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MAINT Clean up code in FastICA #19796

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Merged
merged 3 commits into from
Apr 19, 2021
Merged

MAINT Clean up code in FastICA #19796

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be6d994
FIX code cleanup in FastICA
MaxwellLZH Mar 31, 2021
415a07b
keep syntax X_mean
MaxwellLZH Apr 3, 2021
fa01ea0
Merge remote-tracking branch 'upstream/main' into pr/19796
thomasjpfan Apr 18, 2021
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25 changes: 12 additions & 13 deletions sklearn/decomposition/_fastica.py
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Original file line number Diff line number Diff line change
Expand Up @@ -427,9 +427,8 @@ def _fit(self, X, compute_sources=False):
-------
X_new : ndarray of shape (n_samples, n_components)
"""

X = self._validate_data(X, copy=self.whiten, dtype=FLOAT_DTYPES,
ensure_min_samples=2).T
XT = self._validate_data(X, copy=self.whiten, dtype=FLOAT_DTYPES,
ensure_min_samples=2).T
fun_args = {} if self.fun_args is None else self.fun_args
random_state = check_random_state(self.random_state)

Expand All @@ -454,7 +453,7 @@ def g(x, fun_args):
% self.fun
)

n_samples, n_features = X.shape
n_features, n_samples = XT.shape

n_components = self.n_components
if not self.whiten and n_components is not None:
Expand All @@ -471,24 +470,24 @@ def g(x, fun_args):
)

if self.whiten:
# Centering the columns (ie the variables)
X_mean = X.mean(axis=-1)
X -= X_mean[:, np.newaxis]
# Centering the features of X
X_mean = XT.mean(axis=-1)
XT -= X_mean[:, np.newaxis]

# Whitening and preprocessing by PCA
u, d, _ = linalg.svd(X, full_matrices=False, check_finite=False)
u, d, _ = linalg.svd(XT, full_matrices=False, check_finite=False)

del _
K = (u / d).T[:n_components] # see (6.33) p.140
del u, d
X1 = np.dot(K, X)
X1 = np.dot(K, XT)
# see (13.6) p.267 Here X1 is white and data
# in X has been projected onto a subspace by PCA
X1 *= np.sqrt(n_features)
X1 *= np.sqrt(n_samples)
else:
# X must be casted to floats to avoid typing issues with numpy
# 2.0 and the line below
X1 = as_float_array(X, copy=False) # copy has been taken care of
X1 = as_float_array(XT, copy=False) # copy has been taken care of

w_init = self.w_init
if w_init is None:
Expand Down Expand Up @@ -519,9 +518,9 @@ def g(x, fun_args):

if compute_sources:
if self.whiten:
S = np.linalg.multi_dot([W, K, X]).T
S = np.linalg.multi_dot([W, K, XT]).T
else:
S = np.dot(W, X).T
S = np.dot(W, XT).T
else:
S = None

Expand Down