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diffusion_map.py
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145 lines (106 loc) · 4.04 KB
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"""
Implementing various dimensionality reduction methods with PyTorch Tensors
Here I am using PyTorch to implement Diffusion Map method.
[1] Diffusion maps, RR Coifman, S Lafon, Applied and computational harmonic analysis 21 (1), 5-30
Under development. Please use with caution.
"""
import torch
from torch.autograd import Variable
import numpy as np
import matplotlib.pyplot as plt
import matplotlib.colors as colors
import matplotlib.cm as cm
import matplotlib as mpl
color_map = plt.get_cmap('jet')
def distance_matrix(mat):
d= ((mat.unsqueeze (0)-mat.unsqueeze (1))**2).sum (2)**0.5
return d
def diffusion_distance(mat, sigma=8.0, alpha=1.0):
D =distance_matrix(mat);
K = torch.exp(-(torch.pow(torch.div(D,sigma) ,2))) # Kernel
p = K.sum(1)
K1 = K/(torch.pow(p.unsqueeze(1)*p,alpha)+1e-9) # alpha = 1 Laplace Beltrami, 0.5 Fokker Planck diffusion.
v = torch.sqrt(K1.sum(1))
A = K1/(1e-9+v.unsqueeze(1)*v)
[u,s,v]=torch.svd(A)
u=u/(1e-9+u[:,0].unsqueeze(1))
return K1,u,s
# Generate Clusters
mat = torch.cat([torch.randn(500,2)+torch.Tensor([-2,-3]), torch.randn(500,2)+torch.Tensor([2,1])])
# mat = mat[torch.randperm(mat.size(0))]
plt.scatter(mat[:,0].numpy(),mat[:,1].numpy())
plt.show(block=False)
plt.pause(1)
##-------------------------------------------
# Diffusion map
##-------------------------------------------
[d,u,s]= diffusion_distance(mat,4.0,0.5)
plt.figure(1)
plt.imshow(d.numpy(),cmap= color_map)
plt.title('Distance Matrix-Before Ordering')
plt.show(block=False)
color_vals = cm.rainbow(np.linspace(0, 1, mat.size(0)))
[val, ind] = torch.sort(u[:,1] )
plt.figure(2)
sorted_u = u[ind,:]
for x, color in zip(sorted_u.numpy(), color_vals):
plt.scatter(x[1],x[2], color=color)
plt.title('Eigenvector-Mapping')
plt.show(block=False)
plt.pause(0.1)
plt.figure(3)
plt.imshow(d[[ind]][:,ind].numpy(),cmap= color_map)
plt.show(block=False)
plt.title('Sorted Matrix');
plt.pause(0.1)
plt.figure(4)
plt.plot(torch.sort(u[:,1 ])[0].numpy())
plt.show(block=False)
plt.title("Sorted Eigenvector")
plt.pause(0.1)
data = u[:,1:4]*(torch.pow(s[1:4].expand_as(u[:,1:4]),0))
d=distance_matrix(data)
min_d = d.min();
max_d = d.max();
assert min_d ==0 , "Error in distance matrix"
values = u[:,1 ]
norm = colors.Normalize(vmin=values.min(), vmax=values.max())
scalarMap = cm.ScalarMappable( norm=norm , cmap=color_map)
random_point = min(torch.round(torch.abs(torch.randn(1)/2.0)*len(mat))[0],len(mat));
plt.figure()
plt.scatter(mat[:,0].numpy(),mat[:,1].numpy())
for i in range(len(data)):
color = scalarMap.to_rgba(d[int(random_point),i]) # take the distance from one point
plt.scatter(mat[i,0],mat[i,1], color=color)
plt.scatter(mat[int(random_point),0],mat[int(random_point),1], color=[0.0 ,0.0,0.0], marker="*")
plt.title('distance from point at time:'+str(0))
plt.show(block=False)
for t in range(1,10,1):
plt.figure();
values = u[:,1 ]*(s[1]**t)
plt.scatter(mat[:,0].numpy(),mat[:,1].numpy())
for i in range(len(values)):
color = scalarMap.to_rgba(values[i])
plt.scatter(mat[i,0],mat[i,1], color=color)
plt.show(block=False)
plt.title("Second Eigenvector at time:"+str(t))
plt.pause(0.1)
p = torch.pow(s,t)
data = u[:,1:3]*(p[1:3].expand_as(u[:,1:3]))
d=distance_matrix(data)
plt.figure();
plt.imshow(d[[ind]][:,ind].numpy(),cmap= color_map, vmin= 0, vmax=max_d)
plt.title('distance matrix at time:'+str(t))
plt.show(block=False)
# draw the distances from one point
plt.figure()
plt.scatter(mat[:,0].numpy(),mat[:,1].numpy())
for i in range(len(data)):
color = scalarMap.to_rgba(d[int(random_point),i]) # take the distance from one point
plt.scatter(mat[i,0],mat[i,1], color=color)
plt.scatter(mat[int(random_point),0],mat[int(random_point),1], color=[0.0 ,0.0,0.0], marker="*")
plt.title('distance from point at time:'+str(t))
plt.show(block=False)
raw_input("Press Enter to continue..")
raw_input("Press Enter to exit..")
plt.close('all')