scikit-learn-intelex 2024.5.0__py311-none-win_amd64.whl → 2024.7.0__py311-none-win_amd64.whl

{scikit_learn_intelex-2024.5.0.data → scikit_learn_intelex-2024.7.0.data}/data/Lib/site-packages/sklearnex/covariance/incremental_covariance.py

@@ -19,13 +19,14 @@ import warnings
 
 import numpy as np
 from scipy import linalg
-from sklearn.base import BaseEstimator
+from sklearn.base import BaseEstimator, clone
 from sklearn.covariance import EmpiricalCovariance as sklearn_EmpiricalCovariance
+from sklearn.covariance import log_likelihood
 from sklearn.utils import check_array, gen_batches
+from sklearn.utils.validation import _num_features
 
 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,
 )
@@ -34,6 +35,7 @@ from sklearnex import config_context
 from .._device_offload import dispatch, wrap_output_data
 from .._utils import PatchingConditionsChain, register_hyperparameters
 from ..metrics import pairwise_distances
+from ..utils import get_namespace
 
 if sklearn_check_version("1.2"):
     from sklearn.utils._param_validation import Interval
@@ -98,7 +100,6 @@ class IncrementalEmpiricalCovariance(BaseEstimator):
 
     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
@@ -197,6 +198,43 @@ class IncrementalEmpiricalCovariance(BaseEstimator):
 
         return self
 
+    @wrap_output_data
+    def score(self, X_test, y=None):
+        xp, _ = get_namespace(X_test)
+
+        location = self.location_
+        if sklearn_check_version("1.0"):
+            X = self._validate_data(
+                X_test,
+                dtype=[np.float64, np.float32],
+                reset=False,
+            )
+        else:
+            X = check_array(
+                X_test,
+                dtype=[np.float64, np.float32],
+            )
+
+        if "numpy" not in xp.__name__:
+            location = xp.asarray(location, device=X_test.device)
+            # depending on the sklearn version, check_array
+            # and validate_data will return only numpy arrays
+            # which will break dpnp/dpctl support. If the
+            # array namespace isn't from numpy and the data
+            # is now a numpy array, it has been validated and
+            # the original can be used.
+            if isinstance(X, np.ndarray):
+                X = X_test
+
+        est = clone(self)
+        est.set_params(**{"assume_centered": True})
+
+        # test_cov is a numpy array, but calculated on device
+        test_cov = est.fit(X - location).covariance_
+        res = log_likelihood(test_cov, self.get_precision())
+
+        return res
+
     def partial_fit(self, X, y=None, check_input=True):
         """
         Incremental fit with X. All of X is processed as a single batch.
@@ -293,21 +331,34 @@ class IncrementalEmpiricalCovariance(BaseEstimator):
         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)
+            self._check_feature_names(X, reset=False)
 
+        xp, _ = get_namespace(X)
         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
-            )
+        # compute mahalanobis distances
+        # pairwise_distances will check n_features (via n_feature matching with
+        # self.location_) , and will check for finiteness via check array
+        # check_feature_names will match _validate_data functionally
+        location = self.location_[np.newaxis, :]
+        if "numpy" not in xp.__name__:
+            # Guarantee that inputs to pairwise_distances match in type and location
+            location = xp.asarray(location, device=X.device)
+
+        try:
+            dist = pairwise_distances(X, location, metric="mahalanobis", VI=precision)
+        except ValueError as e:
+            # Throw the expected sklearn error in an n_feature length violation
+            if "Incompatible dimension for X and Y matrices: X.shape[1] ==" in str(e):
+                raise ValueError(
+                    f"X has {_num_features(X)} features, but {self.__class__.__name__} "
+                    f"is expecting {self.n_features_in_} features as input."
+                )
+            else:
+                raise e
 
-        return np.reshape(dist, (len(X),)) ** 2
+        return (xp.reshape(dist, (-1,))) ** 2
 
     _onedal_cpu_supported = _onedal_supported
     _onedal_gpu_supported = _onedal_supported

{scikit_learn_intelex-2024.5.0.data → scikit_learn_intelex-2024.7.0.data}/data/Lib/site-packages/sklearnex/covariance/tests/test_incremental_covariance.py

@@ -16,13 +16,18 @@
 
 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 onedal.tests.utils._dataframes_support import (
+    _as_numpy,
     _convert_to_dataframe,
     get_dataframes_and_queues,
 )
@@ -163,6 +168,36 @@ def test_sklearnex_fit_on_random_data(
     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)
+
+
 # Monkeypatch IncrementalEmpiricalCovariance into relevant sklearn.covariance tests
 @pytest.mark.allow_sklearn_fallback
 @pytest.mark.parametrize(

{scikit_learn_intelex-2024.5.0.data → scikit_learn_intelex-2024.7.0.data}/data/Lib/site-packages/sklearnex/decomposition/pca.py

@@ -32,6 +32,7 @@ if daal_check_version((2024, "P", 100)):
 
     from .._device_offload import dispatch, wrap_output_data
     from .._utils import PatchingConditionsChain
+    from ..utils import get_namespace
 
     if sklearn_check_version("1.1") and not sklearn_check_version("1.2"):
         from sklearn.utils import check_scalar
@@ -42,7 +43,6 @@ if daal_check_version((2024, "P", 100)):
     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):
@@ -210,6 +210,29 @@ if daal_check_version((2024, "P", 100)):
                 # Scikit-learn PCA["covariance_eigh"] was fit
                 return self._transform(X_fit, xp, x_is_centered=x_is_centered)
 
+        @wrap_output_data
+        def inverse_transform(self, X):
+            xp, _ = get_namespace(X)
+
+            mean = self.mean_
+            if self.whiten:
+                components = (
+                    xp.sqrt(self.explained_variance_[:, np.newaxis]) * self.components_
+                )
+            else:
+                components = self.components_
+
+            if "numpy" not in xp.__name__:
+                # DPCtl and dpnp require inputs to be on the same device for
+                # matrix multiplication and division. The type and location
+                # of the components and mean are dependent on the sklearn
+                # version, this makes sure it is of the same type and on the
+                # same device as the data (compute follows data).
+                components = xp.asarray(components, device=X.device)
+                mean = xp.asarray(mean, device=X.device)
+
+            return X @ components + mean
+
         def _onedal_supported(self, method_name, X):
             class_name = self.__class__.__name__
             patching_status = PatchingConditionsChain(
@@ -381,6 +404,7 @@ if daal_check_version((2024, "P", 100)):
         fit.__doc__ = sklearn_PCA.fit.__doc__
         transform.__doc__ = sklearn_PCA.transform.__doc__
         fit_transform.__doc__ = sklearn_PCA.fit_transform.__doc__
+        inverse_transform.__doc__ = sklearn_PCA.inverse_transform.__doc__
 
 else:
     from daal4py.sklearn.decomposition import PCA

{scikit_learn_intelex-2024.5.0.data → scikit_learn_intelex-2024.7.0.data}/data/Lib/site-packages/sklearnex/decomposition/tests/test_pca.py

@@ -51,6 +51,8 @@ def test_sklearnex_import(dataframe, queue):
         assert hasattr(pca, "_onedal_estimator")
     else:
         assert "daal4py" in pca.__module__
+
+    tol = 1e-5 if _as_numpy(X_transformed).dtype == np.float32 else 1e-7
     assert_allclose([6.30061232, 0.54980396], _as_numpy(pca.singular_values_))
-    assert_allclose(X_transformed_expected, _as_numpy(X_transformed))
-    assert_allclose(X_transformed_expected, _as_numpy(X_fit_transformed))
+    assert_allclose(X_transformed_expected, _as_numpy(X_transformed), rtol=tol)
+    assert_allclose(X_transformed_expected, _as_numpy(X_fit_transformed), rtol=tol)

{scikit_learn_intelex-2024.5.0.data → scikit_learn_intelex-2024.7.0.data}/data/Lib/site-packages/sklearnex/dispatcher.py

@@ -45,12 +45,15 @@ def get_patch_map_core(preview=False):
 
         if _is_new_patching_available():
             import sklearn.covariance as covariance_module
+            import sklearn.decomposition as decomposition_module
 
             # Preview classes for patching
             from .preview.cluster import KMeans as KMeans_sklearnex
             from .preview.covariance import (
                 EmpiricalCovariance as EmpiricalCovariance_sklearnex,
             )
+            from .preview.decomposition import IncrementalPCA as IncrementalPCA_sklearnex
+            from .preview.linear_model import Ridge as Ridge_sklearnex
 
             # Since the state of the lru_cache without preview cannot be
             # guaranteed to not have already enabled sklearnex algorithms
@@ -62,7 +65,7 @@ def get_patch_map_core(preview=False):
             sklearn_obj = mapping["kmeans"][0][1]
             mapping.pop("kmeans")
             mapping["kmeans"] = [
-                [(cluster_module, "kmeans", KMeans_sklearnex), sklearn_obj]
+                [(cluster_module, "KMeans", KMeans_sklearnex), sklearn_obj]
             ]
 
             # Covariance
@@ -76,6 +79,27 @@ def get_patch_map_core(preview=False):
                     None,
                 ]
             ]
+
+            # IncrementalPCA
+            mapping["incrementalpca"] = [
+                [
+                    (
+                        decomposition_module,
+                        "IncrementalPCA",
+                        IncrementalPCA_sklearnex,
+                    ),
+                    None,
+                ]
+            ]
+
+            # Ridge
+            linear_model_module, _, _ = mapping["ridge"][0][0]
+            sklearn_obj = mapping["ridge"][0][1]
+            mapping.pop("ridge")
+            mapping["ridge"] = [
+                [(linear_model_module, "Ridge", Ridge_sklearnex), sklearn_obj]
+            ]
+
         return mapping
 
     from daal4py.sklearn.monkeypatch.dispatcher import _get_map_of_algorithms
@@ -97,6 +121,9 @@ def get_patch_map_core(preview=False):
         import sklearn.decomposition as decomposition_module
         import sklearn.ensemble as ensemble_module
         import sklearn.linear_model as linear_model_module
+        import sklearn.manifold as manifold_module
+        import sklearn.metrics as metrics_module
+        import sklearn.model_selection as model_selection_module
         import sklearn.neighbors as neighbors_module
         import sklearn.svm as svm_module
 
@@ -124,11 +151,18 @@ def get_patch_map_core(preview=False):
         from .ensemble import ExtraTreesRegressor as ExtraTreesRegressor_sklearnex
         from .ensemble import RandomForestClassifier as RandomForestClassifier_sklearnex
         from .ensemble import RandomForestRegressor as RandomForestRegressor_sklearnex
+        from .linear_model import ElasticNet as ElasticNet_sklearnex
         from .linear_model import (
             IncrementalLinearRegression as IncrementalLinearRegression_sklearnex,
         )
+        from .linear_model import Lasso as Lasso_sklearnex
         from .linear_model import LinearRegression as LinearRegression_sklearnex
         from .linear_model import LogisticRegression as LogisticRegression_sklearnex
+        from .linear_model import Ridge as Ridge_sklearnex
+        from .manifold import TSNE as TSNE_sklearnex
+        from .metrics import pairwise_distances as pairwise_distances_sklearnex
+        from .metrics import roc_auc_score as roc_auc_score_sklearnex
+        from .model_selection import train_test_split as train_test_split_sklearnex
         from .neighbors import KNeighborsClassifier as KNeighborsClassifier_sklearnex
         from .neighbors import KNeighborsRegressor as KNeighborsRegressor_sklearnex
         from .neighbors import LocalOutlierFactor as LocalOutlierFactor_sklearnex
@@ -154,6 +188,32 @@ def get_patch_map_core(preview=False):
         mapping["nusvr"] = [[(svm_module, "NuSVR", NuSVR_sklearnex), None]]
         mapping["nusvc"] = [[(svm_module, "NuSVC", NuSVC_sklearnex), None]]
 
+        # ElasticNet
+        mapping.pop("elasticnet")
+        mapping["elasticnet"] = [
+            [
+                (
+                    linear_model_module,
+                    "ElasticNet",
+                    ElasticNet_sklearnex,
+                ),
+                None,
+            ]
+        ]
+
+        # Lasso
+        mapping.pop("lasso")
+        mapping["lasso"] = [
+            [
+                (
+                    linear_model_module,
+                    "Lasso",
+                    Lasso_sklearnex,
+                ),
+                None,
+            ]
+        ]
+
         # Linear Regression
         mapping.pop("linear")
         mapping.pop("linearregression")
@@ -187,6 +247,54 @@ def get_patch_map_core(preview=False):
         ]
         mapping["logisticregression"] = mapping["log_reg"]
 
+        # Ridge
+        mapping.pop("ridge")
+        mapping["ridge"] = [
+            [
+                (
+                    linear_model_module,
+                    "Ridge",
+                    Ridge_sklearnex,
+                ),
+                None,
+            ]
+        ]
+
+        # manifold
+        mapping.pop("tsne")
+        mapping["tsne"] = [
+            [
+                (manifold_module, "TSNE", TSNE_sklearnex),
+                None,
+            ]
+        ]
+
+        # metrics
+        mapping.pop("distances")
+        mapping.pop("roc_auc_score")
+        mapping["distances"] = [
+            [
+                (metrics_module, "pairwise_distances", pairwise_distances_sklearnex),
+                None,
+            ]
+        ]
+        mapping["pairwise_distances"] = mapping["distances"]
+        mapping["roc_auc_score"] = [
+            [
+                (metrics_module, "roc_auc_score", roc_auc_score_sklearnex),
+                None,
+            ]
+        ]
+
+        # model_selection
+        mapping.pop("train_test_split")
+        mapping["train_test_split"] = [
+            [
+                (model_selection_module, "train_test_split", train_test_split_sklearnex),
+                None,
+            ]
+        ]
+
         # kNN
         mapping.pop("knn_classifier")
         mapping.pop("kneighborsclassifier")