Python extmath.svd_flip方法代码示例

# 需要导入模块: from sklearn.utils import extmath [as 别名]
# 或者: from sklearn.utils.extmath import svd_flip [as 别名]
def test_svd_flip():
    # Check that svd_flip works in both situations, and reconstructs input.
    rs = np.random.RandomState(1999)
    n_samples = 20
    n_features = 10
    X = rs.randn(n_samples, n_features)

    # Check matrix reconstruction
    U, S, V = linalg.svd(X, full_matrices=False)
    U1, V1 = svd_flip(U, V, u_based_decision=False)
    assert_almost_equal(np.dot(U1 * S, V1), X, decimal=6)

    # Check transposed matrix reconstruction
    XT = X.T
    U, S, V = linalg.svd(XT, full_matrices=False)
    U2, V2 = svd_flip(U, V, u_based_decision=True)
    assert_almost_equal(np.dot(U2 * S, V2), XT, decimal=6)

    # Check that different flip methods are equivalent under reconstruction
    U_flip1, V_flip1 = svd_flip(U, V, u_based_decision=True)
    assert_almost_equal(np.dot(U_flip1 * S, V_flip1), XT, decimal=6)
    U_flip2, V_flip2 = svd_flip(U, V, u_based_decision=False)
    assert_almost_equal(np.dot(U_flip2 * S, V_flip2), XT, decimal=6) 

# 需要导入模块: from sklearn.utils import extmath [as 别名]
# 或者: from sklearn.utils.extmath import svd_flip [as 别名]
def _my_svd(M, k, algorithm):
    if algorithm == 'randomized':
        (U, S, V) = randomized_svd(
            M, n_components=min(k, M.shape[1]-1), n_oversamples=20)
    elif algorithm == 'arpack':
        (U, S, V) = svds(M, k=min(k, min(M.shape)-1))
        S = S[::-1]
        U, V = svd_flip(U[:, ::-1], V[::-1])
    else:
        raise ValueError("unknown algorithm")
    return (U, S, V) 

# 需要导入模块: from sklearn.utils import extmath [as 别名]
# 或者: from sklearn.utils.extmath import svd_flip [as 别名]
def _svd_flip_copy(x, y, u_based_decision=True):
    # If the array is locked, copy the array and transpose it
    # This happens with a very large array > 1TB
    # GH: issue 592
    try:
        return skm.svd_flip(x, y, u_based_decision=u_based_decision)
    except ValueError:
        return skm.svd_flip(x.copy(), y.copy(), u_based_decision=u_based_decision) 

# 需要导入模块: from sklearn.utils import extmath [as 别名]
# 或者: from sklearn.utils.extmath import svd_flip [as 别名]
def svd_flip(u, v):
    u2, v2 = delayed(_svd_flip_copy, nout=2)(u, v)
    u = da.from_delayed(u2, shape=u.shape, dtype=u.dtype)
    v = da.from_delayed(v2, shape=v.shape, dtype=v.dtype)
    return u, v 

# 需要导入模块: from sklearn.utils import extmath [as 别名]
# 或者: from sklearn.utils.extmath import svd_flip [as 别名]
def compute_svd(X, n_components, n_iter, random_state, engine):
    """Computes an SVD with k components."""

    # Determine what SVD engine to use
    if engine == 'auto':
        engine = 'sklearn'

    # Compute the SVD
    if engine == 'fbpca':
        if FBPCA_INSTALLED:
            U, s, V = fbpca.pca(X, k=n_components, n_iter=n_iter)
        else:
            raise ValueError('fbpca is not installed; please install it if you want to use it')
    elif engine == 'sklearn':
        U, s, V = extmath.randomized_svd(
            X,
            n_components=n_components,
            n_iter=n_iter,
            random_state=random_state
        )
    else:
        raise ValueError("engine has to be one of ('auto', 'fbpca', 'sklearn')")

    U, V = extmath.svd_flip(U, V)

    return U, s, V 

# 需要导入模块: from sklearn.utils import extmath [as 别名]
# 或者: from sklearn.utils.extmath import svd_flip [as 别名]
def _pca_with_sparse(X, npcs, solver='arpack', mu=None, random_state=None):
    random_state = check_random_state(random_state)
    np.random.set_state(random_state.get_state())
    random_init = np.random.rand(np.min(X.shape))
    X = check_array(X, accept_sparse=['csr', 'csc'])

    if mu is None:
        mu = X.mean(0).A.flatten()[None, :]
    mdot = mu.dot
    mmat = mdot
    mhdot = mu.T.dot
    mhmat = mu.T.dot
    Xdot = X.dot
    Xmat = Xdot
    XHdot = X.T.conj().dot
    XHmat = XHdot
    ones = np.ones(X.shape[0])[None, :].dot

    def matvec(x):
        return Xdot(x) - mdot(x)

    def matmat(x):
        return Xmat(x) - mmat(x)

    def rmatvec(x):
        return XHdot(x) - mhdot(ones(x))

    def rmatmat(x):
        return XHmat(x) - mhmat(ones(x))

    XL = LinearOperator(
        matvec=matvec,
        dtype=X.dtype,
        matmat=matmat,
        shape=X.shape,
        rmatvec=rmatvec,
        rmatmat=rmatmat,
    )

    u, s, v = svds(XL, solver=solver, k=npcs, v0=random_init)
    u, v = svd_flip(u, v)
    idx = np.argsort(-s)
    v = v[idx, :]

    X_pca = (u * s)[:, idx]
    ev = s[idx] ** 2 / (X.shape[0] - 1)

    total_var = _get_mean_var(X)[1].sum()
    ev_ratio = ev / total_var

    output = {
        'X_pca': X_pca,
        'variance': ev,
        'variance_ratio': ev_ratio,
        'components': v,
    }
    return output 

# 需要导入模块: from sklearn.utils import extmath [as 别名]
# 或者: from sklearn.utils.extmath import svd_flip [as 别名]
def fit(self):
        """Fit the model by computing full SVD on m.

        SVD factors the matrix m as u * np.diag(s) * v, where u and v are
        unitary and s is a 1-d array of m‘s singular values.  Note that the SVD
        is commonly written as a = U S V.H, and the v returned by this function
        is V.H (the Hermitian transpose).  Therefore, we denote V.H as vt, and
        back into the actual v, denoted just v.

        The decomposition uses np.linalg.svd with full_matrices=False, so for
        m with shape (M, N), then the shape of:
         - u is (M, K)
         - v is (K, N
        where K = min(M, N)

        Intertia is the percentage of explained variance.

        Returns
        -------
        self, to enable method chaining
        """

        self.n_samples, self.n_features = self.ms.shape
        self.u, self.s, self.vt = np.linalg.svd(self.ms, full_matrices=False)
        self.v = self.vt.T

        # sklearn's implementation is to guarantee that the left and right
        # singular vectors (U and V) are always the same, by imposing the
        # that the largest coefficient of U in absolute value is positive
        # This implementation uses u_based_decision=False rather than the
        # default True to flip that logic and ensure the resulting
        # components and loadings have high positive coefficients
        self.u, self.vt = svd_flip(
            self.u, self.v, u_based_decision=self.u_based_decision
        )
        self.v = self.vt.T

        # Drop eigenvalues with value > threshold
        # *keep* is number of components retained
        self.eigenvalues = self.s ** 2 / self.n_samples
        self.keep = np.count_nonzero(self.eigenvalues > self.threshold)

        self.inertia = (self.eigenvalues / self.eigenvalues.sum())[: self.keep]
        self.cumulative_inertia = self.inertia.cumsum()[: self.keep]
        self.eigenvalues = self.eigenvalues[: self.keep]

        return self