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- import numpy as np
- import scipy.sparse as sp
- from sklearn.datasets import make_regression
- from sklearn.kernel_ridge import KernelRidge
- from sklearn.linear_model import Ridge
- from sklearn.metrics.pairwise import pairwise_kernels
- from sklearn.utils._testing import assert_array_almost_equal, ignore_warnings
- X, y = make_regression(n_features=10, random_state=0)
- Xcsr = sp.csr_matrix(X)
- Xcsc = sp.csc_matrix(X)
- Y = np.array([y, y]).T
- def test_kernel_ridge():
- pred = Ridge(alpha=1, fit_intercept=False).fit(X, y).predict(X)
- pred2 = KernelRidge(kernel="linear", alpha=1).fit(X, y).predict(X)
- assert_array_almost_equal(pred, pred2)
- def test_kernel_ridge_csr():
- pred = (
- Ridge(alpha=1, fit_intercept=False, solver="cholesky")
- .fit(Xcsr, y)
- .predict(Xcsr)
- )
- pred2 = KernelRidge(kernel="linear", alpha=1).fit(Xcsr, y).predict(Xcsr)
- assert_array_almost_equal(pred, pred2)
- def test_kernel_ridge_csc():
- pred = (
- Ridge(alpha=1, fit_intercept=False, solver="cholesky")
- .fit(Xcsc, y)
- .predict(Xcsc)
- )
- pred2 = KernelRidge(kernel="linear", alpha=1).fit(Xcsc, y).predict(Xcsc)
- assert_array_almost_equal(pred, pred2)
- def test_kernel_ridge_singular_kernel():
- # alpha=0 causes a LinAlgError in computing the dual coefficients,
- # which causes a fallback to a lstsq solver. This is tested here.
- pred = Ridge(alpha=0, fit_intercept=False).fit(X, y).predict(X)
- kr = KernelRidge(kernel="linear", alpha=0)
- ignore_warnings(kr.fit)(X, y)
- pred2 = kr.predict(X)
- assert_array_almost_equal(pred, pred2)
- def test_kernel_ridge_precomputed():
- for kernel in ["linear", "rbf", "poly", "cosine"]:
- K = pairwise_kernels(X, X, metric=kernel)
- pred = KernelRidge(kernel=kernel).fit(X, y).predict(X)
- pred2 = KernelRidge(kernel="precomputed").fit(K, y).predict(K)
- assert_array_almost_equal(pred, pred2)
- def test_kernel_ridge_precomputed_kernel_unchanged():
- K = np.dot(X, X.T)
- K2 = K.copy()
- KernelRidge(kernel="precomputed").fit(K, y)
- assert_array_almost_equal(K, K2)
- def test_kernel_ridge_sample_weights():
- K = np.dot(X, X.T) # precomputed kernel
- sw = np.random.RandomState(0).rand(X.shape[0])
- pred = Ridge(alpha=1, fit_intercept=False).fit(X, y, sample_weight=sw).predict(X)
- pred2 = KernelRidge(kernel="linear", alpha=1).fit(X, y, sample_weight=sw).predict(X)
- pred3 = (
- KernelRidge(kernel="precomputed", alpha=1)
- .fit(K, y, sample_weight=sw)
- .predict(K)
- )
- assert_array_almost_equal(pred, pred2)
- assert_array_almost_equal(pred, pred3)
- def test_kernel_ridge_multi_output():
- pred = Ridge(alpha=1, fit_intercept=False).fit(X, Y).predict(X)
- pred2 = KernelRidge(kernel="linear", alpha=1).fit(X, Y).predict(X)
- assert_array_almost_equal(pred, pred2)
- pred3 = KernelRidge(kernel="linear", alpha=1).fit(X, y).predict(X)
- pred3 = np.array([pred3, pred3]).T
- assert_array_almost_equal(pred2, pred3)
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