scikit-learn-intelex 2024.5.0__py310-none-manylinux1_x86_64.whl → 2024.6.0__py310-none-manylinux1_x86_64.whl

sklearnex/preview/decomposition/incremental_pca.py

@@ -0,0 +1,228 @@
+# ===============================================================================
+# 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 numpy as np
+from sklearn.decomposition import IncrementalPCA as sklearn_IncrementalPCA
+from sklearn.utils import check_array, gen_batches
+
+from daal4py.sklearn._n_jobs_support import control_n_jobs
+from daal4py.sklearn._utils import sklearn_check_version
+from onedal.decomposition import IncrementalPCA as onedal_IncrementalPCA
+
+from ..._device_offload import dispatch, wrap_output_data
+from ..._utils import PatchingConditionsChain
+
+
+@control_n_jobs(
+    decorated_methods=["fit", "partial_fit", "transform", "_onedal_finalize_fit"]
+)
+class IncrementalPCA(sklearn_IncrementalPCA):
+
+    def __init__(self, n_components=None, *, whiten=False, copy=True, batch_size=None):
+        super().__init__(
+            n_components=n_components, whiten=whiten, copy=copy, batch_size=batch_size
+        )
+        self._need_to_finalize = False
+        self._need_to_finalize_attrs = {
+            "mean_",
+            "explained_variance_",
+            "explained_variance_ratio_",
+            "n_components_",
+            "components_",
+            "noise_variance_",
+            "singular_values_",
+            "var_",
+        }
+
+    _onedal_incremental_pca = staticmethod(onedal_IncrementalPCA)
+
+    def _onedal_transform(self, X, queue=None):
+        assert hasattr(self, "_onedal_estimator")
+        if self._need_to_finalize:
+            self._onedal_finalize_fit()
+        X = check_array(X, dtype=[np.float64, np.float32])
+        return self._onedal_estimator.predict(X, queue)
+
+    def _onedal_fit_transform(self, X, queue=None):
+        self._onedal_fit(X, queue)
+        return self._onedal_transform(X, queue)
+
+    def _onedal_partial_fit(self, X, check_input=True, queue=None):
+        first_pass = not hasattr(self, "components_")
+
+        if check_input:
+            if sklearn_check_version("1.0"):
+                X = self._validate_data(
+                    X, dtype=[np.float64, np.float32], reset=first_pass
+                )
+            else:
+                X = check_array(
+                    X,
+                    dtype=[np.float64, np.float32],
+                    copy=self.copy,
+                )
+
+        n_samples, n_features = X.shape
+
+        if self.n_components is None:
+            if not hasattr(self, "components_"):
+                self.n_components_ = min(n_samples, n_features)
+            else:
+                self.n_components_ = self.components_.shape[0]
+        elif not self.n_components <= n_features:
+            raise ValueError(
+                "n_components=%r invalid for n_features=%d, need "
+                "more rows than columns for IncrementalPCA "
+                "processing" % (self.n_components, n_features)
+            )
+        elif not self.n_components <= n_samples:
+            raise ValueError(
+                "n_components=%r must be less or equal to "
+                "the batch number of samples "
+                "%d." % (self.n_components, n_samples)
+            )
+        else:
+            self.n_components_ = self.n_components
+
+        if not hasattr(self, "n_samples_seen_"):
+            self.n_samples_seen_ = n_samples
+        else:
+            self.n_samples_seen_ += n_samples
+
+        onedal_params = {"n_components": self.n_components_, "whiten": self.whiten}
+
+        if not hasattr(self, "_onedal_estimator"):
+            self._onedal_estimator = self._onedal_incremental_pca(**onedal_params)
+        self._onedal_estimator.partial_fit(X, queue)
+        self._need_to_finalize = True
+
+    def _onedal_finalize_fit(self):
+        assert hasattr(self, "_onedal_estimator")
+        self._onedal_estimator.finalize_fit()
+        self._need_to_finalize = False
+
+    def _onedal_fit(self, X, queue=None):
+        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], copy=self.copy)
+        else:
+            X = check_array(
+                X,
+                dtype=[np.float64, np.float32],
+                copy=self.copy,
+            )
+
+        n_samples, n_features = X.shape
+
+        if self.batch_size is None:
+            self.batch_size_ = 5 * n_features
+        else:
+            self.batch_size_ = self.batch_size
+
+        self.n_samples_seen_ = 0
+        if hasattr(self, "_onedal_estimator"):
+            self._onedal_estimator._reset()
+
+        for batch in gen_batches(n_samples, self.batch_size_):
+            X_batch = X[batch]
+            self._onedal_partial_fit(X_batch, queue=queue)
+
+        self._onedal_finalize_fit()
+
+        return self
+
+    def _onedal_supported(self, method_name, *data):
+        patching_status = PatchingConditionsChain(
+            f"sklearn.decomposition.{self.__class__.__name__}.{method_name}"
+        )
+        return patching_status
+
+    _onedal_cpu_supported = _onedal_supported
+    _onedal_gpu_supported = _onedal_supported
+
+    def __getattr__(self, attr):
+        if attr in self._need_to_finalize_attrs:
+            if hasattr(self, "_onedal_estimator"):
+                if self._need_to_finalize:
+                    self._onedal_finalize_fit()
+                return getattr(self._onedal_estimator, attr)
+            else:
+                raise AttributeError(
+                    f"'{self.__class__.__name__}' object has no attribute '{attr}'"
+                )
+        if attr in self.__dict__:
+            return self.__dict__[attr]
+
+        raise AttributeError(
+            f"'{self.__class__.__name__}' object has no attribute '{attr}'"
+        )
+
+    def partial_fit(self, X, y=None, check_input=True):
+        dispatch(
+            self,
+            "partial_fit",
+            {
+                "onedal": self.__class__._onedal_partial_fit,
+                "sklearn": sklearn_IncrementalPCA.partial_fit,
+            },
+            X,
+            check_input=check_input,
+        )
+        return self
+
+    def fit(self, X, y=None):
+        dispatch(
+            self,
+            "fit",
+            {
+                "onedal": self.__class__._onedal_fit,
+                "sklearn": sklearn_IncrementalPCA.fit,
+            },
+            X,
+        )
+        return self
+
+    @wrap_output_data
+    def transform(self, X):
+        return dispatch(
+            self,
+            "transform",
+            {
+                "onedal": self.__class__._onedal_transform,
+                "sklearn": sklearn_IncrementalPCA.transform,
+            },
+            X,
+        )
+
+    @wrap_output_data
+    def fit_transform(self, X, y=None, **fit_params):
+        return dispatch(
+            self,
+            "fit_transform",
+            {
+                "onedal": self.__class__._onedal_fit_transform,
+                "sklearn": sklearn_IncrementalPCA.fit_transform,
+            },
+            X,
+        )
+
+    __doc__ = sklearn_IncrementalPCA.__doc__
+    fit.__doc__ = sklearn_IncrementalPCA.fit.__doc__
+    fit_transform.__doc__ = sklearn_IncrementalPCA.fit_transform.__doc__
+    transform.__doc__ = sklearn_IncrementalPCA.transform.__doc__
+    partial_fit.__doc__ = sklearn_IncrementalPCA.partial_fit.__doc__

sklearnex/preview/decomposition/tests/test_incremental_pca.py

@@ -0,0 +1,266 @@
+# ===============================================================================
+# 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 numpy as np
+import pytest
+from numpy.testing import assert_allclose
+
+from daal4py.sklearn._utils import daal_check_version
+from onedal.tests.utils._dataframes_support import (
+    _as_numpy,
+    _convert_to_dataframe,
+    get_dataframes_and_queues,
+)
+from sklearnex.preview.decomposition import IncrementalPCA
+
+
+@pytest.mark.parametrize("dataframe,queue", get_dataframes_and_queues())
+def test_sklearnex_import(dataframe, queue):
+    X = [[-1, -1], [-2, -1], [-3, -2], [1, 1], [2, 1], [3, 2]]
+    X = _convert_to_dataframe(X, sycl_queue=queue, target_df=dataframe)
+    incpca = IncrementalPCA(n_components=2)
+    result = incpca.fit(X)
+    assert "sklearnex" in incpca.__module__
+    assert hasattr(incpca, "_onedal_estimator")
+    assert_allclose(_as_numpy(result.singular_values_), [6.30061232, 0.54980396])
+
+
+def check_pca_on_gold_data(incpca, dtype, whiten, transformed_data):
+    expected_n_samples_seen_ = 6
+    expected_n_features_in_ = 2
+    expected_n_components_ = 2
+    expected_components_ = np.array([[0.83849224, 0.54491354], [-0.54491354, 0.83849224]])
+    expected_singular_values_ = np.array([6.30061232, 0.54980396])
+    expected_mean_ = np.array([0, 0])
+    expected_var_ = np.array([5.6, 2.4])
+    expected_explained_variance_ = np.array([7.93954312, 0.06045688])
+    expected_explained_variance_ratio_ = np.array([0.99244289, 0.00755711])
+    expected_noise_variance_ = 0.0
+    expected_transformed_data = (
+        np.array(
+            [
+                [-0.49096647, -1.19399271],
+                [-0.78854479, 1.02218579],
+                [-1.27951125, -0.17180692],
+                [0.49096647, 1.19399271],
+                [0.78854479, -1.02218579],
+                [1.27951125, 0.17180692],
+            ]
+        )
+        if whiten
+        else np.array(
+            [
+                [-1.38340578, -0.2935787],
+                [-2.22189802, 0.25133484],
+                [-3.6053038, -0.04224385],
+                [1.38340578, 0.2935787],
+                [2.22189802, -0.25133484],
+                [3.6053038, 0.04224385],
+            ]
+        )
+    )
+
+    tol = 1e-7
+    if transformed_data.dtype == np.float32:
+        tol = 7e-6 if whiten else 1e-6
+
+    assert incpca.n_samples_seen_ == expected_n_samples_seen_
+    assert incpca.n_features_in_ == expected_n_features_in_
+    assert incpca.n_components_ == expected_n_components_
+
+    assert_allclose(incpca.singular_values_, expected_singular_values_, atol=tol)
+    assert_allclose(incpca.mean_, expected_mean_, atol=tol)
+    assert_allclose(incpca.var_, expected_var_, atol=tol)
+    assert_allclose(incpca.explained_variance_, expected_explained_variance_, atol=tol)
+    assert_allclose(
+        incpca.explained_variance_ratio_, expected_explained_variance_ratio_, atol=tol
+    )
+    assert np.abs(incpca.noise_variance_ - expected_noise_variance_) < tol
+    if daal_check_version((2024, "P", 500)):
+        assert_allclose(incpca.components_, expected_components_, atol=tol)
+        assert_allclose(_as_numpy(transformed_data), expected_transformed_data, atol=tol)
+    else:
+        for i in range(incpca.n_components_):
+            abs_dot_product = np.abs(
+                np.dot(incpca.components_[i], expected_components_[i])
+            )
+            assert np.abs(abs_dot_product - 1.0) < tol
+
+            if np.dot(incpca.components_[i], expected_components_[i]) < 0:
+                assert_allclose(
+                    _as_numpy(-transformed_data[i]),
+                    expected_transformed_data[i],
+                    atol=tol,
+                )
+            else:
+                assert_allclose(
+                    _as_numpy(transformed_data[i]), expected_transformed_data[i], atol=tol
+                )
+
+
+def check_pca(incpca, dtype, whiten, data, transformed_data):
+    tol = 3e-3 if transformed_data.dtype == np.float32 else 2e-6
+
+    n_components = incpca.n_components_
+
+    expected_n_samples_seen = data.shape[0]
+    expected_n_features_in = data.shape[1]
+    n_samples_seen = incpca.n_samples_seen_
+    n_features_in = incpca.n_features_in_
+    assert n_samples_seen == expected_n_samples_seen
+    assert n_features_in == expected_n_features_in
+
+    components = incpca.components_
+    singular_values = incpca.singular_values_
+    centered_data = data - np.mean(data, axis=0)
+    cov_eigenvalues, cov_eigenvectors = np.linalg.eig(
+        centered_data.T @ centered_data / (n_samples_seen - 1)
+    )
+    cov_eigenvalues = np.nan_to_num(cov_eigenvalues)
+    cov_eigenvalues[cov_eigenvalues < 0] = 0
+    eigenvalues_order = np.argsort(cov_eigenvalues)[::-1]
+    sorted_eigenvalues = cov_eigenvalues[eigenvalues_order]
+    sorted_eigenvectors = cov_eigenvectors[:, eigenvalues_order]
+    expected_singular_values = np.sqrt(sorted_eigenvalues * (n_samples_seen - 1))[
+        :n_components
+    ]
+    expected_components = sorted_eigenvectors.T[:n_components]
+
+    assert_allclose(singular_values, expected_singular_values, atol=tol)
+    for i in range(n_components):
+        component_length = np.dot(components[i], components[i])
+        assert np.abs(component_length - 1.0) < tol
+        abs_dot_product = np.abs(np.dot(components[i], expected_components[i]))
+        assert np.abs(abs_dot_product - 1.0) < tol
+
+    expected_mean = np.mean(data, axis=0)
+    assert_allclose(incpca.mean_, expected_mean, atol=tol)
+
+    expected_var = np.var(_as_numpy(data), ddof=1, axis=0)
+    assert_allclose(incpca.var_, expected_var, atol=tol)
+
+    expected_explained_variance = sorted_eigenvalues[:n_components]
+    assert_allclose(incpca.explained_variance_, expected_explained_variance, atol=tol)
+
+    expected_explained_variance_ratio = expected_explained_variance / np.sum(
+        sorted_eigenvalues
+    )
+    assert_allclose(
+        incpca.explained_variance_ratio_, expected_explained_variance_ratio, atol=tol
+    )
+
+    expected_noise_variance = (
+        np.mean(sorted_eigenvalues[n_components:])
+        if len(sorted_eigenvalues) > n_components
+        else 0.0
+    )
+    # TODO Fix noise variance computation (It is necessary to update C++ side)
+    # assert np.abs(incpca.noise_variance_ - expected_noise_variance) < tol
+
+    expected_transformed_data = centered_data @ components.T
+    if whiten:
+        scale = np.sqrt(incpca.explained_variance_)
+        min_scale = np.finfo(scale.dtype).eps
+        scale[scale < min_scale] = np.inf
+        expected_transformed_data /= scale
+
+    if not (whiten and n_components == n_samples_seen):
+        assert_allclose(_as_numpy(transformed_data), expected_transformed_data, atol=tol)
+
+
+@pytest.mark.parametrize("dataframe,queue", get_dataframes_and_queues())
+@pytest.mark.parametrize("whiten", [True, False])
+@pytest.mark.parametrize("num_blocks", [1, 2, 3])
+@pytest.mark.parametrize("dtype", [np.float32, np.float64])
+def test_sklearnex_partial_fit_on_gold_data(dataframe, queue, whiten, num_blocks, dtype):
+
+    X = np.array([[-1, -1], [-2, -1], [-3, -2], [1, 1], [2, 1], [3, 2]])
+    X = X.astype(dtype=dtype)
+    X_split = np.array_split(X, num_blocks)
+    incpca = IncrementalPCA(whiten=whiten)
+
+    for i in range(num_blocks):
+        X_split_df = _convert_to_dataframe(
+            X_split[i], sycl_queue=queue, target_df=dataframe
+        )
+        incpca.partial_fit(X_split_df)
+
+    X_df = _convert_to_dataframe(X, sycl_queue=queue, target_df=dataframe)
+    transformed_data = incpca.transform(X_df)
+    check_pca_on_gold_data(incpca, dtype, whiten, transformed_data)
+
+
+@pytest.mark.parametrize("dataframe,queue", get_dataframes_and_queues())
+@pytest.mark.parametrize("whiten", [True, False])
+@pytest.mark.parametrize("num_blocks", [1, 2, 3])
+@pytest.mark.parametrize("dtype", [np.float32, np.float64])
+def test_sklearnex_fit_on_gold_data(dataframe, queue, whiten, num_blocks, dtype):
+
+    X = np.array([[-1, -1], [-2, -1], [-3, -2], [1, 1], [2, 1], [3, 2]])
+    X = X.astype(dtype=dtype)
+    incpca = IncrementalPCA(whiten=whiten, batch_size=X.shape[0] // num_blocks)
+
+    X_df = _convert_to_dataframe(X, sycl_queue=queue, target_df=dataframe)
+    incpca.fit(X_df)
+    transformed_data = incpca.transform(X_df)
+
+    check_pca_on_gold_data(incpca, dtype, whiten, transformed_data)
+
+
+@pytest.mark.parametrize("dataframe,queue", get_dataframes_and_queues())
+@pytest.mark.parametrize("whiten", [True, False])
+@pytest.mark.parametrize("num_blocks", [1, 2, 3])
+@pytest.mark.parametrize("dtype", [np.float32, np.float64])
+def test_sklearnex_fit_transform_on_gold_data(
+    dataframe, queue, whiten, num_blocks, dtype
+):
+
+    X = np.array([[-1, -1], [-2, -1], [-3, -2], [1, 1], [2, 1], [3, 2]])
+    X = X.astype(dtype=dtype)
+    incpca = IncrementalPCA(whiten=whiten, batch_size=X.shape[0] // num_blocks)
+
+    X_df = _convert_to_dataframe(X, sycl_queue=queue, target_df=dataframe)
+    transformed_data = incpca.fit_transform(X_df)
+
+    check_pca_on_gold_data(incpca, dtype, whiten, transformed_data)
+
+
+@pytest.mark.parametrize("dataframe,queue", get_dataframes_and_queues())
+@pytest.mark.parametrize("n_components", [None, 1, 5])
+@pytest.mark.parametrize("whiten", [True, False])
+@pytest.mark.parametrize("num_blocks", [1, 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, n_components, whiten, num_blocks, row_count, column_count, dtype
+):
+    seed = 81
+    gen = np.random.default_rng(seed)
+    X = gen.uniform(low=-0.3, high=+0.7, size=(row_count, column_count))
+    X = X.astype(dtype=dtype)
+    X_split = np.array_split(X, num_blocks)
+    incpca = IncrementalPCA(n_components=n_components, whiten=whiten)
+
+    for i in range(num_blocks):
+        X_split_df = _convert_to_dataframe(
+            X_split[i], sycl_queue=queue, target_df=dataframe
+        )
+        incpca.partial_fit(X_split_df)
+
+    X_df = _convert_to_dataframe(X, sycl_queue=queue, target_df=dataframe)
+    transformed_data = incpca.transform(X_df)
+    check_pca(incpca, dtype, whiten, X, transformed_data)