https://github.com/tensorly/tensorly
Tip revision: 72174beff4f418fe9fbf35bbc18fc489a6f8d78e authored by Aaron Meyer on 08 September 2023, 18:10:36 UTC
Merge pull request #517 from meyer-lab/fix-nnsvd-returns
Merge pull request #517 from meyer-lab/fix-nnsvd-returns
Tip revision: 72174be
test_robust_decomposition.py
import numpy as np
import tensorly as tl
from ..robust_decomposition import robust_pca
from ...testing import assert_array_equal, assert_, assert_array_almost_equal
def test_RPCA():
"""Test for RPCA"""
tol = 1e-5
sample = np.array([[1.0, 2, 3, 4], [2, 4, 6, 8]])
clean = np.vstack([sample[None, ...]] * 100)
noise_probability = 0.05
rng = tl.check_random_state(12345)
noise = rng.choice(
[0.0, 100.0, -100.0],
size=clean.shape,
replace=True,
p=[1 - noise_probability, noise_probability / 2, noise_probability / 2],
)
tensor = tl.tensor(clean + noise)
corrupted_clean = np.copy(clean)
corrupted_noise = np.copy(noise)
clean = tl.tensor(clean)
noise = tl.tensor(noise)
clean_pred, noise_pred = robust_pca(
tensor,
mask=None,
reg_E=0.4,
mu_max=10e12,
learning_rate=1.2,
n_iter_max=200,
tol=tol,
verbose=True,
)
# check recovery
assert_array_almost_equal(tensor, clean_pred + noise_pred, decimal=tol)
# check low rank recovery
assert_array_almost_equal(clean, clean_pred, decimal=1)
# Check for sparsity of the gross error
# assert tl.sum(noise_pred > 0.01) == tl.sum(noise > 0.01)
assert_array_equal((noise_pred > 0.01), (noise > 0.01))
# check sparse gross error recovery
assert_array_almost_equal(noise, noise_pred, decimal=1)
############################
# Test with missing values #
############################
# Add some corruption (missing values, replaced by ones)
mask = rng.choice([0, 1], clean.shape, replace=True, p=[0.05, 0.95])
corrupted_clean[mask == 0] = 1
tensor = tl.tensor(corrupted_clean + corrupted_noise)
corrupted_noise = tl.tensor(corrupted_noise)
corrupted_clean = tl.tensor(corrupted_clean)
mask = tl.tensor(mask)
# Decompose the tensor
clean_pred, noise_pred = robust_pca(
tensor,
mask=mask,
reg_E=0.4,
mu_max=10e12,
learning_rate=1.2,
n_iter_max=200,
tol=tol,
verbose=True,
)
# check recovery
assert_array_almost_equal(tensor, clean_pred + noise_pred, decimal=tol)
# check low rank recovery
assert_array_almost_equal(corrupted_clean * mask, clean_pred * mask, decimal=1)
# check sparse gross error recovery
assert_array_almost_equal(noise * mask, noise_pred * mask, decimal=1)
# Check for recovery of the corrupted/missing part
mask = 1 - mask
error = tl.norm((clean * mask - clean_pred * mask), 2) / tl.norm(clean * mask, 2)
assert_(error <= 10e-3)