githubmirror/scikit-learn

sklearn/utils/sparsefuncs.py
598 строк18 KB
Isaac Virshup
ENH Allow fitting PCA on sparse X with arpack solvers (#18689)
07 ноя 2023, 13:42
07 ноя 2023, 13:422d9fa48
"""
The :mod:`sklearn.utils.sparsefuncs` module includes a collection of utilities to
work with sparse matrices and arrays.
"""

# Authors: Manoj Kumar
#          Thomas Unterthiner
#          Giorgio Patrini
#
# License: BSD 3 clause
import numpy as np
import scipy.sparse as sp
from scipy.sparse.linalg import LinearOperator

from ..utils.fixes import _sparse_min_max, _sparse_nan_min_max
from ..utils.validation import _check_sample_weight
from .sparsefuncs_fast import (
    csc_mean_variance_axis0 as _csc_mean_var_axis0,
)
from .sparsefuncs_fast import (
    csr_mean_variance_axis0 as _csr_mean_var_axis0,
)
from .sparsefuncs_fast import (
    incr_mean_variance_axis0 as _incr_mean_var_axis0,
)


def _raise_typeerror(X):
    """Raises a TypeError if X is not a CSR or CSC matrix"""
    input_type = X.format if sp.issparse(X) else type(X)
    err = "Expected a CSR or CSC sparse matrix, got %s." % input_type
    raise TypeError(err)


def _raise_error_wrong_axis(axis):
    if axis not in (0, 1):
        raise ValueError(
            "Unknown axis value: %d. Use 0 for rows, or 1 for columns" % axis
        )


def inplace_csr_column_scale(X, scale):
    """Inplace column scaling of a CSR matrix.

    Scale each feature of the data matrix by multiplying with specific scale
    provided by the caller assuming a (n_samples, n_features) shape.

    Parameters
    ----------
    X : sparse matrix of shape (n_samples, n_features)
        Matrix to normalize using the variance of the features.
        It should be of CSR format.

    scale : ndarray of shape (n_features,), dtype={np.float32, np.float64}
        Array of precomputed feature-wise values to use for scaling.
    """
    assert scale.shape[0] == X.shape[1]
    X.data *= scale.take(X.indices, mode="clip")


def inplace_csr_row_scale(X, scale):
    """Inplace row scaling of a CSR matrix.

    Scale each sample of the data matrix by multiplying with specific scale
    provided by the caller assuming a (n_samples, n_features) shape.

    Parameters
    ----------
    X : sparse matrix of shape (n_samples, n_features)
        Matrix to be scaled. It should be of CSR format.

    scale : ndarray of float of shape (n_samples,)
        Array of precomputed sample-wise values to use for scaling.
    """
    assert scale.shape[0] == X.shape[0]
    X.data *= np.repeat(scale, np.diff(X.indptr))


def mean_variance_axis(X, axis, weights=None, return_sum_weights=False):
    """Compute mean and variance along an axis on a CSR or CSC matrix.

    Parameters
    ----------
    X : sparse matrix of shape (n_samples, n_features)
        Input data. It can be of CSR or CSC format.

    axis : {0, 1}
        Axis along which the axis should be computed.

    weights : ndarray of shape (n_samples,) or (n_features,), default=None
        If axis is set to 0 shape is (n_samples,) or
        if axis is set to 1 shape is (n_features,).
        If it is set to None, then samples are equally weighted.

        .. versionadded:: 0.24

    return_sum_weights : bool, default=False
        If True, returns the sum of weights seen for each feature
        if `axis=0` or each sample if `axis=1`.

        .. versionadded:: 0.24

    Returns
    -------

    means : ndarray of shape (n_features,), dtype=floating
        Feature-wise means.

    variances : ndarray of shape (n_features,), dtype=floating
        Feature-wise variances.

    sum_weights : ndarray of shape (n_features,), dtype=floating
        Returned if `return_sum_weights` is `True`.
    """
    _raise_error_wrong_axis(axis)

    if sp.issparse(X) and X.format == "csr":
        if axis == 0:
            return _csr_mean_var_axis0(
                X, weights=weights, return_sum_weights=return_sum_weights
            )
        else:
            return _csc_mean_var_axis0(
                X.T, weights=weights, return_sum_weights=return_sum_weights
            )
    elif sp.issparse(X) and X.format == "csc":
        if axis == 0:
            return _csc_mean_var_axis0(
                X, weights=weights, return_sum_weights=return_sum_weights
            )
        else:
            return _csr_mean_var_axis0(
                X.T, weights=weights, return_sum_weights=return_sum_weights
            )
    else:
        _raise_typeerror(X)


def incr_mean_variance_axis(X, *, axis, last_mean, last_var, last_n, weights=None):
    """Compute incremental mean and variance along an axis on a CSR or CSC matrix.

    last_mean, last_var are the statistics computed at the last step by this
    function. Both must be initialized to 0-arrays of the proper size, i.e.
    the number of features in X. last_n is the number of samples encountered
    until now.

    Parameters
    ----------
    X : CSR or CSC sparse matrix of shape (n_samples, n_features)
        Input data.

    axis : {0, 1}
        Axis along which the axis should be computed.

    last_mean : ndarray of shape (n_features,) or (n_samples,), dtype=floating
        Array of means to update with the new data X.
        Should be of shape (n_features,) if axis=0 or (n_samples,) if axis=1.

    last_var : ndarray of shape (n_features,) or (n_samples,), dtype=floating
        Array of variances to update with the new data X.
        Should be of shape (n_features,) if axis=0 or (n_samples,) if axis=1.

    last_n : float or ndarray of shape (n_features,) or (n_samples,), \
            dtype=floating
        Sum of the weights seen so far, excluding the current weights
        If not float, it should be of shape (n_features,) if
        axis=0 or (n_samples,) if axis=1. If float it corresponds to
        having same weights for all samples (or features).

    weights : ndarray of shape (n_samples,) or (n_features,), default=None
        If axis is set to 0 shape is (n_samples,) or
        if axis is set to 1 shape is (n_features,).
        If it is set to None, then samples are equally weighted.

        .. versionadded:: 0.24

    Returns
    -------
    means : ndarray of shape (n_features,) or (n_samples,), dtype=floating
        Updated feature-wise means if axis = 0 or
        sample-wise means if axis = 1.

    variances : ndarray of shape (n_features,) or (n_samples,), dtype=floating
        Updated feature-wise variances if axis = 0 or
        sample-wise variances if axis = 1.

    n : ndarray of shape (n_features,) or (n_samples,), dtype=integral
        Updated number of seen samples per feature if axis=0
        or number of seen features per sample if axis=1.

        If weights is not None, n is a sum of the weights of the seen
        samples or features instead of the actual number of seen
        samples or features.

    Notes
    -----
    NaNs are ignored in the algorithm.
    """
    _raise_error_wrong_axis(axis)

    if not (sp.issparse(X) and X.format in ("csc", "csr")):
        _raise_typeerror(X)

    if np.size(last_n) == 1:
        last_n = np.full(last_mean.shape, last_n, dtype=last_mean.dtype)

    if not (np.size(last_mean) == np.size(last_var) == np.size(last_n)):
        raise ValueError("last_mean, last_var, last_n do not have the same shapes.")

    if axis == 1:
        if np.size(last_mean) != X.shape[0]:
            raise ValueError(
                "If axis=1, then last_mean, last_n, last_var should be of "
                f"size n_samples {X.shape[0]} (Got {np.size(last_mean)})."
            )
    else:  # axis == 0
        if np.size(last_mean) != X.shape[1]:
            raise ValueError(
                "If axis=0, then last_mean, last_n, last_var should be of "
                f"size n_features {X.shape[1]} (Got {np.size(last_mean)})."
            )

    X = X.T if axis == 1 else X

    if weights is not None:
        weights = _check_sample_weight(weights, X, dtype=X.dtype)

    return _incr_mean_var_axis0(
        X, last_mean=last_mean, last_var=last_var, last_n=last_n, weights=weights
    )


def inplace_column_scale(X, scale):
    """Inplace column scaling of a CSC/CSR matrix.

    Scale each feature of the data matrix by multiplying with specific scale
    provided by the caller assuming a (n_samples, n_features) shape.

    Parameters
    ----------
    X : sparse matrix of shape (n_samples, n_features)
        Matrix to normalize using the variance of the features. It should be
        of CSC or CSR format.

    scale : ndarray of shape (n_features,), dtype={np.float32, np.float64}
        Array of precomputed feature-wise values to use for scaling.
    """
    if sp.issparse(X) and X.format == "csc":
        inplace_csr_row_scale(X.T, scale)
    elif sp.issparse(X) and X.format == "csr":
        inplace_csr_column_scale(X, scale)
    else:
        _raise_typeerror(X)


def inplace_row_scale(X, scale):
    """Inplace row scaling of a CSR or CSC matrix.

    Scale each row of the data matrix by multiplying with specific scale
    provided by the caller assuming a (n_samples, n_features) shape.

    Parameters
    ----------
    X : sparse matrix of shape (n_samples, n_features)
        Matrix to be scaled. It should be of CSR or CSC format.

    scale : ndarray of shape (n_features,), dtype={np.float32, np.float64}
        Array of precomputed sample-wise values to use for scaling.
    """
    if sp.issparse(X) and X.format == "csc":
        inplace_csr_column_scale(X.T, scale)
    elif sp.issparse(X) and X.format == "csr":
        inplace_csr_row_scale(X, scale)
    else:
        _raise_typeerror(X)


def inplace_swap_row_csc(X, m, n):
    """Swap two rows of a CSC matrix in-place.

    Parameters
    ----------
    X : sparse matrix of shape (n_samples, n_features)
        Matrix whose two rows are to be swapped. It should be of
        CSC format.

    m : int
        Index of the row of X to be swapped.

    n : int
        Index of the row of X to be swapped.
    """
    for t in [m, n]:
        if isinstance(t, np.ndarray):
            raise TypeError("m and n should be valid integers")

    if m < 0:
        m += X.shape[0]
    if n < 0:
        n += X.shape[0]

    m_mask = X.indices == m
    X.indices[X.indices == n] = m
    X.indices[m_mask] = n


def inplace_swap_row_csr(X, m, n):
    """Swap two rows of a CSR matrix in-place.

    Parameters
    ----------
    X : sparse matrix of shape (n_samples, n_features)
        Matrix whose two rows are to be swapped. It should be of
        CSR format.

    m : int
        Index of the row of X to be swapped.

    n : int
        Index of the row of X to be swapped.
    """
    for t in [m, n]:
        if isinstance(t, np.ndarray):
            raise TypeError("m and n should be valid integers")

    if m < 0:
        m += X.shape[0]
    if n < 0:
        n += X.shape[0]

    # The following swapping makes life easier since m is assumed to be the
    # smaller integer below.
    if m > n:
        m, n = n, m

    indptr = X.indptr
    m_start = indptr[m]
    m_stop = indptr[m + 1]
    n_start = indptr[n]
    n_stop = indptr[n + 1]
    nz_m = m_stop - m_start
    nz_n = n_stop - n_start

    if nz_m != nz_n:
        # Modify indptr first
        X.indptr[m + 2 : n] += nz_n - nz_m
        X.indptr[m + 1] = m_start + nz_n
        X.indptr[n] = n_stop - nz_m

    X.indices = np.concatenate(
        [
            X.indices[:m_start],
            X.indices[n_start:n_stop],
            X.indices[m_stop:n_start],
            X.indices[m_start:m_stop],
            X.indices[n_stop:],
        ]
    )
    X.data = np.concatenate(
        [
            X.data[:m_start],
            X.data[n_start:n_stop],
            X.data[m_stop:n_start],
            X.data[m_start:m_stop],
            X.data[n_stop:],
        ]
    )


def inplace_swap_row(X, m, n):
    """
    Swap two rows of a CSC/CSR matrix in-place.

    Parameters
    ----------
    X : sparse matrix of shape (n_samples, n_features)
        Matrix whose two rows are to be swapped. It should be of CSR or
        CSC format.

    m : int
        Index of the row of X to be swapped.

    n : int
        Index of the row of X to be swapped.
    """
    if sp.issparse(X) and X.format == "csc":
        inplace_swap_row_csc(X, m, n)
    elif sp.issparse(X) and X.format == "csr":
        inplace_swap_row_csr(X, m, n)
    else:
        _raise_typeerror(X)


def inplace_swap_column(X, m, n):
    """
    Swap two columns of a CSC/CSR matrix in-place.

    Parameters
    ----------
    X : sparse matrix of shape (n_samples, n_features)
        Matrix whose two columns are to be swapped. It should be of
        CSR or CSC format.

    m : int
        Index of the column of X to be swapped.

    n : int
        Index of the column of X to be swapped.
    """
    if m < 0:
        m += X.shape[1]
    if n < 0:
        n += X.shape[1]
    if sp.issparse(X) and X.format == "csc":
        inplace_swap_row_csr(X, m, n)
    elif sp.issparse(X) and X.format == "csr":
        inplace_swap_row_csc(X, m, n)
    else:
        _raise_typeerror(X)


def min_max_axis(X, axis, ignore_nan=False):
    """Compute minimum and maximum along an axis on a CSR or CSC matrix.

     Optionally ignore NaN values.

    Parameters
    ----------
    X : sparse matrix of shape (n_samples, n_features)
        Input data. It should be of CSR or CSC format.

    axis : {0, 1}
        Axis along which the axis should be computed.

    ignore_nan : bool, default=False
        Ignore or passing through NaN values.

        .. versionadded:: 0.20

    Returns
    -------

    mins : ndarray of shape (n_features,), dtype={np.float32, np.float64}
        Feature-wise minima.

    maxs : ndarray of shape (n_features,), dtype={np.float32, np.float64}
        Feature-wise maxima.
    """
    if sp.issparse(X) and X.format in ("csr", "csc"):
        if ignore_nan:
            return _sparse_nan_min_max(X, axis=axis)
        else:
            return _sparse_min_max(X, axis=axis)
    else:
        _raise_typeerror(X)


def count_nonzero(X, axis=None, sample_weight=None):
    """A variant of X.getnnz() with extension to weighting on axis 0.

    Useful in efficiently calculating multilabel metrics.

    Parameters
    ----------
    X : sparse matrix of shape (n_samples, n_labels)
        Input data. It should be of CSR format.

    axis : {0, 1}, default=None
        The axis on which the data is aggregated.

    sample_weight : array-like of shape (n_samples,), default=None
        Weight for each row of X.

    Returns
    -------
    nnz : int, float, ndarray of shape (n_samples,) or ndarray of shape (n_features,)
        Number of non-zero values in the array along a given axis. Otherwise,
        the total number of non-zero values in the array is returned.
    """
    if axis == -1:
        axis = 1
    elif axis == -2:
        axis = 0
    elif X.format != "csr":
        raise TypeError("Expected CSR sparse format, got {0}".format(X.format))

    # We rely here on the fact that np.diff(Y.indptr) for a CSR
    # will return the number of nonzero entries in each row.
    # A bincount over Y.indices will return the number of nonzeros
    # in each column. See ``csr_matrix.getnnz`` in scipy >= 0.14.
    if axis is None:
        if sample_weight is None:
            return X.nnz
        else:
            return np.dot(np.diff(X.indptr), sample_weight)
    elif axis == 1:
        out = np.diff(X.indptr)
        if sample_weight is None:
            # astype here is for consistency with axis=0 dtype
            return out.astype("intp")
        return out * sample_weight
    elif axis == 0:
        if sample_weight is None:
            return np.bincount(X.indices, minlength=X.shape[1])
        else:
            weights = np.repeat(sample_weight, np.diff(X.indptr))
            return np.bincount(X.indices, minlength=X.shape[1], weights=weights)
    else:
        raise ValueError("Unsupported axis: {0}".format(axis))


def _get_median(data, n_zeros):
    """Compute the median of data with n_zeros additional zeros.

    This function is used to support sparse matrices; it modifies data
    in-place.
    """
    n_elems = len(data) + n_zeros
    if not n_elems:
        return np.nan
    n_negative = np.count_nonzero(data < 0)
    middle, is_odd = divmod(n_elems, 2)
    data.sort()

    if is_odd:
        return _get_elem_at_rank(middle, data, n_negative, n_zeros)

    return (
        _get_elem_at_rank(middle - 1, data, n_negative, n_zeros)
        + _get_elem_at_rank(middle, data, n_negative, n_zeros)
    ) / 2.0


def _get_elem_at_rank(rank, data, n_negative, n_zeros):
    """Find the value in data augmented with n_zeros for the given rank"""
    if rank < n_negative:
        return data[rank]
    if rank - n_negative < n_zeros:
        return 0
    return data[rank - n_zeros]


def csc_median_axis_0(X):
    """Find the median across axis 0 of a CSC matrix.

    It is equivalent to doing np.median(X, axis=0).

    Parameters
    ----------
    X : sparse matrix of shape (n_samples, n_features)
        Input data. It should be of CSC format.

    Returns
    -------
    median : ndarray of shape (n_features,)
        Median.
    """
    if not (sp.issparse(X) and X.format == "csc"):
        raise TypeError("Expected matrix of CSC format, got %s" % X.format)

    indptr = X.indptr
    n_samples, n_features = X.shape
    median = np.zeros(n_features)

    for f_ind, (start, end) in enumerate(zip(indptr[:-1], indptr[1:])):
        # Prevent modifying X in place
        data = np.copy(X.data[start:end])
        nz = n_samples - data.size
        median[f_ind] = _get_median(data, nz)

    return median


def _implicit_column_offset(X, offset):
    """Create an implicitly offset linear operator.

    This is used by PCA on sparse data to avoid densifying the whole data
    matrix.

    Params
    ------
        X : sparse matrix of shape (n_samples, n_features)
        offset : ndarray of shape (n_features,)

    Returns
    -------
    centered : LinearOperator
    """
    offset = offset[None, :]
    XT = X.T
    return LinearOperator(
        matvec=lambda x: X @ x - offset @ x,
        matmat=lambda x: X @ x - offset @ x,
        rmatvec=lambda x: XT @ x - (offset * x.sum()),
        rmatmat=lambda x: XT @ x - offset.T @ x.sum(axis=0)[None, :],
        dtype=X.dtype,
        shape=X.shape,
    )