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source: branches/Weighted TSNE/3.4/TSNE/TSNEAlgorithm.cs @ 15451

Last change on this file since 15451 was 15451, checked in by bwerth, 7 years ago

#2850 created branch & added WeightedEuclideanDistance

File size: 28.3 KB
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1#region License Information
2/* HeuristicLab
3 * Copyright (C) 2002-2016 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
4 *
5 * This file is part of HeuristicLab.
6 *
7 * HeuristicLab is free software: you can redistribute it and/or modify
8 * it under the terms of the GNU General Public License as published by
9 * the Free Software Foundation, either version 3 of the License, or
10 * (at your option) any later version.
11 *
12 * HeuristicLab is distributed in the hope that it will be useful,
13 * but WITHOUT ANY WARRANTY; without even the implied warranty of
14 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
15 * GNU General Public License for more details.
16 *
17 * You should have received a copy of the GNU General Public License
18 * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
19 */
20#endregion
21
22using System;
23using System.Collections.Generic;
24using System.Drawing;
25using System.Linq;
26using System.Threading;
27using HeuristicLab.Analysis;
28using HeuristicLab.Common;
29using HeuristicLab.Core;
30using HeuristicLab.Data;
31using HeuristicLab.Optimization;
32using HeuristicLab.Parameters;
33using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
34using HeuristicLab.PluginInfrastructure;
35using HeuristicLab.Problems.DataAnalysis;
36using HeuristicLab.Random;
37
38namespace HeuristicLab.Algorithms.DataAnalysis {
39  /// <summary>
40  /// t-distributed stochastic neighbourhood embedding (tSNE) projects the data in a low dimensional
41  /// space to allow visual cluster identification.
42  /// </summary>
43  [Item("tSNE", "t-distributed stochastic neighbourhood embedding projects the data in a low " +
44                "dimensional space to allow visual cluster identification. Implemented similar to: https://lvdmaaten.github.io/tsne/#implementations (Barnes-Hut t-SNE). Described in : https://lvdmaaten.github.io/publications/papers/JMLR_2014.pdf")]
45  [Creatable(CreatableAttribute.Categories.DataAnalysis, Priority = 100)]
46  [StorableClass]
47  public sealed class TSNEAlgorithm : BasicAlgorithm {
48    public override bool SupportsPause {
49      get { return true; }
50    }
51    public override Type ProblemType {
52      get { return typeof(IDataAnalysisProblem); }
53    }
54    public new IDataAnalysisProblem Problem {
55      get { return (IDataAnalysisProblem) base.Problem; }
56      set { base.Problem = value; }
57    }
58
59    #region parameter names
60    private const string DistanceFunctionParameterName = "DistanceFunction";
61    private const string PerplexityParameterName = "Perplexity";
62    private const string ThetaParameterName = "Theta";
63    private const string NewDimensionsParameterName = "Dimensions";
64    private const string MaxIterationsParameterName = "MaxIterations";
65    private const string StopLyingIterationParameterName = "StopLyingIteration";
66    private const string MomentumSwitchIterationParameterName = "MomentumSwitchIteration";
67    private const string InitialMomentumParameterName = "InitialMomentum";
68    private const string FinalMomentumParameterName = "FinalMomentum";
69    private const string EtaParameterName = "Eta";
70    private const string SetSeedRandomlyParameterName = "SetSeedRandomly";
71    private const string SeedParameterName = "Seed";
72    private const string ClassesNameParameterName = "ClassesName";
73    private const string NormalizationParameterName = "Normalization";
74    private const string RandomInitializationParameterName = "RandomInitialization";
75    private const string UpdateIntervalParameterName = "UpdateInterval";
76    #endregion
77
78    #region result names
79    private const string IterationResultName = "Iteration";
80    private const string ErrorResultName = "Error";
81    private const string ErrorPlotResultName = "Error plot";
82    private const string ScatterPlotResultName = "Scatterplot";
83    private const string DataResultName = "Projected data";
84    #endregion
85
86    #region parameter properties
87    public IFixedValueParameter<DoubleValue> PerplexityParameter {
88      get { return Parameters[PerplexityParameterName] as IFixedValueParameter<DoubleValue>; }
89    }
90    public IFixedValueParameter<PercentValue> ThetaParameter {
91      get { return Parameters[ThetaParameterName] as IFixedValueParameter<PercentValue>; }
92    }
93    public IFixedValueParameter<IntValue> NewDimensionsParameter {
94      get { return Parameters[NewDimensionsParameterName] as IFixedValueParameter<IntValue>; }
95    }
96    public IConstrainedValueParameter<IDistance<double[]>> DistanceFunctionParameter {
97      get { return Parameters[DistanceFunctionParameterName] as IConstrainedValueParameter<IDistance<double[]>>; }
98    }
99    public IFixedValueParameter<IntValue> MaxIterationsParameter {
100      get { return Parameters[MaxIterationsParameterName] as IFixedValueParameter<IntValue>; }
101    }
102    public IFixedValueParameter<IntValue> StopLyingIterationParameter {
103      get { return Parameters[StopLyingIterationParameterName] as IFixedValueParameter<IntValue>; }
104    }
105    public IFixedValueParameter<IntValue> MomentumSwitchIterationParameter {
106      get { return Parameters[MomentumSwitchIterationParameterName] as IFixedValueParameter<IntValue>; }
107    }
108    public IFixedValueParameter<DoubleValue> InitialMomentumParameter {
109      get { return Parameters[InitialMomentumParameterName] as IFixedValueParameter<DoubleValue>; }
110    }
111    public IFixedValueParameter<DoubleValue> FinalMomentumParameter {
112      get { return Parameters[FinalMomentumParameterName] as IFixedValueParameter<DoubleValue>; }
113    }
114    public IFixedValueParameter<DoubleValue> EtaParameter {
115      get { return Parameters[EtaParameterName] as IFixedValueParameter<DoubleValue>; }
116    }
117    public IFixedValueParameter<BoolValue> SetSeedRandomlyParameter {
118      get { return Parameters[SetSeedRandomlyParameterName] as IFixedValueParameter<BoolValue>; }
119    }
120    public IFixedValueParameter<IntValue> SeedParameter {
121      get { return Parameters[SeedParameterName] as IFixedValueParameter<IntValue>; }
122    }
123    public IConstrainedValueParameter<StringValue> ClassesNameParameter {
124      get { return Parameters[ClassesNameParameterName] as IConstrainedValueParameter<StringValue>; }
125    }
126    public IFixedValueParameter<BoolValue> NormalizationParameter {
127      get { return Parameters[NormalizationParameterName] as IFixedValueParameter<BoolValue>; }
128    }
129    public IFixedValueParameter<BoolValue> RandomInitializationParameter {
130      get { return Parameters[RandomInitializationParameterName] as IFixedValueParameter<BoolValue>; }
131    }
132    public IFixedValueParameter<IntValue> UpdateIntervalParameter {
133      get { return Parameters[UpdateIntervalParameterName] as IFixedValueParameter<IntValue>; }
134    }
135    #endregion
136
137    #region  Properties
138    public IDistance<double[]> DistanceFunction {
139      get { return DistanceFunctionParameter.Value; }
140    }
141    public double Perplexity {
142      get { return PerplexityParameter.Value.Value; }
143      set { PerplexityParameter.Value.Value = value; }
144    }
145    public double Theta {
146      get { return ThetaParameter.Value.Value; }
147      set { ThetaParameter.Value.Value = value; }
148    }
149    public int NewDimensions {
150      get { return NewDimensionsParameter.Value.Value; }
151      set { NewDimensionsParameter.Value.Value = value; }
152    }
153    public int MaxIterations {
154      get { return MaxIterationsParameter.Value.Value; }
155      set { MaxIterationsParameter.Value.Value = value; }
156    }
157    public int StopLyingIteration {
158      get { return StopLyingIterationParameter.Value.Value; }
159      set { StopLyingIterationParameter.Value.Value = value; }
160    }
161    public int MomentumSwitchIteration {
162      get { return MomentumSwitchIterationParameter.Value.Value; }
163      set { MomentumSwitchIterationParameter.Value.Value = value; }
164    }
165    public double InitialMomentum {
166      get { return InitialMomentumParameter.Value.Value; }
167      set { InitialMomentumParameter.Value.Value = value; }
168    }
169    public double FinalMomentum {
170      get { return FinalMomentumParameter.Value.Value; }
171      set { FinalMomentumParameter.Value.Value = value; }
172    }
173    public double Eta {
174      get { return EtaParameter.Value.Value; }
175      set { EtaParameter.Value.Value = value; }
176    }
177    public bool SetSeedRandomly {
178      get { return SetSeedRandomlyParameter.Value.Value; }
179      set { SetSeedRandomlyParameter.Value.Value = value; }
180    }
181    public int Seed {
182      get { return SeedParameter.Value.Value; }
183      set { SeedParameter.Value.Value = value; }
184    }
185    public string ClassesName {
186      get { return ClassesNameParameter.Value != null ? ClassesNameParameter.Value.Value : null; }
187      set { ClassesNameParameter.Value.Value = value; }
188    }
189    public bool Normalization {
190      get { return NormalizationParameter.Value.Value; }
191      set { NormalizationParameter.Value.Value = value; }
192    }
193    public bool RandomInitialization {
194      get { return RandomInitializationParameter.Value.Value; }
195      set { RandomInitializationParameter.Value.Value = value; }
196    }
197
198    public int UpdateInterval {
199      get { return UpdateIntervalParameter.Value.Value; }
200      set { UpdateIntervalParameter.Value.Value = value; }
201    }
202    #endregion
203
204    #region Constructors & Cloning
205    [StorableConstructor]
206    private TSNEAlgorithm(bool deserializing) : base(deserializing) { }
207
208    private TSNEAlgorithm(TSNEAlgorithm original, Cloner cloner) : base(original, cloner) {
209      if (original.dataRowNames != null)
210        dataRowNames = new Dictionary<string, List<int>>(original.dataRowNames);
211      if (original.dataRows != null)
212        dataRows = original.dataRows.ToDictionary(kvp => kvp.Key, kvp => cloner.Clone(kvp.Value));
213      if (original.state != null)
214        state = cloner.Clone(original.state);
215      iter = original.iter;
216    }
217    public override IDeepCloneable Clone(Cloner cloner) {
218      return new TSNEAlgorithm(this, cloner);
219    }
220    public TSNEAlgorithm() {
221      var distances = new ItemSet<IDistance<double[]>>(ApplicationManager.Manager.GetInstances<IDistance<double[]>>());
222      Parameters.Add(new ConstrainedValueParameter<IDistance<double[]>>(DistanceFunctionParameterName, "The distance function used to differentiate similar from non-similar points", distances, distances.OfType<EuclideanDistance>().FirstOrDefault()));
223      Parameters.Add(new FixedValueParameter<DoubleValue>(PerplexityParameterName, "Perplexity-parameter of tSNE. Comparable to k in a k-nearest neighbour algorithm. Recommended value is floor(number of points /3) or lower", new DoubleValue(25)));
224      Parameters.Add(new FixedValueParameter<PercentValue>(ThetaParameterName, "Value describing how much appoximated " +
225                                                                               "gradients my differ from exact gradients. Set to 0 for exact calculation and in [0,1] otherwise. " +
226                                                                               "Appropriate values for theta are between 0.1 and 0.7 (default = 0.5). CAUTION: exact calculation of " +
227                                                                               "forces requires building a non-sparse N*N matrix where N is the number of data points. This may " +
228                                                                               "exceed memory limitations. The function is designed to run on large (N > 5000) data sets. It may give" +
229                                                                               " poor performance on very small data sets(it is better to use a standard t - SNE implementation on such data).", new PercentValue(0)));
230      Parameters.Add(new FixedValueParameter<IntValue>(NewDimensionsParameterName, "Dimensionality of projected space (usually 2 for easy visual analysis)", new IntValue(2)));
231      Parameters.Add(new FixedValueParameter<IntValue>(MaxIterationsParameterName, "Maximum number of iterations for gradient descent.", new IntValue(1000)));
232      Parameters.Add(new FixedValueParameter<IntValue>(StopLyingIterationParameterName, "Number of iterations after which p is no longer approximated.", new IntValue(0)));
233      Parameters.Add(new FixedValueParameter<IntValue>(MomentumSwitchIterationParameterName, "Number of iterations after which the momentum in the gradient descent is switched.", new IntValue(0)));
234      Parameters.Add(new FixedValueParameter<DoubleValue>(InitialMomentumParameterName, "The initial momentum in the gradient descent.", new DoubleValue(0.5)));
235      Parameters.Add(new FixedValueParameter<DoubleValue>(FinalMomentumParameterName, "The final momentum.", new DoubleValue(0.8)));
236      Parameters.Add(new FixedValueParameter<DoubleValue>(EtaParameterName, "Gradient descent learning rate.", new DoubleValue(10)));
237      Parameters.Add(new FixedValueParameter<BoolValue>(SetSeedRandomlyParameterName, "If the seed should be random.", new BoolValue(true)));
238      Parameters.Add(new FixedValueParameter<IntValue>(SeedParameterName, "The seed used if it should not be random.", new IntValue(0)));
239      Parameters.Add(new OptionalConstrainedValueParameter<StringValue>(ClassesNameParameterName, "Name of the column specifying the class lables of each data point. If this is not set training/test is used as labels."));
240      Parameters.Add(new FixedValueParameter<BoolValue>(NormalizationParameterName, "Whether the data should be zero centered and have variance of 1 for each variable, so different scalings are ignored.", new BoolValue(true)));
241      Parameters.Add(new FixedValueParameter<IntValue>(UpdateIntervalParameterName, "The interval after which the results will be updated.", new IntValue(50)));
242      Parameters.Add(new FixedValueParameter<BoolValue>(RandomInitializationParameterName, "Wether data points should be randomly initialized or according to the first 2 dimensions", new BoolValue(true)));
243
244      Parameters[UpdateIntervalParameterName].Hidden = true;
245
246      MomentumSwitchIterationParameter.Hidden = true;
247      InitialMomentumParameter.Hidden = true;
248      FinalMomentumParameter.Hidden = true;
249      StopLyingIterationParameter.Hidden = true;
250      EtaParameter.Hidden = false;
251      Problem = new RegressionProblem();
252    }
253    #endregion
254
255    [Storable]
256    private Dictionary<string, List<int>> dataRowNames;
257    [Storable]
258    private Dictionary<string, ScatterPlotDataRow> dataRows;
259    [Storable]
260    private TSNEStatic<double[]>.TSNEState state;
261    [Storable]
262    private int iter;
263
264    public override void Prepare() {
265      base.Prepare();
266      dataRowNames = null;
267      dataRows = null;
268      state = null;
269    }
270
271    protected override void Run(CancellationToken cancellationToken) {
272      var problemData = Problem.ProblemData;
273      // set up and initialize everything if necessary
274      if (state == null) {
275        if (SetSeedRandomly) Seed = new System.Random().Next();
276        var random = new MersenneTwister((uint) Seed);
277        var dataset = problemData.Dataset;
278        var allowedInputVariables = problemData.AllowedInputVariables.ToArray();
279        var allindices = Problem.ProblemData.AllIndices.ToArray();
280        var data = allindices.Select(row => allowedInputVariables.Select(col => dataset.GetDoubleValue(col, row)).ToArray()).ToArray();
281        if (Normalization) data = NormalizeInputData(data);
282        state = TSNEStatic<double[]>.CreateState(data, DistanceFunction, random, NewDimensions, Perplexity, Theta, StopLyingIteration, MomentumSwitchIteration, InitialMomentum, FinalMomentum, Eta, RandomInitialization);
283        SetUpResults(allindices);
284        iter = 0;
285      }
286      for (; iter < MaxIterations && !cancellationToken.IsCancellationRequested; iter++) {
287        if (iter % UpdateInterval == 0)
288          Analyze(state);
289        TSNEStatic<double[]>.Iterate(state);
290      }
291      Analyze(state);
292      dataRowNames = null;
293      dataRows = null;
294      state = null;
295    }
296
297    #region Events
298    protected override void OnProblemChanged() {
299      base.OnProblemChanged();
300      if (Problem == null) return;
301      OnProblemDataChanged(this, null);
302    }
303
304    protected override void RegisterProblemEvents() {
305      base.RegisterProblemEvents();
306      Problem.ProblemDataChanged += OnProblemDataChanged;
307    }
308    protected override void DeregisterProblemEvents() {
309      base.DeregisterProblemEvents();
310      Problem.ProblemDataChanged -= OnProblemDataChanged;
311    }
312
313    private void OnProblemDataChanged(object sender, EventArgs args) {
314      if (Problem == null || Problem.ProblemData == null) return;
315      if (!Parameters.ContainsKey(ClassesNameParameterName)) return;
316      ClassesNameParameter.ValidValues.Clear();
317      foreach (var input in Problem.ProblemData.InputVariables) ClassesNameParameter.ValidValues.Add(input);
318    }
319    #endregion
320
321    #region Helpers
322    private void SetUpResults(IReadOnlyList<int> allIndices) {
323      if (Results == null) return;
324      var results = Results;
325      dataRowNames = new Dictionary<string, List<int>>();
326      dataRows = new Dictionary<string, ScatterPlotDataRow>();
327      var problemData = Problem.ProblemData;
328
329      //color datapoints acording to classes variable (be it double or string)
330      if (problemData.Dataset.VariableNames.Contains(ClassesName)) {
331        var classificationData = problemData as ClassificationProblemData;
332        if (classificationData != null && classificationData.TargetVariable.Equals(ClassesName)) {
333          var classNames = classificationData.ClassValues.Zip(classificationData.ClassNames, (v, n) => new {v, n}).ToDictionary(x => x.v, x => x.n);
334          var classes = classificationData.Dataset.GetDoubleValues(classificationData.TargetVariable, allIndices).Select(v => classNames[v]).ToArray();
335          for (var i = 0; i < classes.Length; i++) {
336            if (!dataRowNames.ContainsKey(classes[i])) dataRowNames.Add(classes[i], new List<int>());
337            dataRowNames[classes[i]].Add(i);
338          }
339        }
340        else if (((Dataset) problemData.Dataset).VariableHasType<string>(ClassesName)) {
341          var classes = problemData.Dataset.GetStringValues(ClassesName, allIndices).ToArray();
342          for (var i = 0; i < classes.Length; i++) {
343            if (!dataRowNames.ContainsKey(classes[i])) dataRowNames.Add(classes[i], new List<int>());
344            dataRowNames[classes[i]].Add(i);
345          }
346        }
347        else if (((Dataset) problemData.Dataset).VariableHasType<double>(ClassesName)) {
348          var clusterdata = new Dataset(problemData.Dataset.DoubleVariables, problemData.Dataset.DoubleVariables.Select(v => problemData.Dataset.GetDoubleValues(v, allIndices).ToList()));
349          const int contours = 8;
350          Dictionary<int, string> contourMap;
351          IClusteringModel clusterModel;
352          double[][] borders;
353          CreateClusters(clusterdata, ClassesName, contours, out clusterModel, out contourMap, out borders);
354          var contourorder = borders.Select((x, i) => new {x, i}).OrderBy(x => x.x[0]).Select(x => x.i).ToArray();
355          for (var i = 0; i < contours; i++) {
356            var c = contourorder[i];
357            var contourname = contourMap[c];
358            dataRowNames.Add(contourname, new List<int>());
359            dataRows.Add(contourname, new ScatterPlotDataRow(contourname, "", new List<Point2D<double>>()));
360            dataRows[contourname].VisualProperties.Color = GetHeatMapColor(i, contours);
361            dataRows[contourname].VisualProperties.PointSize = i + 3;
362          }
363          var allClusters = clusterModel.GetClusterValues(clusterdata, Enumerable.Range(0, clusterdata.Rows)).ToArray();
364          for (var i = 0; i < clusterdata.Rows; i++) dataRowNames[contourMap[allClusters[i] - 1]].Add(i);
365        }
366        else if (((Dataset) problemData.Dataset).VariableHasType<DateTime>(ClassesName)) {
367          var clusterdata = new Dataset(problemData.Dataset.DateTimeVariables, problemData.Dataset.DateTimeVariables.Select(v => problemData.Dataset.GetDoubleValues(v, allIndices).ToList()));
368          const int contours = 8;
369          Dictionary<int, string> contourMap;
370          IClusteringModel clusterModel;
371          double[][] borders;
372          CreateClusters(clusterdata, ClassesName, contours, out clusterModel, out contourMap, out borders);
373          var contourorder = borders.Select((x, i) => new {x, i}).OrderBy(x => x.x[0]).Select(x => x.i).ToArray();
374          for (var i = 0; i < contours; i++) {
375            var c = contourorder[i];
376            var contourname = contourMap[c];
377            dataRowNames.Add(contourname, new List<int>());
378            dataRows.Add(contourname, new ScatterPlotDataRow(contourname, "", new List<Point2D<double>>()));
379            dataRows[contourname].VisualProperties.Color = GetHeatMapColor(i, contours);
380            dataRows[contourname].VisualProperties.PointSize = i + 3;
381          }
382          var allClusters = clusterModel.GetClusterValues(clusterdata, Enumerable.Range(0, clusterdata.Rows)).ToArray();
383          for (var i = 0; i < clusterdata.Rows; i++) dataRowNames[contourMap[allClusters[i] - 1]].Add(i);
384        }
385        else {
386          dataRowNames.Add("Training", problemData.TrainingIndices.ToList());
387          dataRowNames.Add("Test", problemData.TestIndices.ToList());
388        }
389
390        if (!results.ContainsKey(IterationResultName)) results.Add(new Result(IterationResultName, new IntValue(0)));
391        else ((IntValue) results[IterationResultName].Value).Value = 0;
392
393        if (!results.ContainsKey(ErrorResultName)) results.Add(new Result(ErrorResultName, new DoubleValue(0)));
394        else ((DoubleValue) results[ErrorResultName].Value).Value = 0;
395
396        if (!results.ContainsKey(ErrorPlotResultName)) results.Add(new Result(ErrorPlotResultName, new DataTable(ErrorPlotResultName, "Development of errors during gradient descent")));
397        else results[ErrorPlotResultName].Value = new DataTable(ErrorPlotResultName, "Development of errors during gradient descent");
398
399        var plot = results[ErrorPlotResultName].Value as DataTable;
400        if (plot == null) throw new ArgumentException("could not create/access error data table in results collection");
401
402        if (!plot.Rows.ContainsKey("errors")) plot.Rows.Add(new DataRow("errors"));
403        plot.Rows["errors"].Values.Clear();
404        plot.Rows["errors"].VisualProperties.StartIndexZero = true;
405
406        results.Add(new Result(ScatterPlotResultName, "Plot of the projected data", new ScatterPlot(DataResultName, "")));
407        results.Add(new Result(DataResultName, "Projected Data", new DoubleMatrix()));
408      }
409    }
410
411    private void Analyze(TSNEStatic<double[]>.TSNEState tsneState) {
412      if (Results == null) return;
413      var results = Results;
414      var plot = results[ErrorPlotResultName].Value as DataTable;
415      if (plot == null) throw new ArgumentException("Could not create/access error data table in results collection.");
416      var errors = plot.Rows["errors"].Values;
417      var c = tsneState.EvaluateError();
418      errors.Add(c);
419      ((IntValue) results[IterationResultName].Value).Value = tsneState.iter;
420      ((DoubleValue) results[ErrorResultName].Value).Value = errors.Last();
421
422      var ndata = NormalizeProjectedData(tsneState.newData);
423      results[DataResultName].Value = new DoubleMatrix(ndata);
424      var splot = results[ScatterPlotResultName].Value as ScatterPlot;
425      FillScatterPlot(ndata, splot);
426    }
427
428    private void FillScatterPlot(double[,] lowDimData, ScatterPlot plot) {
429      foreach (var rowName in dataRowNames.Keys) {
430        if (!plot.Rows.ContainsKey(rowName)) {
431          plot.Rows.Add(dataRows.ContainsKey(rowName) ? dataRows[rowName] : new ScatterPlotDataRow(rowName, "", new List<Point2D<double>>()));
432          plot.Rows[rowName].VisualProperties.PointSize = 6;
433        }
434        plot.Rows[rowName].Points.Replace(dataRowNames[rowName].Select(i => new Point2D<double>(lowDimData[i, 0], lowDimData[i, 1])));
435      }
436    }
437
438    private static double[,] NormalizeProjectedData(double[,] data) {
439      var max = new double[data.GetLength(1)];
440      var min = new double[data.GetLength(1)];
441      var res = new double[data.GetLength(0), data.GetLength(1)];
442      for (var i = 0; i < max.Length; i++) max[i] = min[i] = data[0, i];
443      for (var i = 0; i < data.GetLength(0); i++)
444      for (var j = 0; j < data.GetLength(1); j++) {
445        var v = data[i, j];
446        max[j] = Math.Max(max[j], v);
447        min[j] = Math.Min(min[j], v);
448      }
449      for (var i = 0; i < data.GetLength(0); i++) {
450        for (var j = 0; j < data.GetLength(1); j++) {
451          var d = max[j] - min[j];
452          var s = data[i, j] - (max[j] + min[j]) / 2; //shift data
453          if (d.IsAlmost(0)) res[i, j] = data[i, j]; //no scaling possible
454          else res[i, j] = s / d; //scale data
455        }
456      }
457      return res;
458    }
459
460    private static double[][] NormalizeInputData(IReadOnlyList<IReadOnlyList<double>> data) {
461      // as in tSNE implementation by van der Maaten
462      var n = data[0].Count;
463      var mean = new double[n];
464      var max = new double[n];
465      var nData = new double[data.Count][];
466      for (var i = 0; i < n; i++) {
467        mean[i] = Enumerable.Range(0, data.Count).Select(x => data[x][i]).Average();
468        max[i] = Enumerable.Range(0, data.Count).Max(x => Math.Abs(data[x][i]));
469      }
470      for (var i = 0; i < data.Count; i++) {
471        nData[i] = new double[n];
472        for (var j = 0; j < n; j++) nData[i][j] = max[j].IsAlmost(0) ? data[i][j] - mean[j] : (data[i][j] - mean[j]) / max[j];
473      }
474      return nData;
475    }
476
477    private static Color GetHeatMapColor(int contourNr, int noContours) {
478      return ConvertTotalToRgb(0, noContours, contourNr);
479    }
480
481    private static void CreateClusters(IDataset data, string target, int contours, out IClusteringModel contourCluster, out Dictionary<int, string> contourNames, out double[][] borders) {
482      var cpd = new ClusteringProblemData((Dataset) data, new[] {target});
483      contourCluster = KMeansClustering.CreateKMeansSolution(cpd, contours, 3).Model;
484
485      borders = Enumerable.Range(0, contours).Select(x => new[] {double.MaxValue, double.MinValue}).ToArray();
486      var clusters = contourCluster.GetClusterValues(cpd.Dataset, cpd.AllIndices).ToArray();
487      var targetvalues = cpd.Dataset.GetDoubleValues(target).ToArray();
488      foreach (var i in cpd.AllIndices) {
489        var cl = clusters[i] - 1;
490        var clv = targetvalues[i];
491        if (borders[cl][0] > clv) borders[cl][0] = clv;
492        if (borders[cl][1] < clv) borders[cl][1] = clv;
493      }
494
495      contourNames = new Dictionary<int, string>();
496      for (var i = 0; i < contours; i++)
497        contourNames.Add(i, "[" + borders[i][0] + ";" + borders[i][1] + "]");
498    }
499
500    private static Color ConvertTotalToRgb(double low, double high, double cell) {
501      var range = high - low;
502      var h = cell / range;
503      return HsVtoRgb(h * 0.5, 1.0f, 1.0f);
504    }
505
506    private static Color HsVtoRgb(double hue, double saturation, double value) {
507      while (hue > 1f) { hue -= 1f; }
508      while (hue < 0f) { hue += 1f; }
509      while (saturation > 1f) { saturation -= 1f; }
510      while (saturation < 0f) { saturation += 1f; }
511      while (value > 1f) { value -= 1f; }
512      while (value < 0f) { value += 1f; }
513      if (hue > 0.999f) { hue = 0.999f; }
514      if (hue < 0.001f) { hue = 0.001f; }
515      if (saturation > 0.999f) { saturation = 0.999f; }
516      if (saturation < 0.001f) { return Color.FromArgb((int) (value * 255f), (int) (value * 255f), (int) (value * 255f)); }
517      if (value > 0.999f) { value = 0.999f; }
518      if (value < 0.001f) { value = 0.001f; }
519
520      var h6 = hue * 6f;
521      if (h6.IsAlmost(6f)) { h6 = 0f; }
522      var ihue = (int) h6;
523      var p = value * (1f - saturation);
524      var q = value * (1f - saturation * (h6 - ihue));
525      var t = value * (1f - saturation * (1f - (h6 - ihue)));
526      switch (ihue) {
527        case 0:
528          return Color.FromArgb((int) (value * 255), (int) (t * 255), (int) (p * 255));
529        case 1:
530          return Color.FromArgb((int) (q * 255), (int) (value * 255), (int) (p * 255));
531        case 2:
532          return Color.FromArgb((int) (p * 255), (int) (value * 255), (int) (t * 255));
533        case 3:
534          return Color.FromArgb((int) (p * 255), (int) (q * 255), (int) (value * 255));
535        case 4:
536          return Color.FromArgb((int) (t * 255), (int) (p * 255), (int) (value * 255));
537        default:
538          return Color.FromArgb((int) (value * 255), (int) (p * 255), (int) (q * 255));
539      }
540    }
541    #endregion
542  }
543}
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