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test_constrained_parafac.py
import numpy as np
from ...cp_tensor import cp_to_tensor, CPTensor
from .._constrained_cp import (
    constrained_parafac,
    initialize_constrained_parafac,
    ConstrainedCP,
)
from ... import backend as T
from ...testing import (
    assert_,
    assert_array_almost_equal,
    assert_class_wrapper_correctly_passes_arguments,
)
from ...random import random_cp


def test_constrained_parafac_nonnegative(monkeypatch):
    """Test for the CANDECOMP-PARAFAC decomposition with ADMM under nonnegativity constraints"""
    rng = T.check_random_state(1234)
    tol_norm_2 = 0.5
    tol_max_abs = 0.5
    rank = 3
    init = "random"
    weights_init, factors_init = initialize_constrained_parafac(
        T.zeros([6, 8, 4]), rank, non_negative=True, init=init
    )
    tensor = cp_to_tensor((weights_init, factors_init))
    for i in range(len(factors_init)):
        factors_init[i] += T.tensor(
            0.1 * rng.random_sample(T.shape(factors_init[i])),
            **T.context(factors_init[i]),
        )
    tensor_init = CPTensor((weights_init, factors_init))
    nn_res, errors = constrained_parafac(
        tensor,
        non_negative=True,
        rank=rank,
        init=tensor_init,
        random_state=rng,
        return_errors=True,
    )
    # Make sure all components are positive
    _, nn_factors = nn_res
    for factor in nn_factors:
        assert_(T.all(factor >= 0))
    nn_res = cp_to_tensor(nn_res)

    error = T.norm(nn_res - tensor, 2)
    error /= T.norm(tensor, 2)
    assert_(
        error < tol_norm_2,
        f"norm 2 of reconstruction higher = {error} than tolerance={tol_norm_2}",
    )
    # Test the max abs difference between the reconstruction and the tensor
    assert_(
        T.max(T.abs(nn_res - tensor)) < tol_max_abs,
        f"abs norm of reconstruction error = {T.max(T.abs(nn_res - tensor))} higher than tolerance={tol_max_abs}",
    )
    assert_class_wrapper_correctly_passes_arguments(
        monkeypatch,
        constrained_parafac,
        ConstrainedCP,
        ignore_args={"return_errors"},
        rank=3,
    )


def test_constrained_parafac_l1():
    """Test for the CANDECOMP-PARAFAC decomposition with ADMM and l1 regularization"""
    rng = T.check_random_state(1234)
    tol_norm_2 = 0.5
    tol_max_abs = 0.5
    rank = 3
    init = "random"
    weights_init, factors_init = initialize_constrained_parafac(
        T.zeros([6, 8, 4]), rank, l1_reg=1e-3, init=init
    )
    tensor = cp_to_tensor((weights_init, factors_init))
    for i in range(len(factors_init)):
        factors_init[i] += T.tensor(
            0.1 * rng.random_sample(T.shape(factors_init[i])),
            **T.context(factors_init[i]),
        )
    tensor_init = CPTensor((weights_init, factors_init))
    res, errors = constrained_parafac(
        tensor,
        l1_reg=1e-3,
        rank=rank,
        init=tensor_init,
        random_state=rng,
        return_errors=True,
        tol_outer=1e-16,
        n_iter_max=1000,
    )
    res = cp_to_tensor(res)
    error = T.norm(res - tensor, 2)
    error /= T.norm(tensor, 2)
    assert_(
        error < tol_norm_2,
        f"norm 2 of reconstruction higher = {error} than tolerance={tol_norm_2}",
    )
    # Test the max abs difference between the reconstruction and the tensor
    assert_(
        T.max(T.abs(res - tensor)) < tol_max_abs,
        f"abs norm of reconstruction error = {T.max(T.abs(res - tensor))} higher than tolerance={tol_max_abs}",
    )


def test_constrained_parafac_l2():
    """Test for the CANDECOMP-PARAFAC decomposition with ADMM and l2 norm regularization"""
    rng = T.check_random_state(1234)
    tol_norm_2 = 0.5
    tol_max_abs = 0.5
    rank = 3
    init = "random"
    weights_init, factors_init = initialize_constrained_parafac(
        T.zeros([6, 8, 4]), rank, l2_reg=1e-2, init=init
    )
    tensor = cp_to_tensor((weights_init, factors_init))
    for i in range(len(factors_init)):
        factors_init[i] += T.tensor(
            0.1 * rng.random_sample(T.shape(factors_init[i])),
            **T.context(factors_init[i]),
        )
    tensor_init = CPTensor((weights_init, factors_init))
    res, errors = constrained_parafac(
        tensor,
        l2_reg=1e-2,
        rank=rank,
        init=tensor_init,
        random_state=rng,
        return_errors=True,
        tol_outer=1 - 16,
    )
    res = cp_to_tensor(res)
    error = T.norm(res - tensor, 2)
    error /= T.norm(tensor, 2)
    assert_(
        error < tol_norm_2,
        f"norm 2 of reconstruction higher = {error} than tolerance={tol_norm_2}",
    )
    # Test the max abs difference between the reconstruction and the tensor
    assert_(
        T.max(T.abs(res - tensor)) < tol_max_abs,
        f"abs norm of reconstruction error = {T.max(T.abs(res - tensor))} higher than tolerance={tol_max_abs}",
    )


def test_constrained_parafac_squared_l2():
    """Test for the CANDECOMP-PARAFAC decomposition with ADMM and squared l2 norm regularization"""
    rng = T.check_random_state(1234)
    tol_norm_2 = 0.5
    tol_max_abs = 0.5
    rank = 3
    init = "random"
    weights_init, factors_init = initialize_constrained_parafac(
        T.zeros([6, 8, 4]), rank, l2_square_reg=1e-2, init=init
    )
    tensor = cp_to_tensor((weights_init, factors_init))
    for i in range(len(factors_init)):
        factors_init[i] += T.tensor(
            0.1 * rng.random_sample(T.shape(factors_init[i])),
            **T.context(factors_init[i]),
        )
    tensor_init = CPTensor((weights_init, factors_init))
    res, errors = constrained_parafac(
        tensor,
        l2_square_reg=1e-2,
        rank=rank,
        init=tensor_init,
        random_state=rng,
        return_errors=True,
        tol_outer=1 - 16,
    )
    res = cp_to_tensor(res)
    error = T.norm(res - tensor, 2)
    error /= T.norm(tensor, 2)
    assert_(
        error < tol_norm_2,
        f"norm 2 of reconstruction higher = {error} than tolerance={tol_norm_2}",
    )
    # Test the max abs difference between the reconstruction and the tensor
    assert_(
        T.max(T.abs(res - tensor)) < tol_max_abs,
        f"abs norm of reconstruction error = {T.max(T.abs(res - tensor))} higher than tolerance={tol_max_abs}",
    )


def test_constrained_parafac_monotonicity():
    """Test for the CANDECOMP-PARAFAC decomposition with ADMM under monotonicity constraints"""
    rng = T.check_random_state(1234)
    rank = 3
    init = "random"
    tensor_init = initialize_constrained_parafac(
        T.zeros([6, 8, 4]), rank, monotonicity=True, init=init
    )
    tensor = cp_to_tensor(tensor_init)
    _, factors = constrained_parafac(
        tensor, monotonicity=True, rank=rank, init=tensor_init, random_state=rng
    )
    # Testing if estimated factors are monotonic
    for factor in factors:
        assert_(np.all(np.diff(T.to_numpy(factor), axis=0) >= 0))


def test_constrained_parafac_simplex():
    """Test for the CANDECOMP-PARAFAC decomposition with ADMM simplex constraint"""
    rng = T.check_random_state(1234)
    rank = 3
    init = "random"
    weights_init, factors_init = initialize_constrained_parafac(
        T.zeros([6, 8, 4]), rank, simplex=[3, 3, 3], init=init
    )
    tensor = cp_to_tensor((weights_init, factors_init))
    for i in range(len(factors_init)):
        factors_init[i] += T.tensor(
            0.1 * rng.random_sample(T.shape(factors_init[i])),
            **T.context(factors_init[i]),
        )
    tensor_init = CPTensor((weights_init, factors_init))
    _, factors = constrained_parafac(
        tensor, simplex=[3, 3, 3], rank=rank, init=tensor_init, random_state=rng
    )
    for factor in factors:
        assert_array_almost_equal(np.sum(T.to_numpy(factor), axis=0)[0], 3, decimal=0)


def test_constrained_parafac_normalize():
    """Test for the CANDECOMP-PARAFAC decomposition with ADMM under normalization constraints"""
    rng = T.check_random_state(1234)
    rank = 3
    init = "random"
    weights_init, factors_init = initialize_constrained_parafac(
        T.zeros([6, 8, 4]), rank, normalize=True, init=init
    )
    tensor = cp_to_tensor((weights_init, factors_init))
    for i in range(len(factors_init)):
        factors_init[i] += T.tensor(
            0.1 * rng.random_sample(T.shape(factors_init[i])),
            **T.context(factors_init[i]),
        )
    tensor_init = CPTensor((weights_init, factors_init))
    res, errors = constrained_parafac(
        tensor,
        normalize=True,
        rank=rank,
        init=tensor_init,
        random_state=rng,
        return_errors=True,
    )
    # Check if maximum values is 1
    for i in range(len(factors_init)):
        assert_(T.max(res.factors[i]) == 1)


def test_constrained_parafac_soft_sparsity():
    """Test for the CANDECOMP-PARAFAC decomposition with ADMM under soft_sparsity constraints"""
    rng = T.check_random_state(1234)
    rank = 3
    init = "random"
    weights_init, factors_init = initialize_constrained_parafac(
        T.zeros([6, 8, 4]), rank, soft_sparsity=[1, 1, 1], init=init
    )
    tensor = cp_to_tensor((weights_init, factors_init))
    for i in range(len(factors_init)):
        factors_init[i] += T.tensor(
            0.1 * rng.random_sample(T.shape(factors_init[i])),
            **T.context(factors_init[i]),
        )
    tensor_init = CPTensor((weights_init, factors_init))
    res = constrained_parafac(
        tensor, soft_sparsity=[1, 1, 1], rank=rank, init=tensor_init, random_state=rng
    )
    # Check if factors have l1 norm smaller than threshold
    for i in range(len(factors_init)):
        assert_(np.all(T.to_numpy(T.norm(res.factors[i], 1, axis=0))) <= 1)


def test_constrained_parafac_unimodality():
    """Test for the CANDECOMP-PARAFAC decomposition with ADMM under unimodality constraints"""
    rng = T.check_random_state(1234)
    rank = 3
    init = "random"
    tensor_init = initialize_constrained_parafac(
        T.zeros([6, 8, 4]), rank, unimodality=True, init=init
    )
    tensor = cp_to_tensor(tensor_init)
    _, factors = constrained_parafac(
        tensor,
        unimodality=True,
        rank=rank,
        init=tensor_init,
        n_iter_max=2,
        random_state=rng,
    )
    for factor in factors:
        max_location = T.argmax(factor[:, 0])
        assert_(
            np.all(np.diff(T.to_numpy(factor)[: int(max_location), 0], axis=0) >= 0)
        )
        assert_(
            np.all(np.diff(T.to_numpy(factor)[int(max_location) :, 0], axis=0) <= 0)
        )


def test_constrained_parafac_normalized_sparsity():
    """Test for the CANDECOMP-PARAFAC decomposition with ADMM under normalized sparsity constraints"""
    rng = T.check_random_state(1234)
    rank = 3
    init = "random"
    weights_init, factors_init = initialize_constrained_parafac(
        T.zeros([6, 8, 4]), rank, normalized_sparsity=[5, 5, 5], init=init
    )
    tensor = cp_to_tensor((weights_init, factors_init))
    for i in range(len(factors_init)):
        factors_init[i] += T.tensor(
            0.1 * rng.random_sample(T.shape(factors_init[i])),
            **T.context(factors_init[i]),
        )
    tensor_init = CPTensor((weights_init, factors_init))
    res, errors = constrained_parafac(
        tensor,
        normalized_sparsity=[5, 5, 5],
        rank=rank,
        init=tensor_init,
        random_state=rng,
        return_errors=True,
    )
    # Check if factors are normalized and k-sparse
    for i in range(len(factors_init)):
        assert_array_almost_equal(T.norm(res.factors[i]), 1, decimal=6)
        assert_(T.count_nonzero(res.factors[i]) == 5)


def test_constrained_parafac_hard_sparsity():
    """Test for the CANDECOMP-PARAFAC decomposition with ADMM normalized sparsity constraint"""
    rng = T.check_random_state(1234)
    rank = 3
    init = "random"
    weights_init, factors_init = initialize_constrained_parafac(
        T.zeros([6, 8, 4]), rank, hard_sparsity=[5, 5, 5], init=init
    )
    tensor = cp_to_tensor((weights_init, factors_init))
    for i in range(len(factors_init)):
        factors_init[i] += T.tensor(
            0.1 * rng.random_sample(T.shape(factors_init[i])),
            **T.context(factors_init[i]),
        )
    tensor_init = CPTensor((weights_init, factors_init))
    res, errors = constrained_parafac(
        tensor,
        hard_sparsity=[5, 5, 5],
        rank=rank,
        init=tensor_init,
        random_state=rng,
        return_errors=True,
        tol_outer=1 - 16,
    )
    # Check if factors are normalized and k-sparse
    for i in range(len(factors_init)):
        assert_(T.count_nonzero(res.factors[i]) == 5)


def test_constrained_parafac_smoothness():
    """Test for the CANDECOMP-PARAFAC decomposition withsmoothness constraint"""
    rng = T.check_random_state(1234)
    tol_norm = 0.5
    tol_max_abs = 0.5
    rank = 3
    init = "svd"
    weightsinit, facinit = random_cp((6, 8, 4), rank)
    tensor = cp_to_tensor((weightsinit, facinit))
    for i in range(len(facinit)):
        facinit[i] += T.tensor(
            0.1 * rng.random_sample(T.shape(facinit[i])), **T.context(facinit[i])
        )
    tensorinit = CPTensor((weightsinit, facinit))
    res, errors = constrained_parafac(
        tensor,
        smoothness=0.01,
        rank=rank,
        init=tensorinit,
        random_state=rng,
        return_errors=True,
    )
    res = cp_to_tensor(res)
    error = T.norm(res - tensor, 2)
    error /= T.norm(tensor, 2)
    assert_(
        error < tol_norm,
        f"norm 2 of reconstruction higher = {error} than tolerance={tol_norm}",
    )
    # Test the max abs difference between the reconstruction and the tensor
    assert_(
        T.max(T.abs(res - tensor)) < tol_max_abs,
        f"abs norm of reconstruction error = {T.max(T.abs(res - tensor))} higher than tolerance={tol_max_abs}",
    )
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