#region License Information
/* HeuristicLab
* Copyright (C) 2002-2016 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
*
* This file is part of HeuristicLab.
*
* HeuristicLab is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* HeuristicLab is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with HeuristicLab. If not, see .
*/
//Code is based on an implementation from Laurens van der Maaten
/*
*
* Copyright (c) 2014, Laurens van der Maaten (Delft University of Technology)
* All rights reserved.
*
* Redistribution and use in source and binary forms, with or without
* modification, are permitted provided that the following conditions are met:
* 1. Redistributions of source code must retain the above copyright
* notice, this list of conditions and the following disclaimer.
* 2. Redistributions in binary form must reproduce the above copyright
* notice, this list of conditions and the following disclaimer in the
* documentation and/or other materials provided with the distribution.
* 3. All advertising materials mentioning features or use of this software
* must display the following acknowledgement:
* This product includes software developed by the Delft University of Technology.
* 4. Neither the name of the Delft University of Technology nor the names of
* its contributors may be used to endorse or promote products derived from
* this software without specific prior written permission.
*
* THIS SOFTWARE IS PROVIDED BY LAURENS VAN DER MAATEN ''AS IS'' AND ANY EXPRESS
* OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES
* OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO
* EVENT SHALL LAURENS VAN DER MAATEN BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
* SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
* PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR
* BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
* CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING
* IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY
* OF SUCH DAMAGE.
*
*/
#endregion
using System;
using System.Collections.Generic;
using HeuristicLab.Collections;
using HeuristicLab.Common;
using HeuristicLab.Core;
using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
using HeuristicLab.Random;
namespace HeuristicLab.Algorithms.DataAnalysis {
[StorableClass]
public class TSNEStatic {
[StorableClass]
public sealed class TSNEState : DeepCloneable {
#region Storables
// initialized once
[Storable]
public IDistance distance;
[Storable]
public IRandom random;
[Storable]
public double perplexity;
[Storable]
public bool exact;
[Storable]
public int noDatapoints;
[Storable]
public double finalMomentum;
[Storable]
public int momSwitchIter;
[Storable]
public int stopLyingIter;
[Storable]
public double theta;
[Storable]
public double eta;
[Storable]
public int newDimensions;
// for approximate version: sparse representation of similarity/distance matrix
[Storable]
public double[] valP; // similarity/distance
[Storable]
public int[] rowP; // row index
[Storable]
public int[] colP; // col index
// for exact version: dense representation of distance/similarity matrix
[Storable]
public double[,] p;
// mapped data
[Storable]
public double[,] newData;
[Storable]
public int iter;
[Storable]
public double currentMomentum;
// helper variables (updated in each iteration)
[Storable]
public double[,] gains;
[Storable]
public double[,] uY;
[Storable]
public double[,] dY;
#endregion
#region Constructors & Cloning
private TSNEState(TSNEState original, Cloner cloner) : base(original, cloner) {
distance = cloner.Clone(original.distance);
random = cloner.Clone(original.random);
perplexity = original.perplexity;
exact = original.exact;
noDatapoints = original.noDatapoints;
finalMomentum = original.finalMomentum;
momSwitchIter = original.momSwitchIter;
stopLyingIter = original.stopLyingIter;
theta = original.theta;
eta = original.eta;
newDimensions = original.newDimensions;
if (original.valP != null) {
valP = new double[original.valP.Length];
Array.Copy(original.valP, valP, valP.Length);
}
if (original.rowP != null) {
rowP = new int[original.rowP.Length];
Array.Copy(original.rowP, rowP, rowP.Length);
}
if (original.colP != null) {
colP = new int[original.colP.Length];
Array.Copy(original.colP, colP, colP.Length);
}
if (original.p != null) {
p = new double[original.p.GetLength(0), original.p.GetLength(1)];
Array.Copy(original.p, p, p.Length);
}
newData = new double[original.newData.GetLength(0), original.newData.GetLength(1)];
Array.Copy(original.newData, newData, newData.Length);
iter = original.iter;
currentMomentum = original.currentMomentum;
gains = new double[original.gains.GetLength(0), original.gains.GetLength(1)];
Array.Copy(original.gains, gains, gains.Length);
uY = new double[original.uY.GetLength(0), original.uY.GetLength(1)];
Array.Copy(original.uY, uY, uY.Length);
dY = new double[original.dY.GetLength(0), original.dY.GetLength(1)];
Array.Copy(original.dY, dY, dY.Length);
}
public override IDeepCloneable Clone(Cloner cloner) {
return new TSNEState(this, cloner);
}
[StorableConstructor]
public TSNEState(bool deserializing) { }
public TSNEState(IReadOnlyList data, IDistance distance, IRandom random, int newDimensions, double perplexity,
double theta, int stopLyingIter, int momSwitchIter, double momentum, double finalMomentum, double eta, bool randomInit) {
this.distance = distance;
this.random = random;
this.newDimensions = newDimensions;
this.perplexity = perplexity;
this.theta = theta;
this.stopLyingIter = stopLyingIter;
this.momSwitchIter = momSwitchIter;
currentMomentum = momentum;
this.finalMomentum = finalMomentum;
this.eta = eta;
// initialize
noDatapoints = data.Count;
if (noDatapoints - 1 < 3 * perplexity)
throw new ArgumentException("Perplexity too large for the number of data points!");
exact = Math.Abs(theta) < double.Epsilon;
newData = new double[noDatapoints, newDimensions];
dY = new double[noDatapoints, newDimensions];
uY = new double[noDatapoints, newDimensions];
gains = new double[noDatapoints, newDimensions];
for (var i = 0; i < noDatapoints; i++)
for (var j = 0; j < newDimensions; j++)
gains[i, j] = 1.0;
p = null;
rowP = null;
colP = null;
valP = null;
//Calculate Similarities
if (exact) p = CalculateExactSimilarites(data, distance, perplexity);
else CalculateApproximateSimilarities(data, distance, perplexity, out rowP, out colP, out valP);
// Lie about the P-values (factor is 4 in the MATLAB implementation)
if (exact) for (var i = 0; i < noDatapoints; i++) for (var j = 0; j < noDatapoints; j++) p[i, j] *= 12.0;
else for (var i = 0; i < rowP[noDatapoints]; i++) valP[i] *= 12.0;
// Initialize solution (randomly)
var rand = new NormalDistributedRandom(random, 0, 1);
for (var i = 0; i < noDatapoints; i++)
for (var j = 0; j < newDimensions; j++)
newData[i, j] = rand.NextDouble() * .0001;
if (!(data[0] is IReadOnlyList) || randomInit) return;
for (var i = 0; i < noDatapoints; i++)
for (var j = 0; j < newDimensions; j++) {
var row = (IReadOnlyList) data[i];
newData[i, j] = row[j % row.Count];
}
}
#endregion
public double EvaluateError() {
return exact ? EvaluateErrorExact(p, newData, noDatapoints, newDimensions) : EvaluateErrorApproximate(rowP, colP, valP, newData, theta);
}
#region Helpers
private static void CalculateApproximateSimilarities(IReadOnlyList data, IDistance distance, double perplexity, out int[] rowP, out int[] colP, out double[] valP) {
// Compute asymmetric pairwise input similarities
ComputeGaussianPerplexity(data, distance, out rowP, out colP, out valP, perplexity, (int) (3 * perplexity));
// Symmetrize input similarities
int[] sRowP, symColP;
double[] sValP;
SymmetrizeMatrix(rowP, colP, valP, out sRowP, out symColP, out sValP);
rowP = sRowP;
colP = symColP;
valP = sValP;
var sumP = .0;
for (var i = 0; i < rowP[data.Count]; i++) sumP += valP[i];
for (var i = 0; i < rowP[data.Count]; i++) valP[i] /= sumP;
}
private static double[,] CalculateExactSimilarites(IReadOnlyList data, IDistance distance, double perplexity) {
// Compute similarities
var p = new double[data.Count, data.Count];
ComputeGaussianPerplexity(data, distance, p, perplexity);
// Symmetrize input similarities
for (var n = 0; n < data.Count; n++) {
for (var m = n + 1; m < data.Count; m++) {
p[n, m] += p[m, n];
p[m, n] = p[n, m];
}
}
var sumP = .0;
for (var i = 0; i < data.Count; i++) {
for (var j = 0; j < data.Count; j++) {
sumP += p[i, j];
}
}
for (var i = 0; i < data.Count; i++) {
for (var j = 0; j < data.Count; j++) {
p[i, j] /= sumP;
}
}
return p;
}
private static void ComputeGaussianPerplexity(IReadOnlyList x, IDistance distance, out int[] rowP, out int[] colP, out double[] valP, double perplexity, int k) {
if (perplexity > k) throw new ArgumentException("Perplexity should be lower than k!");
var n = x.Count;
// Allocate the memory we need
rowP = new int[n + 1];
colP = new int[n * k];
valP = new double[n * k];
var curP = new double[n - 1];
rowP[0] = 0;
for (var i = 0; i < n; i++) rowP[i + 1] = rowP[i] + k;
var objX = new List>();
for (var i = 0; i < n; i++) objX.Add(new IndexedItem(i, x[i]));
// Build ball tree on data set
var tree = new VantagePointTree>(new IndexedItemDistance(distance), objX);
// Loop over all points to find nearest neighbors
for (var i = 0; i < n; i++) {
IList> indices;
IList distances;
// Find nearest neighbors
tree.Search(objX[i], k + 1, out indices, out distances);
// Initialize some variables for binary search
var found = false;
var beta = 1.0;
var minBeta = double.MinValue;
var maxBeta = double.MaxValue;
const double tol = 1e-5;
// Iterate until we found a good perplexity
var iter = 0;
double sumP = 0;
while (!found && iter < 200) {
// Compute Gaussian kernel row
for (var m = 0; m < k; m++) curP[m] = Math.Exp(-beta * distances[m + 1]);
// Compute entropy of current row
sumP = double.Epsilon;
for (var m = 0; m < k; m++) sumP += curP[m];
var h = .0;
for (var m = 0; m < k; m++) h += beta * (distances[m + 1] * curP[m]);
h = h / sumP + Math.Log(sumP);
// Evaluate whether the entropy is within the tolerance level
var hdiff = h - Math.Log(perplexity);
if (hdiff < tol && -hdiff < tol) {
found = true;
}
else {
if (hdiff > 0) {
minBeta = beta;
if (maxBeta.IsAlmost(double.MaxValue) || maxBeta.IsAlmost(double.MinValue))
beta *= 2.0;
else
beta = (beta + maxBeta) / 2.0;
}
else {
maxBeta = beta;
if (minBeta.IsAlmost(double.MinValue) || minBeta.IsAlmost(double.MaxValue))
beta /= 2.0;
else
beta = (beta + minBeta) / 2.0;
}
}
// Update iteration counter
iter++;
}
// Row-normalize current row of P and store in matrix
for (var m = 0; m < k; m++) curP[m] /= sumP;
for (var m = 0; m < k; m++) {
colP[rowP[i] + m] = indices[m + 1].Index;
valP[rowP[i] + m] = curP[m];
}
}
}
private static void ComputeGaussianPerplexity(IReadOnlyList x, IDistance distance, double[,] p, double perplexity) {
// Compute the distance matrix
var dd = ComputeDistances(x, distance);
var n = x.Count;
// Compute the Gaussian kernel row by row
for (var i = 0; i < n; i++) {
// Initialize some variables
var found = false;
var beta = 1.0;
var minBeta = double.MinValue;
var maxBeta = double.MaxValue;
const double tol = 1e-5;
double sumP = 0;
// Iterate until we found a good perplexity
var iter = 0;
while (!found && iter < 200) { // 200 iterations as in tSNE implementation by van der Maarten
// Compute Gaussian kernel row
for (var m = 0; m < n; m++) p[i, m] = Math.Exp(-beta * dd[i][m]);
p[i, i] = double.Epsilon;
// Compute entropy of current row
sumP = double.Epsilon;
for (var m = 0; m < n; m++) sumP += p[i, m];
var h = 0.0;
for (var m = 0; m < n; m++) h += beta * (dd[i][m] * p[i, m]);
h = h / sumP + Math.Log(sumP);
// Evaluate whether the entropy is within the tolerance level
var hdiff = h - Math.Log(perplexity);
if (hdiff < tol && -hdiff < tol) {
found = true;
}
else {
if (hdiff > 0) {
minBeta = beta;
if (maxBeta.IsAlmost(double.MaxValue) || maxBeta.IsAlmost(double.MinValue))
beta *= 2.0;
else
beta = (beta + maxBeta) / 2.0;
}
else {
maxBeta = beta;
if (minBeta.IsAlmost(double.MinValue) || minBeta.IsAlmost(double.MaxValue))
beta /= 2.0;
else
beta = (beta + minBeta) / 2.0;
}
}
// Update iteration counter
iter++;
}
// Row normalize P
for (var m = 0; m < n; m++) p[i, m] /= sumP;
}
}
private static double[][] ComputeDistances(IReadOnlyList x, IDistance distance) {
var res = new double[x.Count][];
for (var r = 0; r < x.Count; r++) {
var rowV = new double[x.Count];
// all distances must be symmetric
for (var c = 0; c < r; c++) {
rowV[c] = res[c][r];
}
rowV[r] = 0.0; // distance to self is zero for all distances
for (var c = r + 1; c < x.Count; c++) {
rowV[c] = distance.Get(x[r], x[c]);
}
res[r] = rowV;
}
return res;
// return x.Select(m => x.Select(n => distance.Get(m, n)).ToArray()).ToArray();
}
private static double EvaluateErrorExact(double[,] p, double[,] y, int n, int d) {
// Compute the squared Euclidean distance matrix
var dd = new double[n, n];
var q = new double[n, n];
ComputeSquaredEuclideanDistance(y, n, d, dd);
// Compute Q-matrix and normalization sum
var sumQ = double.Epsilon;
for (var n1 = 0; n1 < n; n1++) {
for (var m = 0; m < n; m++) {
if (n1 != m) {
q[n1, m] = 1 / (1 + dd[n1, m]);
sumQ += q[n1, m];
}
else q[n1, m] = double.Epsilon;
}
}
for (var i = 0; i < n; i++) for (var j = 0; j < n; j++) q[i, j] /= sumQ;
// Sum t-SNE error
var c = .0;
for (var i = 0; i < n; i++)
for (var j = 0; j < n; j++) {
c += p[i, j] * Math.Log((p[i, j] + float.Epsilon) / (q[i, j] + float.Epsilon));
}
return c;
}
private static double EvaluateErrorApproximate(IReadOnlyList rowP, IReadOnlyList colP, IReadOnlyList valP, double[,] y, double theta) {
// Get estimate of normalization term
var n = y.GetLength(0);
var d = y.GetLength(1);
var tree = new SpacePartitioningTree(y);
var buff = new double[d];
var sumQ = 0.0;
for (var i = 0; i < n; i++) tree.ComputeNonEdgeForces(i, theta, buff, ref sumQ);
// Loop over all edges to compute t-SNE error
var c = .0;
for (var k = 0; k < n; k++) {
for (var i = rowP[k]; i < rowP[k + 1]; i++) {
var q = .0;
for (var j = 0; j < d; j++) buff[j] = y[k, j];
for (var j = 0; j < d; j++) buff[j] -= y[colP[i], j];
for (var j = 0; j < d; j++) q += buff[j] * buff[j];
q = (1.0 / (1.0 + q)) / sumQ;
c += valP[i] * Math.Log((valP[i] + float.Epsilon) / (q + float.Epsilon));
}
}
return c;
}
private static void SymmetrizeMatrix(IReadOnlyList rowP, IReadOnlyList colP, IReadOnlyList valP, out int[] symRowP, out int[] symColP, out double[] symValP) {
// Count number of elements and row counts of symmetric matrix
var n = rowP.Count - 1;
var rowCounts = new int[n];
for (var j = 0; j < n; j++) {
for (var i = rowP[j]; i < rowP[j + 1]; i++) {
// Check whether element (col_P[i], n) is present
var present = false;
for (var m = rowP[colP[i]]; m < rowP[colP[i] + 1]; m++) {
if (colP[m] == j) present = true;
}
if (present) rowCounts[j]++;
else {
rowCounts[j]++;
rowCounts[colP[i]]++;
}
}
}
var noElem = 0;
for (var i = 0; i < n; i++) noElem += rowCounts[i];
// Allocate memory for symmetrized matrix
symRowP = new int[n + 1];
symColP = new int[noElem];
symValP = new double[noElem];
// Construct new row indices for symmetric matrix
symRowP[0] = 0;
for (var i = 0; i < n; i++) symRowP[i + 1] = symRowP[i] + rowCounts[i];
// Fill the result matrix
var offset = new int[n];
for (var j = 0; j < n; j++) {
for (var i = rowP[j]; i < rowP[j + 1]; i++) { // considering element(n, colP[i])
// Check whether element (col_P[i], n) is present
var present = false;
for (var m = rowP[colP[i]]; m < rowP[colP[i] + 1]; m++) {
if (colP[m] != j) continue;
present = true;
if (j > colP[i]) continue; // make sure we do not add elements twice
symColP[symRowP[j] + offset[j]] = colP[i];
symColP[symRowP[colP[i]] + offset[colP[i]]] = j;
symValP[symRowP[j] + offset[j]] = valP[i] + valP[m];
symValP[symRowP[colP[i]] + offset[colP[i]]] = valP[i] + valP[m];
}
// If (colP[i], n) is not present, there is no addition involved
if (!present) {
symColP[symRowP[j] + offset[j]] = colP[i];
symColP[symRowP[colP[i]] + offset[colP[i]]] = j;
symValP[symRowP[j] + offset[j]] = valP[i];
symValP[symRowP[colP[i]] + offset[colP[i]]] = valP[i];
}
// Update offsets
if (present && (j > colP[i])) continue;
offset[j]++;
if (colP[i] != j) offset[colP[i]]++;
}
}
for (var i = 0; i < noElem; i++) symValP[i] /= 2.0;
}
#endregion
}
///
/// Static interface to tSNE
///
///
/// The distance function used to differentiate similar from non-similar points, e.g. Euclidean distance.
/// Random number generator
/// Dimensionality of projected space (usually 2 for easy visual analysis).
/// Perplexity parameter of tSNE. Comparable to k in a k-nearest neighbour algorithm. Recommended value is floor(number of points /3) or lower
/// Maximum number of iterations for gradient descent.
/// Value describing how much appoximated gradients my differ from exact gradients. Set to 0 for exact calculation and in [0,1] otherwise. CAUTION: exact calculation of forces requires building a non-sparse N*N matrix where N is the number of data points. This may exceed memory limitations.
/// Number of iterations after which p is no longer approximated.
/// Number of iterations after which the momentum in the gradient descent is switched.
/// The initial momentum in the gradient descent.
/// The final momentum in gradient descent (after momentum switch).
/// Gradient descent learning rate.
///
public static double[,] Run(T[] data, IDistance distance, IRandom random,
int newDimensions = 2, double perplexity = 25, int iterations = 1000,
double theta = 0, int stopLyingIter = 0, int momSwitchIter = 0, double momentum = .5,
double finalMomentum = .8, double eta = 10.0
) {
var state = CreateState(data, distance, random, newDimensions, perplexity,
theta, stopLyingIter, momSwitchIter, momentum, finalMomentum, eta);
for (var i = 0; i < iterations - 1; i++) {
Iterate(state);
}
return Iterate(state);
}
public static TSNEState CreateState(T[] data, IDistance distance, IRandom random,
int newDimensions = 2, double perplexity = 25, double theta = 0,
int stopLyingIter = 0, int momSwitchIter = 0, double momentum = .5,
double finalMomentum = .8, double eta = 10.0, bool randomInit = true
) {
return new TSNEState(data, distance, random, newDimensions, perplexity, theta, stopLyingIter, momSwitchIter, momentum, finalMomentum, eta, randomInit);
}
public static double[,] Iterate(TSNEState state) {
if (state.exact)
ComputeExactGradient(state.p, state.newData, state.noDatapoints, state.newDimensions, state.dY);
else
ComputeApproximateGradient(state.rowP, state.colP, state.valP, state.newData, state.noDatapoints, state.newDimensions, state.dY, state.theta);
// Update gains
for (var i = 0; i < state.noDatapoints; i++) {
for (var j = 0; j < state.newDimensions; j++) {
state.gains[i, j] = Math.Sign(state.dY[i, j]) != Math.Sign(state.uY[i, j])
? state.gains[i, j] + .2 // +0.2 nd *0.8 are used in two separate implementations of tSNE -> seems to be correct
: state.gains[i, j] * .8;
if (state.gains[i, j] < .01) state.gains[i, j] = .01;
}
}
// Perform gradient update (with momentum and gains)
for (var i = 0; i < state.noDatapoints; i++)
for (var j = 0; j < state.newDimensions; j++)
state.uY[i, j] = state.currentMomentum * state.uY[i, j] - state.eta * state.gains[i, j] * state.dY[i, j];
for (var i = 0; i < state.noDatapoints; i++)
for (var j = 0; j < state.newDimensions; j++)
state.newData[i, j] = state.newData[i, j] + state.uY[i, j];
// Make solution zero-mean
ZeroMean(state.newData);
// Stop lying about the P-values after a while, and switch momentum
if (state.iter == state.stopLyingIter) {
if (state.exact)
for (var i = 0; i < state.noDatapoints; i++)
for (var j = 0; j < state.noDatapoints; j++)
state.p[i, j] /= 12.0;
else
for (var i = 0; i < state.rowP[state.noDatapoints]; i++)
state.valP[i] /= 12.0;
}
if (state.iter == state.momSwitchIter)
state.currentMomentum = state.finalMomentum;
state.iter++;
return state.newData;
}
#region Helpers
private static void ComputeApproximateGradient(int[] rowP, int[] colP, double[] valP, double[,] y, int n, int d, double[,] dC, double theta) {
var tree = new SpacePartitioningTree(y);
var sumQ = 0.0;
var posF = new double[n, d];
var negF = new double[n, d];
SpacePartitioningTree.ComputeEdgeForces(rowP, colP, valP, n, posF, y, d);
var row = new double[d];
for (var n1 = 0; n1 < n; n1++) {
Array.Clear(row, 0, row.Length);
tree.ComputeNonEdgeForces(n1, theta, row, ref sumQ);
Buffer.BlockCopy(row, 0, negF, (sizeof(double) * n1 * d), d * sizeof(double));
}
// Compute final t-SNE gradient
for (var i = 0; i < n; i++)
for (var j = 0; j < d; j++) {
dC[i, j] = posF[i, j] - negF[i, j] / sumQ;
}
}
private static void ComputeExactGradient(double[,] p, double[,] y, int n, int d, double[,] dC) {
// Make sure the current gradient contains zeros
for (var i = 0; i < n; i++) for (var j = 0; j < d; j++) dC[i, j] = 0.0;
// Compute the squared Euclidean distance matrix
var dd = new double[n, n];
ComputeSquaredEuclideanDistance(y, n, d, dd);
// Compute Q-matrix and normalization sum
var q = new double[n, n];
var sumQ = .0;
for (var n1 = 0; n1 < n; n1++) {
for (var m = 0; m < n; m++) {
if (n1 == m) continue;
q[n1, m] = 1 / (1 + dd[n1, m]);
sumQ += q[n1, m];
}
}
// Perform the computation of the gradient
for (var n1 = 0; n1 < n; n1++) {
for (var m = 0; m < n; m++) {
if (n1 == m) continue;
var mult = (p[n1, m] - q[n1, m] / sumQ) * q[n1, m];
for (var d1 = 0; d1 < d; d1++) {
dC[n1, d1] += (y[n1, d1] - y[m, d1]) * mult;
}
}
}
}
private static void ComputeSquaredEuclideanDistance(double[,] x, int n, int d, double[,] dd) {
var dataSums = new double[n];
for (var i = 0; i < n; i++) {
for (var j = 0; j < d; j++) {
dataSums[i] += x[i, j] * x[i, j];
}
}
for (var i = 0; i < n; i++) {
for (var m = 0; m < n; m++) {
dd[i, m] = dataSums[i] + dataSums[m];
}
}
for (var i = 0; i < n; i++) {
dd[i, i] = 0.0;
for (var m = i + 1; m < n; m++) {
dd[i, m] = 0.0;
for (var j = 0; j < d; j++) {
dd[i, m] += (x[i, j] - x[m, j]) * (x[i, j] - x[m, j]);
}
dd[m, i] = dd[i, m];
}
}
}
private static void ZeroMean(double[,] x) {
// Compute data mean
var n = x.GetLength(0);
var d = x.GetLength(1);
var mean = new double[d];
for (var i = 0; i < n; i++) {
for (var j = 0; j < d; j++) {
mean[j] += x[i, j];
}
}
for (var i = 0; i < d; i++) {
mean[i] /= n;
}
// Subtract data mean
for (var i = 0; i < n; i++) {
for (var j = 0; j < d; j++) {
x[i, j] -= mean[j];
}
}
}
#endregion
}
}