent algorithms: | |
# - users might provide NumPy arrays with read-only buffers | |
# - `joblib` might memmap arrays making their buffer read-only | |
# TODO: move this handling (which is currently too broad) | |
# closer to the actual private function which need buffers to be writable. | |
if not init.flags["WRITEABLE"]: | |
init = np.array(init) | |
clf.coef_ = init | |
clf.fit(dictionary.T, X.T, check_input=False) | |
new_code = clf.coef_ | |
elif algorithm == "lars": | |
try: | |
err_mgt = np.seterr(all="ignore") | |
# Not passing in verbose=max(0, verbose-1) because Lars.fit already | |
# corrects the verbosity level. | |
lars = Lars( | |
fit_intercept=False, | |
verbose=verbose, | |
precompute=gram, | |
n_nonzero_coefs=int(regularization), | |
fit_path=False, | |
) | |
lars.fit(dictionary.T, X.T, Xy=cov) | |
new_code = lars.coef_ | |
finally: | |
np.seterr(**err_mgt) | |
elif algorithm == "threshold": | |
new_code = (np.sign(cov) * np.maximum(np.abs(cov) - regularization, 0)).T | |
if positive: | |
np.clip(new_code, 0, None, out=new_code) | |
elif algorithm == "omp": | |
new_code = orthogonal_mp_gram( | |
Gram=gram, | |
Xy=cov, | |
n_nonzero_coefs=int(regularization), | |
tol=None, | |
norms_squared=row_norms(X, squared=True), | |
copy_Xy=copy_cov, | |
).T | |
return new_code.reshape(n_samples, n_components) | |
# XXX : could be moved to the linear_model module | |
def sparse_encode( | |
X, | |
dictionary, | |
*, | |
gram=None, | |
cov=None, | |
algorithm="lasso_lars", | |
n_nonzero_coefs=None, | |
alpha=None, | |
copy_cov=True, | |
init=None, | |
max_iter=1000, | |
n_jobs=None, | |
check_input=True, | |
verbose=0, | |
positive=False, | |
): | |
"""Sparse coding. | |
Each row of the result is the solution to a sparse coding problem. | |
The goal is to find a sparse array `code` such that:: | |
X ~= code * dictionary | |
Read more in the :ref:`User Guide <SparseCoder>`. | |
Parameters | |
---------- | |
X : array-like of shape (n_samples, n_features) | |
Data matrix. | |
dictionary : array-like of shape (n_components, n_features) | |
The dictionary matrix against which to solve the sparse coding of | |
the data. Some of the algorithms assume normalized rows for meaningful | |
output. | |
gram : array-like of shape (n_components, n_components), default=None | |
Precomputed Gram matrix, `dictionary * dictionary'`. | |
cov : array-like of shape (n_components, n_samples), default=None | |
Precomputed covariance, `dictionary' * X`. | |
algorithm : {'lasso_lars', 'lasso_cd', 'lars', 'omp', 'threshold'}, \ | |
default='lasso_lars' | |
The algorithm used: | |
* `'lars'`: uses the least angle regression method | |
(`linear_model.lars_path`); | |
* `'lasso_lars'`: uses Lars to compute the Lasso solution; | |
* `'lasso_cd'`: uses the coordinate descent method to compute the | |
Lasso solution (`linear_model.Lasso`). lasso_lars will be faster if | |
the estimated components are sparse; | |
* `'omp'`: uses orthogonal matching pursuit to estimate the sparse | |
solution; | |
* `'threshold'`: squashes to zero all coefficients less than | |
regularization from the projection `dictionary * data'`. | |
n_nonzero_coefs : int, default=None | |
Number of nonzero coefficients to target in each column of the | |
solution. This is only used by `algorithm='lars'` and `algorithm='omp'` | |
and is overridden by `alpha` in the `omp` case. If `None`, then | |
`n_nonzero_coefs=int(n_features / 10)`. | |
alpha : float, default=None | |
If `algorithm='lasso_lars'` or `algorithm='lasso_cd'`, `alpha` is the | |
penalty applied to the L1 norm. | |
If `algorithm='threshold'`, `alpha` is the absolute value of the | |
threshold below which coefficients will be squashed to zero. | |
If `algorithm='omp'`, `alpha` is the tolerance parameter: the value of | |
the reconstruction error targeted. In this case, it overrides | |
`n_nonzero_coefs`. | |
If `None`, default to 1. | |
copy_cov : bool, default=True | |
Whether to copy the precomputed covariance matrix; if `False`, it may | |
be overwritten. | |
init : ndarray of shape (n_samples, n_components), default=None | |
Initialization value of the sparse codes. Only used if | |
`algorithm='lasso_cd'`. | |
max_iter : int, default=1000 | |
Maximum number of iterations to perform if `algorithm='lasso_cd'` or | |
`'lasso_lars'`. | |
n_jobs : int, default=None | |
Number of parallel jobs to run. | |
``None`` means 1 unless in a :obj:`joblib.parallel_backend` context. | |
``-1`` means using all processors. See :term:`Glossary <n_jobs>` | |
for more details. | |
check_input : bool, default=True | |
If `False`, the input arrays X and dictionary will not be checked. | |
verbose : int, default=0 | |
Controls the verbosity; the higher, the more messages. | |
positive : bool, default=False | |
Whether to enforce positivity when finding the encoding. | |
.. versionadded:: 0.20 | |
Returns | |
------- | |
code : ndarray of shape (n_samples, n_components) | |
The sparse codes. | |
See Also | |
-------- | |
sklearn.linear_model.lars_path : Compute Least Angle Regression or Lasso | |
path using LARS algorithm. | |
sklearn.linear_model.orthogonal_mp : Solves Orthogonal Matching Pursuit problems. | |
sklearn.linear_model.Lasso : Train Linear Model with L1 prior as regularizer. | |
SparseCoder : Find a sparse representation of data from a fixed precomputed | |
dictionary. | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from sklearn.decomposition import sparse_encode | |
>>> X = np.array([[-1, -1, -1], [0, 0, 3]]) | |
>>> dictionary = np.array( | |
... [[0, 1, 0], | |
... [-1, -1, 2], | |
... [1, 1, 1], | |
... [0, 1, 1], | |
... [0, 2, 1]], | |
... dtype=np.float64 | |
... ) | |
>>> sparse_encode(X, dictionary, alpha=1e-10) | |
array([[ 0., 0., -1., 0., 0.], | |
[ 0., 1., 1., 0., 0.]]) | |
""" | |
if check_input: | |
if algorithm == "lasso_cd": | |
dictionary = check_array( | |
dictionary, order="C", dtype=[np.float64, np.float32] | |
) | |
X = check_array(X, order="C", dtype=[np.float64, np.float32]) | |
else: | |
dictionary = check_array(dictionary) | |
X = check_array(X) | |
if dictionary.shape[1] != X.shape[1]: | |
raise ValueError( | |
"Dictionary and X have different numbers of features:" | |
"dictionary.shape: {} X.shape{}".format(dictionary.shape, X.shape) | |
) | |
_check_positive_coding(algorithm, positive) | |
return _sparse_encode( | |
X, | |
dictionary, | |
gram=gram, | |
cov=cov, | |
algorithm=algorithm, | |
n_nonzero_coefs=n_nonzero_coefs, | |
alpha=alpha, | |
copy_cov=copy_cov, | |
init=init, | |
max_iter=max_iter, | |
n_jobs=n_jobs, | |
verbose=verbose, | |
positive=positive, | |
) | |
def _sparse_encode( | |
X, | |
dictionary, | |
*, | |
gram=None, | |
cov=None, | |
algorithm="lasso_lars", | |
n_nonzero_coefs=None, | |
alpha=None, | |
copy_cov=True, | |
init=None, | |
max_iter=1000, | |
n_jobs=None, | |
verbose=0, | |
positive=False, | |
): | |
"""Sparse coding without input/parameter validation.""" | |
n_samples, n_features = X.shape | |
n_components = dictionary.shape[0] | |
if algorithm in ("lars", "omp"): | |
regularization = n_nonzero_coefs | |
if regularization is None: | |
regularization = min(max(n_features / 10, 1), n_components) | |
else: | |
regularization = alpha | |
if regularization is None: | |
regularization = 1.0 | |
if gram is None and algorithm != "threshold": | |
gram = np.dot(dictionary, dictionary.T) | |
if cov is None and algorithm != "lasso_cd": | |
copy_cov = False | |
cov = np.dot(dictionary, X.T) | |
if effective_n_jobs(n_jobs) == 1 or algorithm == "threshold": | |
code = _sparse_encode_precomputed( | |
X, | |
dictionary, | |
gram=gram, | |
cov=cov, | |
algorithm=algorithm, | |
regularization=regularization, | |
copy_cov=copy_cov, | |
init=init, | |
max_iter=max_iter, | |
verbose=verbose, | |
positive=positive, | |
) | |
return code | |
# Enter parallel code block | |
n_samples = X.shape[0] | |
n_components = dictionary.shape[0] | |
code = np.empty((n_samples, n_components)) | |
slices = list(gen_even_slices(n_samples, effective_n_jobs(n_jobs))) | |
code_views = Parallel(n_jobs=n_jobs, verbose=verbose)( | |
delayed(_sparse_encode_precomputed)( | |
X[this_slice], | |
dictionary, | |
gram=gram, | |
cov=cov[:, this_slice] if cov is not None else None, | |
algorithm=algorithm, | |
regularization=regularization, | |
copy_cov=copy_cov, | |
init=init[this_slice] if init is not None else None, | |
max_iter=max_iter, | |
verbose=verbose, | |
positive=positive, | |
) | |
for this_slice in slices | |
) | |
for this_slice, this_view in zip(slices, code_views): | |
code[this_slice] = this_view | |
return code | |
def _update_dict( | |
dictionary, | |
Y, | |
code, | |
A=None, | |
B=None, | |
verbose=False, | |
random_state=None, | |
positive=False, | |
): | |
"""Update the dense dictionary factor in place. | |
Parameters | |
---------- | |
dictionary : ndarray of shape (n_components, n_features) | |
Value of the dictionary at the previous iteration. | |
Y : ndarray of shape (n_samples, n_features) | |
Data matrix. | |
code : ndarray of shape (n_samples, n_components) | |
Sparse coding of the data against which to optimize the dictionary. | |
A : ndarray of shape (n_components, n_components), default=None | |
Together with `B`, sufficient stats of the online model to update the | |
dictionary. | |
B : ndarray of shape (n_features, n_components), default=None | |
Together with `A`, sufficient stats of the online model to update the | |
dictionary. | |
verbose: bool, default=False | |
Degree of output the procedure will print. | |
random_state : int, RandomState instance or None, default=None | |
Used for randomly initializing the dictionary. Pass an int for | |
reproducible results across multiple function calls. | |
See :term:`Glossary <random_state>`. | |
positive : bool, default=False | |
Whether to enforce positivity when finding the dictionary. | |
.. versionadded:: 0.20 | |
""" | |
n_samples, n_components = code.shape | |
random_state = check_random_state(random_state) | |
if A is None: | |
A = code.T @ code | |
if B is None: | |
B = Y.T @ code | |
n_unused = 0 | |
for k in range(n_components): | |
if A[k, k] > 1e-6: | |
# 1e-6 is arbitrary but consistent with the spams implementation | |
dictionary[k] += (B[:, k] - A[k] @ dictionary) / A[k, k] | |
else: | |
# kth atom is almost never used -> sample a new one from the data | |
newd = Y[random_state.choice(n_samples)] | |
# add small noise to avoid making the sparse coding ill conditioned | |
noise_level = 0.01 * (newd.std() or 1) # avoid 0 std | |
noise = random_state.normal(0, noise_level, size=len(newd)) | |
dictionary[k] = newd + noise | |
code[:, k] = 0 | |
n_unused += 1 | |
if positive: | |
np.clip(dictionary[k], 0, None, out=dictionary[k]) | |
# Projection on the constraint set ||V_k|| <= 1 | |
dictionary[k] /= max(linalg.norm(dictionary[k]), 1) | |
if verbose and n_unused > 0: | |
print(f"{n_unused} unused atoms resampled.") | |
def _dict_learning( | |
X, | |
n_components, | |
*, | |
alpha, | |
max_iter, | |
tol, | |
method, | |
n_jobs, | |
dict_init, | |
code_init, | |
callback, | |
verbose, | |
random_state, | |
return_n_iter, | |
positive_dict, | |
positive_code, | |
method_max_iter, | |
): | |
"""Main dictionary learning algorithm""" | |
t0 = time.time() | |
# Init the code and the dictionary with SVD of Y | |
if code_init is not None and dict_init is not None: | |
code = np.array(code_init, order="F") | |
# Don't copy V, it will happen below | |
dictionary = dict_init | |
else: | |
code, S, dictionary = linalg.svd(X, full_matrices=False) | |
# flip the initial code's sign to enforce deterministic output | |
code, dictionary = svd_flip(code, dictionary) | |
dictionary = S[:, np.newaxis] * dictionary | |
r = len(dictionary) | |
if n_components <= r: # True even if n_components=None | |
code = code[:, :n_components] | |
dictionary = dictionary[:n_components, :] | |
else: | |
code = np.c_[code, np.zeros((len(code), n_components - r))] | |
dictionary = np.r_[ | |
dictionary, np.zeros((n_components - r, dictionary.shape[1])) | |
] | |
# Fortran-order dict better suited for the sparse coding which is the | |
# bottleneck of this algorithm. | |
dictionary = np.asfortranarray(dictionary) | |
errors = [] | |
current_cost = np.nan | |
if verbose == 1: | |
print("[dict_learning]", end=" ") | |
# If max_iter is 0, number of iterations returned should be zero | |
ii = -1 | |
for ii in range(max_iter): | |
dt = time.time() - t0 | |
if verbose == 1: | |
sys.stdout.write(".") | |
sys.stdout.flush() | |
elif verbose: | |
print( | |
"Iteration % 3i (elapsed time: % 3is, % 4.1fmn, current cost % 7.3f)" | |
% (ii, dt, dt / 60, current_cost) | |
) | |
# Update code | |
code = sparse_encode( | |
X, | |
dictionary, | |
algorithm=method, | |
alpha=alpha, | |
init=code, | |
n_jobs=n_jobs, | |
positive=positive_code, | |
max_iter=method_max_iter, | |
verbose=verbose, | |
) | |
# Update dictionary in place | |
_update_dict( | |
dictionary, | |
X, | |
code, | |
verbose=verbose, | |
random_state=random_state, | |
positive=positive_dict, | |
) | |
# Cost function | |
current_cost = 0.5 * np.sum((X - code @ dictionary) ** 2) + alpha * np.sum( | |
np.abs(code) | |
) | |
errors.append(current_cost) | |
if ii > 0: | |
dE = errors[-2] - errors[-1] | |
# assert(dE >= -tol * errors[-1]) | |
if dE < tol * errors[-1]: | |
if verbose == 1: | |
# A line return | |
print("") | |
elif verbose: | |
print("--- Convergence reached after %d iterations" % ii) | |
break | |
if ii % 5 == 0 and callback is not None: | |
callback(locals()) | |
if return_n_iter: | |
return code, dictionary, errors, ii + 1 | |
else: | |
return code, dictionary, errors | |
def dict_learning_online( | |
X, | |
n_components=2, | |
*, | |
alpha=1, | |
max_iter=100, | |
return_code=True, | |
dict_init=None, | |
callback=None, | |
batch_size=256, | |
verbose=False, | |
shuffle=True, | |
n_jobs=None, | |
method="lars", | |
random_state=None, | |
positive_dict=False, | |
positive_code=False, | |
method_max_iter=1000, | |
tol=1e-3, | |
max_no_improvement=10, | |
): | |
"""Solve a dictionary learning matrix factorization problem online. | |
Finds the best dictionary and the corresponding sparse code for | |
approximating the data matrix X by solving:: | |
(U^*, V^*) = argmin 0.5 || X - U V ||_Fro^2 + alpha * || U ||_1,1 | |
(U,V) | |
with || V_k ||_2 = 1 for all 0 <= k < n_components | |
where V is the dictionary and U is the sparse code. ||.||_Fro stands for | |
the Frobenius norm and ||.||_1,1 stands for the entry-wise matrix norm | |
which is the sum of the absolute values of all the entries in the matrix. | |
This is accomplished by repeatedly iterating over mini-batches by slicing | |
the input data. | |
Read more in the :ref:`User Guide <DictionaryLearning>`. | |
Parameters | |
---------- | |
X : ndarray of shape (n_samples, n_features) | |
Data matrix. | |
n_components : int or None, default=2 | |
Number of dictionary atoms to extract. If None, then ``n_components`` | |
is set to ``n_features``. | |
alpha : float, default=1 | |
Sparsity controlling parameter. | |
max_iter : int, default=100 | |
Maximum number of iterations over the complete dataset before | |
stopping independently of any early stopping criterion heuristics. | |
.. versionadded:: 1.1 | |
.. deprecated:: 1.4 | |
`max_iter=None` is deprecated in 1.4 and will be removed in 1.6. | |
Use the default value (i.e. `100`) instead. | |
return_code : bool, default=True | |
Whether to also return the code U or just the dictionary `V`. | |
dict_init : ndarray of shape (n_components, n_features), default=None | |
Initial values for the dictionary for warm restart scenarios. | |
If `None`, the initial values for the dictionary are created | |
with an SVD decomposition of the data via | |
:func:`~sklearn.utils.extmath.randomized_svd`. | |
callback : callable, default=None | |
A callable that gets invoked at the end of each iteration. | |
batch_size : int, default=256 | |
The number of samples to take in each batch. | |
.. versionchanged:: 1.3 | |
The default value of `batch_size` changed from 3 to 256 in version 1.3. | |
verbose : bool, default=False | |
To control the verbosity of the procedure. | |
shuffle : bool, default=True | |
Whether to shuffle the data before splitting it in batches. | |
n_jobs : int, default=None | |
Number of parallel jobs to run. | |
``None`` means 1 unless in a :obj:`joblib.parallel_backend` context. | |
``-1`` means using all processors. See :term:`Glossary <n_jobs>` | |
for more details. | |
method : {'lars', 'cd'}, default='lars' | |
* `'lars'`: uses the least angle regression method to solve the lasso | |
problem (`linear_model.lars_path`); | |
* `'cd'`: uses the coordinate descent method to compute the | |
Lasso solution (`linear_model.Lasso`). Lars will be faster if | |
the estimated components are sparse. | |
random_state : int, RandomState instance or None, default=None | |
Used for initializing the dictionary when ``dict_init`` is not | |
specified, randomly shuffling the data when ``shuffle`` is set to | |
``True``, and updating the dictionary. Pass an int for reproducible | |
results across multiple function calls. | |
See :term:`Glossary <random_state>`. | |
positive_dict : bool, default=False | |
Whether to enforce positivity when finding the dictionary. | |
.. versionadded:: 0.20 | |
positive_code : bool, default=False | |
Whether to enforce positivity when finding the code. | |
.. versionadded:: 0.20 | |
method_max_iter : int, default=1000 | |
Maximum number of iterations to perform when solving the lasso problem. | |
.. versionadded:: 0.22 | |
tol : float, default=1e-3 | |
Control early stopping based on the norm of the differences in the | |
dictionary between 2 steps. | |
To disable early stopping based on changes in the dictionary, set | |
`tol` to 0.0. | |
.. versionadded:: 1.1 | |
max_no_improvement : int, default=10 | |
Control early stopping based on the consecutive number of mini batches | |
that does not yield an improvement on the smoothed cost function. | |
To disable convergence detection based on cost function, set | |
`max_no_improvement` to None. | |
.. versionadded:: 1.1 | |
Returns | |
------- | |
code : ndarray of shape (n_samples, n_components), | |
The sparse code (only returned if `return_code=True`). | |
dictionary : ndarray of shape (n_components, n_features), | |
The solutions to the dictionary learning problem. | |
n_iter : int | |
Number of iterations run. Returned only if `return_n_iter` is | |
set to `True`. | |
See Also | |
-------- | |
dict_learning : Solve a dictionary learning matrix factorization problem. | |
DictionaryLearning : Find a dictionary that sparsely encodes data. | |
MiniBatchDictionaryLearning : A faster, less accurate, version of the dictionary | |
learning algorithm. | |
SparsePCA : Sparse Principal Components Analysis. | |
MiniBatchSparsePCA : Mini-batch Sparse Principal Components Analysis. | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from sklearn.datasets import make_sparse_coded_signal | |
>>> from sklearn.decomposition import dict_learning_online | |
>>> X, _, _ = make_sparse_coded_signal( | |
... n_samples=30, n_components=15, n_features=20, n_nonzero_coefs=10, | |
... random_state=42, | |
... ) | |
>>> U, V = dict_learning_online( | |
... X, n_components=15, alpha=0.2, max_iter=20, batch_size=3, random_state=42 | |
... ) | |
We can check the level of sparsity of `U`: | |
>>> np.mean(U == 0) | |
0.53... | |
We can compare the average squared euclidean norm of the reconstruction | |
error of the sparse coded signal relative to the squared euclidean norm of | |
the original signal: | |
>>> X_hat = U @ V | |
>>> np.mean(np.sum((X_hat - X) ** 2, axis=1) / np.sum(X ** 2, axis=1)) | |
0.05... | |
""" | |
# TODO(1.6): remove in 1.6 | |
if max_iter is None: | |
warn( | |
( | |
"`max_iter=None` is deprecated in version 1.4 and will be removed in " | |
"version 1.6. Use the default value (i.e. `100`) instead." | |
), | |
FutureWarning, | |
) | |
max_iter = 100 | |
transform_algorithm = "lasso_" + method | |
est = MiniBatchDictionaryLearning( | |
n_components=n_components, | |
alpha=alpha, | |
max_iter=max_iter, | |
n_jobs=n_jobs, | |
fit_algorithm=method, | |
batch_size=batch_size, | |
shuffle=shuffle, | |
dict_init=dict_init, | |
random_state=random_state, | |
transform_algorithm=transform_algorithm, | |
transform_alpha=alpha, | |
positive_code=positive_code, | |
positive_dict=positive_dict, | |
transform_max_iter=method_max_iter, | |
verbose=verbose, | |
callback=callback, | |
tol=tol, | |
max_no_improvement=max_no_improvement, | |
).fit(X) | |
if not return_code: | |
return est.components_ | |
else: | |
code = est.transform(X) | |
return code, est.components_ | |
def dict_learning( | |
X, | |
n_components, | |
*, | |
alpha, | |
max_iter=100, | |
tol=1e-8, | |
method="lars", | |
n_jobs=None, | |
dict_init=None, | |
code_init=None, | |
callback=None, | |
verbose=False, | |
random_state=None, | |
return_n_iter=False, | |
positive_dict=False, | |
positive_code=False, | |
method_max_iter=1000, | |
): | |
"""Solve a dictionary learning matrix factorization problem. | |
Finds the best dictionary and the corresponding sparse code for | |
approximating the data matrix X by solving:: | |
(U^*, V^*) = argmin 0.5 || X - U V ||_Fro^2 + alpha * || U ||_1,1 | |
(U,V) | |
with || V_k ||_2 = 1 for all 0 <= k < n_components | |
where V is the dictionary and U is the sparse code. ||.||_Fro stands for | |
the Frobenius norm and ||.||_1,1 stands for the entry-wise matrix norm | |
which is the sum of the absolute values of all the entries in the matrix. | |
Read more in the :ref:`User Guide <DictionaryLearning>`. | |
Parameters | |
---------- | |
X : array-like of shape (n_samples, n_features) | |
Data matrix. | |
n_components : int | |
Number of dictionary atoms to extract. | |
alpha : int or float | |
Sparsity controlling parameter. | |
max_iter : int, default=100 | |
Maximum number of iterations to perform. | |
tol : float, default=1e-8 | |
Tolerance for the stopping condition. | |
method : {'lars', 'cd'}, default='lars' | |
The method used: | |
* `'lars'`: uses the least angle regression method to solve the lasso | |
problem (`linear_model.lars_path`); | |
* `'cd'`: uses the coordinate descent method to compute the | |
Lasso solution (`linear_model.Lasso`). Lars will be faster if | |
the estimated components are sparse. | |
n_jobs : int, default=None | |
Number of parallel jobs to run. | |
``None`` means 1 unless in a :obj:`joblib.parallel_backend` context. | |
``-1`` means using all processors. See :term:`Glossary <n_jobs>` | |
for more details. | |
dict_init : ndarray of shape (n_components, n_features), default=None | |
Initial value for the dictionary for warm restart scenarios. Only used | |
if `code_init` and `dict_init` are not None. | |
code_init : ndarray of shape (n_samples, n_components), default=None | |
Initial value for the sparse code for warm restart scenarios. Only used | |
if `code_init` and `dict_init` are not None. | |
callback : callable, default=None | |
Callable that gets invoked every five iterations. | |
verbose : bool, default=False | |
To control the verbosity of the procedure. | |
random_state : int, RandomState instance or None, default=None | |
Used for randomly initializing the dictionary. Pass an int for | |
reproducible results across multiple function calls. | |
See :term:`Glossary <random_state>`. | |
return_n_iter : bool, default=False | |
Whether or not to return the number of iterations. | |
positive_dict : bool, default=False | |
Whether to enforce positivity when finding the dictionary. | |
.. versionadded:: 0.20 | |
positive_code : bool, default=False | |
Whether to enforce positivity when finding the code. | |
.. versionadded:: 0.20 | |
method_max_iter : int, default=1000 | |
Maximum number of iterations to perform. | |
.. versionadded:: 0.22 | |
Returns | |
------- | |
code : ndarray of shape (n_samples, n_components) | |
The sparse code factor in the matrix factorization. | |
dictionary : ndarray of shape (n_components, n_features), | |
The dictionary factor in the matrix factorization. | |
errors : array | |
Vector of errors at each iteration. | |
n_iter : int | |
Number of iterations run. Returned only if `return_n_iter` is | |
set to True. | |
See Also | |
-------- | |
dict_learning_online : Solve a dictionary learning matrix factorization | |
problem online. | |
DictionaryLearning : Find a dictionary that sparsely encodes data. | |
MiniBatchDictionaryLearning : A faster, less accurate version | |
of the dictionary learning algorithm. | |
SparsePCA : Sparse Principal Components Analysis. | |
MiniBatchSparsePCA : Mini-batch Sparse Principal Components Analysis. | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from sklearn.datasets import make_sparse_coded_signal | |
>>> from sklearn.decomposition import dict_learning | |
>>> X, _, _ = make_sparse_coded_signal( | |
... n_samples=30, n_components=15, n_features=20, n_nonzero_coefs=10, | |
... random_state=42, | |
... ) | |
>>> U, V, errors = dict_learning(X, n_components=15, alpha=0.1, random_state=42) | |
We can check the level of sparsity of `U`: | |
>>> np.mean(U == 0) | |
0.6... | |
We can compare the average squared euclidean norm of the reconstruction | |
error of the sparse coded signal relative to the squared euclidean norm of | |
the original signal: | |
>>> X_hat = U @ V | |
>>> np.mean(np.sum((X_hat - X) ** 2, axis=1) / np.sum(X ** 2, axis=1)) | |
0.01... | |
""" | |
estimator = DictionaryLearning( | |
n_components=n_components, | |
alpha=alpha, | |
max_iter=max_iter, | |
tol=tol, | |
fit_algorithm=method, | |
n_jobs=n_jobs, | |
dict_init=dict_init, | |
callback=callback, | |
code_init=code_init, | |
verbose=verbose, | |
random_state=random_state, | |
positive_code=positive_code, | |
positive_dict=positive_dict, | |
transform_max_iter=method_max_iter, | |
).set_output(transform="default") | |
code = estimator.fit_transform(X) | |
if return_n_iter: | |
return ( | |
code, | |
estimator.components_, | |
estimator.error_, | |
estimator.n_iter_, | |
) | |
return code, estimator.components_, estimator.error_ | |
class _BaseSparseCoding(ClassNamePrefixFeaturesOutMixin, TransformerMixin): | |
"""Base class from SparseCoder and DictionaryLearning algorithms.""" | |
def __init__( | |
self, | |
transform_algorithm, | |
transform_n_nonzero_coefs, | |
transform_alpha, | |
split_sign, | |
n_jobs, | |
positive_code, | |
transform_max_iter, | |
): | |
self.transform_algorithm = transform_algorithm | |
self.transform_n_nonzero_coefs = transform_n_nonzero_coefs | |
self.transform_alpha = transform_alpha | |
self.transform_max_iter = transform_max_iter | |
self.split_sign = split_sign | |
self.n_jobs = n_jobs | |
self.positive_code = positive_code | |
def _transform(self, X, dictionary): | |
"""Private method allowing to accommodate both DictionaryLearning and | |
SparseCoder.""" | |
X = self._validate_data(X, reset=False) | |
if hasattr(self, "alpha") and self.transform_alpha is None: | |
transform_alpha = self.alpha | |
else: | |
transform_alpha = self.transform_alpha | |
code = sparse_encode( | |
X, | |
dictionary, | |
algorithm=self.transform_algorithm, | |
n_nonzero_coefs=self.transform_n_nonzero_coefs, | |
alpha=transform_alpha, | |
max_iter=self.transform_max_iter, | |
n_jobs=self.n_jobs, | |
positive=self.positive_code, | |
) | |
if self.split_sign: | |
# feature vector is split into a positive and negative side | |
n_samples, n_features = code.shape | |
split_code = np.empty((n_samples, 2 * n_features)) | |
split_code[:, :n_features] = np.maximum(code, 0) | |
split_code[:, n_features:] = -np.minimum(code, 0) | |
code = split_code | |
return code | |
def transform(self, X): | |
"""Encode the data as a sparse combination of the dictionary atoms. | |
Coding method is determined by the object parameter | |
`transform_algorithm`. | |
Parameters | |
---------- | |
X : ndarray of shape (n_samples, n_features) | |
Test data to be transformed, must have the same number of | |
features as the data used to train the model. | |
Returns | |
------- | |
X_new : ndarray of shape (n_samples, n_components) | |
Transformed data. | |
""" | |
check_is_fitted(self) | |
return self._transform(X, self.components_) | |
class SparseCoder(_BaseSparseCoding, BaseEstimator): | |
"""Sparse coding. | |
Finds a sparse representation of data against a fixed, precomputed | |
dictionary. | |
Each row of the result is the solution to a sparse coding problem. | |
The goal is to find a sparse array `code` such that:: | |
X ~= code * dictionary | |
Read more in the :ref:`User Guide <SparseCoder>`. | |
Parameters | |
---------- | |
dictionary : ndarray of shape (n_components, n_features) | |
The dictionary atoms used for sparse coding. Lines are assumed to be | |
normalized to unit norm. | |
transform_algorithm : {'lasso_lars', 'lasso_cd', 'lars', 'omp', \ | |
'threshold'}, default='omp' | |
Algorithm used to transform the data: | |
- `'lars'`: uses the least angle regression method | |
(`linear_model.lars_path`); | |
- `'lasso_lars'`: uses Lars to compute the Lasso solution; | |
- `'lasso_cd'`: uses the coordinate descent method to compute the | |
Lasso solution (linear_model.Lasso). `'lasso_lars'` will be faster if | |
the estimated components are sparse; | |
- `'omp'`: uses orthogonal matching pursuit to estimate the sparse | |
solution; | |
- `'threshold'`: squashes to zero all coefficients less than alpha from | |
the projection ``dictionary * X'``. | |
transform_n_nonzero_coefs : int, default=None | |
Number of nonzero coefficients to target in each column of the | |
solution. This is only used by `algorithm='lars'` and `algorithm='omp'` | |
and is overridden by `alpha` in the `omp` case. If `None`, then | |
`transform_n_nonzero_coefs=int(n_features / 10)`. | |
transform_alpha : float, default=None | |
If `algorithm='lasso_lars'` or `algorithm='lasso_cd'`, `alpha` is the | |
penalty applied to the L1 norm. | |
If `algorithm='threshold'`, `alpha` is the absolute value of the | |
threshold below which coefficients will be squashed to zero. | |
If `algorithm='omp'`, `alpha` is the tolerance parameter: the value of | |
the reconstruction error targeted. In this case, it overrides | |
`n_nonzero_coefs`. | |
If `None`, default to 1. | |
split_sign : bool, default=False | |
Whether to split the sparse feature vector into the concatenation of | |
its negative part and its positive part. This can improve the | |
performance of downstream classifiers. | |
n_jobs : int, default=None | |
Number of parallel jobs to run. | |
``None`` means 1 unless in a :obj:`joblib.parallel_backend` context. | |
``-1`` means using all processors. See :term:`Glossary <n_jobs>` | |
for more details. | |
positive_code : bool, default=False | |
Whether to enforce positivity when finding the code. | |
.. versionadded:: 0.20 | |
transform_max_iter : int, default=1000 | |
Maximum number of iterations to perform if `algorithm='lasso_cd'` or | |
`lasso_lars`. | |
.. versionadded:: 0.22 | |
Attributes | |
---------- | |
n_components_ : int | |
Number of atoms. | |
n_features_in_ : int | |
Number of features seen during :term:`fit`. | |
.. versionadded:: 0.24 | |
feature_names_in_ : ndarray of shape (`n_features_in_`,) | |
Names of features seen during :term:`fit`. Defined only when `X` | |
has feature names that are all strings. | |
.. versionadded:: 1.0 | |
See Also | |
-------- | |
DictionaryLearning : Find a dictionary that sparsely encodes data. | |
MiniBatchDictionaryLearning : A faster, less accurate, version of the | |
dictionary learning algorithm. | |
MiniBatchSparsePCA : Mini-batch Sparse Principal Components Analysis. | |
SparsePCA : Sparse Principal Components Analysis. | |
sparse_encode : Sparse coding where each row of the result is the solution | |
to a sparse coding problem. | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from sklearn.decomposition import SparseCoder | |
>>> X = np.array([[-1, -1, -1], [0, 0, 3]]) | |
>>> dictionary = np.array( | |
... [[0, 1, 0], | |
... [-1, -1, 2], | |
... [1, 1, 1], | |
... [0, 1, 1], | |
... [0, 2, 1]], | |
... dtype=np.float64 | |
... ) | |
>>> coder = SparseCoder( | |
... dictionary=dictionary, transform_algorithm='lasso_lars', | |
... transform_alpha=1e-10, | |
... ) | |
>>> coder.transform(X) | |
array([[ 0., 0., -1., 0., 0.], | |
[ 0., 1., 1., 0., 0.]]) | |
""" | |
_required_parameters = ["dictionary"] | |
def __init__( | |
self, | |
dictionary, | |
*, | |
transform_algorithm="omp", | |
transform_n_nonzero_coefs=None, | |
transform_alpha=None, | |
split_sign=False, | |
n_jobs=None, | |
positive_code=False, | |
transform_max_iter=1000, | |
): | |
super().__init__( | |
transform_algorithm, | |
transform_n_nonzero_coefs, | |
transform_alpha, | |
split_sign, | |
n_jobs, | |
positive_code, | |
transform_max_iter, | |
) | |
self.dictionary = dictionary | |
def fit(self, X, y=None): | |
"""Do nothing and return the estimator unchanged. | |
This method is just there to implement the usual API and hence | |
work in pipelines. | |
Parameters | |
---------- | |
X : Ignored | |
Not used, present for API consistency by convention. | |
y : Ignored | |
Not used, present for API consistency by convention. | |
Returns | |
------- | |
self : object | |
Returns the instance itself. | |
""" | |
return self | |
def transform(self, X, y=None): | |
"""Encode the data as a sparse combination of the dictionary atoms. | |
Coding method is determined by the object parameter | |
`transform_algorithm`. | |
Parameters | |
---------- | |
X : ndarray of shape (n_samples, n_features) | |
Training vector, where `n_samples` is the number of samples | |
and `n_features` is the number of features. | |
y : Ignored | |
Not used, present for API consistency by convention. | |
Returns | |
------- | |
X_new : ndarray of shape (n_samples, n_components) | |
Transformed data. | |
""" | |
return super()._transform(X, self.dictionary) | |
def _more_tags(self): | |
return { | |
"requires_fit": False, | |
"preserves_dtype": [np.float64, np.float32], | |
} | |
def n_components_(self): | |
"""Number of atoms.""" | |
return self.dictionary.shape[0] | |
def n_features_in_(self): | |
"""Number of features seen during `fit`.""" | |
return self.dictionary.shape[1] | |
def _n_features_out(self): | |
"""Number of transformed output features.""" | |
return self.n_components_ | |
class DictionaryLearning(_BaseSparseCoding, BaseEstimator): | |
"""Dictionary learning. | |
Finds a dictionary (a set of atoms) that performs well at sparsely | |
encoding the fitted data. | |
Solves the optimization problem:: | |
(U^*,V^*) = argmin 0.5 || X - U V ||_Fro^2 + alpha * || U ||_1,1 | |
(U,V) | |
with || V_k ||_2 <= 1 for all 0 <= k < n_components | |
||.||_Fro stands for the Frobenius norm and ||.||_1,1 stands for | |
the entry-wise matrix norm which is the sum of the absolute values | |
of all the entries in the matrix. | |
Read more in the :ref:`User Guide <DictionaryLearning>`. | |
Parameters | |
---------- | |
n_components : int, default=None | |
Number of dictionary elements to extract. If None, then ``n_components`` | |
is set to ``n_features``. | |
alpha : float, default=1.0 | |
Sparsity controlling parameter. | |
max_iter : int, default=1000 | |
Maximum number of iterations to perform. | |
tol : float, default=1e-8 | |
Tolerance for numerical error. | |
fit_algorithm : {'lars', 'cd'}, default='lars' | |
* `'lars'`: uses the least angle regression method to solve the lasso | |
problem (:func:`~sklearn.linear_model.lars_path`); | |
* `'cd'`: uses the coordinate descent method to compute the | |
Lasso solution (:class:`~sklearn.linear_model.Lasso`). Lars will be | |
faster if the estimated components are sparse. | |
.. versionadded:: 0.17 | |
*cd* coordinate descent method to improve speed. | |
transform_algorithm : {'lasso_lars', 'lasso_cd', 'lars', 'omp', \ | |
'threshold'}, default='omp' | |
Algorithm used to transform the data: | |
- `'lars'`: uses the least angle regression method | |
(:func:`~sklearn.linear_model.lars_path`); | |
- `'lasso_lars'`: uses Lars to compute the Lasso solution. | |
- `'lasso_cd'`: uses the coordinate descent method to compute the | |
Lasso solution (:class:`~sklearn.linear_model.Lasso`). `'lasso_lars'` | |
will be faster if the estimated components are sparse. | |
- `'omp'`: uses orthogonal matching pursuit to estimate the sparse | |
solution. | |
- `'threshold'`: squashes to zero all coefficients less than alpha from | |
the projection ``dictionary * X'``. | |
.. versionadded:: 0.17 | |
*lasso_cd* coordinate descent method to improve speed. | |
transform_n_nonzero_coefs : int, default=None | |
Number of nonzero coefficients to target in each column of the | |
solution. This is only used by `algorithm='lars'` and | |
`algorithm='omp'`. If `None`, then | |
`transform_n_nonzero_coefs=int(n_features / 10)`. | |
transform_alpha : float, default=None | |
If `algorithm='lasso_lars'` or `algorithm='lasso_cd'`, `alpha` is the | |
penalty applied to the L1 norm. | |
If `algorithm='threshold'`, `alpha` is the absolute value of the | |
threshold below which coefficients will be squashed to zero. | |
If `None`, defaults to `alpha`. | |
.. versionchanged:: 1.2 | |
When None, default value changed from 1.0 to `alpha`. | |
n_jobs : int or None, default=None | |
Number of parallel jobs to run. | |
``None`` means 1 unless in a :obj:`joblib.parallel_backend` context. | |
``-1`` means using all processors. See :term:`Glossary <n_jobs>` | |
for more details. | |
code_init : ndarray of shape (n_samples, n_components), default=None | |
Initial value for the code, for warm restart. Only used if `code_init` | |
and `dict_init` are not None. | |
dict_init : ndarray of shape (n_components, n_features), default=None | |
Initial values for the dictionary, for warm restart. Only used if | |
`code_init` and `dict_init` are not None. | |
callback : callable, default=None | |
Callable that gets invoked every five iterations. | |
.. versionadded:: 1.3 | |
verbose : bool, default=False | |
To control the verbosity of the procedure. | |
split_sign : bool, default=False | |
Whether to split the sparse feature vector into the concatenation of | |
its negative part and its positive part. This can improve the | |
performance of downstream classifiers. | |
random_state : int, RandomState instance or None, default=None | |
Used for initializing the dictionary when ``dict_init`` is not | |
specified, randomly shuffling the data when ``shuffle`` is set to | |
``True``, and updating the dictionary. Pass an int for reproducible | |
results across multiple function calls. | |
See :term:`Glossary <random_state>`. | |
positive_code : bool, default=False | |
Whether to enforce positivity when finding the code. | |
.. versionadded:: 0.20 | |
positive_dict : bool, default=False | |
Whether to enforce positivity when finding the dictionary. | |
.. versionadded:: 0.20 | |
transform_max_iter : int, default=1000 | |
Maximum number of iterations to perform if `algorithm='lasso_cd'` or | |
`'lasso_lars'`. | |
.. versionadded:: 0.22 | |
Attributes | |
---------- | |
components_ : ndarray of shape (n_components, n_features) | |
dictionary atoms extracted from the data | |
error_ : array | |
vector of errors at each iteration | |
n_features_in_ : int | |
Number of features seen during :term:`fit`. | |
.. versionadded:: 0.24 | |
feature_names_in_ : ndarray of shape (`n_features_in_`,) | |
Names of features seen during :term:`fit`. Defined only when `X` | |
has feature names that are all strings. | |
.. versionadded:: 1.0 | |
n_iter_ : int | |
Number of iterations run. | |
See Also | |
-------- | |
MiniBatchDictionaryLearning: A faster, less accurate, version of the | |
dictionary learning algorithm. | |
MiniBatchSparsePCA : Mini-batch Sparse Principal Components Analysis. | |
SparseCoder : Find a sparse representation of data from a fixed, | |
precomputed dictionary. | |
SparsePCA : Sparse Principal Components Analysis. | |
References | |
---------- | |
J. Mairal, F. Bach, J. Ponce, G. Sapiro, 2009: Online dictionary learning | |
for sparse coding (https://www.di.ens.fr/sierra/pdfs/icml09.pdf) | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from sklearn.datasets import make_sparse_coded_signal | |
>>> from sklearn.decomposition import DictionaryLearning | |
>>> X, dictionary, code = make_sparse_coded_signal( | |
... n_samples=30, n_components=15, n_features=20, n_nonzero_coefs=10, | |
... random_state=42, | |
... ) | |
>>> dict_learner = DictionaryLearning( | |
... n_components=15, transform_algorithm='lasso_lars', transform_alpha=0.1, | |
... random_state=42, | |
... ) | |
>>> X_transformed = dict_learner.fit(X).transform(X) | |
We can check the level of sparsity of `X_transformed`: | |
>>> np.mean(X_transformed == 0) | |
0.52... | |
We can compare the average squared euclidean norm of the reconstruction | |
error of the sparse coded signal relative to the squared euclidean norm of | |
the original signal: | |
>>> X_hat = X_transformed @ dict_learner.components_ | |
>>> np.mean(np.sum((X_hat - X) ** 2, axis=1) / np.sum(X ** 2, axis=1)) | |
0.05... | |
""" | |
_parameter_constraints: dict = { | |
"n_components": [Interval(Integral, 1, None, closed="left"), None], | |
"alpha": [Interval(Real, 0, None, closed="left")], | |
"max_iter": [Interval(Integral, 0, None, closed="left")], | |
"tol": [Interval(Real, 0, None, closed="left")], | |
"fit_algorithm": [StrOptions({"lars", "cd"})], | |
"transform_algorithm": [ | |
StrOptions({"lasso_lars", "lasso_cd", "lars", "omp", "threshold"}) | |
], | |
"transform_n_nonzero_coefs": [Interval(Integral, 1, None, closed="left"), None], | |
"transform_alpha": [Interval(Real, 0, None, closed="left"), None], | |
"n_jobs": [Integral, None], | |
"code_init": [np.ndarray, None], | |
"dict_init": [np.ndarray, None], | |
"callback": [callable, None], | |
"verbose": ["verbose"], | |
"split_sign": ["boolean"], | |
"random_state": ["random_state"], | |
"positive_code": ["boolean"], | |
"positive_dict": ["boolean"], | |
"transform_max_iter": [Interval(Integral, 0, None, closed="left")], | |
} | |
def __init__( | |
self, | |
n_components=None, | |
*, | |
alpha=1, | |
max_iter=1000, | |
tol=1e-8, | |
fit_algorithm="lars", | |
transform_algorithm="omp", | |
transform_n_nonzero_coefs=None, | |
transform_alpha=None, | |
n_jobs=None, | |
code_init=None, | |
dict_init=None, | |
callback=None, | |
verbose=False, | |
split_sign=False, | |
random_state=None, | |
positive_code=False, | |
positive_dict=False, | |
transform_max_iter=1000, | |
): | |
super().__init__( | |
transform_algorithm, | |
transform_n_nonzero_coefs, | |
transform_alpha, | |
split_sign, | |
n_jobs, | |
positive_code, | |
transform_max_iter, | |
) | |
self.n_components = n_components | |
self.alpha = alpha | |
self.max_iter = max_iter | |
self.tol = tol | |
self.fit_algorithm = fit_algorithm | |
self.code_init = code_init | |
self.dict_init = dict_init | |
self.callback = callback | |
self.verbose = verbose | |
self.random_state = random_state | |
self.positive_dict = positive_dict | |
def fit(self, X, y=None): | |
"""Fit the model from data in X. | |
Parameters | |
---------- | |
X : array-like of shape (n_samples, n_features) | |
Training vector, where `n_samples` is the number of samples | |
and `n_features` is the number of features. | |
y : Ignored | |
Not used, present for API consistency by convention. | |
Returns | |
------- | |
self : object | |
Returns the instance itself. | |
""" | |
self.fit_transform(X) | |
return self | |
def fit_transform(self, X, y=None): | |
"""Fit the model from data in X and return the transformed data. | |
Parameters | |
---------- | |
X : array-like of shape (n_samples, n_features) | |
Training vector, where `n_samples` is the number of samples | |
and `n_features` is the number of features. | |
y : Ignored | |
Not used, present for API consistency by convention. | |
Returns | |
------- | |
V : ndarray of shape (n_samples, n_components) | |
Transformed data. | |
""" | |
_check_positive_coding(method=self.fit_algorithm, positive=self.positive_code) | |
method = "lasso_" + self.fit_algorithm | |
random_state = check_random_state(self.random_state) | |
X = self._validate_data(X) | |
if self.n_components is None: | |
n_components = X.shape[1] | |
else: | |
n_components = self.n_components | |
V, U, E, self.n_iter_ = _dict_learning( | |
X, | |
n_components, | |
alpha=self.alpha, | |
tol=self.tol, | |
max_iter=self.max_iter, | |
method=method, | |
method_max_iter=self.transform_max_iter, | |
n_jobs=self.n_jobs, | |
code_init=self.code_init, | |
dict_init=self.dict_init, | |
callback=self.callback, | |
verbose=self.verbose, | |
random_state=random_state, | |
return_n_iter=True, | |
positive_dict=self.positive_dict, | |
positive_code=self.positive_code, | |
) | |
self.components_ = U | |
self.error_ = E | |
return V | |
def _n_features_out(self): | |
"""Number of transformed output features.""" | |
return self.components_.shape[0] | |
def _more_tags(self): | |
return { | |
"preserves_dtype": [np.float64, np.float32], | |
} | |
class MiniBatchDictionaryLearning(_BaseSparseCoding, BaseEstimator): | |
"""Mini-batch dictionary learning. | |
Finds a dictionary (a set of atoms) that performs well at sparsely | |
encoding the fitted data. | |
Solves the optimization problem:: | |
(U^*,V^*) = argmin 0.5 || X - U V ||_Fro^2 + alpha * || U ||_1,1 | |
(U,V) | |
with || V_k ||_2 <= 1 for all 0 <= k < n_components | |
||.||_Fro stands for the Frobenius norm and ||.||_1,1 stands for | |
the entry-wise matrix norm which is the sum of the absolute values | |
of all the entries in the matrix. | |
Read more in the :ref:`User Guide <DictionaryLearning>`. | |
Parameters | |
---------- | |
n_components : int, default=None | |
Number of dictionary elements to extract. | |
alpha : float, default=1 | |
Sparsity controlling parameter. | |
max_iter : int, default=1_000 | |
Maximum number of iterations over the complete dataset before | |
stopping independently of any early stopping criterion heuristics. | |
.. versionadded:: 1.1 | |
.. deprecated:: 1.4 | |
`max_iter=None` is deprecated in 1.4 and will be removed in 1.6. | |
Use the default value (i.e. `1_000`) instead. | |
fit_algorithm : {'lars', 'cd'}, default='lars' | |
The algorithm used: | |
- `'lars'`: uses the least angle regression method to solve the lasso | |
problem (`linear_model.lars_path`) | |
- `'cd'`: uses the coordinate descent method to compute the | |
Lasso solution (`linear_model.Lasso`). Lars will be faster if | |
the estimated components are sparse. | |
n_jobs : int, default=None | |
Number of parallel jobs to run. | |
``None`` means 1 unless in a :obj:`joblib.parallel_backend` context. | |
``-1`` means using all processors. See :term:`Glossary <n_jobs>` | |
for more details. | |
batch_size : int, default=256 | |
Number of samples in each mini-batch. | |
.. versionchanged:: 1.3 | |
The default value of `batch_size` changed from 3 to 256 in version 1.3. | |
shuffle : bool, default=True | |
Whether to shuffle the samples before forming batches. | |
dict_init : ndarray of shape (n_components, n_features), default=None | |
Initial value of the dictionary for warm restart scenarios. | |
transform_algorithm : {'lasso_lars', 'lasso_cd', 'lars', 'omp', \ | |
'threshold'}, default='omp' | |
Algorithm used to transform the data: | |
- `'lars'`: uses the least angle regression method | |
(`linear_model.lars_path`); | |
- `'lasso_lars'`: uses Lars to compute the Lasso solution. | |
- `'lasso_cd'`: uses the coordinate descent method to compute the | |
Lasso solution (`linear_model.Lasso`). `'lasso_lars'` will be faster | |
if the estimated components are sparse. | |
- `'omp'`: uses orthogonal matching pursuit to estimate the sparse | |
solution. | |
- `'threshold'`: squashes to zero all coefficients less than alpha from | |
the projection ``dictionary * X'``. | |
transform_n_nonzero_coefs : int, default=None | |
Number of nonzero coefficients to target in each column of the | |
solution. This is only used by `algorithm='lars'` and | |
`algorithm='omp'`. If `None`, then | |
`transform_n_nonzero_coefs=int(n_features / 10)`. | |
transform_alpha : float, default=None | |
If `algorithm='lasso_lars'` or `algorithm='lasso_cd'`, `alpha` is the | |
penalty applied to the L1 norm. | |
If `algorithm='threshold'`, `alpha` is the absolute value of the | |
threshold below which coefficients will be squashed to zero. | |
If `None`, defaults to `alpha`. | |
.. versionchanged:: 1.2 | |
When None, default value changed from 1.0 to `alpha`. | |
verbose : bool or int, default=False | |
To control the verbosity of the procedure. | |
split_sign : bool, default=False | |
Whether to split the sparse feature vector into the concatenation of | |
its negative part and its positive part. This can improve the | |
performance of downstream classifiers. | |
random_state : int, RandomState instance or None, default=None | |
Used for initializing the dictionary when ``dict_init`` is not | |
specified, randomly shuffling the data when ``shuffle`` is set to | |
``True``, and updating the dictionary. Pass an int for reproducible | |
results across multiple function calls. | |
See :term:`Glossary <random_state>`. | |
positive_code : bool, default=False | |
Whether to enforce positivity when finding the code. | |
.. versionadded:: 0.20 | |
positive_dict : bool, default=False | |
Whether to enforce positivity when finding the dictionary. | |
.. versionadded:: 0.20 | |
transform_max_iter : int, default=1000 | |
Maximum number of iterations to perform if `algorithm='lasso_cd'` or | |
`'lasso_lars'`. | |
.. versionadded:: 0.22 | |
callback : callable, default=None | |
A callable that gets invoked at the end of each iteration. | |
.. versionadded:: 1.1 | |
tol : float, default=1e-3 | |
Control early stopping based on the norm of the differences in the | |
dictionary between 2 steps. | |
To disable early stopping based on changes in the dictionary, set | |
`tol` to 0.0. | |
.. versionadded:: 1.1 | |
max_no_improvement : int, default=10 | |
Control early stopping based on the consecutive number of mini batches | |
that does not yield an improvement on the smoothed cost function. | |
To disable convergence detection based on cost function, set | |
`max_no_improvement` to None. | |
.. versionadded:: 1.1 | |
Attributes | |
---------- | |
components_ : ndarray of shape (n_components, n_features) | |
Components extracted from the data. | |
n_features_in_ : int | |
Number of features seen during :term:`fit`. | |
.. versionadded:: 0.24 | |
feature_names_in_ : ndarray of shape (`n_features_in_`,) | |
Names of features seen during :term:`fit`. Defined only when `X` | |
has feature names that are all strings. | |
.. versionadded:: 1.0 | |
n_iter_ : int | |
Number of iterations over the full dataset. | |
n_steps_ : int | |
Number of mini-batches processed. | |
.. versionadded:: 1.1 | |
See Also | |
-------- | |
DictionaryLearning : Find a dictionary that sparsely encodes data. | |
MiniBatchSparsePCA : Mini-batch Sparse Principal Components Analysis. | |
SparseCoder : Find a sparse representation of data from a fixed, | |
precomputed dictionary. | |
SparsePCA : Sparse Principal Components Analysis. | |
References | |
---------- | |
J. Mairal, F. Bach, J. Ponce, G. Sapiro, 2009: Online dictionary learning | |
for sparse coding (https://www.di.ens.fr/sierra/pdfs/icml09.pdf) | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from sklearn.datasets import make_sparse_coded_signal | |
>>> from sklearn.decomposition import MiniBatchDictionaryLearning | |
>>> X, dictionary, code = make_sparse_coded_signal( | |
... n_samples=30, n_components=15, n_features=20, n_nonzero_coefs=10, | |
... random_state=42) | |
>>> dict_learner = MiniBatchDictionaryLearning( | |
... n_components=15, batch_size=3, transform_algorithm='lasso_lars', | |
... transform_alpha=0.1, max_iter=20, random_state=42) | |
>>> X_transformed = dict_learner.fit_transform(X) | |
We can check the level of sparsity of `X_transformed`: | |
>>> np.mean(X_transformed == 0) > 0.5 | |
True | |
We can compare the average squared euclidean norm of the reconstruction | |
error of the sparse coded signal relative to the squared euclidean norm of | |
the original signal: | |
>>> X_hat = X_transformed @ dict_learner.components_ | |
>>> np.mean(np.sum((X_hat - X) ** 2, axis=1) / np.sum(X ** 2, axis=1)) | |
0.052... | |
""" | |
_parameter_constraints: dict = { | |
"n_components": [Interval(Integral, 1, None, closed="left"), None], | |
"alpha": [Interval(Real, 0, None, closed="left")], | |
"max_iter": [Interval(Integral, 0, None, closed="left"), Hidden(None)], | |
"fit_algorithm": [StrOptions({"cd", "lars"})], | |
"n_jobs": [None, Integral], | |
"batch_size": [Interval(Integral, 1, None, closed="left")], | |
"shuffle": ["boolean"], | |
"dict_init": [None, np.ndarray], | |
"transform_algorithm": [ | |
StrOptions({"lasso_lars", "lasso_cd", "lars", "omp", "threshold"}) | |
], | |
"transform_n_nonzero_coefs": [Interval(Integral, 1, None, closed="left"), None], | |
"transform_alpha": [Interval(Real, 0, None, closed="left"), None], | |
"verbose": ["verbose"], | |
"split_sign": ["boolean"], | |
"random_state": ["random_state"], | |
"positive_code": ["boolean"], | |
"positive_dict": ["boolean"], | |
"transform_max_iter": [Interval(Integral, 0, None, closed="left")], | |
"callback": [None, callable], | |
"tol": [Interval(Real, 0, None, closed="left")], | |
"max_no_improvement": [Interval(Integral, 0, None, closed="left"), None], | |
} | |
def __init__( | |
self, | |
n_components=None, | |
*, | |
alpha=1, | |
max_iter=1_000, | |
fit_algorithm="lars", | |
n_jobs=None, | |
batch_size=256, | |
shuffle=True, | |
dict_init=None, | |
transform_algorithm="omp", | |
transform_n_nonzero_coefs=None, | |
transform_alpha=None, | |
verbose=False, | |
split_sign=False, | |
random_state=None, | |
positive_code=False, | |
positive_dict=False, | |
transform_max_iter=1000, | |
callback=None, | |
tol=1e-3, | |
max_no_improvement=10, | |
): | |
super().__init__( | |
transform_algorithm, | |
transform_n_nonzero_coefs, | |
transform_alpha, | |
split_sign, | |
n_jobs, | |
positive_code, | |
transform_max_iter, | |
) | |
self.n_components = n_components | |
self.alpha = alpha | |
self.max_iter = max_iter | |
self.fit_algorithm = fit_algorithm | |
self.dict_init = dict_init | |
self.verbose = verbose | |
self.shuffle = shuffle | |
self.batch_size = batch_size | |
self.split_sign = split_sign | |
self.random_state = random_state | |
self.positive_dict = positive_dict | |
self.callback = callback | |
self.max_no_improvement = max_no_improvement | |
self.tol = tol | |
def _check_params(self, X): | |
# n_components | |
self._n_components = self.n_components | |
if self._n_components is None: | |
self._n_components = X.shape[1] | |
# fit_algorithm | |
_check_positive_coding(self.fit_algorithm, self.positive_code) | |
self._fit_algorithm = "lasso_" + self.fit_algorithm | |
# batch_size | |
self._batch_size = min(self.batch_size, X.shape[0]) | |
def _initialize_dict(self, X, random_state): | |
"""Initialization of the dictionary.""" | |
if self.dict_init is not None: | |
dictionary = self.dict_init | |
else: | |
# Init V with SVD of X | |
_, S, dictionary = randomized_svd( | |
X, self._n_components, random_state=random_state | |
) | |
dictionary = S[:, np.newaxis] * dictionary | |
if self._n_components <= len(dictionary): | |
dictionary = dictionary[: self._n_components, :] | |
else: | |
dictionary = np.concatenate( | |
( | |
dictionary, | |
np.zeros( | |
(self._n_components - len(dictionary), dictionary.shape[1]), | |
dtype=dictionary.dtype, | |
), | |
) | |
) | |
dictionary = check_array(dictionary, order="F", dtype=X.dtype, copy=False) | |
dictionary = np.require(dictionary, requirements="W") | |
return dictionary | |
def _update_inner_stats(self, X, code, batch_size, step): | |
"""Update the inner stats inplace.""" | |
if step < batch_size - 1: | |
theta = (step + 1) * batch_size | |
else: | |
theta = batch_size**2 + step + 1 - batch_size | |
beta = (theta + 1 - batch_size) / (theta + 1) | |
self._A *= beta | |
self._A += code.T @ code / batch_size | |
self._B *= beta | |
self._B += X.T @ code / batch_size | |
def _minibatch_step(self, X, dictionary, random_state, step): | |
"""Perform the update on the dictionary for one minibatch.""" | |
batch_size = X.shape[0] | |
# Compute code for this batch | |
code = _sparse_encode( | |
X, | |
dictionary, | |
algorithm=self._fit_algorithm, | |
alpha=self.alpha, | |
n_jobs=self.n_jobs, | |
positive=self.positive_code, | |
max_iter=self.transform_max_iter, | |
verbose=self.verbose, | |
) | |
batch_cost = ( | |
0.5 * ((X - code @ dictionary) ** 2).sum() | |
+ self.alpha * np.sum(np.abs(code)) | |
) / batch_size | |
# Update inner stats | |
self._update_inner_stats(X, code, batch_size, step) | |
# Update dictionary | |
_update_dict( | |
dictionary, | |
X, | |
code, | |
self._A, | |
self._B, | |
verbose=self.verbose, | |
random_state=random_state, | |
positive=self.positive_dict, | |
) | |
return batch_cost | |
def _check_convergence( | |
self, X, batch_cost, new_dict, old_dict, n_samples, step, n_steps | |
): | |
"""Helper function to encapsulate the early stopping logic. | |
Early stopping is based on two factors: | |
- A small change of the dictionary between two minibatch updates. This is | |
controlled by the tol parameter. | |
- No more improvement on a smoothed estimate of the objective function for a | |
a certain number of consecutive minibatch updates. This is controlled by | |
the max_no_improvement parameter. | |
""" | |
batch_size = X.shape[0] | |
# counts steps starting from 1 for user friendly verbose mode. | |
step = step + 1 | |
# Ignore 100 first steps or 1 epoch to avoid initializing the ewa_cost with a | |
# too bad value | |
if step <= min(100, n_samples / batch_size): | |
if self.verbose: | |
print(f"Minibatch step {step}/{n_steps}: mean batch cost: {batch_cost}") | |
return False | |
# Compute an Exponentially Weighted Average of the cost function to | |
# monitor the convergence while discarding minibatch-local stochastic | |
# variability: https://en.wikipedia.org/wiki/Moving_average | |
if self._ewa_cost is None: | |
self._ewa_cost = batch_cost | |
else: | |
alpha = batch_size / (n_samples + 1) | |
alpha = min(alpha, 1) | |
self._ewa_cost = self._ewa_cost * (1 - alpha) + batch_cost * alpha | |
if self.verbose: | |
print( | |
f"Minibatch step {step}/{n_steps}: mean batch cost: " | |
f"{batch_cost}, ewa cost: {self._ewa_cost}" | |
) | |
# Early stopping based on change of dictionary | |
dict_diff = linalg.norm(new_dict - old_dict) / self._n_components | |
if self.tol > 0 and dict_diff <= self.tol: | |
if self.verbose: | |
print(f"Converged (small dictionary change) at step {step}/{n_steps}") | |
return True | |
# Early stopping heuristic due to lack of improvement on smoothed | |
# cost function | |
if self._ewa_cost_min is None or self._ewa_cost < self._ewa_cost_min: | |
self._no_improvement = 0 | |
self._ewa_cost_min = self._ewa_cost | |
else: | |
self._no_improvement += 1 | |
if ( | |
self.max_no_improvement is not None | |
and self._no_improvement >= self.max_no_improvement | |
): | |
if self.verbose: | |
print( | |
"Converged (lack of improvement in objective function) " | |
f"at step {step}/{n_steps}" | |
) | |
return True | |
return False | |
def fit(self, X, y=None): | |
"""Fit the model from data in X. | |
Parameters | |
---------- | |
X : array-like of shape (n_samples, n_features) | |
Training vector, where `n_samples` is the number of samples | |
and `n_features` is the number of features. | |
y : Ignored | |
Not used, present for API consistency by convention. | |
Returns | |
------- | |
self : object | |
Returns the instance itself. | |
""" | |
X = self._validate_data( | |
X, dtype=[np.float64, np.float32], order="C", copy=False | |
) | |
self._check_params(X) | |
self._random_state = check_random_state(self.random_state) | |
dictionary = self._initialize_dict(X, self._random_state) | |
old_dict = dictionary.copy() | |
if self.shuffle: | |
X_train = X.copy() | |
self._random_state.shuffle(X_train) | |
else: | |
X_train = X | |
n_samples, n_features = X_train.shape | |
if self.verbose: | |
print("[dict_learning]") | |
# Inner stats | |
self._A = np.zeros( | |
(self._n_components, self._n_components), dtype=X_train.dtype | |
) | |
self._B = np.zeros((n_features, self._n_components), dtype=X_train.dtype) | |
# TODO(1.6): remove in 1.6 | |
if self.max_iter is None: | |
warn( | |
( | |
"`max_iter=None` is deprecated in version 1.4 and will be removed" | |
" in version 1.6. Use the default value (i.e. `1_000`) instead." | |
), | |
FutureWarning, | |
) | |
max_iter = 1_000 | |
else: | |
max_iter = self.max_iter | |
# Attributes to monitor the convergence | |
self._ewa_cost = None | |
self._ewa_cost_min = None | |
self._no_improvement = 0 | |
batches = gen_batches(n_samples, self._batch_size) | |
batches = itertools.cycle(batches) | |
n_steps_per_iter = int(np.ceil(n_samples / self._batch_size)) | |
n_steps = max_iter * n_steps_per_iter | |
i = -1 # to allow max_iter = 0 | |
for i, batch in zip(range(n_steps), batches): | |
X_batch = X_train[batch] | |
batch_cost = self._minibatch_step( | |
X_batch, dictionary, self._random_state, i | |
) | |
if self._check_convergence( | |
X_batch, batch_cost, dictionary, old_dict, n_samples, i, n_steps | |
): | |
break | |
# XXX callback param added for backward compat in #18975 but a common | |
# unified callback API should be preferred | |
if self.callback is not None: | |
self.callback(locals()) | |
old_dict[:] = dictionary | |
self.n_steps_ = i + 1 | |
self.n_iter_ = np.ceil(self.n_steps_ / n_steps_per_iter) | |
self.components_ = dictionary | |
return self | |
def partial_fit(self, X, y=None): | |
"""Update the model using the data in X as a mini-batch. | |
Parameters | |
---------- | |
X : array-like of shape (n_samples, n_features) | |
Training vector, where `n_samples` is the number of samples | |
and `n_features` is the number of features. | |
y : Ignored | |
Not used, present for API consistency by convention. | |
Returns | |
------- | |
self : object | |
Return the instance itself. | |
""" | |
has_components = hasattr(self, "components_") | |
X = self._validate_data( | |
X, dtype=[np.float64, np.float32], order="C", reset=not has_components | |
) | |
if not has_components: | |
# This instance has not been fitted yet (fit or partial_fit) | |
self._check_params(X) | |
self._random_state = check_random_state(self.random_state) | |
dictionary = self._initialize_dict(X, self._random_state) | |
self.n_steps_ = 0 | |
self._A = np.zeros((self._n_components, self._n_components), dtype=X.dtype) | |
self._B = np.zeros((X.shape[1], self._n_components), dtype=X.dtype) | |
else: | |
dictionary = self.components_ | |
self._minibatch_step(X, dictionary, self._random_state, self.n_steps_) | |
self.components_ = dictionary | |
self.n_steps_ += 1 | |
return self | |
def _n_features_out(self): | |
"""Number of transformed output features.""" | |
return self.components_.shape[0] | |
def _more_tags(self): | |
return { | |
"preserves_dtype": [np.float64, np.float32], | |
} | |