Changeset 15479

Timestamp:

11/20/17 15:29:53 (7 years ago)

Author:

bwerth

Message:

#2850 worked on weighted tSNE

Location:

branches/Weighted TSNE/3.4/TSNE

Files:

• Distances/CosineDistance.cs (modified) (4 diffs)
• Distances/DistanceBase.cs (modified) (1 diff)
• Distances/EuclideanDistance.cs (modified) (1 diff)
• Distances/ManhattanDistance.cs (modified) (2 diffs)
• Distances/WeightedEuclideanDistance.cs (modified) (3 diffs)
• TSNEAlgorithm.cs (modified) (4 diffs)
• TSNEStatic.cs (modified) (3 diffs)
• TSNEUtils.cs (modified) (1 diff)
• VantagePointTree.cs (modified) (1 diff)

branches/Weighted TSNE/3.4/TSNE/Distances/CosineDistance.cs

@@ -22 +22 @@
 using System;
 using System.Collections.Generic;
-using System.Linq;
 using HeuristicLab.Common;
 using HeuristicLab.Core;
@@ -28 +27 @@
 
 namespace HeuristicLab.Algorithms.DataAnalysis {
-
   /// <summary>
   /// The angular distance as defined as a normalized distance measure dependent on the angle between two vectors.
@@ -35 +33 @@
   [Item("CosineDistance", "The angular distance as defined as a normalized distance measure dependent on the angle between two vectors.")]
   public class CosineDistance : DistanceBase<IEnumerable<double>> {
-
     #region HLConstructors & Cloning
     [StorableConstructor]
@@ -48 +45 @@
 
     #region statics
-    public static double GetDistance(IReadOnlyList<double> point1, IReadOnlyList<double> point2) {
-      if (point1.Count != point2.Count) throw new ArgumentException("Cosine distance not defined on vectors of different length");
-      var innerprod = 0.0;
-      var length1 = 0.0;
-      var length2 = 0.0;
-
-      for (var i = 0; i < point1.Count; i++) {
-        double d1 = point1[i], d2 = point2[i];
-        innerprod += d1 * d2;
-        length1 += d1 * d1;
-        length2 += d2 * d2;
+    public static double GetDistance(IEnumerable<double> point1, IEnumerable<double> point2) {
+      using (IEnumerator<double> p1Enum = point1.GetEnumerator(), p2Enum = point2.GetEnumerator()) {
+        var innerprod = 0.0;
+        var length1 = 0.0;
+        var length2 = 0.0;
+        var p1Next = p1Enum.MoveNext();
+        var p2Next = p2Enum.MoveNext();
+        while (p1Next && p2Next) {
+          double d1 = p1Enum.Current, d2 = p2Enum.Current;
+          innerprod += d1 * d2;
+          length1 += d1 * d1;
+          length2 += d2 * d2;
+          p1Next = p1Enum.MoveNext();
+          p2Next = p1Enum.MoveNext();
+        }
+        var divisor = Math.Sqrt(length1 * length2);
+        if (divisor.IsAlmost(0)) throw new ArgumentException("Cosine distance is not defined on vectors of length 0");
+        if (p2Next || p1Next) throw new ArgumentException("Cosine distance not defined on vectors of different length");
+        return 1 - innerprod / divisor;
       }
-      var l = Math.Sqrt(length1 * length2);
-      if (l.IsAlmost(0)) throw new ArgumentException("Cosine distance is not defined on vectors of length 0");
-      return 1 - innerprod / l;
     }
     #endregion
     public override double Get(IEnumerable<double> a, IEnumerable<double> b) {
-      return GetDistance(a.ToArray(), b.ToArray());
+      return GetDistance(a, b);
     }
   }

branches/Weighted TSNE/3.4/TSNE/Distances/DistanceBase.cs

@@ -51 +51 @@
     }
 
-    private class DistanceComparer : IComparer<T>, IComparer {
+    internal class DistanceComparer : IComparer<T>, IComparer {
       private readonly T item;
       private readonly IDistance<T> dist;

branches/Weighted TSNE/3.4/TSNE/Distances/EuclideanDistance.cs

@@ -31 +31 @@
   [Item("EuclideanDistance", "A norm function that uses Euclidean distance")]
   public class EuclideanDistance : DistanceBase<IEnumerable<double>> {
-
     #region HLConstructors & Cloning
     [StorableConstructor]
     protected EuclideanDistance(bool deserializing) : base(deserializing) { }
     protected EuclideanDistance(EuclideanDistance original, Cloner cloner) : base(original, cloner) { }
-    public override IDeepCloneable Clone(Cloner cloner) { return new EuclideanDistance(this, cloner); }
+    public override IDeepCloneable Clone(Cloner cloner) {
+      return new EuclideanDistance(this, cloner);
+    }
     public EuclideanDistance() { }
     #endregion
 
-    public static double GetDistance(IReadOnlyList<double> point1, IReadOnlyList<double> point2) {
-      if (point1.Count != point2.Count) throw new ArgumentException("Euclidean distance not defined on vectors of different length");
-      var sum = 0.0;
-      for (var i = 0; i < point1.Count; i++) {
-        var d = point1[i] - point2[i];
-        sum += d * d;
+    public static double GetDistance(IEnumerable<double> point1, IEnumerable<double> point2) {
+      using (IEnumerator<double> p1Enum = point1.GetEnumerator(), p2Enum = point2.GetEnumerator()) {
+        var sum = 0.0;
+        var p1Next = p1Enum.MoveNext();
+        var p2Next = p2Enum.MoveNext();
+        while (p1Next && p2Next) {
+          var d = p1Enum.Current - p2Enum.Current;
+          sum += d * d;
+          p1Next = p1Enum.MoveNext();
+          p2Next = p1Enum.MoveNext();
+        }
+        if (p2Next || p1Next) throw new ArgumentException("Euclidean distance not defined on vectors of different length");
+        return Math.Sqrt(sum);
       }
-
-      return Math.Sqrt(sum);
     }
 
     public override double Get(IEnumerable<double> a, IEnumerable<double> b) {
-      return GetDistance(a.ToArray(), b.ToArray());
+      return GetDistance(a, b);
     }
   }

branches/Weighted TSNE/3.4/TSNE/Distances/ManhattanDistance.cs

@@ -31 +31 @@
   [Item("ManhattanDistance", "A distance function that uses block distance")]
   public class ManhattanDistance : DistanceBase<IEnumerable<double>> {
-
     #region HLConstructors & Cloning
     [StorableConstructor]
@@ -45 +44 @@
     #endregion
 
-    public static double GetDistance(double[] point1, double[] point2) {
-      if (point1.Length != point2.Length) throw new ArgumentException("Manhattan distance not defined on vectors of different length");
-      var sum = 0.0;
-      for (var i = 0; i < point1.Length; i++)
-        sum += Math.Abs(point1[i] + point2[i]);
-      return sum;
+    public static double GetDistance(IEnumerable<double> point1, IEnumerable<double> point2) {
+      using (IEnumerator<double> p1Enum = point1.GetEnumerator(), p2Enum = point2.GetEnumerator()) {
+        var sum = 0.0;
+        var p1Next = p1Enum.MoveNext();
+        var p2Next = p2Enum.MoveNext();
+        while (p1Next && p2Next) {
+          sum += Math.Abs(p1Enum.Current - p2Enum.Current);
+          p1Next = p1Enum.MoveNext();
+          p2Next = p1Enum.MoveNext();
+        }
+        if (p2Next || p1Next) throw new ArgumentException("Manhattan distance not defined on vectors of different length");
+        return sum;
+      }
     }
 
     public override double Get(IEnumerable<double> a, IEnumerable<double> b) {
-      return GetDistance(a.ToArray(), b.ToArray());
+      return GetDistance(a, b);
     }
   }

branches/Weighted TSNE/3.4/TSNE/Distances/WeightedEuclideanDistance.cs

@@ -21 +21 @@
 
 using System;
+using System.Collections;
 using System.Collections.Generic;
 using System.Linq;
@@ -31 +32 @@
 namespace HeuristicLab.Algorithms.DataAnalysis {
   [StorableClass]
-  [Item("WeightedEuclideanDistance", "A weighted norm function that uses Euclidean distance √(Σ(w[i]*(p1[i]-p2[i])²)/Σw[i])")]
-  public class WeightedEuclideanDistance : DistanceBase<IEnumerable<double>> {
+  [Item("WeightedEuclideanDistance", "A weighted norm function that uses Euclidean distance √(Σ(w[i]²*(p1[i]-p2[i])²))")]
+  public class WeightedEuclideanDistance : ParameterizedNamedItem, IDistance<IEnumerable<double>> {
     public const string WeightsParameterName = "Weights";
     public IValueParameter<DoubleArray> WeigthsParameter {
-      get { return Parameters[WeightsParameterName] as IValueParameter<DoubleArray>; }
+      get { return (IValueParameter<DoubleArray>) Parameters[WeightsParameterName]; }
     }
 
@@ -46 +47 @@
     [StorableConstructor]
     protected WeightedEuclideanDistance(bool deserializing) : base(deserializing) { }
-    protected WeightedEuclideanDistance(WeightedEuclideanDistance original, Cloner cloner) : base(original, cloner) { }
+    private void AfterDeserialization() {
+      RegisterParameterEvents();
+    }
+    protected WeightedEuclideanDistance(WeightedEuclideanDistance original, Cloner cloner) : base(original, cloner) {
+      RegisterParameterEvents();
+    }
     public override IDeepCloneable Clone(Cloner cloner) {
       return new WeightedEuclideanDistance(this, cloner);
     }
     public WeightedEuclideanDistance() {
-      Parameters.Add(new OptionalValueParameter<DoubleArray>(WeightsParameterName, "The weights used to modify the euclidean distance. If no weights are specified a Random Forrest Regression / Classification is used to automatically set the weigths. "));
+      Parameters.Add(new ValueParameter<DoubleArray>(WeightsParameterName, "The weights used to modify the euclidean distance."));
+      RegisterParameterEvents();
     }
     #endregion
 
-    public static double GetDistance(IReadOnlyList<double> point1, IReadOnlyList<double> point2, DoubleArray impacts) {
-      if (point1.Count != point2.Count) throw new ArgumentException("Weighted Euclidean distance not defined on vectors of different length");
-      if (impacts == null || impacts.Count() != point1.Count) throw new ArgumentException("Weighted Euclidean distance requires a non-null weight vector of length equal to the number of allowed input double variables the compared points");
-      var sum = 0.0;
-      var sumW = 0.0;
-      for (var i = 0; i < point1.Count; i++) {
-        var d = point1[i] - point2[i];
-        var w = impacts[i] * impacts[i];
-        sum += d * d * w;
-        sumW += w;
+    public static double GetDistance(IEnumerable<double> point1, IEnumerable<double> point2, IEnumerable<double> weights) {
+      using (IEnumerator<double> p1Enum = point1.GetEnumerator(), p2Enum = point2.GetEnumerator(), weEnum = weights.GetEnumerator()) {
+        var sum = 0.0;
+        var p1Next = p1Enum.MoveNext();
+        var p2Next = p2Enum.MoveNext();
+        var weNext = weEnum.MoveNext();
+        while (p1Next && p2Next && weNext) {
+          var d = p1Enum.Current - p2Enum.Current;
+          var w = weEnum.Current;
+          sum += d * d * w * w;
+          p1Next = p1Enum.MoveNext();
+          p2Next = p2Enum.MoveNext();
+          weNext = weEnum.MoveNext();
+        }
+        if (weNext) throw new ArgumentException("Weighted Euclidean distance requires a non-null weight vector of length equal to the number of allowed input double variables the compared points");
+        if (p1Next || p2Next) throw new ArgumentException("Weighted Euclidean distance not defined on vectors of different length");
+        return Math.Sqrt(sum);
       }
-      return Math.Sqrt(sum / sumW);
     }
 
-    public override double Get(IEnumerable<double> a, IEnumerable<double> b) {
-      return GetDistance(a.ToArray(), b.ToArray(), Weights);
+    public double Get(IEnumerable<double> a, IEnumerable<double> b) {
+      return GetDistance(a, b, Weights);
+    }
+    public IComparer<IEnumerable<double>> GetDistanceComparer(IEnumerable<double> item) {
+      return new DistanceBase<IEnumerable<double>>.DistanceComparer(item, this);
+    }
+    public double Get(object x, object y) {
+      return Get((IEnumerable<double>) x, (IEnumerable<double>) y);
+    }
+    public IComparer GetDistanceComparer(object item) {
+      return new DistanceBase<IEnumerable<double>>.DistanceComparer((IEnumerable<double>) item, this);
+    }
+
+    private void RegisterParameterEvents() {
+      WeigthsParameter.ValueChanged += OnWeightsArrayChanged;
+      WeigthsParameter.Value.ItemChanged += OnWeightChanged;
+    }
+    private void OnWeightChanged(object sender, EventArgs<int> e) {
+      WeigthsParameter.Value.ItemChanged -= OnWeightChanged;
+      Weights[e.Value] = Math.Max(0, Weights[e.Value]);
+      WeigthsParameter.Value.ItemChanged -= OnWeightChanged;
+    }
+    private void OnWeightsArrayChanged(object sender, EventArgs e) {
+      for (int i = 0; i < Weights.Length; i++)
+        Weights[i] = Math.Max(0, Weights[i]);
+      WeigthsParameter.Value.ItemChanged += OnWeightChanged;
     }
   }

branches/Weighted TSNE/3.4/TSNE/TSNEAlgorithm.cs

@@ -29 +29 @@
 using HeuristicLab.Core;
 using HeuristicLab.Data;
-using HeuristicLab.Encodings.RealVectorEncoding;
 using HeuristicLab.Optimization;
 using HeuristicLab.Parameters;
@@ -87 +86 @@
     #region Parameter properties
     public IFixedValueParameter<DoubleValue> PerplexityParameter {
-      get { return Parameters[PerplexityParameterName] as IFixedValueParameter<DoubleValue>; }
+      get { return (IFixedValueParameter<DoubleValue>) Parameters[PerplexityParameterName]; }
     }
     public IFixedValueParameter<PercentValue> ThetaParameter {
-      get { return Parameters[ThetaParameterName] as IFixedValueParameter<PercentValue>; }
+      get { return (IFixedValueParameter<PercentValue>) Parameters[ThetaParameterName]; }
     }
     public IFixedValueParameter<IntValue> NewDimensionsParameter {
-      get { return Parameters[NewDimensionsParameterName] as IFixedValueParameter<IntValue>; }
+      get { return (IFixedValueParameter<IntValue>) Parameters[NewDimensionsParameterName]; }
     }
     public IConstrainedValueParameter<IDistance<double[]>> DistanceFunctionParameter {
-      get { return Parameters[DistanceFunctionParameterName] as IConstrainedValueParameter<IDistance<double[]>>; }
+      get { return (IConstrainedValueParameter<IDistance<double[]>>) Parameters[DistanceFunctionParameterName]; }
     }
     public IFixedValueParameter<IntValue> MaxIterationsParameter {
-      get { return Parameters[MaxIterationsParameterName] as IFixedValueParameter<IntValue>; }
+      get { return (IFixedValueParameter<IntValue>) Parameters[MaxIterationsParameterName]; }
     }
     public IFixedValueParameter<IntValue> StopLyingIterationParameter {
-      get { return Parameters[StopLyingIterationParameterName] as IFixedValueParameter<IntValue>; }
+      get { return (IFixedValueParameter<IntValue>) Parameters[StopLyingIterationParameterName]; }
     }
     public IFixedValueParameter<IntValue> MomentumSwitchIterationParameter {
-      get { return Parameters[MomentumSwitchIterationParameterName] as IFixedValueParameter<IntValue>; }
+      get { return (IFixedValueParameter<IntValue>) Parameters[MomentumSwitchIterationParameterName]; }
     }
     public IFixedValueParameter<DoubleValue> InitialMomentumParameter {
-      get { return Parameters[InitialMomentumParameterName] as IFixedValueParameter<DoubleValue>; }
+      get { return (IFixedValueParameter<DoubleValue>) Parameters[InitialMomentumParameterName]; }
     }
     public IFixedValueParameter<DoubleValue> FinalMomentumParameter {
-      get { return Parameters[FinalMomentumParameterName] as IFixedValueParameter<DoubleValue>; }
+      get { return (IFixedValueParameter<DoubleValue>) Parameters[FinalMomentumParameterName]; }
     }
     public IFixedValueParameter<DoubleValue> EtaParameter {
-      get { return Parameters[EtaParameterName] as IFixedValueParameter<DoubleValue>; }
+      get { return (IFixedValueParameter<DoubleValue>) Parameters[EtaParameterName]; }
     }
     public IFixedValueParameter<BoolValue> SetSeedRandomlyParameter {
-      get { return Parameters[SetSeedRandomlyParameterName] as IFixedValueParameter<BoolValue>; }
+      get { return (IFixedValueParameter<BoolValue>) Parameters[SetSeedRandomlyParameterName]; }
     }
     public IFixedValueParameter<IntValue> SeedParameter {
-      get { return Parameters[SeedParameterName] as IFixedValueParameter<IntValue>; }
+      get { return (IFixedValueParameter<IntValue>) Parameters[SeedParameterName]; }
     }
     public IConstrainedValueParameter<StringValue> ClassesNameParameter {
-      get { return Parameters[ClassesNameParameterName] as IConstrainedValueParameter<StringValue>; }
+      get { return (IConstrainedValueParameter<StringValue>) Parameters[ClassesNameParameterName]; }
     }
     public IFixedValueParameter<BoolValue> NormalizationParameter {
-      get { return Parameters[NormalizationParameterName] as IFixedValueParameter<BoolValue>; }
+      get { return (IFixedValueParameter<BoolValue>) Parameters[NormalizationParameterName]; }
     }
     public IFixedValueParameter<BoolValue> RandomInitializationParameter {
-      get { return Parameters[RandomInitializationParameterName] as IFixedValueParameter<BoolValue>; }
+      get { return (IFixedValueParameter<BoolValue>) Parameters[RandomInitializationParameterName]; }
     }
     public IFixedValueParameter<IntValue> UpdateIntervalParameter {
-      get { return Parameters[UpdateIntervalParameterName] as IFixedValueParameter<IntValue>; }
+      get { return (IFixedValueParameter<IntValue>) Parameters[UpdateIntervalParameterName]; }
     }
     #endregion
@@ -336 +335 @@
     private void OnColumnsChanged(object sender, EventArgs e) {
       if (Problem == null || Problem.ProblemData == null || Problem.ProblemData.Dataset == null || !Parameters.ContainsKey(DistanceFunctionParameterName)) return;
-      DistanceFunctionParameter.ValidValues.OfType<WeightedEuclideanDistance>().Single().Weights = new RealVector(Problem.ProblemData.AllowedInputVariables.Select(x => 1.0).ToArray());
+      DistanceFunctionParameter.ValidValues.OfType<WeightedEuclideanDistance>().Single().Weights = new DoubleArray(Problem.ProblemData.AllowedInputVariables.Select(x => 1.0).ToArray());
     }
 
@@ -531 +530 @@
 
     private static Color ConvertTotalToRgb(double low, double high, double cell) {
+      var colorGradient = ColorGradient.Colors;
       var range = high - low;
-      var h = cell / range;
-      return HsVtoRgb(h * 0.5, 1.0f, 1.0f);
-    }
-
-    //taken from https://stackoverflow.com/a/17099130
-    private static Color HsVtoRgb(double hue, double saturation, double value) {
-      while (hue > 1.0) { hue -= 1.0; }
-      while (hue < 0.0) { hue += 1.0; }
-      while (saturation > 1.0) { saturation -= 1.0; }
-      while (saturation < 0.0) { saturation += 1.0; }
-      while (value > 1.0) { value -= 1.0; }
-      while (value < 0.0) { value += 1.0; }
-      if (hue > 0.999) { hue = 0.999; }
-      if (hue < 0.001) { hue = 0.001; }
-      if (saturation > 0.999) { saturation = 0.999; }
-      if (saturation < 0.001) { return Color.FromArgb((int) (value * 255.0), (int) (value * 255.0), (int) (value * 255.0)); }
-      if (value > 0.999) { value = 0.999; }
-      if (value < 0.001) { value = 0.001; }
-
-      var h6 = hue * 6.0;
-      if (h6.IsAlmost(6.0)) { h6 = 0.0; }
-      var ihue = (int) h6;
-      var p = value * (1.0 - saturation);
-      var q = value * (1.0 - saturation * (h6 - ihue));
-      var t = value * (1.0 - saturation * (1.0 - (h6 - ihue)));
-      switch (ihue) {
-        case 0:
-          return Color.FromArgb((int) (value * 255), (int) (t * 255), (int) (p * 255));
-        case 1:
-          return Color.FromArgb((int) (q * 255), (int) (value * 255), (int) (p * 255));
-        case 2:
-          return Color.FromArgb((int) (p * 255), (int) (value * 255), (int) (t * 255));
-        case 3:
-          return Color.FromArgb((int) (p * 255), (int) (q * 255), (int) (value * 255));
-        case 4:
-          return Color.FromArgb((int) (t * 255), (int) (p * 255), (int) (value * 255));
-        default:
-          return Color.FromArgb((int) (value * 255), (int) (p * 255), (int) (q * 255));
-      }
+      var h = cell / range * colorGradient.Count;
+      return colorGradient[(int) h];
     }
     #endregion

branches/Weighted TSNE/3.4/TSNE/TSNEStatic.cs

@@ -257 +257 @@
         }
         var sumP = .0;
-        for (var i = 0; i < data.Length; i++) for (var j = 0; j < data.Length; j++) sumP += p[i, j];
-        for (var i = 0; i < data.Length; i++) for (var j = 0; j < data.Length; j++) p[i, j] /= sumP;
+        for (var i = 0; i < data.Length; i++) {
+          for (var j = 0; j < data.Length; j++) {
+            sumP += p[i, j];
+          }
+        }
+        for (var i = 0; i < data.Length; i++) {
+          for (var j = 0; j < data.Length; j++) {
+            p[i, j] /= sumP;
+          }
+        }
         return p;
       }
@@ -555 +563 @@
     public static double[,] Run(T[] data, IDistance<T> 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 theta = 0, int stopLyingIter = 0, int momSwitchIter = 0, double momentum = .5,
       double finalMomentum = .8, double eta = 10.0
     ) {
@@ -591 +598 @@
         }
       }
-
 
       // Perform gradient update (with momentum and gains)

branches/Weighted TSNE/3.4/TSNE/TSNEUtils.cs

@@ -66 +66 @@
     /// <param name="comparer">comparer for list elemnts </param>
     /// <returns></returns>
-    internal static void NthElement<T>(this IList<T> list, int left, int right, int n, IComparer<T> comparer) {
+    internal static void PartialSort<T>(this IList<T> list, int left, int right, int n, IComparer<T> comparer) {
       while (true) {
         if (left == right) return;

branches/Weighted TSNE/3.4/TSNE/VantagePointTree.cs

@@ -139 +139 @@
       // Partition around the median distance
       var median = (upper + lower) / 2;
-      items.NthElement(lower + 1, upper - 1, median, distance.GetDistanceComparer(items[lower]));
+      items.PartialSort(lower + 1, upper - 1, median, distance.GetDistanceComparer(items[lower]));
 
       // Threshold of the new node will be the distance to the median