https://github.com/tensorly/tensorly
Tip revision: 247917c7d2c510b9eb99d3fcbdc131565cd03ba7 authored by Jean Kossaifi on 23 December 2018, 23:37:01 UTC
TYPO
TYPO
Tip revision: 247917c
test_candecomp_parafac.py
import numpy as np
import pytest
from ..candecomp_parafac import (
parafac, non_negative_parafac, normalize_factors, initialize_factors,
sample_khatri_rao, randomised_parafac)
from ...kruskal_tensor import kruskal_to_tensor
from ...random import check_random_state, random_kruskal
from ...tenalg import khatri_rao
from ... import backend as T
def test_parafac():
"""Test for the CANDECOMP-PARAFAC decomposition
"""
rng = check_random_state(1234)
tol_norm_2 = 10e-2
tol_max_abs = 10e-2
tensor = T.tensor(rng.random_sample((3, 4, 2)))
factors_svd = parafac(tensor, rank=4, n_iter_max=200, init='svd', tol=10e-5)
factors_random = parafac(tensor, rank=4, n_iter_max=200, init='random', tol=10e-5, random_state=1234, verbose=0)
rec_svd = kruskal_to_tensor(factors_svd)
rec_random = kruskal_to_tensor(factors_random)
error = T.norm(rec_svd - tensor, 2)
error /= T.norm(tensor, 2)
T.assert_(error < tol_norm_2,
'norm 2 of reconstruction higher than tol')
# Test the max abs difference between the reconstruction and the tensor
T.assert_(T.max(T.abs(rec_svd - tensor)) < tol_max_abs,
'abs norm of reconstruction error higher than tol')
tol_norm_2 = 10e-1
tol_max_abs = 10e-1
error = T.norm(rec_svd - rec_random, 2)
error /= T.norm(rec_svd, 2)
T.assert_(error < tol_norm_2,
'norm 2 of difference between svd and random init too high')
T.assert_(T.max(T.abs(rec_svd - rec_random)) < tol_max_abs,
'abs norm of difference between svd and random init too high')
with np.testing.assert_raises(ValueError):
rank = 4
_ = initialize_factors(tensor, rank, init='bogus init type')
def test_non_negative_parafac():
"""Test for non-negative PARAFAC
TODO: more rigorous test
"""
tol_norm_2 = 10e-1
tol_max_abs = 1
rng = check_random_state(1234)
tensor = T.tensor(rng.random_sample((3, 3, 3))+1)
factors = parafac(tensor, rank=3, n_iter_max=120)
nn_factors = non_negative_parafac(tensor, rank=3, n_iter_max=100, tol=10e-4, init='svd', verbose=0)
# Make sure all components are positive
for factor in nn_factors:
T.assert_(T.all(factor >= 0))
reconstructed_tensor = kruskal_to_tensor(factors)
nn_reconstructed_tensor = kruskal_to_tensor(nn_factors)
error = T.norm(reconstructed_tensor - nn_reconstructed_tensor, 2)
error /= T.norm(reconstructed_tensor, 2)
T.assert_(error < tol_norm_2,
'norm 2 of reconstruction higher than tol')
# Test the max abs difference between the reconstruction and the tensor
T.assert_(T.max(T.abs(reconstructed_tensor - nn_reconstructed_tensor)) < tol_max_abs,
'abs norm of reconstruction error higher than tol')
factors_svd = non_negative_parafac(tensor, rank=3, n_iter_max=100,
tol=10e-4, init='svd')
factors_random = non_negative_parafac(tensor, rank=3, n_iter_max=100, tol=10e-4,
init='random', random_state=1234, verbose=0)
rec_svd = kruskal_to_tensor(factors_svd)
rec_random = kruskal_to_tensor(factors_random)
error = T.norm(rec_svd - rec_random, 2)
error /= T.norm(rec_svd, 2)
T.assert_(error < tol_norm_2,
'norm 2 of difference between svd and random init too high')
T.assert_(T.max(T.abs(rec_svd - rec_random)) < tol_max_abs,
'abs norm of difference between svd and random init too high')
def test_sample_khatri_rao():
""" Test for sample_khatri_rao
"""
rng = check_random_state(1234)
t_shape = (8, 9, 10)
rank = 3
tensor = T.tensor(rng.random_sample(t_shape)+1)
factors = parafac(tensor, rank=rank, n_iter_max=120)
num_samples = 4
skip_matrix = 1
sampled_kr, sampled_indices, sampled_rows = sample_khatri_rao(factors, num_samples, skip_matrix=skip_matrix,
return_sampled_rows=True)
T.assert_(T.shape(sampled_kr) == (num_samples, rank),
'Sampled shape of khatri-rao product is inconsistent')
T.assert_(np.max(sampled_rows) < (t_shape[0] * t_shape[2]),
'Largest sampled row index is bigger than number of columns of'
'unfolded matrix')
T.assert_(np.min(sampled_rows) >= 0,
'Smallest sampled row index index is smaller than 0')
true_kr = khatri_rao(factors, skip_matrix=skip_matrix)
for ix, j in enumerate(sampled_rows):
T.assert_array_equal(true_kr[j], sampled_kr[int(ix)], err_msg='Sampled khatri_rao product doesnt correspond to product')
def test_randomised_parafac():
""" Test for randomised_parafac
"""
rng = check_random_state(1234)
t_shape = (10, 10, 10)
n_samples = 8
tensor = T.tensor(rng.random_sample(t_shape))
rank = 4
factors_svd = randomised_parafac(tensor, rank, n_samples, n_iter_max=1000,
init='svd', tol=10e-5, verbose=True)
for i, f in enumerate(factors_svd):
T.assert_(T.shape(f) == (t_shape[i], rank),
'Factors are of incorrect size')
# test tensor reconstructed properly
tolerance = 0.05
tensor = random_kruskal(shape=(10, 10, 10), rank=4, full=True)
factors = randomised_parafac(tensor, rank=5, n_samples=100, max_stagnation=20, n_iter_max=100, tol=0, verbose=0)
reconstruction = kruskal_to_tensor(factors)
error = float(T.norm(reconstruction - tensor, 2)/T.norm(tensor, 2))
T.assert_(error < tolerance, msg='reconstruction of {} (higher than tolerance of {})'.format(error, tolerance))