Merge pull request #247 from IFCA/fix-rbf-kernel

Fix rbf kernel

Author: Jaime Céspedes Sisniega

docs/source/examples/data_drift/MMD_simple.ipynb

@@ -6,31 +6,14 @@
 
 import numpy as np  # type: ignore
 import tqdm  # type: ignore
-from scipy.spatial.distance import cdist  # type: ignore
 
 from frouros.callbacks.batch.base import BaseCallbackBatch
 from frouros.detectors.data_drift.base import MultivariateData
 from frouros.detectors.data_drift.batch.distance_based.base import (
     BaseDistanceBased,
     DistanceResult,
 )
-
-
-def rbf_kernel(
-    X: np.ndarray, Y: np.ndarray, std: float = 1.0  # noqa: N803
-) -> np.ndarray:
-    """Radial basis function kernel between X and Y matrices.
-
-    :param X: X matrix
-    :type X: numpy.ndarray
-    :param Y: Y matrix
-    :type Y: numpy.ndarray
-    :param std: standard deviation value
-    :type std: float
-    :return: Radial basis kernel matrix
-    :rtype: numpy.ndarray
-    """
-    return np.exp(-cdist(X, Y, "sqeuclidean") / 2 * std**2)
+from frouros.utils.kernels import rbf_kernel
 
 
 class MMD(BaseDistanceBased):

frouros/detectors/data_drift/batch/distance_based/mmd.py

@@ -0,0 +1,103 @@
+"""Test kernels module."""
+
+import numpy as np  # type: ignore
+import pytest  # type: ignore
+
+from frouros.utils.kernels import rbf_kernel
+
+
+# TODO: Create fixtures for the matrices and the expected kernel values
+
+
+@pytest.mark.parametrize(
+    "X, Y, sigma, expected_kernel_value",
+    [
+        (np.array([[1, 2, 3]]), np.array([[1, 2, 3]]), 0.5, np.array([[1.0]])),
+        (np.array([[1, 2, 3]]), np.array([[1, 2, 3]]), 1.0, np.array([[1.0]])),
+        (np.array([[1, 2, 3]]), np.array([[1, 2, 3]]), 2.0, np.array([[1.0]])),
+        (
+            np.array([[1, 2, 3]]),
+            np.array([[4, 5, 6]]),
+            0.5,
+            np.array([[3.53262857e-24]]),
+        ),
+        (
+            np.array([[1, 2, 3]]),
+            np.array([[4, 5, 6]]),
+            1.0,
+            np.array([[1.37095909e-06]]),
+        ),
+        (np.array([[1, 2, 3]]), np.array([[4, 5, 6]]), 2.0, np.array([[0.03421812]])),
+        (
+            np.array([[1, 2, 3], [4, 5, 6]]),
+            np.array([[1, 2, 3], [4, 5, 6]]),
+            0.5,
+            np.array(
+                [[1.00000000e00, 3.53262857e-24], [3.53262857e-24, 1.00000000e00]]
+            ),
+        ),
+        (
+            np.array([[1, 2, 3], [4, 5, 6]]),
+            np.array([[1, 2, 3], [4, 5, 6]]),
+            1.0,
+            np.array(
+                [[1.00000000e00, 1.37095909e-06], [1.37095909e-06, 1.00000000e00]]
+            ),
+        ),
+        (
+            np.array([[1, 2, 3], [4, 5, 6]]),
+            np.array([[1, 2, 3], [4, 5, 6]]),
+            2.0,
+            np.array([[1.00000000e00, 0.03421812], [0.03421812, 1.00000000e00]]),
+        ),
+        (
+            np.array([[1, 2, 3], [4, 5, 6]]),
+            np.array([[1.5, 2.5, 3.5], [4.5, 5.5, 6.5]]),
+            0.5,
+            np.array(
+                [[2.23130160e-01, 1.20048180e-32], [5.17555501e-17, 2.23130160e-01]]
+            ),
+        ),
+        (
+            np.array([[1, 2, 3], [4, 5, 6]]),
+            np.array([[1.5, 2.5, 3.5], [4.5, 5.5, 6.5]]),
+            1.0,
+            np.array(
+                [[6.87289279e-01, 1.04674018e-08], [8.48182352e-05, 6.87289279e-01]]
+            ),
+        ),
+        (
+            np.array([[1, 2, 3], [4, 5, 6]]),
+            np.array([[1.5, 2.5, 3.5], [4.5, 5.5, 6.5]]),
+            2.0,
+            np.array([[0.91051036, 0.01011486], [0.09596709, 0.91051036]]),
+        ),
+    ],
+)
+def test_rbf_kernel(
+    X: np.ndarray,  # noqa: N803
+    Y: np.ndarray,
+    sigma: float,
+    expected_kernel_value: np.ndarray,
+) -> None:
+    """Test rbf kernel.
+
+    :param X: X values
+    :type X: numpy.ndarray
+    :param Y: Y values
+    :type Y: numpy.ndarray
+    :param sigma: sigma value
+    :type sigma: float
+    :param expected_kernel_value: expected kernel value
+    :type expected_kernel_value: numpy.ndarray
+    """
+    assert np.all(
+        np.isclose(
+            rbf_kernel(
+                X=X,
+                Y=Y,
+                sigma=sigma,
+            ),
+            expected_kernel_value,
+        ),
+    )

frouros/tests/unit/utils/test_kernels.py

@@ -0,0 +1,21 @@
+"""Kernels module."""
+
+import numpy as np  # type: ignore
+from scipy.spatial.distance import cdist  # type: ignore
+
+
+def rbf_kernel(
+    X: np.ndarray, Y: np.ndarray, sigma: float = 1.0  # noqa: N803
+) -> np.ndarray:
+    """Radial basis function kernel between X and Y matrices.
+
+    :param X: X matrix
+    :type X: numpy.ndarray
+    :param Y: Y matrix
+    :type Y: numpy.ndarray
+    :param sigma: sigma value (equivalent to gamma = 1 / (2 * sigma**2))
+    :type sigma: float
+    :return: Radial basis kernel matrix
+    :rtype: numpy.ndarray
+    """
+    return np.exp(-cdist(X, Y, "sqeuclidean") / (2 * sigma**2))