scikit-learn-intelex 2025.10.0__py313-none-win_amd64.whl

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

@@ -0,0 +1,440 @@
+# ===============================================================================
+# 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
+from functools import partial
+
+import numpy as np
+from scipy import linalg
+from sklearn.base import BaseEstimator, clone
+from sklearn.covariance import EmpiricalCovariance as _sklearn_EmpiricalCovariance
+from sklearn.utils import gen_batches
+from sklearn.utils.validation import _num_features, check_is_fitted
+
+from daal4py.sklearn._n_jobs_support import control_n_jobs
+from daal4py.sklearn._utils import daal_check_version, sklearn_check_version
+from daal4py.sklearn.metrics import pairwise_distances
+from onedal._device_offload import support_input_format, support_sycl_format
+from onedal.covariance import (
+    IncrementalEmpiricalCovariance as onedal_IncrementalEmpiricalCovariance,
+)
+from onedal.utils._array_api import _is_numpy_namespace
+
+from .._config import config_context, get_config
+from .._device_offload import dispatch, wrap_output_data
+from .._utils import PatchingConditionsChain, _add_inc_serialization_note
+from ..base import oneDALEstimator
+from ..utils._array_api import _pinvh, enable_array_api, get_namespace, log_likelihood
+from ..utils.validation import validate_data
+
+if sklearn_check_version("1.2"):
+    from sklearn.utils._param_validation import Interval
+
+# This is a temporary workaround for issues with sklearnex._device_offload._get_host_inputs
+# passing kwargs with sycl queues with other host data will cause failures
+_mahalanobis = support_input_format(partial(pairwise_distances, metric="mahalanobis"))
+
+
+@enable_array_api
+@control_n_jobs(decorated_methods=["partial_fit", "fit", "_onedal_finalize_fit"])
+class IncrementalEmpiricalCovariance(oneDALEstimator, BaseEstimator):
+    """
+    Incremental maximum likelihood covariance estimator.
+
+    Estimator that allows for the estimation when the data are split into
+    batches. The user can use the ``partial_fit`` method to provide a
+    single batch of data or use the ``fit`` method to provide the entire
+    dataset.
+
+    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 ``fit`` or ``partial_fit``.
+
+    Notes
+    -----
+    Sparse data formats are not supported. Input dtype must be ``float32`` or ``float64``.
+
+    %incremental_serialization_note%
+
+    Examples
+    --------
+    >>> import numpy as np
+    >>> from sklearnex.covariance import IncrementalEmpiricalCovariance
+    >>> inccov = IncrementalEmpiricalCovariance(batch_size=1)
+    >>> X = np.array([[1, 2], [3, 4]])
+    >>> inccov.partial_fit(X[:1])
+    >>> inccov.partial_fit(X[1:])
+    >>> inccov.covariance_
+    np.array([[1., 1.],[1., 1.]])
+    >>> inccov.location_
+    np.array([2., 3.])
+    >>> inccov.fit(X)
+    >>> inccov.covariance_
+    np.array([[1., 1.],[1., 1.]])
+    >>> inccov.location_
+    np.array([2., 3.])
+    """
+
+    __doc__ = _add_inc_serialization_note(__doc__)
+
+    _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"],
+        }
+
+    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:
+            xp, _ = get_namespace(self._onedal_estimator.location_)
+            location = self._onedal_estimator.location_[None, :]
+            self._onedal_estimator.covariance_ += xp.dot(location.T, location)
+            self._onedal_estimator.location_ = xp.zeros_like(xp.squeeze(location))
+        if self.store_precision:
+            self.precision_ = _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
+
+        if check_input and not get_config()["use_raw_input"]:
+            xp, _ = get_namespace(X)
+            X = validate_data(
+                self,
+                X,
+                dtype=[xp.float64, xp.float32],
+                reset=first_pass,
+                copy=self.copy,
+            )
+
+        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=queue)
+        finally:
+            self._need_to_finalize = True
+
+        return self
+
+    def get_precision(self):
+        if self.store_precision:
+            precision = self.precision_
+        else:
+            precision = _pinvh(self.covariance_, check_finite=False)
+        return precision
+
+    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 : IncrementalEmpiricalCovariance
+            Returns the instance itself.
+        """
+        if sklearn_check_version("1.2") and check_input:
+            self._validate_params()
+        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 : IncrementalEmpiricalCovariance
+            Returns the instance itself.
+        """
+        if sklearn_check_version("1.2"):
+            self._validate_params()
+        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 not get_config()["use_raw_input"]:
+            xp, _ = get_namespace(X)
+            X = validate_data(self, X, dtype=[xp.float64, xp.float32], copy=self.copy)
+
+        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
+
+    @wrap_output_data
+    @support_sycl_format
+    def score(self, X_test, y=None):
+
+        check_is_fitted(self)
+        # Only covariance evaluated for get_namespace due to dpnp/dpctl
+        # support without array_api_dispatch
+        xp, _ = get_namespace(X_test, self.covariance_)
+
+        X = validate_data(
+            self,
+            X_test,
+            dtype=[xp.float64, xp.float32],
+            reset=False,
+        )
+
+        location = self.location_
+        precision = self.get_precision()
+
+        est = clone(self)
+        est.set_params(assume_centered=True)
+
+        # test_cov is a numpy array, but calculated on device
+        test_cov = est.fit(X - self.location_).covariance_
+        if not _is_numpy_namespace(xp):
+            test_cov = xp.asarray(test_cov, device=X_test.device)
+        res = log_likelihood(test_cov, self.get_precision())
+
+        return res
+
+    @wrap_output_data
+    @support_sycl_format
+    def error_norm(self, comp_cov, norm="frobenius", scaling=True, squared=True):
+        # equivalent to the sklearn implementation but written for array API
+        # in the case of numpy-like inputs it will use sklearn's version instead.
+        # This can be deprecated if/when sklearn makes the equivalent array API enabled.
+        # This includes a validate_data call and an unusual call to get_namespace in
+        # order to also support dpnp/dpctl without array_api_dispatch.
+        check_is_fitted(self)
+        # Only covariance evaluated for get_namespace due to dpnp/dpctl
+        # support without array_api_dispatch
+        xp, _ = get_namespace(self.covariance_)
+        c_cov = validate_data(
+            self,
+            comp_cov,
+            dtype=[xp.float64, xp.float32],
+            reset=False,
+        )
+
+        if _is_numpy_namespace(xp):
+            # must be done this way is it does not inherit from sklearn
+            return _sklearn_EmpiricalCovariance.error_norm(
+                self, c_cov, norm=norm, scaling=scaling, squared=squared
+            )
+
+        # compute the error
+        error = c_cov - self.covariance_
+        # compute the error norm
+        if norm == "frobenius":
+            # variance from sklearn version to leverage BLAS GEMM
+            # squared_norm = xp.sum(error**2)
+            squared_norm = xp.matmul(xp.reshape(error, (-1)), xp.reshape(error, (-1)))
+        elif norm == "spectral":
+            squared_norm = xp.max(xp.linalg.svdvals(xp.matmul(error.T, error)))
+        else:
+            raise NotImplementedError("Only spectral and frobenius norms are implemented")
+        # optionally scale the error norm
+        if scaling:
+            squared_norm = squared_norm / error.shape[0]
+        # finally get either the squared norm or the norm
+        if squared:
+            result = squared_norm
+        else:
+            result = xp.sqrt(squared_norm)
+
+        return result
+
+    # expose sklearnex pairwise_distances if mahalanobis distance eventually supported
+    @support_sycl_format
+    def mahalanobis(self, X):
+        # This must be done as ```support_input_format``` is insufficient for array API
+        # support when attributes are non-numpy.
+        check_is_fitted(self)
+        precision = self.get_precision()
+        loc = self.location_[None, :]
+        xp, _ = get_namespace(X, precision, loc)
+        # do not check dtype, done in pairwise_distances
+        X_in = validate_data(self, X, reset=False)
+
+        if not _is_numpy_namespace(xp) and isinstance(X_in, np.ndarray):
+            # corrects issues with respect to dpnp/dpctl support without array_api_dispatch
+            X_in = X
+            loc = xp.asarray(loc, device=X.device)
+            precision = xp.asarray(precision, device=X.device)
+
+        with config_context(assume_finite=True):
+            try:
+                dist = _mahalanobis(X_in, loc, 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."
+                    ) from None
+                else:
+                    raise e
+
+        if not _is_numpy_namespace(xp):
+            dist = xp.asarray(dist, device=X.device)
+
+        return (xp.reshape(dist, (-1,))) ** 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__
+    get_precision.__doc__ = _sklearn_EmpiricalCovariance.get_precision.__doc__