sklearn.decomposition
.dict_learning_online¶
- sklearn.decomposition.dict_learning_online(X, n_components=2, *, alpha=1, n_iter='deprecated', max_iter=None, return_code=True, dict_init=None, callback=None, batch_size='warn', verbose=False, shuffle=True, n_jobs=None, method='lars', iter_offset='deprecated', random_state=None, return_inner_stats='deprecated', inner_stats='deprecated', return_n_iter='deprecated', positive_dict=False, positive_code=False, method_max_iter=1000, tol=0.001, max_no_improvement=10)[source]¶
Solve a dictionary learning matrix factorization problem online.
Finds the best dictionary and the corresponding sparse code for approximating the data matrix X by solving:
(U^*, V^*) = argmin 0.5 || X - U V ||_Fro^2 + alpha * || U ||_1,1 (U,V) with || V_k ||_2 = 1 for all 0 <= k < n_components
where V is the dictionary and U is the sparse code. ||.||_Fro stands for the Frobenius norm and ||.||_1,1 stands for the entry-wise matrix norm which is the sum of the absolute values of all the entries in the matrix. This is accomplished by repeatedly iterating over mini-batches by slicing the input data.
Read more in the User Guide.
- Parameters:
- Xndarray of shape (n_samples, n_features)
Data matrix.
- n_componentsint or None, default=2
Number of dictionary atoms to extract. If None, then
n_components
is set ton_features
.- alphafloat, default=1
Sparsity controlling parameter.
- n_iterint, default=100
Number of mini-batch iterations to perform.
Deprecated since version 1.1:
n_iter
is deprecated in 1.1 and will be removed in 1.4. Usemax_iter
instead.- max_iterint, default=None
Maximum number of iterations over the complete dataset before stopping independently of any early stopping criterion heuristics. If
max_iter
is not None,n_iter
is ignored.New in version 1.1.
- return_codebool, default=True
Whether to also return the code U or just the dictionary
V
.- dict_initndarray of shape (n_components, n_features), default=None
Initial values for the dictionary for warm restart scenarios. If
None
, the initial values for the dictionary are created with an SVD decomposition of the data viarandomized_svd
.- callbackcallable, default=None
A callable that gets invoked at the end of each iteration.
- batch_sizeint, default=3
The number of samples to take in each batch.
Changed in version 1.3: The default value of
batch_size
will change from 3 to 256 in version 1.3.- verbosebool, default=False
To control the verbosity of the procedure.
- shufflebool, default=True
Whether to shuffle the data before splitting it in batches.
- n_jobsint, default=None
Number of parallel jobs to run.
None
means 1 unless in ajoblib.parallel_backend
context.-1
means using all processors. See Glossary for more details.- method{‘lars’, ‘cd’}, default=’lars’
'lars'
: uses the least angle regression method to solve the lasso problem (linear_model.lars_path
);'cd'
: uses the coordinate descent method to compute the Lasso solution (linear_model.Lasso
). Lars will be faster if the estimated components are sparse.
- iter_offsetint, default=0
Number of previous iterations completed on the dictionary used for initialization.
Deprecated since version 1.1:
iter_offset
serves internal purpose only and will be removed in 1.3.- random_stateint, RandomState instance or None, default=None
Used for initializing the dictionary when
dict_init
is not specified, randomly shuffling the data whenshuffle
is set toTrue
, and updating the dictionary. Pass an int for reproducible results across multiple function calls. See Glossary.- return_inner_statsbool, default=False
Return the inner statistics A (dictionary covariance) and B (data approximation). Useful to restart the algorithm in an online setting. If
return_inner_stats
isTrue
,return_code
is ignored.Deprecated since version 1.1:
return_inner_stats
serves internal purpose only and will be removed in 1.3.- inner_statstuple of (A, B) ndarrays, default=None
Inner sufficient statistics that are kept by the algorithm. Passing them at initialization is useful in online settings, to avoid losing the history of the evolution.
A
(n_components, n_components)
is the dictionary covariance matrix.B
(n_features, n_components)
is the data approximation matrix.Deprecated since version 1.1:
inner_stats
serves internal purpose only and will be removed in 1.3.- return_n_iterbool, default=False
Whether or not to return the number of iterations.
Deprecated since version 1.1:
return_n_iter
will be removed in 1.3 and n_iter will always be returned.- positive_dictbool, default=False
Whether to enforce positivity when finding the dictionary.
New in version 0.20.
- positive_codebool, default=False
Whether to enforce positivity when finding the code.
New in version 0.20.
- method_max_iterint, default=1000
Maximum number of iterations to perform when solving the lasso problem.
New in version 0.22.
- tolfloat, default=1e-3
Control early stopping based on the norm of the differences in the dictionary between 2 steps. Used only if
max_iter
is not None.To disable early stopping based on changes in the dictionary, set
tol
to 0.0.New in version 1.1.
- max_no_improvementint, default=10
Control early stopping based on the consecutive number of mini batches that does not yield an improvement on the smoothed cost function. Used only if
max_iter
is not None.To disable convergence detection based on cost function, set
max_no_improvement
to None.New in version 1.1.
- Returns:
- codendarray of shape (n_samples, n_components),
The sparse code (only returned if
return_code=True
).- dictionaryndarray of shape (n_components, n_features),
The solutions to the dictionary learning problem.
- n_iterint
Number of iterations run. Returned only if
return_n_iter
is set toTrue
.
See also
dict_learning
Solve a dictionary learning matrix factorization problem.
DictionaryLearning
Find a dictionary that sparsely encodes data.
MiniBatchDictionaryLearning
A faster, less accurate, version of the dictionary learning algorithm.
SparsePCA
Sparse Principal Components Analysis.
MiniBatchSparsePCA
Mini-batch Sparse Principal Components Analysis.