#!/usr/bin/env python # coding: utf-8 # Manifold Learning with Isomap # ============================= # # *Important:* Please read the [installation page](http://gpeyre.github.io/numerical-tours/installation_python/) for details about how to install the toolboxes. # $\newcommand{\dotp}[2]{\langle #1, #2 \rangle}$ # $\newcommand{\enscond}[2]{\lbrace #1, #2 \rbrace}$ # $\newcommand{\pd}[2]{ \frac{ \partial #1}{\partial #2} }$ # $\newcommand{\umin}[1]{\underset{#1}{\min}\;}$ # $\newcommand{\umax}[1]{\underset{#1}{\max}\;}$ # $\newcommand{\umin}[1]{\underset{#1}{\min}\;}$ # $\newcommand{\uargmin}[1]{\underset{#1}{argmin}\;}$ # $\newcommand{\norm}[1]{\|#1\|}$ # $\newcommand{\abs}[1]{\left|#1\right|}$ # $\newcommand{\choice}[1]{ \left\{ \begin{array}{l} #1 \end{array} \right. }$ # $\newcommand{\pa}[1]{\left(#1\right)}$ # $\newcommand{\diag}[1]{{diag}\left( #1 \right)}$ # $\newcommand{\qandq}{\quad\text{and}\quad}$ # $\newcommand{\qwhereq}{\quad\text{where}\quad}$ # $\newcommand{\qifq}{ \quad \text{if} \quad }$ # $\newcommand{\qarrq}{ \quad \Longrightarrow \quad }$ # $\newcommand{\ZZ}{\mathbb{Z}}$ # $\newcommand{\CC}{\mathbb{C}}$ # $\newcommand{\RR}{\mathbb{R}}$ # $\newcommand{\EE}{\mathbb{E}}$ # $\newcommand{\Zz}{\mathcal{Z}}$ # $\newcommand{\Ww}{\mathcal{W}}$ # $\newcommand{\Vv}{\mathcal{V}}$ # $\newcommand{\Nn}{\mathcal{N}}$ # $\newcommand{\NN}{\mathcal{N}}$ # $\newcommand{\Hh}{\mathcal{H}}$ # $\newcommand{\Bb}{\mathcal{B}}$ # $\newcommand{\Ee}{\mathcal{E}}$ # $\newcommand{\Cc}{\mathcal{C}}$ # $\newcommand{\Gg}{\mathcal{G}}$ # $\newcommand{\Ss}{\mathcal{S}}$ # $\newcommand{\Pp}{\mathcal{P}}$ # $\newcommand{\Ff}{\mathcal{F}}$ # $\newcommand{\Xx}{\mathcal{X}}$ # $\newcommand{\Mm}{\mathcal{M}}$ # $\newcommand{\Ii}{\mathcal{I}}$ # $\newcommand{\Dd}{\mathcal{D}}$ # $\newcommand{\Ll}{\mathcal{L}}$ # $\newcommand{\Tt}{\mathcal{T}}$ # $\newcommand{\si}{\sigma}$ # $\newcommand{\al}{\alpha}$ # $\newcommand{\la}{\lambda}$ # $\newcommand{\ga}{\gamma}$ # $\newcommand{\Ga}{\Gamma}$ # $\newcommand{\La}{\Lambda}$ # $\newcommand{\si}{\sigma}$ # $\newcommand{\Si}{\Sigma}$ # $\newcommand{\be}{\beta}$ # $\newcommand{\de}{\delta}$ # $\newcommand{\De}{\Delta}$ # $\newcommand{\phi}{\varphi}$ # $\newcommand{\th}{\theta}$ # $\newcommand{\om}{\omega}$ # $\newcommand{\Om}{\Omega}$ # This tour explores the Isomap algorithm for manifold learning. # # # The algorithm is introduced in # # # _A Global Geometric Framework for Nonlinear Dimensionality Reduction,_ # J. B. Tenenbaum, V. de Silva and J. C. Langford, # Science 290 (5500): 2319-2323, 22 December 2000. # In[1]: from __future__ import division import numpy as np import scipy as scp import pylab as pyl import matplotlib.pyplot as plt from nt_toolbox.general import * from nt_toolbox.signal import * import warnings warnings.filterwarnings('ignore') get_ipython().run_line_magic('matplotlib', 'inline') get_ipython().run_line_magic('load_ext', 'autoreload') get_ipython().run_line_magic('autoreload', '2') # Graph Approximation of Manifolds # -------------------------------- # Manifold learning consist in approximating the parameterization of a # manifold represented as a point cloud. # # # First we load a simple 3D point cloud, the famous Swiss Roll. # # # Number of points. # In[2]: n = 1000 # Random position on the parameteric domain. # In[3]: from numpy import random x = random.rand(2,n) # Mapping on the manifold. # In[4]: v = 3*np.pi/2*(.1 + 2*x[0,:]) X = np.zeros([3,n]) X[1,:] = 20*x[1,:] X[0,:] = - np.cos(v)*v X[2,:] = np.sin(v)*v # Parameter for display. # In[5]: ms = 200 el = 20; az = -110 # Display the point cloud. # In[6]: from mpl_toolkits.mplot3d import Axes3D fig = plt.figure(figsize=(15,11)) ax = fig.add_subplot(111, projection="3d") #swiss roll ax.scatter(X[0,:], X[1,:], X[2,:], c=plt.cm.jet((X[0,:]**2+X[2,:]**2)/100), s=ms, lw=0, alpha=1) #params ax.set_xlim(np.min(X[0,:]),np.max(X[0,:])) ax.set_ylim(np.min(X[1,:]),np.max(X[1,:])) ax.set_zlim(np.min(X[2,:]),np.max(X[2,:])) ax.axis("off") ax.view_init(elev=el, azim=az) # Compute the pairwise Euclidean distance matrix. # In[7]: D1 = np.repeat(np.sum(X**2, 0)[:,np.newaxis], n, 1) D1 = np.sqrt(D1 + np.transpose(D1) - 2*np.dot(np.transpose(X), X)) # Number of NN for the graph. # In[8]: k = 6 # Compute the k-NN connectivity. # In[9]: DNN, NN = np.sort(D1), np.argsort(D1) NN = NN[:,1:k+1] DNN = DNN[:,1:k+1] # Adjacency matrix, and weighted adjacency. # In[10]: from scipy import sparse B = np.tile(np.arange(0,n),(k,1)) A = sparse.coo_matrix((np.ones(k*n),(np.ravel(B, order="F"), np.ravel(NN)))) # Weighted adjacency (the metric on the graph). # In[11]: W = sparse.coo_matrix((np.ravel(DNN),(np.ravel(B, order="F"), np.ravel(NN)))) # Display the graph. # In[12]: from mpl_toolkits.mplot3d import Axes3D fig = plt.figure(figsize=(15,11)) ax = fig.add_subplot(111, projection="3d") #swiss roll ax.scatter(X[0,:], X[1,:], X[2,:], c=plt.cm.jet((X[0,:]**2+X[2,:]**2)/100), s=ms, lw=0, alpha=1) #graph I,J,V = sparse.find(A) xx = np.vstack((X[0,I],X[0,J])) yy = np.vstack((X[1,I],X[1,J])) zz = np.vstack((X[2,I],X[2,J])) for i in range(len(I)): ax.plot(xx[:,i], yy[:,i], zz[:,i], color="black") #params ax.axis("off") ax.set_xlim(np.min(X[0,:]),np.max(X[0,:])) ax.set_ylim(np.min(X[1,:]),np.max(X[1,:])) ax.set_zlim(np.min(X[2,:]),np.max(X[2,:])) ax.view_init(elev=el, azim=az) plt.show() # Floyd Algorithm to Compute Pairwise Geodesic Distances # ------------------------------------------------------ # A simple algorithm to compute the geodesic distances between all pairs of # points on a graph is Floyd iterative algorithm. Its complexity is # $\mathcal O(n^3)$ where $n$ is the number of points. It is thus quite slow for # sparse graph, where Dijkstra runs in $\mathcal O(n^2\log(n))$. # # # Floyd algorithm iterates the following update rule, for $k=1,\dots,n$ # # # $D(i,j) \leftarrow \min(D(i,j), D(i,k)+D(k,j))$, # # # with the initialization $D(i,j)=W(i,j)$ if $W(i,j)>0$, and # $D(i,j)=Inf$ if $W(i,j)=0$. # # # Make the graph symmetric. # In[13]: D = W.toarray() D = (D + np.transpose(D))/2. # Initialize the matrix. # In[14]: D[D == 0] = np.float("inf") # Add connexion between a point and itself. # In[15]: D = D - np.diag(np.diag(D)) D[np.isnan(D)] = np.float("inf") # __Exercise 1__ # # Implement the Floyd algorithm to compute the full distance matrix # $D$, where $D(i,j)$ is the geodesic distance between # In[16]: run -i nt_solutions/shapes_7_isomap/exo1 # In[17]: ## Insert your code here. # Find index of vertices that are not connected to the main manifold. # In[18]: Iremove = np.where(D[:,0] == np.float("Inf")) # Remove Inf remaining values (disconnected components). # In[19]: D[D == np.float("Inf")] = 0 # Isomap with Classical Multidimensional Scaling # ---------------------------------------------- # Isomap perform the dimensionality reduction by applying multidimensional # scaling. # # # Please refers to the tours on Bending Invariant for detail on # Classical MDS (strain minimization). # __Exercise 2__ # # Perform classical MDS to compute the 2D flattening. # In[20]: run -i nt_solutions/shapes_7_isomap/exo2 # In[21]: ## Insert your code here. # Redess the points using the two leading eigenvectors of the covariance # matrix (PCA correction). # In[22]: [L, U] = linalg.eig(np.dot(Xstrain, np.transpose(Xstrain))/n) Xstrain1 = np.dot(np.transpose(U), Xstrain) # Remove problematic points. # In[23]: Xstrain1[:,Iremove] = np.float("inf") # Display the final result of the dimensionality reduction. # In[24]: #plot size plt.figure(figsize = (15,6)) #plot points plt.scatter(Xstrain1[0,:], Xstrain1[1,:], ms, c=plt.cm.jet((X[0,:]**2+X[2,:]**2)/100), lw=0, alpha=1) #plot vertices I,J,V = sparse.find(A) xx = np.vstack((Xstrain1[0,I], Xstrain1[0,J])) yy = np.vstack((Xstrain1[1,I], Xstrain1[1,J])) for i in range(len(I)): plt.plot(xx[:,i], yy[:,i], color="black") #params plt.axis("off") plt.xlim(np.min(Xstrain1[0,:]-1),np.max(Xstrain1[0,:])+1) plt.ylim(np.min(Xstrain1[1,:]-1),np.max(Xstrain1[1,:])+1) plt.show() # For comparison, the ideal locations on the parameter domain. # In[25]: Y = np.vstack((v, X[1,:])) Y[0,:] = rescale(Y[0,:], min(Xstrain[0,:]), max(Xstrain[0,:])) Y[1,:] = rescale(Y[1,:], min(Xstrain[1,:]), max(Xstrain[1,:])) # Display the ideal graph on the reduced parameter domain. # In[ ]: #plot size plt.figure(figsize = (15,6)) #plot points plt.scatter(Y[0,:], Y[1,:], ms, c=plt.cm.jet((X[0,:]**2+X[2,:]**2)/100), lw=0, alpha=1) #plot vertices I,J,V = sparse.find(A) xx = np.vstack((Y[0,I], Y[0,J])) yy = np.vstack((Y[1,I], Y[1,J])) for i in range(len(I)): plt.plot(xx[:,i], yy[:,i], color="black") #params plt.axis("off") plt.xlim(np.min(Y[0,:]-1),np.max(Y[0,:])+1) plt.ylim(np.min(Y[1,:]-1),np.max(Y[1,:])+1) plt.show() # Isomap with SMACOF Multidimensional Scaling # ------------------------------------------- # It is possible to use SMACOF instead of classical scaling. # # # Please refers to the tours on Bending Invariant for detail on both # Classical MDS (strain minimization) and SMACOF MDS (stress minimization). # __Exercise 3__ # # Perform stress minimization MDS using SMACOF to compute the 2D flattening. # In[ ]: run -i nt_solutions/shapes_7_isomap/exo3 # In[ ]: ## Insert your code here. # Plot stress evolution during minimization. # In[ ]: plt.figure(figsize=(10,7)) plt.plot(stress, '.-') plt.show() # Compute the main direction of the point clouds. # In[ ]: [L, U] = linalg.eig(np.dot(Xstress, np.transpose(Xstress))/n) [L, I] = np.sort(L), np.argsort(L) U = U[:,I[1:3]] # Project the points on the two leading eigenvectors of the covariance # matrix (PCA final projection). # In[ ]: Xstress1 = np.dot(np.transpose(U), Xstress) # Remove problematic points. # In[ ]: Xstress1[:,Iremove] = np.float("Inf") # Display the final result of the dimensionality reduction. # In[ ]: #plot size plt.figure(figsize = (15,6)) #plot points plt.scatter(Xstress1[1,:], Xstress1[0,:], ms, c=plt.cm.jet((X[0,:]**2+X[2,:]**2)/100), lw=0, alpha=1) #plot vertices I,J,V = sparse.find(A) xx = np.vstack((Xstress1[1,I], Xstress1[1,J])) yy = np.vstack((Xstress1[0,I], Xstress1[0,J])) for i in range(len(I)): plt.plot(xx[:,i], yy[:,i], color="black") #params plt.axis("off") plt.xlim(np.min(Xstress1[1,:]-1),np.max(Xstress1[1,:])+1) plt.ylim(np.min(Xstress1[0,:]-1),np.max(Xstress1[0,:])+1) plt.show()