[14414] | 1 | #region License Information
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| 2 | /* HeuristicLab
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[15584] | 3 | * Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
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[14414] | 4 | *
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| 5 | * This file is part of HeuristicLab.
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| 6 | *
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| 7 | * HeuristicLab is free software: you can redistribute it and/or modify
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| 8 | * it under the terms of the GNU General Public License as published by
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| 9 | * the Free Software Foundation, either version 3 of the License, or
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| 10 | * (at your option) any later version.
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| 11 | *
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| 12 | * HeuristicLab is distributed in the hope that it will be useful,
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| 13 | * but WITHOUT ANY WARRANTY; without even the implied warranty of
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| 14 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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| 15 | * GNU General Public License for more details.
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| 16 | *
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| 17 | * You should have received a copy of the GNU General Public License
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| 18 | * along with HeuristicLab. If not, see <http://www.gnu.org/licenses/>.
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| 19 | */
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| 20 | #endregion
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| 21 |
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[14518] | 22 | using System;
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[14512] | 23 | using System.Collections.Generic;
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| 24 | using System.Drawing;
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[14414] | 25 | using System.Linq;
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[14518] | 26 | using System.Threading;
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[14414] | 27 | using HeuristicLab.Analysis;
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| 28 | using HeuristicLab.Common;
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| 29 | using HeuristicLab.Core;
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| 30 | using HeuristicLab.Data;
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[14518] | 31 | using HeuristicLab.Optimization;
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[14414] | 32 | using HeuristicLab.Parameters;
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| 33 | using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
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[15249] | 34 | using HeuristicLab.PluginInfrastructure;
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[14414] | 35 | using HeuristicLab.Problems.DataAnalysis;
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| 36 | using HeuristicLab.Random;
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| 37 |
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| 38 | namespace HeuristicLab.Algorithms.DataAnalysis {
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| 39 | /// <summary>
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[15571] | 40 | /// t-Distributed Stochastic Neighbor Embedding (tSNE) projects the data in a low dimensional
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[14767] | 41 | /// space to allow visual cluster identification.
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[14414] | 42 | /// </summary>
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[15571] | 43 | [Item("t-Distributed Stochastic Neighbor Embedding (tSNE)", "t-Distributed Stochastic Neighbor Embedding projects the data in a low " +
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| 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")]
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[14414] | 45 | [Creatable(CreatableAttribute.Categories.DataAnalysis, Priority = 100)]
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| 46 | [StorableClass]
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[14785] | 47 | public sealed class TSNEAlgorithm : BasicAlgorithm {
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[14767] | 48 | public override bool SupportsPause {
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[14807] | 49 | get { return true; }
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[14558] | 50 | }
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[14767] | 51 | public override Type ProblemType {
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[14518] | 52 | get { return typeof(IDataAnalysisProblem); }
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| 53 | }
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[14767] | 54 | public new IDataAnalysisProblem Problem {
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[14518] | 55 | get { return (IDataAnalysisProblem)base.Problem; }
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| 56 | set { base.Problem = value; }
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| 57 | }
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[14414] | 58 |
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[15571] | 59 | #region Parameter names
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[15249] | 60 | private const string DistanceFunctionParameterName = "DistanceFunction";
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[14414] | 61 | private const string PerplexityParameterName = "Perplexity";
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| 62 | private const string ThetaParameterName = "Theta";
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| 63 | private const string NewDimensionsParameterName = "Dimensions";
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| 64 | private const string MaxIterationsParameterName = "MaxIterations";
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| 65 | private const string StopLyingIterationParameterName = "StopLyingIteration";
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| 66 | private const string MomentumSwitchIterationParameterName = "MomentumSwitchIteration";
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| 67 | private const string InitialMomentumParameterName = "InitialMomentum";
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| 68 | private const string FinalMomentumParameterName = "FinalMomentum";
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| 69 | private const string EtaParameterName = "Eta";
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| 70 | private const string SetSeedRandomlyParameterName = "SetSeedRandomly";
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| 71 | private const string SeedParameterName = "Seed";
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[15249] | 72 | private const string ClassesNameParameterName = "ClassesName";
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[14518] | 73 | private const string NormalizationParameterName = "Normalization";
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[15571] | 74 | private const string RandomInitializationParameterName = "RandomInitialization";
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[14859] | 75 | private const string UpdateIntervalParameterName = "UpdateInterval";
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[14414] | 76 | #endregion
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| 77 |
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[15571] | 78 | #region Result names
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[14788] | 79 | private const string IterationResultName = "Iteration";
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| 80 | private const string ErrorResultName = "Error";
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| 81 | private const string ErrorPlotResultName = "Error plot";
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| 82 | private const string ScatterPlotResultName = "Scatterplot";
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| 83 | private const string DataResultName = "Projected data";
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| 84 | #endregion
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| 85 |
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[15571] | 86 | #region Parameter properties
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[14767] | 87 | public IFixedValueParameter<DoubleValue> PerplexityParameter {
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[15571] | 88 | get { return (IFixedValueParameter<DoubleValue>)Parameters[PerplexityParameterName]; }
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[14414] | 89 | }
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[15249] | 90 | public IFixedValueParameter<PercentValue> ThetaParameter {
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[15571] | 91 | get { return (IFixedValueParameter<PercentValue>)Parameters[ThetaParameterName]; }
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[14414] | 92 | }
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[14767] | 93 | public IFixedValueParameter<IntValue> NewDimensionsParameter {
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[15571] | 94 | get { return (IFixedValueParameter<IntValue>)Parameters[NewDimensionsParameterName]; }
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[14414] | 95 | }
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[15249] | 96 | public IConstrainedValueParameter<IDistance<double[]>> DistanceFunctionParameter {
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[15571] | 97 | get { return (IConstrainedValueParameter<IDistance<double[]>>)Parameters[DistanceFunctionParameterName]; }
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[14414] | 98 | }
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[14767] | 99 | public IFixedValueParameter<IntValue> MaxIterationsParameter {
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[15571] | 100 | get { return (IFixedValueParameter<IntValue>)Parameters[MaxIterationsParameterName]; }
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[14414] | 101 | }
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[14767] | 102 | public IFixedValueParameter<IntValue> StopLyingIterationParameter {
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[15571] | 103 | get { return (IFixedValueParameter<IntValue>)Parameters[StopLyingIterationParameterName]; }
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[14414] | 104 | }
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[14767] | 105 | public IFixedValueParameter<IntValue> MomentumSwitchIterationParameter {
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[15571] | 106 | get { return (IFixedValueParameter<IntValue>)Parameters[MomentumSwitchIterationParameterName]; }
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[14414] | 107 | }
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[14767] | 108 | public IFixedValueParameter<DoubleValue> InitialMomentumParameter {
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[15571] | 109 | get { return (IFixedValueParameter<DoubleValue>)Parameters[InitialMomentumParameterName]; }
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[14414] | 110 | }
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[14767] | 111 | public IFixedValueParameter<DoubleValue> FinalMomentumParameter {
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[15571] | 112 | get { return (IFixedValueParameter<DoubleValue>)Parameters[FinalMomentumParameterName]; }
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[14414] | 113 | }
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[14767] | 114 | public IFixedValueParameter<DoubleValue> EtaParameter {
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[15571] | 115 | get { return (IFixedValueParameter<DoubleValue>)Parameters[EtaParameterName]; }
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[14414] | 116 | }
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[14767] | 117 | public IFixedValueParameter<BoolValue> SetSeedRandomlyParameter {
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[15571] | 118 | get { return (IFixedValueParameter<BoolValue>)Parameters[SetSeedRandomlyParameterName]; }
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[14414] | 119 | }
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[14767] | 120 | public IFixedValueParameter<IntValue> SeedParameter {
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[15571] | 121 | get { return (IFixedValueParameter<IntValue>)Parameters[SeedParameterName]; }
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[14414] | 122 | }
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[15249] | 123 | public IConstrainedValueParameter<StringValue> ClassesNameParameter {
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[15571] | 124 | get { return (IConstrainedValueParameter<StringValue>)Parameters[ClassesNameParameterName]; }
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[14512] | 125 | }
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[14767] | 126 | public IFixedValueParameter<BoolValue> NormalizationParameter {
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[15571] | 127 | get { return (IFixedValueParameter<BoolValue>)Parameters[NormalizationParameterName]; }
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[14518] | 128 | }
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[15571] | 129 | public IFixedValueParameter<BoolValue> RandomInitializationParameter {
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| 130 | get { return (IFixedValueParameter<BoolValue>)Parameters[RandomInitializationParameterName]; }
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| 131 | }
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[14859] | 132 | public IFixedValueParameter<IntValue> UpdateIntervalParameter {
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[15571] | 133 | get { return (IFixedValueParameter<IntValue>)Parameters[UpdateIntervalParameterName]; }
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[14859] | 134 | }
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[14414] | 135 | #endregion
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| 136 |
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| 137 | #region Properties
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[15249] | 138 | public IDistance<double[]> DistanceFunction {
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| 139 | get { return DistanceFunctionParameter.Value; }
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[14414] | 140 | }
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[14767] | 141 | public double Perplexity {
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[14414] | 142 | get { return PerplexityParameter.Value.Value; }
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[14785] | 143 | set { PerplexityParameter.Value.Value = value; }
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[14414] | 144 | }
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[14767] | 145 | public double Theta {
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[14785] | 146 | get { return ThetaParameter.Value.Value; }
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| 147 | set { ThetaParameter.Value.Value = value; }
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[14414] | 148 | }
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[14767] | 149 | public int NewDimensions {
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[14414] | 150 | get { return NewDimensionsParameter.Value.Value; }
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[14785] | 151 | set { NewDimensionsParameter.Value.Value = value; }
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[14414] | 152 | }
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[14767] | 153 | public int MaxIterations {
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[14414] | 154 | get { return MaxIterationsParameter.Value.Value; }
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[14785] | 155 | set { MaxIterationsParameter.Value.Value = value; }
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[14414] | 156 | }
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[14767] | 157 | public int StopLyingIteration {
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[14414] | 158 | get { return StopLyingIterationParameter.Value.Value; }
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[14785] | 159 | set { StopLyingIterationParameter.Value.Value = value; }
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[14414] | 160 | }
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[14767] | 161 | public int MomentumSwitchIteration {
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[14414] | 162 | get { return MomentumSwitchIterationParameter.Value.Value; }
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[14785] | 163 | set { MomentumSwitchIterationParameter.Value.Value = value; }
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[14414] | 164 | }
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[14767] | 165 | public double InitialMomentum {
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[14414] | 166 | get { return InitialMomentumParameter.Value.Value; }
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[14785] | 167 | set { InitialMomentumParameter.Value.Value = value; }
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[14414] | 168 | }
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[14767] | 169 | public double FinalMomentum {
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[14414] | 170 | get { return FinalMomentumParameter.Value.Value; }
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[14785] | 171 | set { FinalMomentumParameter.Value.Value = value; }
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[14414] | 172 | }
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[14767] | 173 | public double Eta {
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[14785] | 174 | get { return EtaParameter.Value.Value; }
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| 175 | set { EtaParameter.Value.Value = value; }
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[14414] | 176 | }
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[14767] | 177 | public bool SetSeedRandomly {
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[14414] | 178 | get { return SetSeedRandomlyParameter.Value.Value; }
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[14785] | 179 | set { SetSeedRandomlyParameter.Value.Value = value; }
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[14414] | 180 | }
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[14785] | 181 | public int Seed {
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| 182 | get { return SeedParameter.Value.Value; }
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| 183 | set { SeedParameter.Value.Value = value; }
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[14414] | 184 | }
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[15249] | 185 | public string ClassesName {
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| 186 | get { return ClassesNameParameter.Value != null ? ClassesNameParameter.Value.Value : null; }
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| 187 | set { ClassesNameParameter.Value.Value = value; }
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[14512] | 188 | }
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[14767] | 189 | public bool Normalization {
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[14518] | 190 | get { return NormalizationParameter.Value.Value; }
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[14785] | 191 | set { NormalizationParameter.Value.Value = value; }
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[14518] | 192 | }
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[15571] | 193 | public bool RandomInitialization {
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| 194 | get { return RandomInitializationParameter.Value.Value; }
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| 195 | set { RandomInitializationParameter.Value.Value = value; }
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| 196 | }
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[14859] | 197 | public int UpdateInterval {
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| 198 | get { return UpdateIntervalParameter.Value.Value; }
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| 199 | set { UpdateIntervalParameter.Value.Value = value; }
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| 200 | }
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[14414] | 201 | #endregion
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| 202 |
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[15571] | 203 | #region Storable poperties
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| 204 | [Storable]
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| 205 | private Dictionary<string, IList<int>> dataRowIndices;
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| 206 | [Storable]
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| 207 | private TSNEStatic<double[]>.TSNEState state;
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| 208 | #endregion
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| 209 |
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[14414] | 210 | #region Constructors & Cloning
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| 211 | [StorableConstructor]
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[14785] | 212 | private TSNEAlgorithm(bool deserializing) : base(deserializing) { }
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[14807] | 213 |
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[15571] | 214 | [StorableHook(HookType.AfterDeserialization)]
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| 215 | private void AfterDeserialization() {
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| 216 | if (!Parameters.ContainsKey(RandomInitializationParameterName))
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| 217 | Parameters.Add(new FixedValueParameter<BoolValue>(RandomInitializationParameterName, "Wether data points should be randomly initialized or according to the first 2 dimensions", new BoolValue(true)));
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| 218 | RegisterParameterEvents();
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| 219 | }
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[14807] | 220 | private TSNEAlgorithm(TSNEAlgorithm original, Cloner cloner) : base(original, cloner) {
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[15571] | 221 | if (original.dataRowIndices != null)
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| 222 | dataRowIndices = new Dictionary<string, IList<int>>(original.dataRowIndices);
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[14859] | 223 | if (original.state != null)
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[15571] | 224 | state = cloner.Clone(original.state);
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| 225 | RegisterParameterEvents();
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[14807] | 226 | }
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[15571] | 227 | public override IDeepCloneable Clone(Cloner cloner) {
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| 228 | return new TSNEAlgorithm(this, cloner);
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| 229 | }
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[14785] | 230 | public TSNEAlgorithm() {
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[15249] | 231 | var distances = new ItemSet<IDistance<double[]>>(ApplicationManager.Manager.GetInstances<IDistance<double[]>>());
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| 232 | Parameters.Add(new ConstrainedValueParameter<IDistance<double[]>>(DistanceFunctionParameterName, "The distance function used to differentiate similar from non-similar points", distances, distances.OfType<EuclideanDistance>().FirstOrDefault()));
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[14807] | 233 | 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)));
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[15249] | 234 | Parameters.Add(new FixedValueParameter<PercentValue>(ThetaParameterName, "Value describing how much appoximated " +
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[15571] | 235 | "gradients my differ from exact gradients. Set to 0 for exact calculation and in [0,1] otherwise. " +
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| 236 | "Appropriate values for theta are between 0.1 and 0.7 (default = 0.5). CAUTION: exact calculation of " +
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| 237 | "forces requires building a non-sparse N*N matrix where N is the number of data points. This may " +
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| 238 | "exceed memory limitations. The function is designed to run on large (N > 5000) data sets. It may give" +
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| 239 | " poor performance on very small data sets(it is better to use a standard t - SNE implementation on such data).", new PercentValue(0)));
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[14785] | 240 | Parameters.Add(new FixedValueParameter<IntValue>(NewDimensionsParameterName, "Dimensionality of projected space (usually 2 for easy visual analysis)", new IntValue(2)));
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[14807] | 241 | Parameters.Add(new FixedValueParameter<IntValue>(MaxIterationsParameterName, "Maximum number of iterations for gradient descent.", new IntValue(1000)));
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| 242 | Parameters.Add(new FixedValueParameter<IntValue>(StopLyingIterationParameterName, "Number of iterations after which p is no longer approximated.", new IntValue(0)));
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| 243 | Parameters.Add(new FixedValueParameter<IntValue>(MomentumSwitchIterationParameterName, "Number of iterations after which the momentum in the gradient descent is switched.", new IntValue(0)));
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| 244 | Parameters.Add(new FixedValueParameter<DoubleValue>(InitialMomentumParameterName, "The initial momentum in the gradient descent.", new DoubleValue(0.5)));
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| 245 | Parameters.Add(new FixedValueParameter<DoubleValue>(FinalMomentumParameterName, "The final momentum.", new DoubleValue(0.8)));
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[14837] | 246 | Parameters.Add(new FixedValueParameter<DoubleValue>(EtaParameterName, "Gradient descent learning rate.", new DoubleValue(10)));
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[14807] | 247 | Parameters.Add(new FixedValueParameter<BoolValue>(SetSeedRandomlyParameterName, "If the seed should be random.", new BoolValue(true)));
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| 248 | Parameters.Add(new FixedValueParameter<IntValue>(SeedParameterName, "The seed used if it should not be random.", new IntValue(0)));
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[15249] | 249 | 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."));
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[14807] | 250 | 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)));
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[15249] | 251 | Parameters.Add(new FixedValueParameter<IntValue>(UpdateIntervalParameterName, "The interval after which the results will be updated.", new IntValue(50)));
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[15571] | 252 | Parameters.Add(new FixedValueParameter<BoolValue>(RandomInitializationParameterName, "Wether data points should be randomly initialized or according to the first 2 dimensions", new BoolValue(true)));
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[14518] | 253 |
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[15571] | 254 | UpdateIntervalParameter.Hidden = true;
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[14518] | 255 | MomentumSwitchIterationParameter.Hidden = true;
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| 256 | InitialMomentumParameter.Hidden = true;
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| 257 | FinalMomentumParameter.Hidden = true;
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| 258 | StopLyingIterationParameter.Hidden = true;
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[14837] | 259 | EtaParameter.Hidden = false;
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[15249] | 260 | Problem = new RegressionProblem();
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[15571] | 261 | RegisterParameterEvents();
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[14414] | 262 | }
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| 263 | #endregion
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| 264 |
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[14807] | 265 | public override void Prepare() {
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| 266 | base.Prepare();
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[15571] | 267 | dataRowIndices = null;
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[14807] | 268 | state = null;
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| 269 | }
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[14788] | 270 |
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[14518] | 271 | protected override void Run(CancellationToken cancellationToken) {
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[14742] | 272 | var problemData = Problem.ProblemData;
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[15571] | 273 | // set up and initialize everything if necessary
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| 274 | var wdist = DistanceFunction as WeightedEuclideanDistance;
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| 275 | if (wdist != null) wdist.Initialize(problemData);
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[14859] | 276 | if (state == null) {
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[16835] | 277 | if (SetSeedRandomly) Seed = RandomSeedGenerator.GetSeed();
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[14807] | 278 | var random = new MersenneTwister((uint)Seed);
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| 279 | var dataset = problemData.Dataset;
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| 280 | var allowedInputVariables = problemData.AllowedInputVariables.ToArray();
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[15571] | 281 | var allindices = Problem.ProblemData.AllIndices.ToArray();
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[14512] | 282 |
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[15571] | 283 | // jagged array is required to meet the static method declarations of TSNEStatic<T>
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| 284 | var data = Enumerable.Range(0, dataset.Rows).Select(x => new double[allowedInputVariables.Length]).ToArray();
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| 285 | var col = 0;
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| 286 | foreach (var s in allowedInputVariables) {
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| 287 | var row = 0;
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| 288 | foreach (var d in dataset.GetDoubleValues(s)) {
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| 289 | data[row][col] = d;
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| 290 | row++;
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| 291 | }
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| 292 | col++;
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| 293 | }
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| 294 | if (Normalization) data = NormalizeInputData(data);
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| 295 | state = TSNEStatic<double[]>.CreateState(data, DistanceFunction, random, NewDimensions, Perplexity, Theta, StopLyingIteration, MomentumSwitchIteration, InitialMomentum, FinalMomentum, Eta, RandomInitialization);
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| 296 | SetUpResults(allindices);
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[14788] | 297 | }
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[15571] | 298 | while (state.iter < MaxIterations && !cancellationToken.IsCancellationRequested) {
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| 299 | if (state.iter % UpdateInterval == 0) Analyze(state);
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[14807] | 300 | TSNEStatic<double[]>.Iterate(state);
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| 301 | }
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[14859] | 302 | Analyze(state);
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[14788] | 303 | }
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| 304 |
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[15249] | 305 | #region Events
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| 306 | protected override void OnProblemChanged() {
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| 307 | base.OnProblemChanged();
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| 308 | if (Problem == null) return;
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| 309 | OnProblemDataChanged(this, null);
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| 310 | }
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| 311 |
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| 312 | protected override void RegisterProblemEvents() {
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| 313 | base.RegisterProblemEvents();
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[15571] | 314 | if (Problem == null) return;
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[15249] | 315 | Problem.ProblemDataChanged += OnProblemDataChanged;
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[15571] | 316 | if (Problem.ProblemData == null) return;
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| 317 | Problem.ProblemData.Changed += OnPerplexityChanged;
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| 318 | Problem.ProblemData.Changed += OnColumnsChanged;
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| 319 | if (Problem.ProblemData.Dataset == null) return;
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| 320 | Problem.ProblemData.Dataset.RowsChanged += OnPerplexityChanged;
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| 321 | Problem.ProblemData.Dataset.ColumnsChanged += OnColumnsChanged;
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[15249] | 322 | }
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[15571] | 323 |
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[15249] | 324 | protected override void DeregisterProblemEvents() {
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| 325 | base.DeregisterProblemEvents();
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[15571] | 326 | if (Problem == null) return;
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[15249] | 327 | Problem.ProblemDataChanged -= OnProblemDataChanged;
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[15571] | 328 | if (Problem.ProblemData == null) return;
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| 329 | Problem.ProblemData.Changed -= OnPerplexityChanged;
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| 330 | Problem.ProblemData.Changed -= OnColumnsChanged;
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| 331 | if (Problem.ProblemData.Dataset == null) return;
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| 332 | Problem.ProblemData.Dataset.RowsChanged -= OnPerplexityChanged;
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| 333 | Problem.ProblemData.Dataset.ColumnsChanged -= OnColumnsChanged;
|
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[15249] | 334 | }
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| 335 |
|
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[15571] | 336 | protected override void OnStopped() {
|
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| 337 | base.OnStopped();
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| 338 | //bwerth: state objects can be very large; avoid state serialization
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| 339 | state = null;
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| 340 | dataRowIndices = null;
|
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| 341 | }
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| 342 |
|
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[15249] | 343 | private void OnProblemDataChanged(object sender, EventArgs args) {
|
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| 344 | if (Problem == null || Problem.ProblemData == null) return;
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[15571] | 345 | OnPerplexityChanged(this, null);
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| 346 | OnColumnsChanged(this, null);
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| 347 | Problem.ProblemData.Changed += OnPerplexityChanged;
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| 348 | Problem.ProblemData.Changed += OnColumnsChanged;
|
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| 349 | if (Problem.ProblemData.Dataset == null) return;
|
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| 350 | Problem.ProblemData.Dataset.RowsChanged += OnPerplexityChanged;
|
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| 351 | Problem.ProblemData.Dataset.ColumnsChanged += OnColumnsChanged;
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[15249] | 352 | if (!Parameters.ContainsKey(ClassesNameParameterName)) return;
|
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| 353 | ClassesNameParameter.ValidValues.Clear();
|
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| 354 | foreach (var input in Problem.ProblemData.InputVariables) ClassesNameParameter.ValidValues.Add(input);
|
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| 355 | }
|
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| 356 |
|
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[15571] | 357 | private void OnColumnsChanged(object sender, EventArgs e) {
|
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| 358 | if (Problem == null || Problem.ProblemData == null || Problem.ProblemData.Dataset == null || !Parameters.ContainsKey(DistanceFunctionParameterName)) return;
|
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| 359 | DistanceFunctionParameter.ValidValues.OfType<WeightedEuclideanDistance>().Single().AdaptToProblemData(Problem.ProblemData);
|
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| 360 | }
|
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| 361 |
|
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| 362 | private void RegisterParameterEvents() {
|
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| 363 | PerplexityParameter.Value.ValueChanged += OnPerplexityChanged;
|
---|
| 364 | }
|
---|
| 365 |
|
---|
| 366 | private void OnPerplexityChanged(object sender, EventArgs e) {
|
---|
| 367 | if (Problem == null || Problem.ProblemData == null || Problem.ProblemData.Dataset == null || !Parameters.ContainsKey(PerplexityParameterName)) return;
|
---|
| 368 | PerplexityParameter.Value.Value = Math.Max(1, Math.Min((Problem.ProblemData.Dataset.Rows - 1) / 3.0, Perplexity));
|
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| 369 | }
|
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[15249] | 370 | #endregion
|
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| 371 |
|
---|
| 372 | #region Helpers
|
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[15571] | 373 | private void SetUpResults(IReadOnlyList<int> allIndices) {
|
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[14859] | 374 | if (Results == null) return;
|
---|
[14788] | 375 | var results = Results;
|
---|
[15571] | 376 | dataRowIndices = new Dictionary<string, IList<int>>();
|
---|
[14788] | 377 | var problemData = Problem.ProblemData;
|
---|
| 378 |
|
---|
[15571] | 379 | if (!results.ContainsKey(IterationResultName)) results.Add(new Result(IterationResultName, new IntValue(0)));
|
---|
| 380 | if (!results.ContainsKey(ErrorResultName)) results.Add(new Result(ErrorResultName, new DoubleValue(0)));
|
---|
| 381 | if (!results.ContainsKey(ScatterPlotResultName)) results.Add(new Result(ScatterPlotResultName, "Plot of the projected data", new ScatterPlot(DataResultName, "")));
|
---|
| 382 | if (!results.ContainsKey(DataResultName)) results.Add(new Result(DataResultName, "Projected Data", new DoubleMatrix()));
|
---|
| 383 | if (!results.ContainsKey(ErrorPlotResultName)) {
|
---|
| 384 | var errortable = new DataTable(ErrorPlotResultName, "Development of errors during gradient descent") {
|
---|
| 385 | VisualProperties = {
|
---|
| 386 | XAxisTitle = "UpdateIntervall",
|
---|
| 387 | YAxisTitle = "Error",
|
---|
| 388 | YAxisLogScale = true
|
---|
[14512] | 389 | }
|
---|
[15571] | 390 | };
|
---|
| 391 | errortable.Rows.Add(new DataRow("Errors"));
|
---|
| 392 | errortable.Rows["Errors"].VisualProperties.StartIndexZero = true;
|
---|
| 393 | results.Add(new Result(ErrorPlotResultName, errortable));
|
---|
| 394 | }
|
---|
| 395 |
|
---|
| 396 | //color datapoints acording to classes variable (be it double, datetime or string)
|
---|
| 397 | if (!problemData.Dataset.VariableNames.Contains(ClassesName)) {
|
---|
| 398 | dataRowIndices.Add("Training", problemData.TrainingIndices.ToList());
|
---|
| 399 | dataRowIndices.Add("Test", problemData.TestIndices.ToList());
|
---|
| 400 | return;
|
---|
| 401 | }
|
---|
| 402 |
|
---|
| 403 | var classificationData = problemData as ClassificationProblemData;
|
---|
| 404 | if (classificationData != null && classificationData.TargetVariable.Equals(ClassesName)) {
|
---|
| 405 | var classNames = classificationData.ClassValues.Zip(classificationData.ClassNames, (v, n) => new {v, n}).ToDictionary(x => x.v, x => x.n);
|
---|
| 406 | var classes = classificationData.Dataset.GetDoubleValues(classificationData.TargetVariable, allIndices).Select(v => classNames[v]).ToArray();
|
---|
| 407 | for (var i = 0; i < classes.Length; i++) {
|
---|
| 408 | if (!dataRowIndices.ContainsKey(classes[i])) dataRowIndices.Add(classes[i], new List<int>());
|
---|
| 409 | dataRowIndices[classes[i]].Add(i);
|
---|
[14512] | 410 | }
|
---|
[15571] | 411 | } else if (((Dataset)problemData.Dataset).VariableHasType<string>(ClassesName)) {
|
---|
| 412 | var classes = problemData.Dataset.GetStringValues(ClassesName, allIndices).ToArray();
|
---|
| 413 | for (var i = 0; i < classes.Length; i++) {
|
---|
| 414 | if (!dataRowIndices.ContainsKey(classes[i])) dataRowIndices.Add(classes[i], new List<int>());
|
---|
| 415 | dataRowIndices[classes[i]].Add(i);
|
---|
| 416 | }
|
---|
| 417 | } else if (((Dataset)problemData.Dataset).VariableHasType<double>(ClassesName)) {
|
---|
| 418 | var clusterdata = new Dataset(problemData.Dataset.DoubleVariables, problemData.Dataset.DoubleVariables.Select(v => problemData.Dataset.GetDoubleValues(v, allIndices).ToList()));
|
---|
| 419 | const int contours = 8;
|
---|
| 420 | Dictionary<int, string> contourMap;
|
---|
| 421 | IClusteringModel clusterModel;
|
---|
| 422 | double[][] borders;
|
---|
| 423 | CreateClusters(clusterdata, ClassesName, contours, out clusterModel, out contourMap, out borders);
|
---|
| 424 | var contourorder = borders.Select((x, i) => new {x, i}).OrderBy(x => x.x[0]).Select(x => x.i).ToArray();
|
---|
| 425 | for (var i = 0; i < contours; i++) {
|
---|
| 426 | var c = contourorder[i];
|
---|
| 427 | var contourname = contourMap[c];
|
---|
| 428 | dataRowIndices.Add(contourname, new List<int>());
|
---|
| 429 | var row = new ScatterPlotDataRow(contourname, "", new List<Point2D<double>>()) {VisualProperties = {Color = GetHeatMapColor(i, contours), PointSize = 8}};
|
---|
| 430 | ((ScatterPlot)results[ScatterPlotResultName].Value).Rows.Add(row);
|
---|
| 431 | }
|
---|
| 432 | var allClusters = clusterModel.GetClusterValues(clusterdata, Enumerable.Range(0, clusterdata.Rows)).ToArray();
|
---|
| 433 | for (var i = 0; i < clusterdata.Rows; i++) dataRowIndices[contourMap[allClusters[i] - 1]].Add(i);
|
---|
| 434 | } else if (((Dataset)problemData.Dataset).VariableHasType<DateTime>(ClassesName)) {
|
---|
| 435 | var clusterdata = new Dataset(problemData.Dataset.DateTimeVariables, problemData.Dataset.DateTimeVariables.Select(v => problemData.Dataset.GetDoubleValues(v, allIndices).ToList()));
|
---|
| 436 | const int contours = 8;
|
---|
| 437 | Dictionary<int, string> contourMap;
|
---|
| 438 | IClusteringModel clusterModel;
|
---|
| 439 | double[][] borders;
|
---|
| 440 | CreateClusters(clusterdata, ClassesName, contours, out clusterModel, out contourMap, out borders);
|
---|
| 441 | var contourorder = borders.Select((x, i) => new {x, i}).OrderBy(x => x.x[0]).Select(x => x.i).ToArray();
|
---|
| 442 | for (var i = 0; i < contours; i++) {
|
---|
| 443 | var c = contourorder[i];
|
---|
| 444 | var contourname = contourMap[c];
|
---|
| 445 | dataRowIndices.Add(contourname, new List<int>());
|
---|
| 446 | var row = new ScatterPlotDataRow(contourname, "", new List<Point2D<double>>()) {VisualProperties = {Color = GetHeatMapColor(i, contours), PointSize = 8}};
|
---|
| 447 | row.VisualProperties.PointSize = 8;
|
---|
| 448 | ((ScatterPlot)results[ScatterPlotResultName].Value).Rows.Add(row);
|
---|
| 449 | }
|
---|
| 450 | var allClusters = clusterModel.GetClusterValues(clusterdata, Enumerable.Range(0, clusterdata.Rows)).ToArray();
|
---|
| 451 | for (var i = 0; i < clusterdata.Rows; i++) dataRowIndices[contourMap[allClusters[i] - 1]].Add(i);
|
---|
[14512] | 452 | } else {
|
---|
[15571] | 453 | dataRowIndices.Add("Training", problemData.TrainingIndices.ToList());
|
---|
| 454 | dataRowIndices.Add("Test", problemData.TestIndices.ToList());
|
---|
[14512] | 455 | }
|
---|
[14414] | 456 | }
|
---|
| 457 |
|
---|
[14807] | 458 | private void Analyze(TSNEStatic<double[]>.TSNEState tsneState) {
|
---|
[14859] | 459 | if (Results == null) return;
|
---|
[14788] | 460 | var results = Results;
|
---|
| 461 | var plot = results[ErrorPlotResultName].Value as DataTable;
|
---|
[14859] | 462 | if (plot == null) throw new ArgumentException("Could not create/access error data table in results collection.");
|
---|
[15571] | 463 | var errors = plot.Rows["Errors"].Values;
|
---|
[14788] | 464 | var c = tsneState.EvaluateError();
|
---|
| 465 | errors.Add(c);
|
---|
[14807] | 466 | ((IntValue)results[IterationResultName].Value).Value = tsneState.iter;
|
---|
[14788] | 467 | ((DoubleValue)results[ErrorResultName].Value).Value = errors.Last();
|
---|
| 468 |
|
---|
[15571] | 469 | var ndata = NormalizeProjectedData(tsneState.newData);
|
---|
[14788] | 470 | results[DataResultName].Value = new DoubleMatrix(ndata);
|
---|
| 471 | var splot = results[ScatterPlotResultName].Value as ScatterPlot;
|
---|
[15571] | 472 | FillScatterPlot(ndata, splot, dataRowIndices);
|
---|
[14788] | 473 | }
|
---|
| 474 |
|
---|
[15571] | 475 | private static void FillScatterPlot(double[,] lowDimData, ScatterPlot plot, Dictionary<string, IList<int>> dataRowIndices) {
|
---|
| 476 | foreach (var rowName in dataRowIndices.Keys) {
|
---|
| 477 | if (!plot.Rows.ContainsKey(rowName)) {
|
---|
| 478 | plot.Rows.Add(new ScatterPlotDataRow(rowName, "", new List<Point2D<double>>()));
|
---|
| 479 | plot.Rows[rowName].VisualProperties.PointSize = 8;
|
---|
| 480 | }
|
---|
| 481 | plot.Rows[rowName].Points.Replace(dataRowIndices[rowName].Select(i => new Point2D<double>(lowDimData[i, 0], lowDimData[i, 1])));
|
---|
[14788] | 482 | }
|
---|
| 483 | }
|
---|
| 484 |
|
---|
[15571] | 485 | private static double[,] NormalizeProjectedData(double[,] data) {
|
---|
[14788] | 486 | var max = new double[data.GetLength(1)];
|
---|
| 487 | var min = new double[data.GetLength(1)];
|
---|
| 488 | var res = new double[data.GetLength(0), data.GetLength(1)];
|
---|
[14859] | 489 | for (var i = 0; i < max.Length; i++) max[i] = min[i] = data[0, i];
|
---|
| 490 | for (var i = 0; i < data.GetLength(0); i++)
|
---|
[15571] | 491 | for (var j = 0; j < data.GetLength(1); j++) {
|
---|
| 492 | var v = data[i, j];
|
---|
| 493 | max[j] = Math.Max(max[j], v);
|
---|
| 494 | min[j] = Math.Min(min[j], v);
|
---|
| 495 | }
|
---|
[14859] | 496 | for (var i = 0; i < data.GetLength(0); i++) {
|
---|
| 497 | for (var j = 0; j < data.GetLength(1); j++) {
|
---|
[15249] | 498 | var d = max[j] - min[j];
|
---|
[15571] | 499 | var s = data[i, j] - (max[j] + min[j]) / 2; //shift data
|
---|
| 500 | if (d.IsAlmost(0)) res[i, j] = data[i, j]; //no scaling possible
|
---|
| 501 | else res[i, j] = s / d; //scale data
|
---|
[14788] | 502 | }
|
---|
| 503 | }
|
---|
| 504 | return res;
|
---|
| 505 | }
|
---|
| 506 |
|
---|
[15571] | 507 | private static double[][] NormalizeInputData(IReadOnlyList<IReadOnlyList<double>> data) {
|
---|
[14859] | 508 | // as in tSNE implementation by van der Maaten
|
---|
[15571] | 509 | var n = data[0].Count;
|
---|
[14518] | 510 | var mean = new double[n];
|
---|
[14859] | 511 | var max = new double[n];
|
---|
[14785] | 512 | var nData = new double[data.Count][];
|
---|
[14859] | 513 | for (var i = 0; i < n; i++) {
|
---|
| 514 | mean[i] = Enumerable.Range(0, data.Count).Select(x => data[x][i]).Average();
|
---|
| 515 | max[i] = Enumerable.Range(0, data.Count).Max(x => Math.Abs(data[x][i]));
|
---|
[14518] | 516 | }
|
---|
[14859] | 517 | for (var i = 0; i < data.Count; i++) {
|
---|
[14785] | 518 | nData[i] = new double[n];
|
---|
[15571] | 519 | for (var j = 0; j < n; j++)
|
---|
| 520 | nData[i][j] = max[j].IsAlmost(0) ? data[i][j] - mean[j] : (data[i][j] - mean[j]) / max[j];
|
---|
[14518] | 521 | }
|
---|
| 522 | return nData;
|
---|
| 523 | }
|
---|
[14788] | 524 |
|
---|
[14512] | 525 | private static Color GetHeatMapColor(int contourNr, int noContours) {
|
---|
[15571] | 526 | return ConvertTotalToRgb(0, noContours, contourNr);
|
---|
[14512] | 527 | }
|
---|
[14788] | 528 |
|
---|
[15571] | 529 | private static void CreateClusters(IDataset data, string target, int contours, out IClusteringModel contourCluster, out Dictionary<int, string> contourNames, out double[][] borders) {
|
---|
| 530 | var cpd = new ClusteringProblemData((Dataset)data, new[] {target});
|
---|
| 531 | contourCluster = KMeansClustering.CreateKMeansSolution(cpd, contours, 3).Model;
|
---|
| 532 |
|
---|
| 533 | borders = Enumerable.Range(0, contours).Select(x => new[] {double.MaxValue, double.MinValue}).ToArray();
|
---|
| 534 | var clusters = contourCluster.GetClusterValues(cpd.Dataset, cpd.AllIndices).ToArray();
|
---|
| 535 | var targetvalues = cpd.Dataset.GetDoubleValues(target).ToArray();
|
---|
| 536 | foreach (var i in cpd.AllIndices) {
|
---|
| 537 | var cl = clusters[i] - 1;
|
---|
| 538 | var clv = targetvalues[i];
|
---|
| 539 | if (borders[cl][0] > clv) borders[cl][0] = clv;
|
---|
| 540 | if (borders[cl][1] < clv) borders[cl][1] = clv;
|
---|
| 541 | }
|
---|
| 542 |
|
---|
| 543 | contourNames = new Dictionary<int, string>();
|
---|
| 544 | for (var i = 0; i < contours; i++)
|
---|
| 545 | contourNames.Add(i, "[" + borders[i][0] + ";" + borders[i][1] + "]");
|
---|
[14512] | 546 | }
|
---|
[14788] | 547 |
|
---|
[15571] | 548 | private static Color ConvertTotalToRgb(double low, double high, double cell) {
|
---|
| 549 | var colorGradient = ColorGradient.Colors;
|
---|
| 550 | var range = high - low;
|
---|
| 551 | var h = Math.Min(cell / range * colorGradient.Count, colorGradient.Count - 1);
|
---|
| 552 | return colorGradient[(int)h];
|
---|
[14512] | 553 | }
|
---|
[15249] | 554 | #endregion
|
---|
[14414] | 555 | }
|
---|
[15571] | 556 | } |
---|