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Commit 46c00173 authored by Davis King's avatar Davis King
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Added Sammon's algorithm.

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dlib/statistics.h
View file @ 46c00173
......@@ -7,6 +7,7 @@
#include "statistics/dpca.h"
#include "statistics/random_subset_selector.h"
#include "statistics/image_feature_sampling.h"
#include "statistics/sammon.h"
#endif // DLIB_STATISTICs_H_
......
dlib/statistics/sammon.h 0 → 100644
View file @ 46c00173
// Copyright (C) 2012 Emanuele Cesena (emanuele.cesena@gmail.com), Davis E. King
// License: Boost Software License See LICENSE.txt for the full license.
#ifndef DLIB_SAMMoN_H__
#define DLIB_SAMMoN_H__
#include "sammon_abstract.h"
#include "../matrix.h"
#include "../algs.h"
#include "dpca.h"
#include <vector>
namespace dlib
{
class sammon_projection
{
public:
// ------------------------------------------------------------------------------------
template <typename matrix_type>
std::vector<matrix<double,0,1> > operator() (
const std::vector<matrix_type>& data,
long num_dims
)
{
// make sure requires clause is not broken
DLIB_ASSERT(num_dims > 0,
"\t std::vector<matrix<double,0,1> > sammon_projection::operator()"
<< "\n\t Invalid inputs were given to this function."
<< "\n\t num_dims: " << num_dims
);
std::vector<matrix<double,0,1> > result; // projections
if (data.size() == 0)
{
return result;
}
#ifdef ENABLE_ASSERTS
DLIB_ASSERT(0 < num_dims && num_dims <= data[0].size(),
"\t std::vector<matrix<double,0,1> > sammon_projection::operator()"
<< "\n\t Invalid inputs were given to this function."
<< "\n\t data.size(): " << data.size()
<< "\n\t num_dims: " << num_dims
<< "\n\t data[0].size(): " << data[0].size()
);
for (unsigned long i = 0; i < data.size(); ++i)
{
DLIB_ASSERT(is_col_vector(data[i]) && data[i].size() == data[0].size(),
"\t std::vector<matrix<double,0,1> > sammon_projection::operator()"
<< "\n\t Invalid inputs were given to this function."
<< "\n\t data["<<i<<"].size(): " << data[i].size()
<< "\n\t data[0].size(): " << data[0].size()
<< "\n\t is_col_vector(data["<<i<<"]): " << is_col_vector(data[i])
);
}
#endif
double err; // error (discarded)
do_sammon_projection(data, num_dims, result, err);
return result;
}
// ------------------------------------------------------------------------------------
template <typename matrix_type>
void operator() (
const std::vector<matrix_type>& data,
long num_dims,
std::vector<matrix<double,0,1> >& result,
double &err,
unsigned long num_iters = 1000,
const double err_delta = 1.0e-9
)
{
// make sure requires clause is not broken
DLIB_ASSERT(num_dims > 0 && num_iters > 0 && err_delta > 0.0,
"\t std::vector<matrix<double,0,1> > sammon_projection::operator()"
<< "\n\t Invalid inputs were given to this function."
<< "\n\t data.size(): " << data.size()
<< "\n\t num_dims: " << num_dims
<< "\n\t num_iters: " << num_iters
<< "\n\t err_delta: " << err_delta
);
if (data.size() == 0)
{
result.clear();
err = 0;
return;
}
#ifdef ENABLE_ASSERTS
DLIB_ASSERT(0 < num_dims && num_dims <= data[0].size(),
"\t std::vector<matrix<double,0,1> > sammon_projection::operator()"
<< "\n\t Invalid inputs were given to this function."
<< "\n\t data.size(): " << data.size()
<< "\n\t num_dims: " << num_dims
<< "\n\t data[0].size(): " << data[0].size()
);
for (unsigned long i = 0; i < data.size(); ++i)
{
DLIB_ASSERT(is_col_vector(data[i]) && data[i].size() == data[0].size(),
"\t std::vector<matrix<double,0,1> > sammon_projection::operator()"
<< "\n\t Invalid inputs were given to this function."
<< "\n\t data["<<i<<"].size(): " << data[i].size()
<< "\n\t data[0].size(): " << data[0].size()
<< "\n\t is_col_vector(data["<<i<<"]): " << is_col_vector(data[i])
);
}
#endif
do_sammon_projection(data, num_dims, result, err, num_iters, err_delta);
}
// ----------------------------------------------------------------------------------------
// ----------------------------------------------------------------------------------------
private:
void compute_relative_distances(
matrix<double,0,1>& dist, // relative distances (output)
matrix<double,0,0>& data, // input data (matrix whose columns are the input vectors)
double eps_ratio = 1.0e-7 // to compute the minimum distance eps
)
/*!
requires
- dist.nc() == comb( data.nc(), 2 ), preallocated
- eps_ratio > 0
ensures
- dist[k] == lenght(data[i] - data[j]) for k = j(j-1)/2 + i
!*/
{
const long N = data.nc(); // num of points
double eps; // minimum distance, forced to avoid vectors collision
// computed at runtime as eps_ration * mean(vectors distances)
for (int k = 0, i = 1; i < N; ++i)
for (int j = 0; j < i; ++j)
dist(k++) = length(colm(data, i) - colm(data, j));
eps = eps_ratio * mean(dist);
dist = lowerbound(dist, eps);
}
// ----------------------------------------------------------------------------------------
template <typename matrix_type>
void do_sammon_projection(
const std::vector<matrix_type>& data, // input data
unsigned long num_dims, // dimension of the reduced space
std::vector<matrix<double,0,1> >& result, // projections (output)
double &err, // error (output)
unsigned long num_iters = 1000, // max num of iterations: stop condition
const double err_delta = 1.0e-9 // delta error: stop condition
)
/*!
requires
- matrix_type should be a kind of dlib::matrix<double,N,1>
- num_dims > 0
- num_iters > 0
- err_delta > 0
ensures
- result == a set of matrix<double,num_dims,1> objects that represent
the Sammon's projections of data vectors.
- err == the estimated error done in the projection, with the extra
property that err(at previous iteration) - err < err_delta
!*/
{
// other params
const double mf = 0.3; // magic factor
matrix<double> mdata; // input data as matrix
matrix<double> projs; // projected vectors, i.e. output data as matrix
// std::vector<matrix> -> matrix
mdata.set_size(data[0].size(), data.size());
for (unsigned int i = 0; i < data.size(); i++)
set_colm(mdata, i) = data[i];
const long N = mdata.nc(); // num of points
const long d = num_dims; // size of the reduced space
const long nd = N * (N - 1) / 2; // num of pairs of points = size of the distances vectors
matrix<double, 0, 1> dsij, inv_dsij; // d*_ij: pair-wise distances in the input space (and inverses)
dsij.set_size(nd, 1);
inv_dsij.set_size(nd, 1);
double ic; // 1.0 / sum of dsij
matrix<double, 0, 1> dij; // d_ij: pair-wise distances in the reduced space
dij.set_size(nd, 1);
matrix<double, 0, 0> dE, dE2, dtemp; // matrices representing error partial derivatives
dE.set_size(d, N);
dE2.set_size(d, N);
dtemp.set_size(d, N);
matrix<double, 0, 1> inv_dij, alpha; // utility vectors used to compute the partial derivatives
inv_dij.set_size(N, 1); // inv_dij is 1.0/dij, but we only need it column-wise
alpha.set_size(N, 1); // (slightly wasting a bit of computation)
// alpha = 1.0/dij - 1.0/dsij, again column-wise
// initialize projs with PCA
discriminant_pca<matrix<double> > dpca;
for (int i = 0; i < mdata.nc(); ++i)
{
dpca.add_to_total_variance(colm(mdata, i));
}
matrix<double> mat = dpca.dpca_matrix_of_size(num_dims);
projs = mat * mdata;
// compute dsij, inv_dsij and ic
compute_relative_distances(dsij, mdata);
inv_dsij = 1.0 / dsij;
ic = 1.0 / sum(dsij);
// compute dij and err
compute_relative_distances(dij, projs);
err = ic * sum(pointwise_multiply(squared(dij - dsij), inv_dsij));
// start iterating
while (num_iters--)
{
// compute dE, dE2 progressively column by column
for (int p = 0; p < N; ++p)
{
// compute
// - alpha_p, the column vector with 1/d_pj - 1/d*_pj
// - dtemp, the matrix with the p-th column repeated all along
//TODO: optimize constructions
for (int i = 0; i < N; ++i)
{
int pos = (i < p) ? p * (p - 1) / 2 + i : i * (i - 1) / 2 + p;
inv_dij(i) = (i == p) ? 0.0 : 1.0 / dij(pos);
alpha(i) = (i == p) ? 0.0 : inv_dij(i) - inv_dsij(pos);
set_colm(dtemp, i) = colm(projs, p);
}
dtemp -= projs;
set_colm(dE, p) = dtemp * alpha;
double sum_alpha = sum(alpha);
set_colm(dE2, p) = abs( sum_alpha + squared(dtemp) * cubed(inv_dij) );
}
// compute the update projections
projs += pointwise_multiply(dE, mf * reciprocal(dE2));
// compute new dij and error
compute_relative_distances(dij, projs);
double err_new = ic * sum( pointwise_multiply(squared(dij - dsij), inv_dsij) );
if (err - err_new < err_delta)
break;
err = err_new;
}
// matrix -> std::vector<matrix>
result.clear();
for (int i = 0; i < projs.nc(); ++i)
result.push_back(colm(projs, i));
}
};
} // namespace dlib
#endif // DLIB_SAMMoN_H__
dlib/statistics/sammon_abstract.h 0 → 100644
View file @ 46c00173
// Copyright (C) 2012 Emanuele Cesena (emanuele.cesena@gmail.com), Davis E. King
// License: Boost Software License See LICENSE.txt for the full license.
#undef DLIB_SAMMoN_ABSTRACT_H__
#ifdef DLIB_SAMMoN_ABSTRACT_H__
#include "../matrix/matrix_abstract.h"
#include <vector>
namespace dlib
{
class sammon_projection
{
/*!
WHAT THIS OBJECT REPRESENTS
This is a function object that computes the Sammon projection of a set
of N points in a L-dimensional vector space onto a d-dimensional space
(d < L), according to the paper:
A Nonlinear Mapping for Data Structure Analysis (1969) by J.W. Sammon
The current implementation is a vectorized version of the original algorithm.
!*/
public:
sammon_projection(
);
/*!
ensures
- this object is properly initialized
!*/
template <typename matrix_type>
std::vector<matrix<double,0,1> > operator() (
const std::vector<matrix_type>& data,
long num_dims
);
/*!
requires
- num_dims > 0
- matrix_type should be a kind of dlib::matrix of doubles capable
of representing column vectors.
- for all valid i:
- is_col_vector(data[i]) == true
- data[0].size() == data[i].size()
(i.e. all the vectors in data must have the same dimensionality)
- if (data.size() != 0) then
- 0 < num_dims <= data[0].size()
(i.e. you can't project into a higher dimension than the input data,
only to a lower dimension.)
ensures
- This routine computes Sammon's dimensionality reduction method based on the
given input data. It will attempt to project the contents of data into a
num_dims dimensional space that preserves relative distances between the
input data points.
- This function returns a std::vector, OUT, such that:
- OUT == a set of column vectors that represent the Sammon's projection of
the input data vectors.
- OUT.size() == data.size()
- for all valid i:
- OUT[i].size() == num_dims
- OUT[i] == the Sammon projection of the input vector data[i]
!*/
template <typename matrix_type>
void operator() (
const std::vector<matrix_type>& data,
long num_dims,
std::vector<matrix<double,0,1> >& result,
double &err,
unsigned long num_iters = 1000,
const double err_delta = 1.0e-9
);
/*!
requires
- num_iters > 0
- err_delta > 0
- num_dims > 0
- matrix_type should be a kind of dlib::matrix of doubles capable
of representing column vectors.
- for all valid i:
- is_col_vector(data[i]) == true
- data[0].size() == data[i].size()
(i.e. all the vectors in data must have the same dimensionality)
- if (data.size() != 0) then
- 0 < num_dims <= data[0].size()
(i.e. you can't project into a higher dimension than the input data,
only to a lower dimension.)
ensures
- This routine computes Sammon's dimensionality reduction method based on the
given input data. It will attempt to project the contents of data into a
num_dims dimensional space that preserves relative distances between the
input data points.
- #err == the final error value at the end of the algorithm. The goal of Sammon's
algorithm is to find a lower dimensional projection of the input data that
preserves the relative distances between points. The value in #err is a measure
of the total error at the end of the algorithm. So smaller values indicate
a better projection was found than if a large value is returned via #err.
- Sammon's algorithm will run until either num_iters iterations has executed
or the change in error from one iteration to the next is less than err_delta.
- Upon completion, the output of Sammon's projection is stored into #result, in
particular, we will have:
- #result == a set of column vectors that represent the Sammon's projection of
the input data vectors.
- #result.size() == data.size()
- for all valid i:
- #result[i].size() == num_dims
- #result[i] == the Sammon projection of the input vector data[i]
!*/
};
}
#endif // DLIB_SAMMoN_ABSTRACT_H__
dlib/test/CMakeLists.txt
View file @ 46c00173
......@@ -91,6 +91,7 @@ set (tests
read_write_mutex.cpp
reference_counter.cpp
rls.cpp
sammon.cpp
scan_image.cpp
sequence.cpp
sequence_labeler.cpp
......
dlib/test/makefile
View file @ 46c00173
......@@ -106,6 +106,7 @@ SRC += rand.cpp
SRC += read_write_mutex.cpp
SRC += reference_counter.cpp
SRC += rls.cpp
SRC += sammon.cpp
SRC += scan_image.cpp
SRC += sequence.cpp
SRC += sequence_labeler.cpp
......
dlib/test/sammon.cpp 0 → 100644
View file @ 46c00173
// Copyright (C) 2012 Davis E. King (davis@dlib.net)
// License: Boost Software License See LICENSE.txt for the full license.
#include <sstream>
#include <string>
#include <cstdlib>
#include <ctime>
#include <cmath>
#include <dlib/statistics.h>
#include "tester.h"
namespace
{
using namespace test;
using namespace dlib;
using namespace std;
logger dlog("test.sammon");
std::vector<matrix<double,4,1> > make_test_data4(
)
{
std::vector<matrix<double,4,1> > data;
matrix<double,4,1> m;
m = 0,0,0, 0; data.push_back(m);
m = 1,0,0, 0; data.push_back(m);
m = 0,1,0, 0; data.push_back(m);
m = 0,0,1, 0; data.push_back(m);
return data;
}
std::vector<matrix<double,3,1> > make_test_data3(
)
{
std::vector<matrix<double,3,1> > data;
matrix<double,3,1> m;
m = 0,0,0; data.push_back(m);
m = 1,0,0; data.push_back(m);
m = 0,1,0; data.push_back(m);
m = 0,0,1; data.push_back(m);
return data;
}
std::vector<matrix<double> > make_test_data3d(
)
{
std::vector<matrix<double> > data;
matrix<double,3,1> m;
m = 0,0,0; data.push_back(m);
m = 1,0,0; data.push_back(m);
m = 0,1,0; data.push_back(m);
m = 0,0,1; data.push_back(m);
return data;
}
void runtest()
{
sammon_projection s;
std::vector<matrix<double, 0, 1> > projs = s(make_test_data3(),2);
running_stats<double> rs1, rs2;
rs1.add(length(projs[0] - projs[1]));
rs1.add(length(projs[0] - projs[2]));
rs1.add(length(projs[0] - projs[3]));
rs2.add(length(projs[1] - projs[2]));
rs2.add(length(projs[2] - projs[3]));
rs2.add(length(projs[3] - projs[1]));
DLIB_TEST(rs1.stddev()/rs1.mean() < 1e-4);
DLIB_TEST(rs2.stddev()/rs2.mean() < 1e-4);
projs = s(make_test_data4(),2);
rs1.clear();
rs2.clear();
rs1.add(length(projs[0] - projs[1]));
rs1.add(length(projs[0] - projs[2]));
rs1.add(length(projs[0] - projs[3]));
rs2.add(length(projs[1] - projs[2]));
rs2.add(length(projs[2] - projs[3]));
rs2.add(length(projs[3] - projs[1]));
DLIB_TEST(rs1.stddev()/rs1.mean() < 1e-4);
DLIB_TEST(rs2.stddev()/rs2.mean() < 1e-4);
projs = s(make_test_data3d(),2);
rs1.clear();
rs2.clear();
rs1.add(length(projs[0] - projs[1]));
rs1.add(length(projs[0] - projs[2]));
rs1.add(length(projs[0] - projs[3]));
rs2.add(length(projs[1] - projs[2]));
rs2.add(length(projs[2] - projs[3]));
rs2.add(length(projs[3] - projs[1]));
DLIB_TEST(rs1.stddev()/rs1.mean() < 1e-4);
DLIB_TEST(rs2.stddev()/rs2.mean() < 1e-4);
}
void runtest2()
{
sammon_projection s;
std::vector<matrix<double, 0, 1> > projs, temp;
DLIB_TEST(s(projs,3).size() == 0);
matrix<double,2,1> m;
m = 1,2;
projs.push_back(m);
temp = s(projs,2);
DLIB_TEST(temp.size() == 1);
DLIB_TEST(temp[0].size() == 2);
projs.push_back(m);
temp = s(projs,1);
DLIB_TEST(temp.size() == 2);
DLIB_TEST(temp[0].size() == 1);
DLIB_TEST(temp[1].size() == 1);
}
void runtest3(int num_dims)
{
sammon_projection s;
std::vector<matrix<double, 0, 1> > projs;
matrix<double,3,1> m;
m = 1, 1, 1;
projs.push_back(m);
m = 1, 2, 1;
projs.push_back(m);
m = 1, 3, 1;
projs.push_back(m);
projs = s(projs,num_dims);
const double d1a = length(projs[0] - projs[1]);
const double d1b = length(projs[1] - projs[2]);
const double d2 = length(projs[0] - projs[2]);
DLIB_TEST(std::abs(d1a-d1b)/d1a < 1e-8);
DLIB_TEST(std::abs(d2/d1a-2) < 1e-8);
}
void runtest4(int num_dims)
{
sammon_projection s;
std::vector<matrix<double, 0, 1> > projs;
matrix<double,3,1> m;
m = 1, 1, 1;
projs.push_back(m);
m = 1, 2, 1;
projs.push_back(m);
projs = s(projs,num_dims);
DLIB_TEST(length(projs[0] - projs[1]) > 1e-5);
}
class sammon_tester : public tester
{
public:
sammon_tester (
) :
tester ("test_sammon",
"Runs tests on the sammon_projection component.")
{}
void perform_test (
)
{
print_spinner();
runtest();
print_spinner();
runtest2();
print_spinner();
runtest3(2);
print_spinner();
runtest4(2);
runtest3(1);
print_spinner();
runtest4(1);
}
} a;
}
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