scikit-learn-intelex 2025.1.0__py312-none-manylinux_2_28_x86_64.whl

daal4py/sklearn/decomposition/__init__.py

@@ -0,0 +1,19 @@
+# ==============================================================================
+# Copyright 2014 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 ._pca import PCA
+
+__all__ = ["PCA"]

daal4py/sklearn/decomposition/_pca.py

@@ -0,0 +1,524 @@
+# ==============================================================================
+# Copyright 2014 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
+from math import sqrt
+
+import numpy as np
+from scipy.sparse import issparse
+from sklearn.utils import check_array
+from sklearn.utils.extmath import stable_cumsum
+from sklearn.utils.validation import check_is_fitted
+
+import daal4py
+
+from .._n_jobs_support import control_n_jobs
+from .._utils import PatchingConditionsChain, getFPType, sklearn_check_version
+
+if sklearn_check_version("1.4"):
+    from sklearn.utils._array_api import get_namespace
+
+if sklearn_check_version("1.3"):
+    from sklearn.base import _fit_context
+
+if sklearn_check_version("1.1"):
+    from sklearn.utils import check_scalar
+
+from sklearn.decomposition._pca import PCA as PCA_original
+from sklearn.decomposition._pca import _infer_dimension
+
+
+@control_n_jobs(decorated_methods=["fit", "transform"])
+class PCA(PCA_original):
+    __doc__ = PCA_original.__doc__
+
+    if sklearn_check_version("1.2"):
+        _parameter_constraints: dict = {**PCA_original._parameter_constraints}
+
+    if sklearn_check_version("1.1"):
+
+        def __init__(
+            self,
+            n_components=None,
+            copy=True,
+            whiten=False,
+            svd_solver="auto",
+            tol=0.0,
+            iterated_power="auto",
+            n_oversamples=10,
+            power_iteration_normalizer="auto",
+            random_state=None,
+        ):
+            self.n_components = n_components
+            self.copy = copy
+            self.whiten = whiten
+            self.svd_solver = svd_solver
+            self.tol = tol
+            self.iterated_power = iterated_power
+            self.n_oversamples = n_oversamples
+            self.power_iteration_normalizer = power_iteration_normalizer
+            self.random_state = random_state
+
+    else:
+
+        def __init__(
+            self,
+            n_components=None,
+            copy=True,
+            whiten=False,
+            svd_solver="auto",
+            tol=0.0,
+            iterated_power="auto",
+            random_state=None,
+        ):
+            self.n_components = n_components
+            self.copy = copy
+            self.whiten = whiten
+            self.svd_solver = svd_solver
+            self.tol = tol
+            self.iterated_power = iterated_power
+            self.random_state = random_state
+
+    def _validate_n_components(self, n_components, n_samples, n_features):
+        if n_components == "mle":
+            if n_samples < n_features:
+                raise ValueError(
+                    "n_components='mle' is only supported " "if n_samples >= n_features"
+                )
+        elif not 0 <= n_components <= min(n_samples, n_features):
+            raise ValueError(
+                "n_components=%r must be between 0 and "
+                "min(n_samples, n_features)=%r with "
+                "svd_solver='full'" % (n_components, min(n_samples, n_features))
+            )
+        elif n_components >= 1:
+            if not isinstance(n_components, numbers.Integral):
+                raise ValueError(
+                    "n_components=%r must be of type int "
+                    "when greater than or equal to 1, "
+                    "was of type=%r" % (n_components, type(n_components))
+                )
+
+    def _fit_full_daal4py(self, X, n_components):
+        n_samples, n_features = X.shape
+        n_sf_min = min(n_samples, n_features)
+
+        if n_components == "mle":
+            daal_n_components = n_features
+        elif n_components < 1:
+            daal_n_components = n_sf_min
+        else:
+            daal_n_components = n_components
+
+        fpType = getFPType(X)
+
+        covariance_algo = daal4py.covariance(
+            fptype=fpType, outputMatrixType="covarianceMatrix"
+        )
+        covariance_res = covariance_algo.compute(X)
+
+        self.mean_ = covariance_res.mean.ravel()
+        covariance = covariance_res.covariance
+        variances_ = np.array([covariance[i, i] for i in range(n_features)])
+
+        pca_alg = daal4py.pca(
+            fptype=fpType,
+            method="correlationDense",
+            resultsToCompute="eigenvalue",
+            isDeterministic=True,
+            nComponents=daal_n_components,
+        )
+        pca_res = pca_alg.compute(X, covariance)
+
+        components_ = pca_res.eigenvectors
+        explained_variance_ = np.maximum(pca_res.eigenvalues.ravel(), 0)
+        tot_var = explained_variance_.sum()
+        explained_variance_ratio_ = explained_variance_ / tot_var
+
+        if n_components == "mle":
+            n_components = _infer_dimension(explained_variance_, n_samples)
+        elif 0 < n_components < 1.0:
+            ratio_cumsum = stable_cumsum(explained_variance_ratio_)
+            n_components = np.searchsorted(ratio_cumsum, n_components, side="right") + 1
+
+        if n_components < n_sf_min:
+            if explained_variance_.shape[0] == n_sf_min:
+                self.noise_variance_ = explained_variance_[n_components:].mean()
+            else:
+                resid_var_ = variances_.sum()
+                resid_var_ -= explained_variance_[:n_components].sum()
+                self.noise_variance_ = resid_var_ / (n_sf_min - n_components)
+        else:
+            self.noise_variance_ = 0.0
+
+        if sklearn_check_version("1.2"):
+            self.n_samples_, self.n_features_in_ = n_samples, n_features
+        else:
+            self.n_samples_, self.n_features_ = n_samples, n_features
+        self.components_ = components_[:n_components]
+        self.n_components_ = n_components
+        self.explained_variance_ = explained_variance_[:n_components]
+        self.explained_variance_ratio_ = explained_variance_ratio_[:n_components]
+        self.singular_values_ = np.sqrt((n_samples - 1) * self.explained_variance_)
+
+    def _fit_full(self, X, n_components):
+        n_samples, n_features = X.shape
+        self._validate_n_components(n_components, n_samples, n_features)
+
+        self._fit_full_daal4py(X, min(X.shape))
+
+        U = None
+        V = self.components_
+        S = self.singular_values_
+
+        if n_components == "mle":
+            n_components = _infer_dimension(self.explained_variance_, n_samples)
+        elif 0 < n_components < 1.0:
+            ratio_cumsum = stable_cumsum(self.explained_variance_ratio_)
+            n_components = np.searchsorted(ratio_cumsum, n_components, side="right") + 1
+
+        if n_components < min(n_features, n_samples):
+            self.noise_variance_ = self.explained_variance_[n_components:].mean()
+        else:
+            self.noise_variance_ = 0.0
+
+        if sklearn_check_version("1.2"):
+            self.n_samples_, self.n_features_in_ = n_samples, n_features
+        else:
+            self.n_samples_, self.n_features_ = n_samples, n_features
+        self.components_ = self.components_[:n_components]
+        self.n_components_ = n_components
+        self.explained_variance_ = self.explained_variance_[:n_components]
+        self.explained_variance_ratio_ = self.explained_variance_ratio_[:n_components]
+        self.singular_values_ = self.singular_values_[:n_components]
+
+        return U, S, V
+
+    def _fit(self, X):
+        if sklearn_check_version("1.4"):
+            xp, is_array_api_compliant = get_namespace(X)
+
+            if issparse(X) and self.svd_solver != "arpack":
+                raise TypeError(
+                    'PCA only support sparse inputs with the "arpack" solver, while '
+                    f'"{self.svd_solver}" was passed. See TruncatedSVD for a possible'
+                    " alternative."
+                )
+            # Raise an error for non-Numpy input and arpack solver.
+            if self.svd_solver == "arpack" and is_array_api_compliant:
+                raise ValueError(
+                    "PCA with svd_solver='arpack' is not supported for Array API inputs."
+                )
+
+            X = self._validate_data(
+                X,
+                dtype=[xp.float64, xp.float32],
+                accept_sparse=("csr", "csc"),
+                ensure_2d=True,
+                copy=self.copy,
+            )
+
+        else:
+            if issparse(X):
+                raise TypeError(
+                    "PCA does not support sparse input. See "
+                    "TruncatedSVD for a possible alternative."
+                )
+            X = self._validate_data(
+                X, dtype=[np.float64, np.float32], ensure_2d=True, copy=False
+            )
+
+        if self.n_components is None:
+            if self.svd_solver != "arpack":
+                n_components = min(X.shape)
+            else:
+                n_components = min(X.shape) - 1
+        else:
+            n_components = self.n_components
+
+        self._fit_svd_solver = self.svd_solver
+        shape_good_for_daal = X.shape[1] / X.shape[0] < 2
+
+        if self._fit_svd_solver == "auto":
+            if sklearn_check_version("1.1"):
+                # Small problem or n_components == 'mle', just call full PCA
+                if max(X.shape) <= 500 or n_components == "mle":
+                    self._fit_svd_solver = "full"
+                elif 1 <= n_components < 0.8 * min(X.shape):
+                    self._fit_svd_solver = "randomized"
+                # This is also the case of n_components in (0,1)
+                else:
+                    self._fit_svd_solver = "full"
+            else:
+                if n_components == "mle":
+                    self._fit_svd_solver = "full"
+                else:
+                    n, p, k = X.shape[0], X.shape[1], n_components
+                    # These coefficients are result of training of Logistic Regression
+                    # (max_iter=10000, solver="liblinear", fit_intercept=False)
+                    # on different datasets and number of components.
+                    # X is a dataset with npk, np^2, and n^2 columns.
+                    # And y is speedup of patched scikit-learn's
+                    # full PCA against stock scikit-learn's randomized PCA.
+                    regression_coefs = np.array(
+                        [
+                            [9.779873e-11, n * p * k],
+                            [-1.122062e-11, n * p * p],
+                            [1.127905e-09, n**2],
+                        ]
+                    )
+
+                    if (
+                        n_components >= 1
+                        and np.dot(regression_coefs[:, 0], regression_coefs[:, 1]) <= 0
+                    ):
+                        self._fit_svd_solver = "randomized"
+                    else:
+                        self._fit_svd_solver = "full"
+
+        if not shape_good_for_daal or self._fit_svd_solver != "full":
+            if sklearn_check_version("1.4"):
+                X = self._validate_data(X, copy=self.copy, accept_sparse=("csr", "csc"))
+            else:
+                X = self._validate_data(X, copy=self.copy)
+
+        _patching_status = PatchingConditionsChain("sklearn.decomposition.PCA.fit")
+        _dal_ready = _patching_status.and_conditions(
+            [
+                (
+                    self._fit_svd_solver == "full",
+                    f"'{self._fit_svd_solver}' SVD solver is not supported. "
+                    "Only 'full' solver is supported.",
+                )
+            ]
+        )
+
+        if _dal_ready:
+            _dal_ready = _patching_status.and_conditions(
+                [
+                    (
+                        shape_good_for_daal,
+                        "The shape of X does not satisfy oneDAL requirements: "
+                        "number of features / number of samples >= 2",
+                    ),
+                ]
+            )
+            if _dal_ready:
+                result = self._fit_full(X, n_components)
+            else:
+                result = PCA_original._fit_full(self, X, n_components)
+        elif self._fit_svd_solver in ["arpack", "randomized"]:
+            result = self._fit_truncated(X, n_components, self._fit_svd_solver)
+        else:
+            raise ValueError(
+                "Unrecognized svd_solver='{0}'" "".format(self._fit_svd_solver)
+            )
+
+        _patching_status.write_log()
+        return result
+
+    def _transform_daal4py(self, X, whiten=False, scale_eigenvalues=True, check_X=True):
+        check_is_fitted(self)
+
+        if sklearn_check_version("1.0"):
+            self._check_feature_names(X, reset=False)
+        X = check_array(X, dtype=[np.float64, np.float32], force_all_finite=check_X)
+        fpType = getFPType(X)
+
+        tr_data = dict()
+        if self.mean_ is not None:
+            tr_data["mean"] = self.mean_.reshape((1, -1))
+        if whiten:
+            if scale_eigenvalues:
+                tr_data["eigenvalue"] = (
+                    self.n_samples_ - 1
+                ) * self.explained_variance_.reshape((1, -1))
+            else:
+                tr_data["eigenvalue"] = self.explained_variance_.reshape((1, -1))
+        elif scale_eigenvalues:
+            tr_data["eigenvalue"] = np.full(
+                (1, self.explained_variance_.shape[0]),
+                self.n_samples_ - 1.0,
+                dtype=X.dtype,
+            )
+
+        if sklearn_check_version("1.2"):
+            expected_n_features = self.n_features_in_
+        else:
+            expected_n_features = self.n_features_
+        if X.shape[1] != expected_n_features:
+            raise ValueError(
+                (
+                    f"X has {X.shape[1]} features, "
+                    f"but PCA is expecting {expected_n_features} features as input"
+                )
+            )
+
+        tr_res = daal4py.pca_transform(fptype=fpType).compute(
+            X, self.components_, tr_data
+        )
+
+        return tr_res.transformedData
+
+    if sklearn_check_version("1.3"):
+
+        @_fit_context(prefer_skip_nested_validation=True)
+        def fit(self, X, y=None):
+            """Fit the model with X.
+
+            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
+                Ignored.
+
+            Returns
+            -------
+            self : object
+                Returns the instance itself.
+            """
+            self._fit(X)
+            return self
+
+    else:
+
+        def fit(self, X, y=None):
+            """Fit the model with X.
+
+            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
+                Ignored.
+
+            Returns
+            -------
+            self : object
+                Returns the instance itself.
+            """
+            if sklearn_check_version("1.2"):
+                self._validate_params()
+            elif sklearn_check_version("1.1"):
+                check_scalar(
+                    self.n_oversamples,
+                    "n_oversamples",
+                    min_val=1,
+                    target_type=numbers.Integral,
+                )
+
+            self._fit(X)
+            return self
+
+    def transform(self, X):
+        """
+        Apply dimensionality reduction to X.
+
+        X is projected on the first principal components previously extracted
+        from a training set.
+
+        Parameters
+        ----------
+        X : array-like of shape (n_samples, n_features)
+            New data, where `n_samples` is the number of samples
+            and `n_features` is the number of features.
+
+        Returns
+        -------
+        X_new : array-like of shape (n_samples, n_components)
+            Projection of X in the first principal components, where `n_samples`
+            is the number of samples and `n_components` is the number of the components.
+        """
+        _patching_status = PatchingConditionsChain("sklearn.decomposition.PCA.transform")
+        _dal_ready = _patching_status.and_conditions(
+            [
+                (self.n_components_ > 0, "Number of components <= 0."),
+                (not issparse(X), "oneDAL PCA does not support sparse input"),
+            ]
+        )
+
+        _patching_status.write_log()
+        if _dal_ready:
+            return self._transform_daal4py(
+                X, whiten=self.whiten, check_X=True, scale_eigenvalues=False
+            )
+        return PCA_original.transform(self, X)
+
+    def fit_transform(self, X, y=None):
+        """
+        Fit the model with X and apply the dimensionality reduction on X.
+
+        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
+            Ignored.
+
+        Returns
+        -------
+        X_new : ndarray of shape (n_samples, n_components)
+            Transformed values.
+
+        Notes
+        -----
+        This method returns a Fortran-ordered array. To convert it to a
+        C-ordered array, use 'np.ascontiguousarray'.
+        """
+
+        if sklearn_check_version("1.2"):
+            self._validate_params()
+
+        U, S, Vt = self._fit(X)
+
+        _patching_status = PatchingConditionsChain(
+            "sklearn.decomposition.PCA.fit_transform"
+        )
+        _dal_ready = _patching_status.and_conditions(
+            [(U is None, "Stock fitting was used.")]
+        )
+        if _dal_ready:
+            _dal_ready = _patching_status.and_conditions(
+                [
+                    (self.n_components_ > 0, "Number of components <= 0."),
+                    (not issparse(X), "oneDAL PCA does not support sparse input"),
+                ]
+            )
+            if _dal_ready:
+                result = self._transform_daal4py(
+                    X, whiten=self.whiten, check_X=False, scale_eigenvalues=False
+                )
+            else:
+                result = np.empty((self.n_samples_, 0), dtype=X.dtype)
+        else:
+            U = U[:, : self.n_components_]
+
+            if self.whiten:
+                U *= sqrt(X.shape[0] - 1)
+            else:
+                U *= S[: self.n_components_]
+
+            result = U
+
+        _patching_status.write_log()
+        return result