scikit-learn-intelex 2024.4.0__py312-none-win_amd64.whl → 2025.10.0__py312-none-win_amd64.whl

scikit_learn_intelex-2025.10.0.data/data/Lib/site-packages/sklearnex/covariance/tests/test_incremental_covariance.py

@@ -0,0 +1,307 @@
+# ===============================================================================
+# Copyright 2024 Intel Corporation
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+# ===============================================================================
+
+from contextlib import nullcontext
+
+import numpy as np
+import pytest
+from numpy.linalg import slogdet
+from numpy.testing import assert_allclose
+from scipy.linalg import pinvh
+from sklearn.covariance.tests.test_covariance import (
+    test_covariance,
+    test_EmpiricalCovariance_validates_mahalanobis,
+)
+from sklearn.datasets import load_diabetes
+from sklearn.decomposition import PCA
+
+from daal4py.sklearn._utils import daal_check_version, sklearn_check_version
+from onedal.tests.utils._dataframes_support import (
+    _as_numpy,
+    _convert_to_dataframe,
+    get_dataframes_and_queues,
+)
+
+
+@pytest.mark.parametrize("dataframe,queue", get_dataframes_and_queues())
+@pytest.mark.parametrize("dtype", [np.float32, np.float64])
+@pytest.mark.parametrize("assume_centered", [True, False])
+def test_sklearnex_partial_fit_on_gold_data(dataframe, queue, dtype, assume_centered):
+    is_gpu = queue is not None and queue.sycl_device.is_gpu
+    if assume_centered and is_gpu and not daal_check_version((2025, "P", 0)):
+        pytest.skip(
+            "Due to a bug on oneDAL side, means are not set to zero when assume_centered=True"
+        )
+    from sklearnex.covariance import IncrementalEmpiricalCovariance
+
+    X = np.array([[0, 1], [0, 1]])
+    X = X.astype(dtype)
+    X_split = np.array_split(X, 2)
+    inccov = IncrementalEmpiricalCovariance(assume_centered=assume_centered)
+
+    for i in range(2):
+        X_split_df = _convert_to_dataframe(
+            X_split[i], sycl_queue=queue, target_df=dataframe
+        )
+        result = inccov.partial_fit(X_split_df)
+
+    if assume_centered:
+        expected_covariance = np.array([[0, 0], [0, 1]])
+        expected_means = np.array([0, 0])
+    else:
+        expected_covariance = np.array([[0, 0], [0, 0]])
+        expected_means = np.array([0, 1])
+
+    assert_allclose(expected_covariance, result.covariance_)
+    assert_allclose(expected_means, result.location_)
+
+    X = np.array([[1, 2], [3, 6]])
+    X = X.astype(dtype)
+    X_split = np.array_split(X, 2)
+    inccov = IncrementalEmpiricalCovariance(assume_centered=assume_centered)
+
+    for i in range(2):
+        X_split_df = _convert_to_dataframe(
+            X_split[i], sycl_queue=queue, target_df=dataframe
+        )
+        result = inccov.partial_fit(X_split_df)
+
+    if assume_centered:
+        expected_covariance = np.array([[5, 10], [10, 20]])
+        expected_means = np.array([0, 0])
+    else:
+        expected_covariance = np.array([[1, 2], [2, 4]])
+        expected_means = np.array([2, 4])
+
+    assert_allclose(expected_covariance, result.covariance_)
+    assert_allclose(expected_means, result.location_)
+
+
+@pytest.mark.parametrize("dataframe,queue", get_dataframes_and_queues())
+@pytest.mark.parametrize("batch_size", [2, 4])
+@pytest.mark.parametrize("dtype", [np.float32, np.float64])
+def test_sklearnex_fit_on_gold_data(dataframe, queue, batch_size, dtype):
+    from sklearnex.covariance import IncrementalEmpiricalCovariance
+
+    X = np.array([[0, 1, 2, 3], [0, -1, -2, -3], [0, 1, 2, 3], [0, 1, 2, 3]])
+    X = X.astype(dtype)
+    X_df = _convert_to_dataframe(X, sycl_queue=queue, target_df=dataframe)
+    inccov = IncrementalEmpiricalCovariance(batch_size=batch_size)
+
+    result = inccov.fit(X_df)
+
+    expected_covariance = np.array(
+        [[0, 0, 0, 0], [0, 0.75, 1.5, 2.25], [0, 1.5, 3, 4.5], [0, 2.25, 4.5, 6.75]]
+    )
+    expected_means = np.array([0, 0.5, 1, 1.5])
+
+    assert_allclose(expected_covariance, result.covariance_)
+    assert_allclose(expected_means, result.location_)
+
+
+@pytest.mark.parametrize("dataframe,queue", get_dataframes_and_queues())
+@pytest.mark.parametrize("num_batches", [2, 10])
+@pytest.mark.parametrize("row_count", [100, 1000])
+@pytest.mark.parametrize("column_count", [10, 100])
+@pytest.mark.parametrize("dtype", [np.float32, np.float64])
+def test_sklearnex_partial_fit_on_random_data(
+    dataframe, queue, num_batches, row_count, column_count, dtype
+):
+    from sklearnex.covariance import IncrementalEmpiricalCovariance
+
+    seed = 77
+    gen = np.random.default_rng(seed)
+    X = gen.uniform(low=-0.3, high=+0.7, size=(row_count, column_count))
+    X = X.astype(dtype)
+    X_split = np.array_split(X, num_batches)
+    inccov = IncrementalEmpiricalCovariance()
+
+    for i in range(num_batches):
+        X_split_df = _convert_to_dataframe(
+            X_split[i], sycl_queue=queue, target_df=dataframe
+        )
+        result = inccov.partial_fit(X_split_df)
+
+    expected_covariance = np.cov(X.T, bias=1)
+    expected_means = np.mean(X, axis=0)
+
+    assert_allclose(expected_covariance, result.covariance_, atol=1e-6)
+    assert_allclose(expected_means, result.location_, atol=1e-6)
+
+
+@pytest.mark.parametrize("dataframe,queue", get_dataframes_and_queues())
+@pytest.mark.parametrize("num_batches", [2, 10])
+@pytest.mark.parametrize("row_count", [100, 1000])
+@pytest.mark.parametrize("column_count", [10, 100])
+@pytest.mark.parametrize("dtype", [np.float32, np.float64])
+@pytest.mark.parametrize("assume_centered", [True, False])
+def test_sklearnex_fit_on_random_data(
+    dataframe, queue, num_batches, row_count, column_count, dtype, assume_centered
+):
+    is_gpu = queue is not None and queue.sycl_device.is_gpu
+    if assume_centered and is_gpu and not daal_check_version((2025, "P", 0)):
+        pytest.skip(
+            "Due to a bug on oneDAL side, means are not set to zero when assume_centered=True"
+        )
+    from sklearnex.covariance import IncrementalEmpiricalCovariance
+
+    seed = 77
+    gen = np.random.default_rng(seed)
+    X = gen.uniform(low=-0.3, high=+0.7, size=(row_count, column_count))
+    X = X.astype(dtype)
+    X_df = _convert_to_dataframe(X, sycl_queue=queue, target_df=dataframe)
+    batch_size = row_count // num_batches
+    inccov = IncrementalEmpiricalCovariance(
+        batch_size=batch_size, assume_centered=assume_centered
+    )
+
+    result = inccov.fit(X_df)
+
+    if assume_centered:
+        expected_covariance = np.dot(X.T, X) / X.shape[0]
+        expected_means = np.zeros_like(X[0])
+    else:
+        expected_covariance = np.cov(X.T, bias=1)
+        expected_means = np.mean(X, axis=0)
+
+    assert_allclose(expected_covariance, result.covariance_, atol=1e-6)
+    assert_allclose(expected_means, result.location_, atol=1e-6)
+
+
+@pytest.mark.parametrize("dataframe,queue", get_dataframes_and_queues())
+def test_whitened_toy_score(dataframe, queue):
+    from sklearnex.covariance import IncrementalEmpiricalCovariance
+
+    # Load a sklearn toy dataset with sufficient data
+    X, _ = load_diabetes(return_X_y=True)
+    n = X.shape[1]
+
+    # Transform the data into uncorrelated, unity variance components
+    X = PCA(whiten=True).fit_transform(X)
+
+    # change dataframe
+    X_df = _convert_to_dataframe(X, sycl_queue=queue, target_df=dataframe)
+
+    # fit data
+    est = IncrementalEmpiricalCovariance()
+    est.fit(X_df)
+    # location_ attribute approximately zero (10,), covariance_ identity (10,10)
+
+    # The log-likelihood can be calculated simply due to covariance_
+    # use of scipy.linalg.pinvh, np.linalg.sloget and np.cov for estimator
+    # independence
+    expected_result = (
+        -(n - slogdet(pinvh(np.cov(X.T, bias=1)))[1] + n * np.log(2 * np.pi)) / 2
+    )
+    # expected_result = -14.1780602988
+    result = _as_numpy(est.score(X_df))
+    assert_allclose(expected_result, result, atol=1e-6)
+
+
+@pytest.mark.parametrize("dataframe,queue", get_dataframes_and_queues())
+@pytest.mark.parametrize("dtype", [np.float32, np.float64])
+def test_sklearnex_incremental_estimatior_pickle(dataframe, queue, dtype):
+    import pickle
+
+    from sklearnex.covariance import IncrementalEmpiricalCovariance
+
+    inccov = IncrementalEmpiricalCovariance()
+
+    # Check that estimator can be serialized without any data.
+    dump = pickle.dumps(inccov)
+    inccov_loaded = pickle.loads(dump)
+
+    seed = 77
+    gen = np.random.default_rng(seed)
+    X = gen.uniform(low=-0.3, high=+0.7, size=(10, 10))
+    X = X.astype(dtype)
+    X_split = np.array_split(X, 2)
+    X_split_df = _convert_to_dataframe(X_split[0], sycl_queue=queue, target_df=dataframe)
+    inccov.partial_fit(X_split_df)
+    inccov_loaded.partial_fit(X_split_df)
+
+    # Check that estimator can be serialized after partial_fit call.
+    dump = pickle.dumps(inccov_loaded)
+    inccov_loaded = pickle.loads(dump)
+
+    assert inccov.batch_size == inccov_loaded.batch_size
+    assert inccov.n_features_in_ == inccov_loaded.n_features_in_
+    assert inccov.n_samples_seen_ == inccov_loaded.n_samples_seen_
+    if hasattr(inccov, "_parameter_constraints"):
+        assert inccov._parameter_constraints == inccov_loaded._parameter_constraints
+    assert inccov.n_jobs == inccov_loaded.n_jobs
+
+    X_split_df = _convert_to_dataframe(X_split[1], sycl_queue=queue, target_df=dataframe)
+    inccov.partial_fit(X_split_df)
+    inccov_loaded.partial_fit(X_split_df)
+    dump = pickle.dumps(inccov)
+    inccov_loaded = pickle.loads(dump)
+
+    assert_allclose(inccov.location_, inccov_loaded.location_, atol=1e-6)
+    assert_allclose(inccov.covariance_, inccov_loaded.covariance_, atol=1e-6)
+
+    # Check that finalized estimator can be serialized.
+    dump = pickle.dumps(inccov_loaded)
+    inccov_loaded = pickle.loads(dump)
+
+    assert_allclose(inccov.location_, inccov_loaded.location_, atol=1e-6)
+    assert_allclose(inccov.covariance_, inccov_loaded.covariance_, atol=1e-6)
+
+
+# Monkeypatch IncrementalEmpiricalCovariance into relevant sklearn.covariance tests
+@pytest.mark.allow_sklearn_fallback
+@pytest.mark.parametrize(
+    "sklearn_test",
+    [
+        test_covariance,
+        test_EmpiricalCovariance_validates_mahalanobis,
+    ],
+)
+def test_IncrementalEmpiricalCovariance_against_sklearn(monkeypatch, sklearn_test):
+    from sklearnex.covariance import IncrementalEmpiricalCovariance
+
+    class_name = ".".join([sklearn_test.__module__, "EmpiricalCovariance"])
+    monkeypatch.setattr(class_name, IncrementalEmpiricalCovariance)
+    sklearn_test()
+
+
+@pytest.mark.skipif(
+    not sklearn_check_version("1.4"), reason="requires array_api_support sklearn config"
+)
+@pytest.mark.parametrize("dispatch", [True, False])
+@pytest.mark.parametrize("dataframe,queue", get_dataframes_and_queues("dpnp"))
+def test_score_verify_namespace(dispatch, dataframe, queue):
+    from sklearnex import config_context
+    from sklearnex.covariance import IncrementalEmpiricalCovariance
+
+    est = IncrementalEmpiricalCovariance()
+
+    rng = np.random.seed(42)
+    X = np.random.rand(5, 10)
+    X_df = _convert_to_dataframe(X, sycl_queue=queue, target_df=dataframe)
+
+    if dispatch:
+        cfg_context = config_context(array_api_dispatch=True)
+        err = pytest.raises(TypeError)
+    else:
+        # support_sycl_format will cause it to function
+        cfg_context = nullcontext()
+        err = nullcontext()
+
+    # calculate and store data on SYCL device (CPU or GPU)
+    with cfg_context, err:
+        est.fit(X_df)
+        est.score(X + 3)