forked from 170010011/fr
611 lines
19 KiB
Python
611 lines
19 KiB
Python
# Authors: Manoj Kumar
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# Thomas Unterthiner
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# Giorgio Patrini
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#
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# License: BSD 3 clause
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import scipy.sparse as sp
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import numpy as np
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from .validation import _deprecate_positional_args
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from .sparsefuncs_fast import (
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csr_mean_variance_axis0 as _csr_mean_var_axis0,
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csc_mean_variance_axis0 as _csc_mean_var_axis0,
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incr_mean_variance_axis0 as _incr_mean_var_axis0)
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from ..utils.validation import _check_sample_weight
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def _raise_typeerror(X):
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"""Raises a TypeError if X is not a CSR or CSC matrix"""
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input_type = X.format if sp.issparse(X) else type(X)
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err = "Expected a CSR or CSC sparse matrix, got %s." % input_type
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raise TypeError(err)
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def _raise_error_wrong_axis(axis):
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if axis not in (0, 1):
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raise ValueError(
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"Unknown axis value: %d. Use 0 for rows, or 1 for columns" % axis)
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def inplace_csr_column_scale(X, scale):
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"""Inplace column scaling of a CSR matrix.
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Scale each feature of the data matrix by multiplying with specific scale
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provided by the caller assuming a (n_samples, n_features) shape.
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Parameters
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----------
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X : sparse matrix of shape (n_samples, n_features)
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Matrix to normalize using the variance of the features.
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It should be of CSR format.
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scale : ndarray of shape (n_features,), dtype={np.float32, np.float64}
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Array of precomputed feature-wise values to use for scaling.
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"""
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assert scale.shape[0] == X.shape[1]
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X.data *= scale.take(X.indices, mode='clip')
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def inplace_csr_row_scale(X, scale):
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""" Inplace row scaling of a CSR matrix.
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Scale each sample of the data matrix by multiplying with specific scale
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provided by the caller assuming a (n_samples, n_features) shape.
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Parameters
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----------
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X : sparse matrix of shape (n_samples, n_features)
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Matrix to be scaled. It should be of CSR format.
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scale : ndarray of float of shape (n_samples,)
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Array of precomputed sample-wise values to use for scaling.
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"""
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assert scale.shape[0] == X.shape[0]
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X.data *= np.repeat(scale, np.diff(X.indptr))
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def mean_variance_axis(X, axis, weights=None, return_sum_weights=False):
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"""Compute mean and variance along an axis on a CSR or CSC matrix.
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Parameters
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----------
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X : sparse matrix of shape (n_samples, n_features)
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Input data. It can be of CSR or CSC format.
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axis : {0, 1}
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Axis along which the axis should be computed.
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weights : ndarray of shape (n_samples,) or (n_features,), default=None
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if axis is set to 0 shape is (n_samples,) or
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if axis is set to 1 shape is (n_features,).
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If it is set to None, then samples are equally weighted.
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.. versionadded:: 0.24
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return_sum_weights : bool, default=False
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If True, returns the sum of weights seen for each feature
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if `axis=0` or each sample if `axis=1`.
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.. versionadded:: 0.24
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Returns
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-------
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means : ndarray of shape (n_features,), dtype=floating
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Feature-wise means.
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variances : ndarray of shape (n_features,), dtype=floating
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Feature-wise variances.
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sum_weights : ndarray of shape (n_features,), dtype=floating
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Returned if `return_sum_weights` is `True`.
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"""
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_raise_error_wrong_axis(axis)
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if isinstance(X, sp.csr_matrix):
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if axis == 0:
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return _csr_mean_var_axis0(
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X, weights=weights, return_sum_weights=return_sum_weights)
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else:
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return _csc_mean_var_axis0(
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X.T, weights=weights, return_sum_weights=return_sum_weights)
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elif isinstance(X, sp.csc_matrix):
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if axis == 0:
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return _csc_mean_var_axis0(
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X, weights=weights, return_sum_weights=return_sum_weights)
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else:
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return _csr_mean_var_axis0(
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X.T, weights=weights, return_sum_weights=return_sum_weights)
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else:
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_raise_typeerror(X)
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@_deprecate_positional_args
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def incr_mean_variance_axis(X, *, axis, last_mean, last_var, last_n,
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weights=None):
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"""Compute incremental mean and variance along an axis on a CSR or
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CSC matrix.
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last_mean, last_var are the statistics computed at the last step by this
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function. Both must be initialized to 0-arrays of the proper size, i.e.
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the number of features in X. last_n is the number of samples encountered
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until now.
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Parameters
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----------
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X : CSR or CSC sparse matrix of shape (n_samples, n_features)
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Input data.
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axis : {0, 1}
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Axis along which the axis should be computed.
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last_mean : ndarray of shape (n_features,) or (n_samples,), dtype=floating
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Array of means to update with the new data X.
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Should be of shape (n_features,) if axis=0 or (n_samples,) if axis=1.
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last_var : ndarray of shape (n_features,) or (n_samples,), dtype=floating
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Array of variances to update with the new data X.
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Should be of shape (n_features,) if axis=0 or (n_samples,) if axis=1.
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last_n : float or ndarray of shape (n_features,) or (n_samples,), \
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dtype=floating
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Sum of the weights seen so far, excluding the current weights
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If not float, it should be of shape (n_samples,) if
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axis=0 or (n_features,) if axis=1. If float it corresponds to
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having same weights for all samples (or features).
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weights : ndarray of shape (n_samples,) or (n_features,), default=None
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If axis is set to 0 shape is (n_samples,) or
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if axis is set to 1 shape is (n_features,).
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If it is set to None, then samples are equally weighted.
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.. versionadded:: 0.24
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Returns
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-------
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means : ndarray of shape (n_features,) or (n_samples,), dtype=floating
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Updated feature-wise means if axis = 0 or
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sample-wise means if axis = 1.
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variances : ndarray of shape (n_features,) or (n_samples,), dtype=floating
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Updated feature-wise variances if axis = 0 or
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sample-wise variances if axis = 1.
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n : ndarray of shape (n_features,) or (n_samples,), dtype=integral
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Updated number of seen samples per feature if axis=0
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or number of seen features per sample if axis=1.
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If weights is not None, n is a sum of the weights of the seen
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samples or features instead of the actual number of seen
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samples or features.
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Notes
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-----
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NaNs are ignored in the algorithm.
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"""
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_raise_error_wrong_axis(axis)
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if not isinstance(X, (sp.csr_matrix, sp.csc_matrix)):
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_raise_typeerror(X)
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if np.size(last_n) == 1:
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last_n = np.full(last_mean.shape, last_n, dtype=last_mean.dtype)
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if not (np.size(last_mean) == np.size(last_var) == np.size(last_n)):
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raise ValueError(
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"last_mean, last_var, last_n do not have the same shapes."
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)
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if axis == 1:
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if np.size(last_mean) != X.shape[0]:
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raise ValueError(
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f"If axis=1, then last_mean, last_n, last_var should be of "
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f"size n_samples {X.shape[0]} (Got {np.size(last_mean)})."
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)
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else: # axis == 0
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if np.size(last_mean) != X.shape[1]:
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raise ValueError(
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f"If axis=0, then last_mean, last_n, last_var should be of "
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f"size n_features {X.shape[1]} (Got {np.size(last_mean)})."
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)
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X = X.T if axis == 1 else X
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if weights is not None:
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weights = _check_sample_weight(weights, X, dtype=X.dtype)
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return _incr_mean_var_axis0(X, last_mean=last_mean,
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last_var=last_var, last_n=last_n,
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weights=weights)
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def inplace_column_scale(X, scale):
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"""Inplace column scaling of a CSC/CSR matrix.
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Scale each feature of the data matrix by multiplying with specific scale
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provided by the caller assuming a (n_samples, n_features) shape.
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Parameters
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----------
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X : sparse matrix of shape (n_samples, n_features)
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Matrix to normalize using the variance of the features. It should be
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of CSC or CSR format.
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scale : ndarray of shape (n_features,), dtype={np.float32, np.float64}
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Array of precomputed feature-wise values to use for scaling.
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"""
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if isinstance(X, sp.csc_matrix):
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inplace_csr_row_scale(X.T, scale)
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elif isinstance(X, sp.csr_matrix):
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inplace_csr_column_scale(X, scale)
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else:
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_raise_typeerror(X)
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def inplace_row_scale(X, scale):
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""" Inplace row scaling of a CSR or CSC matrix.
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Scale each row of the data matrix by multiplying with specific scale
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provided by the caller assuming a (n_samples, n_features) shape.
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Parameters
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----------
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X : sparse matrix of shape (n_samples, n_features)
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Matrix to be scaled. It should be of CSR or CSC format.
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scale : ndarray of shape (n_features,), dtype={np.float32, np.float64}
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Array of precomputed sample-wise values to use for scaling.
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"""
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if isinstance(X, sp.csc_matrix):
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inplace_csr_column_scale(X.T, scale)
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elif isinstance(X, sp.csr_matrix):
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inplace_csr_row_scale(X, scale)
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else:
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_raise_typeerror(X)
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def inplace_swap_row_csc(X, m, n):
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"""
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Swaps two rows of a CSC matrix in-place.
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Parameters
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----------
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X : sparse matrix of shape (n_samples, n_features)
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Matrix whose two rows are to be swapped. It should be of
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CSC format.
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m : int
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Index of the row of X to be swapped.
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n : int
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Index of the row of X to be swapped.
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"""
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for t in [m, n]:
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if isinstance(t, np.ndarray):
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raise TypeError("m and n should be valid integers")
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if m < 0:
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m += X.shape[0]
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if n < 0:
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n += X.shape[0]
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m_mask = X.indices == m
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X.indices[X.indices == n] = m
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X.indices[m_mask] = n
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def inplace_swap_row_csr(X, m, n):
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"""
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Swaps two rows of a CSR matrix in-place.
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Parameters
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----------
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X : sparse matrix of shape (n_samples, n_features)
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Matrix whose two rows are to be swapped. It should be of
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CSR format.
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m : int
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Index of the row of X to be swapped.
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n : int
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Index of the row of X to be swapped.
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"""
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for t in [m, n]:
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if isinstance(t, np.ndarray):
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raise TypeError("m and n should be valid integers")
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if m < 0:
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m += X.shape[0]
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if n < 0:
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n += X.shape[0]
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# The following swapping makes life easier since m is assumed to be the
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# smaller integer below.
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if m > n:
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m, n = n, m
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indptr = X.indptr
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m_start = indptr[m]
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m_stop = indptr[m + 1]
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n_start = indptr[n]
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n_stop = indptr[n + 1]
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nz_m = m_stop - m_start
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nz_n = n_stop - n_start
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if nz_m != nz_n:
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# Modify indptr first
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X.indptr[m + 2:n] += nz_n - nz_m
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X.indptr[m + 1] = m_start + nz_n
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X.indptr[n] = n_stop - nz_m
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X.indices = np.concatenate([X.indices[:m_start],
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X.indices[n_start:n_stop],
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X.indices[m_stop:n_start],
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X.indices[m_start:m_stop],
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X.indices[n_stop:]])
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X.data = np.concatenate([X.data[:m_start],
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X.data[n_start:n_stop],
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X.data[m_stop:n_start],
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X.data[m_start:m_stop],
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X.data[n_stop:]])
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def inplace_swap_row(X, m, n):
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"""
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Swaps two rows of a CSC/CSR matrix in-place.
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Parameters
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----------
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X : sparse matrix of shape (n_samples, n_features)
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Matrix whose two rows are to be swapped. It should be of CSR or
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CSC format.
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m : int
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Index of the row of X to be swapped.
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n : int
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Index of the row of X to be swapped.
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"""
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if isinstance(X, sp.csc_matrix):
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inplace_swap_row_csc(X, m, n)
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elif isinstance(X, sp.csr_matrix):
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inplace_swap_row_csr(X, m, n)
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else:
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_raise_typeerror(X)
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def inplace_swap_column(X, m, n):
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"""
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Swaps two columns of a CSC/CSR matrix in-place.
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Parameters
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----------
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X : sparse matrix of shape (n_samples, n_features)
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Matrix whose two columns are to be swapped. It should be of
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CSR or CSC format.
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m : int
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Index of the column of X to be swapped.
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n : int
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Index of the column of X to be swapped.
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"""
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if m < 0:
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m += X.shape[1]
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if n < 0:
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n += X.shape[1]
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if isinstance(X, sp.csc_matrix):
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inplace_swap_row_csr(X, m, n)
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elif isinstance(X, sp.csr_matrix):
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inplace_swap_row_csc(X, m, n)
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else:
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_raise_typeerror(X)
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def _minor_reduce(X, ufunc):
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major_index = np.flatnonzero(np.diff(X.indptr))
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# reduceat tries casts X.indptr to intp, which errors
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# if it is int64 on a 32 bit system.
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# Reinitializing prevents this where possible, see #13737
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X = type(X)((X.data, X.indices, X.indptr), shape=X.shape)
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value = ufunc.reduceat(X.data, X.indptr[major_index])
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return major_index, value
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def _min_or_max_axis(X, axis, min_or_max):
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N = X.shape[axis]
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if N == 0:
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raise ValueError("zero-size array to reduction operation")
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M = X.shape[1 - axis]
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mat = X.tocsc() if axis == 0 else X.tocsr()
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mat.sum_duplicates()
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major_index, value = _minor_reduce(mat, min_or_max)
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not_full = np.diff(mat.indptr)[major_index] < N
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value[not_full] = min_or_max(value[not_full], 0)
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mask = value != 0
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major_index = np.compress(mask, major_index)
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value = np.compress(mask, value)
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if axis == 0:
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res = sp.coo_matrix((value, (np.zeros(len(value)), major_index)),
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dtype=X.dtype, shape=(1, M))
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else:
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res = sp.coo_matrix((value, (major_index, np.zeros(len(value)))),
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dtype=X.dtype, shape=(M, 1))
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return res.A.ravel()
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def _sparse_min_or_max(X, axis, min_or_max):
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if axis is None:
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if 0 in X.shape:
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raise ValueError("zero-size array to reduction operation")
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zero = X.dtype.type(0)
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if X.nnz == 0:
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return zero
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m = min_or_max.reduce(X.data.ravel())
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if X.nnz != np.product(X.shape):
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m = min_or_max(zero, m)
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return m
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if axis < 0:
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axis += 2
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if (axis == 0) or (axis == 1):
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return _min_or_max_axis(X, axis, min_or_max)
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else:
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raise ValueError("invalid axis, use 0 for rows, or 1 for columns")
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def _sparse_min_max(X, axis):
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return (_sparse_min_or_max(X, axis, np.minimum),
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_sparse_min_or_max(X, axis, np.maximum))
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def _sparse_nan_min_max(X, axis):
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return(_sparse_min_or_max(X, axis, np.fmin),
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_sparse_min_or_max(X, axis, np.fmax))
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def min_max_axis(X, axis, ignore_nan=False):
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"""Compute minimum and maximum along an axis on a CSR or CSC matrix and
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optionally ignore NaN values.
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Parameters
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----------
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X : sparse matrix of shape (n_samples, n_features)
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Input data. It should be of CSR or CSC format.
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axis : {0, 1}
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Axis along which the axis should be computed.
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ignore_nan : bool, default=False
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Ignore or passing through NaN values.
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.. versionadded:: 0.20
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Returns
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-------
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mins : ndarray of shape (n_features,), dtype={np.float32, np.float64}
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Feature-wise minima.
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maxs : ndarray of shape (n_features,), dtype={np.float32, np.float64}
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Feature-wise maxima.
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"""
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if isinstance(X, sp.csr_matrix) or isinstance(X, sp.csc_matrix):
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if ignore_nan:
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return _sparse_nan_min_max(X, axis=axis)
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else:
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return _sparse_min_max(X, axis=axis)
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else:
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_raise_typeerror(X)
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def count_nonzero(X, axis=None, sample_weight=None):
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"""A variant of X.getnnz() with extension to weighting on axis 0
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Useful in efficiently calculating multilabel metrics.
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Parameters
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----------
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|
X : sparse matrix of shape (n_samples, n_labels)
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|
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
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|
Weight for each row of X.
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|
"""
|
|
if axis == -1:
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|
axis = 1
|
|
elif axis == -2:
|
|
axis = 0
|
|
elif X.format != 'csr':
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|
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.
|
|
|
|
|
|
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 isinstance(X, sp.csc_matrix):
|
|
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
|