scikit-learn-intelex 2024.4.0__py38-none-win_amd64.whl → 2024.5.0__py38-none-win_amd64.whl

{scikit_learn_intelex-2024.4.0.data → scikit_learn_intelex-2024.5.0.data}/data/Lib/site-packages/sklearnex/_device_offload.py

@@ -127,8 +127,15 @@ def _transfer_to_host(queue, *data):
                 queue = usm_iface["syclobj"]
 
             buffer = as_usm_memory(item).copy_to_host()
+            order = "C"
+            if usm_iface["strides"] is not None:
+                if usm_iface["strides"][0] < usm_iface["strides"][1]:
+                    order = "F"
             item = np.ndarray(
-                shape=usm_iface["shape"], dtype=usm_iface["typestr"], buffer=buffer
+                shape=usm_iface["shape"],
+                dtype=usm_iface["typestr"],
+                buffer=buffer,
+                order=order,
             )
             has_usm_data = True
         else:

{scikit_learn_intelex-2024.4.0.data → scikit_learn_intelex-2024.5.0.data}/data/Lib/site-packages/sklearnex/basic_statistics/tests/test_incremental_basic_statistics.py

@@ -165,7 +165,7 @@ def test_partial_fit_multiple_options_on_random_data(
             expected_sum(X),
         )
 
-    tol = 1e-5 if res_mean.dtype == np.float32 else 1e-7
+    tol = 3e-4 if res_mean.dtype == np.float32 else 1e-7
     assert_allclose(gtr_mean, res_mean, atol=tol)
     assert_allclose(gtr_max, res_max, atol=tol)
     assert_allclose(gtr_sum, res_sum, atol=tol)
@@ -208,7 +208,6 @@ def test_partial_fit_all_option_on_random_data(
 
     for option in options_and_tests:
         result_option, function, tols = option
-        print(result_option)
         fp32tol, fp64tol = tols
         res = getattr(result, result_option)
         if weighted:
@@ -301,7 +300,7 @@ def test_fit_single_option_on_random_data(
 @pytest.mark.parametrize("column_count", [10, 100])
 @pytest.mark.parametrize("weighted", [True, False])
 @pytest.mark.parametrize("dtype", [np.float32, np.float64])
-def test_partial_fit_multiple_options_on_random_data(
+def test_fit_multiple_options_on_random_data(
     dataframe, queue, num_batches, row_count, column_count, weighted, dtype
 ):
     seed = 77
@@ -375,7 +374,6 @@ def test_fit_all_option_on_random_data(
 
     for option in options_and_tests:
         result_option, function, tols = option
-        print(result_option)
         fp32tol, fp64tol = tols
         res = getattr(result, result_option)
         if weighted:

scikit_learn_intelex-2024.5.0.data/data/Lib/site-packages/sklearnex/covariance/incremental_covariance.py

@@ -0,0 +1,317 @@
+# ===============================================================================
+# 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.
+# ===============================================================================
+
+import numbers
+import warnings
+
+import numpy as np
+from scipy import linalg
+from sklearn.base import BaseEstimator
+from sklearn.covariance import EmpiricalCovariance as sklearn_EmpiricalCovariance
+from sklearn.utils import check_array, gen_batches
+
+from daal4py.sklearn._n_jobs_support import control_n_jobs
+from daal4py.sklearn._utils import daal_check_version, sklearn_check_version
+from onedal._device_offload import support_usm_ndarray
+from onedal.covariance import (
+    IncrementalEmpiricalCovariance as onedal_IncrementalEmpiricalCovariance,
+)
+from sklearnex import config_context
+
+from .._device_offload import dispatch, wrap_output_data
+from .._utils import PatchingConditionsChain, register_hyperparameters
+from ..metrics import pairwise_distances
+
+if sklearn_check_version("1.2"):
+    from sklearn.utils._param_validation import Interval
+
+
+@control_n_jobs(decorated_methods=["partial_fit", "fit", "_onedal_finalize_fit"])
+class IncrementalEmpiricalCovariance(BaseEstimator):
+    """
+    Incremental estimator for covariance.
+    Allows to compute empirical covariance estimated by maximum
+    likelihood method if data are splitted into batches.
+
+    Parameters
+    ----------
+    store_precision : bool, default=False
+        Specifies if the estimated precision is stored.
+
+    assume_centered : bool, default=False
+        If True, data are not centered before computation.
+        Useful when working with data whose mean is almost, but not exactly
+        zero.
+        If False (default), data are centered before computation.
+
+    batch_size : int, default=None
+        The number of samples to use for each batch. Only used when calling
+        ``fit``. If ``batch_size`` is ``None``, then ``batch_size``
+        is inferred from the data and set to ``5 * n_features``, to provide a
+        balance between approximation accuracy and memory consumption.
+
+    copy : bool, default=True
+        If False, X will be overwritten. ``copy=False`` can be used to
+        save memory but is unsafe for general use.
+
+    Attributes
+    ----------
+    location_ : ndarray of shape (n_features,)
+        Estimated location, i.e. the estimated mean.
+
+    covariance_ : ndarray of shape (n_features, n_features)
+        Estimated covariance matrix
+
+    n_samples_seen_ : int
+        The number of samples processed by the estimator. Will be reset on
+        new calls to fit, but increments across ``partial_fit`` calls.
+
+    batch_size_ : int
+        Inferred batch size from ``batch_size``.
+
+    n_features_in_ : int
+        Number of features seen during :term:`fit` `partial_fit`.
+    """
+
+    _onedal_incremental_covariance = staticmethod(onedal_IncrementalEmpiricalCovariance)
+
+    if sklearn_check_version("1.2"):
+        _parameter_constraints: dict = {
+            "store_precision": ["boolean"],
+            "assume_centered": ["boolean"],
+            "batch_size": [Interval(numbers.Integral, 1, None, closed="left"), None],
+            "copy": ["boolean"],
+        }
+
+    get_precision = sklearn_EmpiricalCovariance.get_precision
+    error_norm = wrap_output_data(sklearn_EmpiricalCovariance.error_norm)
+    score = wrap_output_data(sklearn_EmpiricalCovariance.score)
+
+    def __init__(
+        self, *, store_precision=False, assume_centered=False, batch_size=None, copy=True
+    ):
+        self.assume_centered = assume_centered
+        self.store_precision = store_precision
+        self.batch_size = batch_size
+        self.copy = copy
+
+    def _onedal_supported(self, method_name, *data):
+        patching_status = PatchingConditionsChain(
+            f"sklearn.covariance.{self.__class__.__name__}.{method_name}"
+        )
+        return patching_status
+
+    def _onedal_finalize_fit(self):
+        assert hasattr(self, "_onedal_estimator")
+        self._onedal_estimator.finalize_fit()
+        self._need_to_finalize = False
+
+        if not daal_check_version((2024, "P", 400)) and self.assume_centered:
+            location = self._onedal_estimator.location_[None, :]
+            self._onedal_estimator.covariance_ += np.dot(location.T, location)
+            self._onedal_estimator.location_ = np.zeros_like(np.squeeze(location))
+        if self.store_precision:
+            self.precision_ = linalg.pinvh(
+                self._onedal_estimator.covariance_, check_finite=False
+            )
+        else:
+            self.precision_ = None
+
+    @property
+    def covariance_(self):
+        if hasattr(self, "_onedal_estimator"):
+            if self._need_to_finalize:
+                self._onedal_finalize_fit()
+            return self._onedal_estimator.covariance_
+        else:
+            raise AttributeError(
+                f"'{self.__class__.__name__}' object has no attribute 'covariance_'"
+            )
+
+    @property
+    def location_(self):
+        if hasattr(self, "_onedal_estimator"):
+            if self._need_to_finalize:
+                self._onedal_finalize_fit()
+            return self._onedal_estimator.location_
+        else:
+            raise AttributeError(
+                f"'{self.__class__.__name__}' object has no attribute 'location_'"
+            )
+
+    def _onedal_partial_fit(self, X, queue=None, check_input=True):
+
+        first_pass = not hasattr(self, "n_samples_seen_") or self.n_samples_seen_ == 0
+
+        # finite check occurs on onedal side
+        if check_input:
+            if sklearn_check_version("1.2"):
+                self._validate_params()
+
+            if sklearn_check_version("1.0"):
+                X = self._validate_data(
+                    X,
+                    dtype=[np.float64, np.float32],
+                    reset=first_pass,
+                    copy=self.copy,
+                    force_all_finite=False,
+                )
+            else:
+                X = check_array(
+                    X,
+                    dtype=[np.float64, np.float32],
+                    copy=self.copy,
+                    force_all_finite=False,
+                )
+
+        onedal_params = {
+            "method": "dense",
+            "bias": True,
+            "assume_centered": self.assume_centered,
+        }
+        if not hasattr(self, "_onedal_estimator"):
+            self._onedal_estimator = self._onedal_incremental_covariance(**onedal_params)
+        try:
+            if first_pass:
+                self.n_samples_seen_ = X.shape[0]
+                self.n_features_in_ = X.shape[1]
+            else:
+                self.n_samples_seen_ += X.shape[0]
+
+            self._onedal_estimator.partial_fit(X, queue)
+        finally:
+            self._need_to_finalize = True
+
+        return self
+
+    def partial_fit(self, X, y=None, check_input=True):
+        """
+        Incremental fit with X. All of X is processed as a single batch.
+
+        Parameters
+        ----------
+        X : array-like of shape (n_samples, n_features)
+            Training data, 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.
+
+        check_input : bool, default=True
+            Run check_array on X.
+
+        Returns
+        -------
+        self : object
+            Returns the instance itself.
+        """
+        return dispatch(
+            self,
+            "partial_fit",
+            {
+                "onedal": self.__class__._onedal_partial_fit,
+                "sklearn": None,
+            },
+            X,
+            check_input=check_input,
+        )
+
+    def fit(self, X, y=None):
+        """
+        Fit the model with X, using minibatches of size batch_size.
+
+        Parameters
+        ----------
+        X : array-like of shape (n_samples, n_features)
+            Training data, 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.
+        """
+
+        return dispatch(
+            self,
+            "fit",
+            {
+                "onedal": self.__class__._onedal_fit,
+                "sklearn": None,
+            },
+            X,
+        )
+
+    def _onedal_fit(self, X, queue=None):
+        self.n_samples_seen_ = 0
+        if hasattr(self, "_onedal_estimator"):
+            self._onedal_estimator._reset()
+
+        if sklearn_check_version("1.2"):
+            self._validate_params()
+
+        # finite check occurs on onedal side
+        if sklearn_check_version("1.0"):
+            X = self._validate_data(
+                X, dtype=[np.float64, np.float32], copy=self.copy, force_all_finite=False
+            )
+        else:
+            X = check_array(
+                X, dtype=[np.float64, np.float32], copy=self.copy, force_all_finite=False
+            )
+            self.n_features_in_ = X.shape[1]
+
+        self.batch_size_ = self.batch_size if self.batch_size else 5 * self.n_features_in_
+
+        if X.shape[0] == 1:
+            warnings.warn(
+                "Only one sample available. You may want to reshape your data array"
+            )
+
+        for batch in gen_batches(X.shape[0], self.batch_size_):
+            X_batch = X[batch]
+            self._onedal_partial_fit(X_batch, queue=queue, check_input=False)
+
+        self._onedal_finalize_fit()
+
+        return self
+
+    # expose sklearnex pairwise_distances if mahalanobis distance eventually supported
+    @wrap_output_data
+    def mahalanobis(self, X):
+        if sklearn_check_version("1.0"):
+            self._validate_data(X, reset=False, copy=self.copy)
+        else:
+            check_array(X, copy=self.copy)
+
+        precision = self.get_precision()
+        with config_context(assume_finite=True):
+            # compute mahalanobis distances
+            dist = pairwise_distances(
+                X, self.location_[np.newaxis, :], metric="mahalanobis", VI=precision
+            )
+
+        return np.reshape(dist, (len(X),)) ** 2
+
+    _onedal_cpu_supported = _onedal_supported
+    _onedal_gpu_supported = _onedal_supported
+
+    mahalanobis.__doc__ = sklearn_EmpiricalCovariance.mahalanobis.__doc__
+    error_norm.__doc__ = sklearn_EmpiricalCovariance.error_norm.__doc__
+    score.__doc__ = sklearn_EmpiricalCovariance.score.__doc__

{scikit_learn_intelex-2024.4.0.data → scikit_learn_intelex-2024.5.0.data}/data/Lib/site-packages/sklearnex/covariance/tests/test_incremental_covariance.py

@@ -17,6 +17,10 @@
 import numpy as np
 import pytest
 from numpy.testing import assert_allclose
+from sklearn.covariance.tests.test_covariance import (
+    test_covariance,
+    test_EmpiricalCovariance_validates_mahalanobis,
+)
 
 from onedal.tests.utils._dataframes_support import (
     _convert_to_dataframe,
@@ -26,13 +30,14 @@ from onedal.tests.utils._dataframes_support import (
 
 @pytest.mark.parametrize("dataframe,queue", get_dataframes_and_queues())
 @pytest.mark.parametrize("dtype", [np.float32, np.float64])
-def test_sklearnex_partial_fit_on_gold_data(dataframe, queue, dtype):
+@pytest.mark.parametrize("assume_centered", [True, False])
+def test_sklearnex_partial_fit_on_gold_data(dataframe, queue, dtype, assume_centered):
     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()
+    inccov = IncrementalEmpiricalCovariance(assume_centered=assume_centered)
 
     for i in range(2):
         X_split_df = _convert_to_dataframe(
@@ -40,8 +45,12 @@ def test_sklearnex_partial_fit_on_gold_data(dataframe, queue, dtype):
         )
         result = inccov.partial_fit(X_split_df)
 
-    expected_covariance = np.array([[0, 0], [0, 0]])
-    expected_means = np.array([0, 1])
+    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_)
@@ -49,7 +58,7 @@ def test_sklearnex_partial_fit_on_gold_data(dataframe, queue, dtype):
     X = np.array([[1, 2], [3, 6]])
     X = X.astype(dtype)
     X_split = np.array_split(X, 2)
-    inccov = IncrementalEmpiricalCovariance()
+    inccov = IncrementalEmpiricalCovariance(assume_centered=assume_centered)
 
     for i in range(2):
         X_split_df = _convert_to_dataframe(
@@ -57,8 +66,12 @@ def test_sklearnex_partial_fit_on_gold_data(dataframe, queue, dtype):
         )
         result = inccov.partial_fit(X_split_df)
 
-    expected_covariance = np.array([[1, 2], [2, 4]])
-    expected_means = np.array([2, 4])
+    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_)
@@ -87,9 +100,9 @@ def test_sklearnex_fit_on_gold_data(dataframe, queue, batch_size, dtype):
 
 
 @pytest.mark.parametrize("dataframe,queue", get_dataframes_and_queues())
-@pytest.mark.parametrize("num_batches", [2, 4, 6, 8, 10])
-@pytest.mark.parametrize("row_count", [100, 1000, 2000])
-@pytest.mark.parametrize("column_count", [10, 100, 200])
+@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
@@ -117,12 +130,13 @@ def test_sklearnex_partial_fit_on_random_data(
 
 
 @pytest.mark.parametrize("dataframe,queue", get_dataframes_and_queues())
-@pytest.mark.parametrize("num_batches", [2, 4, 6, 8, 10])
-@pytest.mark.parametrize("row_count", [100, 1000, 2000])
-@pytest.mark.parametrize("column_count", [10, 100, 200])
+@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
+    dataframe, queue, num_batches, row_count, column_count, dtype, assume_centered
 ):
     from sklearnex.covariance import IncrementalEmpiricalCovariance
 
@@ -132,12 +146,35 @@ def test_sklearnex_fit_on_random_data(
     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)
+    inccov = IncrementalEmpiricalCovariance(
+        batch_size=batch_size, assume_centered=assume_centered
+    )
 
     result = inccov.fit(X_df)
 
-    expected_covariance = np.cov(X.T, bias=1)
-    expected_means = np.mean(X, axis=0)
+    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)
+
+
+# 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()

{scikit_learn_intelex-2024.4.0.data → scikit_learn_intelex-2024.5.0.data}/data/Lib/site-packages/sklearnex/decomposition/pca.py

@@ -21,6 +21,7 @@ from daal4py.sklearn._utils import daal_check_version
 if daal_check_version((2024, "P", 100)):
     import numbers
     from math import sqrt
+    from warnings import warn
 
     import numpy as np
     from scipy.sparse import issparse
@@ -35,9 +36,13 @@ if daal_check_version((2024, "P", 100)):
     if sklearn_check_version("1.1") and not sklearn_check_version("1.2"):
         from sklearn.utils import check_scalar
 
+    if sklearn_check_version("1.2"):
+        from sklearn.utils._param_validation import StrOptions
+
     from sklearn.decomposition import PCA as sklearn_PCA
 
     from onedal.decomposition import PCA as onedal_PCA
+    from sklearnex.utils import get_namespace
 
     @control_n_jobs(decorated_methods=["fit", "transform", "fit_transform"])
     class PCA(sklearn_PCA):
@@ -45,6 +50,16 @@ if daal_check_version((2024, "P", 100)):
 
         if sklearn_check_version("1.2"):
             _parameter_constraints: dict = {**sklearn_PCA._parameter_constraints}
+            # "onedal_svd" solver uses oneDAL's PCA-SVD algorithm
+            # and required for testing purposes to fully enable it in future.
+            # "covariance_eigh" solver is added for ability to explicitly request
+            # oneDAL's PCA-Covariance algorithm using any sklearn version < 1.5.
+            _parameter_constraints["svd_solver"] = [
+                StrOptions(
+                    _parameter_constraints["svd_solver"][0].options
+                    | {"onedal_svd", "covariance_eigh"}
+                )
+            ]
 
         if sklearn_check_version("1.1"):
 
@@ -107,7 +122,7 @@ if daal_check_version((2024, "P", 100)):
                     target_type=numbers.Integral,
                 )
 
-            U, S, Vt = dispatch(
+            return dispatch(
                 self,
                 "fit",
                 {
@@ -116,7 +131,6 @@ if daal_check_version((2024, "P", 100)):
                 },
                 X,
             )
-            return U, S, Vt
 
         def _onedal_fit(self, X, queue=None):
             X = self._validate_data(
@@ -129,7 +143,7 @@ if daal_check_version((2024, "P", 100)):
             onedal_params = {
                 "n_components": self.n_components,
                 "is_deterministic": True,
-                "method": "cov",
+                "method": "svd" if self._fit_svd_solver == "onedal_svd" else "cov",
                 "whiten": self.whiten,
             }
             self._onedal_estimator = onedal_PCA(**onedal_params)
@@ -140,7 +154,13 @@ if daal_check_version((2024, "P", 100)):
             S = self.singular_values_
             Vt = self.components_
 
-            return U, S, Vt
+            if sklearn_check_version("1.5"):
+                xp, _ = get_namespace(X)
+                x_is_centered = not self.copy
+
+                return U, S, Vt, X, x_is_centered, xp
+            else:
+                return U, S, Vt
 
         @wrap_output_data
         def transform(self, X):
@@ -156,32 +176,39 @@ if daal_check_version((2024, "P", 100)):
 
         def _onedal_transform(self, X, queue=None):
             check_is_fitted(self)
+            if sklearn_check_version("1.0"):
+                self._check_feature_names(X, reset=False)
             X = self._validate_data(
                 X,
                 dtype=[np.float64, np.float32],
                 reset=False,
             )
             self._validate_n_features_in_after_fitting(X)
-            if sklearn_check_version("1.0"):
-                self._check_feature_names(X, reset=False)
 
             return self._onedal_estimator.predict(X, queue=queue)
 
         def fit_transform(self, X, y=None):
-            U, S, Vt = self._fit(X)
-            if U is None:
+            if sklearn_check_version("1.5"):
+                U, S, Vt, X_fit, x_is_centered, xp = self._fit(X)
+            else:
+                U, S, Vt = self._fit(X)
+                X_fit = X
+            if hasattr(self, "_onedal_estimator"):
                 # oneDAL PCA was fit
                 return self.transform(X)
-            else:
+            elif U is not None:
                 # Scikit-learn PCA was fit
                 U = U[:, : self.n_components_]
 
                 if self.whiten:
-                    U *= sqrt(X.shape[0] - 1)
+                    U *= sqrt(X_fit.shape[0] - 1)
                 else:
                     U *= S[: self.n_components_]
 
                 return U
+            else:
+                # Scikit-learn PCA["covariance_eigh"] was fit
+                return self._transform(X_fit, xp, x_is_centered=x_is_centered)
 
         def _onedal_supported(self, method_name, X):
             class_name = self.__class__.__name__
@@ -199,7 +226,13 @@ if daal_check_version((2024, "P", 100)):
                         ),
                         (
                             self._is_solver_compatible_with_onedal(shape_tuple),
-                            f"Only 'full' svd solver is supported.",
+                            (
+                                "Only 'covariance_eigh' and 'onedal_svd' "
+                                "solvers are supported."
+                                if sklearn_check_version("1.5")
+                                else "Only 'full', 'covariance_eigh' and 'onedal_svd' "
+                                "solvers are supported."
+                            ),
                         ),
                         (not issparse(X), "oneDAL PCA does not support sparse data"),
                     ]
@@ -254,7 +287,13 @@ if daal_check_version((2024, "P", 100)):
 
             if self._fit_svd_solver == "auto":
                 if sklearn_check_version("1.1"):
-                    if max(shape_tuple) <= 500 or n_components == "mle":
+                    if (
+                        sklearn_check_version("1.5")
+                        and shape_tuple[1] <= 1_000
+                        and shape_tuple[0] >= 10 * shape_tuple[1]
+                    ):
+                        self._fit_svd_solver = "covariance_eigh"
+                    elif max(shape_tuple) <= 500 or n_components == "mle":
                         self._fit_svd_solver = "full"
                     elif 1 <= n_components < 0.8 * n_sf_min:
                         self._fit_svd_solver = "randomized"
@@ -288,7 +327,23 @@ if daal_check_version((2024, "P", 100)):
                         else:
                             self._fit_svd_solver = "full"
 
-            if self._fit_svd_solver == "full":
+            # Use oneDAL in next cases:
+            # 1. oneDAL SVD solver is explicitly set
+            # 2. solver is set or dispatched to "covariance_eigh"
+            # 3. solver is set or dispatched to "full" and sklearn version < 1.5
+            # 4. solver is set to "auto" and dispatched to "full"
+            if self._fit_svd_solver in ["onedal_svd", "covariance_eigh"]:
+                return True
+            elif not sklearn_check_version("1.5") and self._fit_svd_solver == "full":
+                self._fit_svd_solver = "covariance_eigh"
+                return True
+            elif self.svd_solver == "auto" and self._fit_svd_solver == "full":
+                warn(
+                    "Sklearnex always uses `covariance_eigh` solver instead of `full` "
+                    "when `svd_solver` parameter is set to `auto` "
+                    "for performance purposes."
+                )
+                self._fit_svd_solver = "covariance_eigh"
                 return True
             else:
                 return False