8000 [MRG+1] Deprecate ridge_alpha param on SparsePCA.transform() by naoyak · Pull Request #8137 · scikit-learn/scikit-learn · GitHub
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[MRG+1] Deprecate ridge_alpha param on SparsePCA.transform() #8137

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Merged
merged 5 commits into from
Jan 4, 2017
Merged

[MRG+1] Deprecate ridge_alpha param on SparsePCA.transform() #8137

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fe539bc
Deprecate ridge_alpha param on SparsePCA.transform()
naoyak Dec 30, 2016
732c46c
Use deprecated sphinx syntax for SparsePCA docs
naoyak Dec 31, 2016
806901a
Added test for SparsePCA transform param deprecation
naoyak Jan 1, 2017
442c404
Check that ridge_alpha is not None on SparsePCA.transform()
naoyak Jan 1, 2017
7cfe756
Check deprecation message in SparsePCA test
naoyak Jan 3, 2017
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18 changes: 16 additions & 2 deletions sklearn/decomposition/sparse_pca.py
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Original file line number Diff line number Diff line change
Expand Up @@ -2,6 +2,8 @@
# Author: Vlad Niculae, Gael Varoquaux, Alexandre Gramfort
# License: BSD 3 clause

import warnings

import numpy as np

from ..utils import check_random_state, check_array
Expand Down Expand Up @@ -130,7 +132,7 @@ def fit(self, X, y=None):
self.error_ = E
return self

def transform(self, X, ridge_alpha=None):
def transform(self, X, ridge_alpha='deprecated'):
"""Least Squares projection of the data onto the sparse components.

To avoid instability issues in case the system is under-determined,
Expand All @@ -150,6 +152,10 @@ def transform(self, X, ridge_alpha=None):
Amount of ridge shrinkage to apply in order to improve
conditioning.

.. deprecated:: 0.19
This parameter will be removed in 0.21.
Specify ``ridge_alpha`` in the ``SparsePCA`` constructor.

Returns
-------
X_new array, shape (n_samples, n_components)
Expand All @@ -158,7 +164,15 @@ def transform(self, X, ridge_alpha=None):
check_is_fitted(self, 'components_')

X = check_array(X)
ridge_alpha = self.ridge_alpha if ridge_alpha is None else ridge_alpha
if ridge_alpha != 'deprecated':
warnings.warn("The ridge_alpha parameter on transform() is "
"deprecated since 0.19 and will be removed in 0.21. "
"Specify ridge_alpha in the SparsePCA constructor.",
DeprecationWarning)
if ridge_alpha is None:
ridge_alpha = self.ridge_alpha
else:
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This is going to break if ridge_alpha=None is passed.

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Please test this case.

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Thanks for the catch. In this case I have it reverting to self.ridge_alpha.

ridge_alpha = self.ridge_alpha
U = ridge_regression(self.components_.T, X.T, ridge_alpha,
solver='cholesky')
s = np.sqrt((U ** 2).sum(axis=0))
Expand Down
8 changes: 8 additions & 0 deletions sklearn/decomposition/tests/test_sparse_pca.py
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Original file line number Diff line number Diff line change
Expand Up @@ -11,6 +11,7 @@
from sklearn.utils.testing import SkipTest
from sklearn.utils.testing import assert_true
from sklearn.utils.testing import assert_false
from sklearn.utils.testing import assert_warns_message 76FA
from sklearn.utils.testing import if_safe_multiprocessing_with_blas

from sklearn.decomposition import SparsePCA, MiniBatchSparsePCA
Expand Down Expand Up @@ -70,6 +71,13 @@ def test_fit_transform():
spca_lasso.fit(Y)
assert_array_almost_equal(spca_lasso.components_, spca_lars.components_)

# Test that deprecated ridge_alpha parameter throws warning
warning_msg = "The ridge_alpha parameter on transform()"
assert_warns_message(DeprecationWarning, warning_msg, spca_lars.transform,
Y, ridge_alpha=0.01)
assert_warns_message(DeprecationWarning, warning_msg, spca_lars.transform,
Y, ridge_alpha=None)


@if_safe_multiprocessing_with_blas
def test_fit_transform_parallel():
Expand Down
0