<NME> test_csp.py
<BEF> # Author: Alexandre Gramfort <alexandre.gramfort@inria.fr>
#         Romain Trachel <trachelr@gmail.com>
#         Alexandre Barachant <alexandre.barachant@gmail.com>
#         Jean-Remi King <jeanremi.king@gmail.com>
#
# License: BSD-3-Clause

import os.path as op

import numpy as np
import pytest
from numpy.testing import (assert_array_almost_equal, assert_array_equal,
                           assert_equal)

from mne import io, Epochs, read_events, pick_types
from mne.decoding.csp import CSP, _ajd_pham, SPoC
from mne.utils import requires_sklearn

data_dir = op.join(op.dirname(__file__), '..', '..', 'io', 'tests', 'data')
raw_fname = op.join(data_dir, 'test_raw.fif')
event_name = op.join(data_dir, 'test-eve.fif')

tmin, tmax = -0.2, 0.5
event_id = dict(aud_l=1, vis_l=3)
# if stop is too small pca may fail in some cases, but we're okay on this file
start, stop = 0, 8


def simulate_data(target, n_trials=100, n_channels=10, random_state=42):
    """Simulate data according to an instantaneous mixin model.

    Data are simulated in the statistical source space, where one source is
    modulated according to a target variable, before being mixed with a
    random mixing matrix.
    """
    rs = np.random.RandomState(random_state)

    # generate a orthogonal mixin matrix
    mixing_mat = np.linalg.svd(rs.randn(n_channels, n_channels))[0]

    S = rs.randn(n_trials, n_channels, 50)
    S[:, 0] *= np.atleast_2d(np.sqrt(target)).T
    S[:, 1:] *= 0.01  # less noise

    X = np.dot(mixing_mat, S).transpose((1, 0, 2))

    return X, mixing_mat


def deterministic_toy_data(classes=('class_a', 'class_b')):
    """Generate a small deterministic toy data set.

    Four independent sources are modulated by the target class and mixed
    into signal space.
    """
    sources_a = np.array([[0, 1, 0, 1, 0, 1, 0, 1, 0, 1, 0, 1, 0, 1, 0, 1],
                          [0, 0, 1, 1, 0, 0, 1, 1, 0, 0, 1, 1, 0, 0, 1, 1],
                          [0, 0, 0, 0, 1, 1, 1, 1, 0, 0, 0, 0, 1, 1, 1, 1],
                          [0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 1, 1, 1, 1, 1]],
                         dtype=float) * 2 - 1

    sources_b = np.array([[0, 1, 0, 1, 0, 1, 0, 1, 0, 1, 0, 1, 0, 1, 0, 1],
                          [0, 0, 1, 1, 0, 0, 1, 1, 0, 0, 1, 1, 0, 0, 1, 1],
                          [0, 0, 0, 0, 1, 1, 1, 1, 0, 0, 0, 0, 1, 1, 1, 1],
                          [0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 1, 1, 1, 1, 1]],
                         dtype=float) * 2 - 1

    sources_a[0, :] *= 1
    sources_a[1, :] *= 2

    sources_b[2, :] *= 3
    sources_b[3, :] *= 4

    mixing = np.array([[1.0, 0.8, 0.6, 0.4],
                       [0.8, 1.0, 0.8, 0.6],
                       [0.6, 0.8, 1.0, 0.8],
                       [0.4, 0.6, 0.8, 1.0]])

    x_class_a = mixing @ sources_a
    csp_fail = CSP(cov_est="undefined")
    assert_raises(ValueError, csp_fail.fit, epochs_data, y)

@requires_sklearn
def test_regularized_csp():
    """Test Common Spatial Patterns algorithm using regularized covariance

@pytest.mark.slowtest
def test_csp():
    """Test Common Spatial Patterns algorithm on epochs."""
    raw = io.read_raw_fif(raw_fname, preload=False)
    events = read_events(event_name)
    picks = pick_types(raw.info, meg=True, stim=False, ecg=False,
                       eog=False, exclude='bads')
    picks = picks[2:12:3]  # subselect channels -> disable proj!
    raw.add_proj([], remove_existing=True)
    epochs = Epochs(raw, events, event_id, tmin, tmax, picks=picks,
                    baseline=(None, 0), preload=True, proj=False)
    epochs_data = epochs.get_data()
    n_channels = epochs_data.shape[1]
    y = epochs.events[:, -1]

    # Init
    pytest.raises(ValueError, CSP, n_components='foo', norm_trace=False)
    for reg in ['foo', -0.1, 1.1]:
        csp = CSP(reg=reg, norm_trace=False)
        pytest.raises(ValueError, csp.fit, epochs_data, epochs.events[:, -1])
    for reg in ['oas', 'ledoit_wolf', 0, 0.5, 1.]:
        CSP(reg=reg, norm_trace=False)
    for cov_est in ['foo', None]:
        pytest.raises(ValueError, CSP, cov_est=cov_est, norm_trace=False)
    with pytest.raises(TypeError, match='instance of bool'):
        CSP(norm_trace='foo')
    for cov_est in ['concat', 'epoch']:
        CSP(cov_est=cov_est, norm_trace=False)

    n_components = 3
    # Fit
    for norm_trace in [True, False]:
        csp = CSP(n_components=n_components, norm_trace=norm_trace)
        csp.fit(epochs_data, epochs.events[:, -1])

    assert_equal(len(csp.mean_), n_components)
    assert_equal(len(csp.std_), n_components)

    # Transform
    X = csp.fit_transform(epochs_data, y)
    sources = csp.transform(epochs_data)
    assert (sources.shape[1] == n_components)
    assert (csp.filters_.shape == (n_channels, n_channels))
    assert (csp.patterns_.shape == (n_channels, n_channels))
    assert_array_almost_equal(sources, X)

    # Test data exception
    pytest.raises(ValueError, csp.fit, epochs_data,
                  np.zeros_like(epochs.events))
    pytest.raises(ValueError, csp.fit, epochs, y)
    pytest.raises(ValueError, csp.transform, epochs)

    # Test plots
    epochs.pick_types(meg='mag')
    cmap = ('RdBu', True)
    components = np.arange(n_components)
    for plot in (csp.plot_patterns, csp.plot_filters):
        plot(epochs.info, components=components, res=12, show=False, cmap=cmap)

    # Test with more than 2 classes
    epochs = Epochs(raw, events, tmin=tmin, tmax=tmax, picks=picks,
                    event_id=dict(aud_l=1, aud_r=2, vis_l=3, vis_r=4),
                    baseline=(None, 0), proj=False, preload=True)
    epochs_data = epochs.get_data()
    n_channels = epochs_data.shape[1]

    n_channels = epochs_data.shape[1]
    for cov_est in ['concat', 'epoch']:
        csp = CSP(n_components=n_components, cov_est=cov_est, norm_trace=False)
        csp.fit(epochs_data, epochs.events[:, 2]).transform(epochs_data)
        assert_equal(len(csp._classes), 4)
        assert_array_equal(csp.filters_.shape, [n_channels, n_channels])
        assert_array_equal(csp.patterns_.shape, [n_channels, n_channels])

    # Test average power transform
    n_components = 2
    assert (csp.transform_into == 'average_power')
    feature_shape = [len(epochs_data), n_components]
    X_trans = dict()
    for log in (None, True, False):
        csp = CSP(n_components=n_components, log=log, norm_trace=False)
        assert (csp.log is log)
        Xt = csp.fit_transform(epochs_data, epochs.events[:, 2])
        assert_array_equal(Xt.shape, feature_shape)
        X_trans[str(log)] = Xt
    # log=None => log=True
    assert_array_almost_equal(X_trans['None'], X_trans['True'])
    # Different normalization return different transform
    assert (np.sum((X_trans['True'] - X_trans['False']) ** 2) > 1.)
    # Check wrong inputs
    pytest.raises(ValueError, CSP, transform_into='average_power', log='foo')

    # Test csp space transform
    csp = CSP(transform_into='csp_space', norm_trace=False)
    assert (csp.transform_into == 'csp_space')
    for log in ('foo', True, False):
        pytest.raises(ValueError, CSP, transform_into='csp_space', log=log,
                      norm_trace=False)
    n_components = 2
    csp = CSP(n_components=n_components, transform_into='csp_space',
              norm_trace=False)
    Xt = csp.fit(epochs_data, epochs.events[:, 2]).transform(epochs_data)
    feature_shape = [len(epochs_data), n_components, epochs_data.shape[2]]
    assert_array_equal(Xt.shape, feature_shape)

    # Check mixing matrix on simulated data
    y = np.array([100] * 50 + [1] * 50)
    X, A = simulate_data(y)

    for cov_est in ['concat', 'epoch']:
        # fit csp
        csp = CSP(n_components=1, cov_est=cov_est, norm_trace=False)
        csp.fit(X, y)

        # check the first pattern match the mixing matrix
        # the sign might change
        corr = np.abs(np.corrcoef(csp.patterns_[0, :].T, A[:, 0])[0, 1])
        assert np.abs(corr) > 0.99

        # check output
        out = csp.transform(X)
        corr = np.abs(np.corrcoef(out[:, 0], y)[0, 1])
        assert np.abs(corr) > 0.95


@requires_sklearn
def test_regularized_csp():
    """Test Common Spatial Patterns algorithm using regularized covariance."""
    raw = io.read_raw_fif(raw_fname)
    events = read_events(event_name)
    picks = pick_types(raw.info, meg=True, stim=False, ecg=False,
                       eog=False, exclude='bads')
    picks = picks[1:13:3]
    epochs = Epochs(raw, events, event_id, tmin, tmax, picks=picks,
                    baseline=(None, 0), preload=True)
    epochs_data = epochs.get_data()
    n_channels = epochs_data.shape[1]

    n_components = 3
    reg_cov = [None, 0.05, 'ledoit_wolf', 'oas']
    for reg in reg_cov:
        csp = CSP(n_components=n_components, reg=reg, norm_trace=False,
                  rank=None)
        csp.fit(epochs_data, epochs.events[:, -1])
        y = epochs.events[:, -1]
        X = csp.fit_transform(epochs_data, y)
        assert (csp.filters_.shape == (n_channels, n_channels))
        assert (csp.patterns_.shape == (n_channels, n_channels))
        assert_array_almost_equal(csp.fit(epochs_data, y).
                                  transform(epochs_data), X)

        # test init exception
        pytest.raises(ValueError, csp.fit, epochs_data,
                      np.zeros_like(epochs.events))
        pytest.raises(ValueError, csp.fit, epochs, y)
        pytest.raises(ValueError, csp.transform, epochs)

        csp.n_components = n_components
        sources = csp.transform(epochs_data)
        assert (sources.shape[1] == n_components)


@requires_sklearn
def test_csp_pipeline():
    """Test if CSP works in a pipeline."""
    from sklearn.svm import SVC
    from sklearn.pipeline import Pipeline
    csp = CSP(reg=1, norm_trace=False)
    svc = SVC()
    pipe = Pipeline([("CSP", csp), ("SVC", svc)])
    pipe.set_params(CSP__reg=0.2)
    assert (pipe.get_params()["CSP__reg"] == 0.2)


def test_ajd():
    """Test approximate joint diagonalization."""
    # The implementation shuold obtain the same
    # results as the Matlab implementation by Pham Dinh-Tuan.
    # Generate a set of cavariances matrices for test purpose
    n_times, n_channels = 10, 3
    seed = np.random.RandomState(0)
    diags = 2.0 + 0.1 * seed.randn(n_times, n_channels)
    A = 2 * seed.rand(n_channels, n_channels) - 1
    A /= np.atleast_2d(np.sqrt(np.sum(A ** 2, 1))).T
    covmats = np.empty((n_times, n_channels, n_channels))
    for i in range(n_times):
        covmats[i] = np.dot(np.dot(A, np.diag(diags[i])), A.T)
    V, D = _ajd_pham(covmats)
    # Results obtained with original matlab implementation
    V_matlab = [[-3.507280775058041, -5.498189967306344, 7.720624541198574],
                [0.694689013234610, 0.775690358505945, -1.162043086446043],
                [-0.592603135588066, -0.598996925696260, 1.009550086271192]]
    assert_array_almost_equal(V, V_matlab)


def test_spoc():
    """Test SPoC."""
    X = np.random.randn(10, 10, 20)
    y = np.random.randn(10)

    spoc = SPoC(n_components=4)
    spoc.fit(X, y)
    Xt = spoc.transform(X)
    assert_array_equal(Xt.shape, [10, 4])
    spoc = SPoC(n_components=4, transform_into='csp_space')
    spoc.fit(X, y)
    Xt = spoc.transform(X)
    assert_array_equal(Xt.shape, [10, 4, 20])
    assert_array_equal(spoc.filters_.shape, [10, 10])
    assert_array_equal(spoc.patterns_.shape, [10, 10])

    # check y
    pytest.raises(ValueError, spoc.fit, X, y * 0)

    # Check that doesn't take CSP-spcific input
    pytest.raises(TypeError, SPoC, cov_est='epoch')

    # Check mixing matrix on simulated data
    rs = np.random.RandomState(42)
    y = rs.rand(100) * 50 + 1
    X, A = simulate_data(y)

    # fit spoc
    spoc = SPoC(n_components=1)
    spoc.fit(X, y)

    # check the first patterns match the mixing matrix
    corr = np.abs(np.corrcoef(spoc.patterns_[0, :].T, A[:, 0])[0, 1])
    assert np.abs(corr) > 0.99

    # check output
    out = spoc.transform(X)
    corr = np.abs(np.corrcoef(out[:, 0], y)[0, 1])
    assert np.abs(corr) > 0.85


def test_csp_twoclass_symmetry():
    """Test that CSP is symmetric when swapping classes."""
    x, y = deterministic_toy_data(['class_a', 'class_b'])
    csp = CSP(norm_trace=False, transform_into='average_power', log=True)
    log_power = csp.fit_transform(x, y)
    log_power_ratio_ab = log_power[0] - log_power[1]

    x, y = deterministic_toy_data(['class_b', 'class_a'])
    csp = CSP(norm_trace=False, transform_into='average_power', log=True)
    log_power = csp.fit_transform(x, y)
    log_power_ratio_ba = log_power[0] - log_power[1]

    assert_array_almost_equal(log_power_ratio_ab,
                              log_power_ratio_ba)


def test_csp_component_ordering():
    """Test that CSP component ordering works as expected."""
    x, y = deterministic_toy_data(['class_a', 'class_b'])

    pytest.raises(ValueError, CSP, component_order='invalid')

    # component_order='alternate' only works with two classes
    csp = CSP(component_order='alternate')
    with pytest.raises(ValueError):
        csp.fit(np.zeros((3, 0, 0)), ['a', 'b', 'c'])

    p_alt = CSP(component_order='alternate').fit(x, y).patterns_
    p_mut = CSP(component_order='mutual_info').fit(x, y).patterns_

    # This permutation of p_alt and p_mut is explained by the particular
    # eigenvalues of the toy data: [0.06, 0.1,   0.5,  0.8].
    # p_alt arranges them to [0.8, 0.06, 0.5, 0.1]
    # p_mut arranges them to [0.06, 0.1, 0.8, 0.5]
    assert_array_almost_equal(p_alt, p_mut[[2, 0, 3, 1]])

<MSG> Add blank line (flake issue)

<DFF> @@ -80,6 +80,7 @@ def test_csp():
     csp_fail = CSP(cov_est="undefined")
     assert_raises(ValueError, csp_fail.fit, epochs_data, y)
 
+
 @requires_sklearn
 def test_regularized_csp():
     """Test Common Spatial Patterns algorithm using regularized covariance

{'addition_count': 1, 'commit_subject': 'Add blank line (flake issue)', 'deletion_count': 0, 'file_extension': '.py', 'lang': 'py', 'license': 'bsd-3-clause', 'repo_name': 'mne-tools/mne-python'}