# Author: Wei Xue # Thierry Guillemot # License: BSD 3 clause import copy import numpy as np import pytest from scipy.special import gammaln from sklearn.exceptions import ConvergenceWarning, NotFittedError from sklearn.metrics.cluster import adjusted_rand_score from sklearn.mixture import BayesianGaussianMixture from sklearn.mixture._bayesian_mixture import _log_dirichlet_norm, _log_wishart_norm from sklearn.mixture.tests.test_gaussian_mixture import RandomData from sklearn.utils._testing import ( assert_almost_equal, assert_array_equal, ignore_warnings, ) COVARIANCE_TYPE = ["full", "tied", "diag", "spherical"] PRIOR_TYPE = ["dirichlet_process", "dirichlet_distribution"] def test_log_dirichlet_norm(): rng = np.random.RandomState(0) weight_concentration = rng.rand(2) expected_norm = gammaln(np.sum(weight_concentration)) - np.sum( gammaln(weight_concentration) ) predected_norm = _log_dirichlet_norm(weight_concentration) assert_almost_equal(expected_norm, predected_norm) def test_log_wishart_norm(): rng = np.random.RandomState(0) n_components, n_features = 5, 2 degrees_of_freedom = np.abs(rng.rand(n_components)) + 1.0 log_det_precisions_chol = n_features * np.log(range(2, 2 + n_components)) expected_norm = np.empty(5) for k, (degrees_of_freedom_k, log_det_k) in enumerate( zip(degrees_of_freedom, log_det_precisions_chol) ): expected_norm[k] = -( degrees_of_freedom_k * (log_det_k + 0.5 * n_features * np.log(2.0)) + np.sum( gammaln( 0.5 * (degrees_of_freedom_k - np.arange(0, n_features)[:, np.newaxis]) ), 0, ) ).item() predected_norm = _log_wishart_norm( degrees_of_freedom, log_det_precisions_chol, n_features ) assert_almost_equal(expected_norm, predected_norm) def test_bayesian_mixture_weights_prior_initialisation(): rng = np.random.RandomState(0) n_samples, n_components, n_features = 10, 5, 2 X = rng.rand(n_samples, n_features) # Check correct init for a given value of weight_concentration_prior weight_concentration_prior = rng.rand() bgmm = BayesianGaussianMixture( weight_concentration_prior=weight_concentration_prior, random_state=rng ).fit(X) assert_almost_equal(weight_concentration_prior, bgmm.weight_concentration_prior_) # Check correct init for the default value of weight_concentration_prior bgmm = BayesianGaussianMixture(n_components=n_components, random_state=rng).fit(X) assert_almost_equal(1.0 / n_components, bgmm.weight_concentration_prior_) def test_bayesian_mixture_mean_prior_initialisation(): rng = np.random.RandomState(0) n_samples, n_components, n_features = 10, 3, 2 X = rng.rand(n_samples, n_features) # Check correct init for a given value of mean_precision_prior mean_precision_prior = rng.rand() bgmm = BayesianGaussianMixture( mean_precision_prior=mean_precision_prior, random_state=rng ).fit(X) assert_almost_equal(mean_precision_prior, bgmm.mean_precision_prior_) # Check correct init for the default value of mean_precision_prior bgmm = BayesianGaussianMixture(random_state=rng).fit(X) assert_almost_equal(1.0, bgmm.mean_precision_prior_) # Check correct init for a given value of mean_prior mean_prior = rng.rand(n_features) bgmm = BayesianGaussianMixture( n_components=n_components, mean_prior=mean_prior, random_state=rng ).fit(X) assert_almost_equal(mean_prior, bgmm.mean_prior_) # Check correct init for the default value of bemean_priorta bgmm = BayesianGaussianMixture(n_components=n_components, random_state=rng).fit(X) assert_almost_equal(X.mean(axis=0), bgmm.mean_prior_) def test_bayesian_mixture_precisions_prior_initialisation(): rng = np.random.RandomState(0) n_samples, n_features = 10, 2 X = rng.rand(n_samples, n_features) # Check raise message for a bad value of degrees_of_freedom_prior bad_degrees_of_freedom_prior_ = n_features - 1.0 bgmm = BayesianGaussianMixture( degrees_of_freedom_prior=bad_degrees_of_freedom_prior_, random_state=rng ) msg = ( "The parameter 'degrees_of_freedom_prior' should be greater than" f" {n_features -1}, but got {bad_degrees_of_freedom_prior_:.3f}." ) with pytest.raises(ValueError, match=msg): bgmm.fit(X) # Check correct init for a given value of degrees_of_freedom_prior degrees_of_freedom_prior = rng.rand() + n_features - 1.0 bgmm = BayesianGaussianMixture( degrees_of_freedom_prior=degrees_of_freedom_prior, random_state=rng ).fit(X) assert_almost_equal(degrees_of_freedom_prior, bgmm.degrees_of_freedom_prior_) # Check correct init for the default value of degrees_of_freedom_prior degrees_of_freedom_prior_default = n_features bgmm = BayesianGaussianMixture( degrees_of_freedom_prior=degrees_of_freedom_prior_default, random_state=rng ).fit(X) assert_almost_equal( degrees_of_freedom_prior_default, bgmm.degrees_of_freedom_prior_ ) # Check correct init for a given value of covariance_prior covariance_prior = { "full": np.cov(X.T, bias=1) + 10, "tied": np.cov(X.T, bias=1) + 5, "diag": np.diag(np.atleast_2d(np.cov(X.T, bias=1))) + 3, "spherical": rng.rand(), } bgmm = BayesianGaussianMixture(random_state=rng) for cov_type in ["full", "tied", "diag", "spherical"]: bgmm.covariance_type = cov_type bgmm.covariance_prior = covariance_prior[cov_type] bgmm.fit(X) assert_almost_equal(covariance_prior[cov_type], bgmm.covariance_prior_) # Check correct init for the default value of covariance_prior covariance_prior_default = { "full": np.atleast_2d(np.cov(X.T)), "tied": np.atleast_2d(np.cov(X.T)), "diag": np.var(X, axis=0, ddof=1), "spherical": np.var(X, axis=0, ddof=1).mean(), } bgmm = BayesianGaussianMixture(random_state=0) for cov_type in ["full", "tied", "diag", "spherical"]: bgmm.covariance_type = cov_type bgmm.fit(X) assert_almost_equal(covariance_prior_default[cov_type], bgmm.covariance_prior_) def test_bayesian_mixture_check_is_fitted(): rng = np.random.RandomState(0) n_samples, n_features = 10, 2 # Check raise message bgmm = BayesianGaussianMixture(random_state=rng) X = rng.rand(n_samples, n_features) msg = "This BayesianGaussianMixture instance is not fitted yet." with pytest.raises(ValueError, match=msg): bgmm.score(X) def test_bayesian_mixture_weights(): rng = np.random.RandomState(0) n_samples, n_features = 10, 2 X = rng.rand(n_samples, n_features) # Case Dirichlet distribution for the weight concentration prior type bgmm = BayesianGaussianMixture( weight_concentration_prior_type="dirichlet_distribution", n_components=3, random_state=rng, ).fit(X) expected_weights = bgmm.weight_concentration_ / np.sum(bgmm.weight_concentration_) assert_almost_equal(expected_weights, bgmm.weights_) assert_almost_equal(np.sum(bgmm.weights_), 1.0) # Case Dirichlet process for the weight concentration prior type dpgmm = BayesianGaussianMixture( weight_concentration_prior_type="dirichlet_process", n_components=3, random_state=rng, ).fit(X) weight_dirichlet_sum = ( dpgmm.weight_concentration_[0] + dpgmm.weight_concentration_[1] ) tmp = dpgmm.weight_concentration_[1] / weight_dirichlet_sum expected_weights = ( dpgmm.weight_concentration_[0] / weight_dirichlet_sum * np.hstack((1, np.cumprod(tmp[:-1]))) ) expected_weights /= np.sum(expected_weights) assert_almost_equal(expected_weights, dpgmm.weights_) assert_almost_equal(np.sum(dpgmm.weights_), 1.0) @ignore_warnings(category=ConvergenceWarning) def test_monotonic_likelihood(): # We check that each step of the each step of variational inference without # regularization improve monotonically the training set of the bound rng = np.random.RandomState(0) rand_data = RandomData(rng, scale=20) n_components = rand_data.n_components for prior_type in PRIOR_TYPE: for covar_type in COVARIANCE_TYPE: X = rand_data.X[covar_type] bgmm = BayesianGaussianMixture( weight_concentration_prior_type=prior_type, n_components=2 * n_components, covariance_type=covar_type, warm_start=True, max_iter=1, random_state=rng, tol=1e-3, ) current_lower_bound = -np.inf # Do one training iteration at a time so we can make sure that the # training log likelihood increases after each iteration. for _ in range(600): prev_lower_bound = current_lower_bound current_lower_bound = bgmm.fit(X).lower_bound_ assert current_lower_bound >= prev_lower_bound if bgmm.converged_: break assert bgmm.converged_ def test_compare_covar_type(): # We can compare the 'full' precision with the other cov_type if we apply # 1 iter of the M-step (done during _initialize_parameters). rng = np.random.RandomState(0) rand_data = RandomData(rng, scale=7) X = rand_data.X["full"] n_components = rand_data.n_components for prior_type in PRIOR_TYPE: # Computation of the full_covariance bgmm = BayesianGaussianMixture( weight_concentration_prior_type=prior_type, n_components=2 * n_components, covariance_type="full", max_iter=1, random_state=0, tol=1e-7, ) bgmm._check_parameters(X) bgmm._initialize_parameters(X, np.random.RandomState(0)) full_covariances = ( bgmm.covariances_ * bgmm.degrees_of_freedom_[:, np.newaxis, np.newaxis] ) # Check tied_covariance = mean(full_covariances, 0) bgmm = BayesianGaussianMixture( weight_concentration_prior_type=prior_type, n_components=2 * n_components, covariance_type="tied", max_iter=1, random_state=0, tol=1e-7, ) bgmm._check_parameters(X) bgmm._initialize_parameters(X, np.random.RandomState(0)) tied_covariance = bgmm.covariances_ * bgmm.degrees_of_freedom_ assert_almost_equal(tied_covariance, np.mean(full_covariances, 0)) # Check diag_covariance = diag(full_covariances) bgmm = BayesianGaussianMixture( weight_concentration_prior_type=prior_type, n_components=2 * n_components, covariance_type="diag", max_iter=1, random_state=0, tol=1e-7, ) bgmm._check_parameters(X) bgmm._initialize_parameters(X, np.random.RandomState(0)) diag_covariances = bgmm.covariances_ * bgmm.degrees_of_freedom_[:, np.newaxis] assert_almost_equal( diag_covariances, np.array([np.diag(cov) for cov in full_covariances]) ) # Check spherical_covariance = np.mean(diag_covariances, 0) bgmm = BayesianGaussianMixture( weight_concentration_prior_type=prior_type, n_components=2 * n_components, covariance_type="spherical", max_iter=1, random_state=0, tol=1e-7, ) bgmm._check_parameters(X) bgmm._initialize_parameters(X, np.random.RandomState(0)) spherical_covariances = bgmm.covariances_ * bgmm.degrees_of_freedom_ assert_almost_equal(spherical_covariances, np.mean(diag_covariances, 1)) @ignore_warnings(category=ConvergenceWarning) def test_check_covariance_precision(): # We check that the dot product of the covariance and the precision # matrices is identity. rng = np.random.RandomState(0) rand_data = RandomData(rng, scale=7) n_components, n_features = 2 * rand_data.n_components, 2 # Computation of the full_covariance bgmm = BayesianGaussianMixture( n_components=n_components, max_iter=100, random_state=rng, tol=1e-3, reg_covar=0 ) for covar_type in COVARIANCE_TYPE: bgmm.covariance_type = covar_type bgmm.fit(rand_data.X[covar_type]) if covar_type == "full": for covar, precision in zip(bgmm.covariances_, bgmm.precisions_): assert_almost_equal(np.dot(covar, precision), np.eye(n_features)) elif covar_type == "tied": assert_almost_equal( np.dot(bgmm.covariances_, bgmm.precisions_), np.eye(n_features) ) elif covar_type == "diag": assert_almost_equal( bgmm.covariances_ * bgmm.precisions_, np.ones((n_components, n_features)), ) else: assert_almost_equal( bgmm.covariances_ * bgmm.precisions_, np.ones(n_components) ) @ignore_warnings(category=ConvergenceWarning) def test_invariant_translation(): # We check here that adding a constant in the data change correctly the # parameters of the mixture rng = np.random.RandomState(0) rand_data = RandomData(rng, scale=100) n_components = 2 * rand_data.n_components for prior_type in PRIOR_TYPE: for covar_type in COVARIANCE_TYPE: X = rand_data.X[covar_type] bgmm1 = BayesianGaussianMixture( weight_concentration_prior_type=prior_type, n_components=n_components, max_iter=100, random_state=0, tol=1e-3, reg_covar=0, ).fit(X) bgmm2 = BayesianGaussianMixture( weight_concentration_prior_type=prior_type, n_components=n_components, max_iter=100, random_state=0, tol=1e-3, reg_covar=0, ).fit(X + 100) assert_almost_equal(bgmm1.means_, bgmm2.means_ - 100) assert_almost_equal(bgmm1.weights_, bgmm2.weights_) assert_almost_equal(bgmm1.covariances_, bgmm2.covariances_) @pytest.mark.filterwarnings("ignore:.*did not converge.*") @pytest.mark.parametrize( "seed, max_iter, tol", [ (0, 2, 1e-7), # strict non-convergence (1, 2, 1e-1), # loose non-convergence (3, 300, 1e-7), # strict convergence (4, 300, 1e-1), # loose convergence ], ) def test_bayesian_mixture_fit_predict(seed, max_iter, tol): rng = np.random.RandomState(seed) rand_data = RandomData(rng, n_samples=50, scale=7) n_components = 2 * rand_data.n_components for covar_type in COVARIANCE_TYPE: bgmm1 = BayesianGaussianMixture( n_components=n_components, max_iter=max_iter, random_state=rng, tol=tol, reg_covar=0, ) bgmm1.covariance_type = covar_type bgmm2 = copy.deepcopy(bgmm1) X = rand_data.X[covar_type] Y_pred1 = bgmm1.fit(X).predict(X) Y_pred2 = bgmm2.fit_predict(X) assert_array_equal(Y_pred1, Y_pred2) def test_bayesian_mixture_fit_predict_n_init(): # Check that fit_predict is equivalent to fit.predict, when n_init > 1 X = np.random.RandomState(0).randn(50, 5) gm = BayesianGaussianMixture(n_components=5, n_init=10, random_state=0) y_pred1 = gm.fit_predict(X) y_pred2 = gm.predict(X) assert_array_equal(y_pred1, y_pred2) def test_bayesian_mixture_predict_predict_proba(): # this is the same test as test_gaussian_mixture_predict_predict_proba() rng = np.random.RandomState(0) rand_data = RandomData(rng) for prior_type in PRIOR_TYPE: for covar_type in COVARIANCE_TYPE: X = rand_data.X[covar_type] Y = rand_data.Y bgmm = BayesianGaussianMixture( n_components=rand_data.n_components, random_state=rng, weight_concentration_prior_type=prior_type, covariance_type=covar_type, ) # Check a warning message arrive if we don't do fit msg = ( "This BayesianGaussianMixture instance is not fitted yet. " "Call 'fit' with appropriate arguments before using this " "estimator." ) with pytest.raises(NotFittedError, match=msg): bgmm.predict(X) bgmm.fit(X) Y_pred = bgmm.predict(X) Y_pred_proba = bgmm.predict_proba(X).argmax(axis=1) assert_array_equal(Y_pred, Y_pred_proba) assert adjusted_rand_score(Y, Y_pred) >= 0.95