update PCA (randomized SVD) #63
Merged
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
seba-1511
requested changes
Nov 4, 2022
tests/unit/pca/pca_test.py
Outdated
Comment on lines
28
to
31
| except AssertionError: | ||
| import ipdb | ||
|
|
||
| ipdb.set_trace() |
torchml/decomposition/pca.py
Outdated
| self, | ||
| *, | ||
| n_components=None, | ||
| svd_solver="full", |
There was a problem hiding this comment.
svd_solver should be "auto" by default, raise exceptions for the ones we don't support.
tests/unit/pca/pca_test.py
Outdated
| ) | ||
| ref_transformed = ref.fit_transform(X) | ||
|
|
||
| model = ml.decomposition.PCA(n_components=N_COMPONENTS) |
There was a problem hiding this comment.
Add svd_solver="full" as argument.
torchml/decomposition/pca.py
Outdated
Comment on lines
22
to
23
| * n_components (int), default=None | ||
| * svd_solver (string), default="full" |
There was a problem hiding this comment.
Formatting of arguments, follow this: https://github.com/learnables/torchml/blob/master/torchml/naive_bayes/gaussian_naive_bayes.py#L8
torchml/decomposition/pca.py
Outdated
Comment on lines
27
to
32
| ~~~python | ||
| >>> import torch | ||
| >>> from torchml.decomposition import PCA | ||
| >>> X = torch.tensor([[-1, -1], [-2, -1], [-3, -2], [1, 1], [2, 1], [3, 2]]) | ||
| >>> pca = PCA(n_components=2) | ||
| >>> pca.fit(X) |
| self.S = S | ||
| return self | ||
|
|
||
| def fit_transform(self, X): |
There was a problem hiding this comment.
This is good. Could we add a .transform() method to this class too? Because people usually fit on 1 dataset (eg, train) and apply the same transformation on another (eg, test exemplars).
torchml/decomposition/pca.py
Outdated
|
|
||
| # Compute SVD | ||
| randomized = True if self.svd_solver == "randomized" else False | ||
| U, S, V = torch.svd(X, some=randomized) |
There was a problem hiding this comment.
torch.svd() is deprecated in favor for torch.linalg.svd(). Also, the arguments change from one to the next.
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Fixes #30