acc_Rr = 0
acc_array = []
for round_num in range(aver_num):
t1 = time.time()
W_hat_tmp, X_hat_tmp, repre_size_count_tmp, X_0_tmp, W_0_tmp = cvx_online_dict_learning(X, Y, n_hat, k_cluster,
numIter, lmda, eps,
flag = False, version = 'Rr')
# W_hat_tmp, X_hat_tmp, repre_size_count_tmp, X_0_tmp, W_0_tmp = cvx_online_dict_learning_batch(X, Y, n_hat, k_cluster,
# numIter, lmda, eps, _NF,
# flag = False)
t2 = time.time()
t_ocmf_Rr += (t2 - t1)
D_final_tmp = np.matmul(X_hat_tmp, W_hat_tmp)
# clustered_label = get_clustering_assignment_1(X, D_final)
clustered_label_ocmf_Rr = get_clustering_assignment_2(X, D_final_tmp, k_cluster, lmda)
acc_tmp, AMI_tmp = evaluation_clustering(clustered_label_ocmf_Rr, Y)
acc_array.append(acc_tmp)
if acc_tmp >= acc_Rr:
W_hat_Rr = W_hat_tmp
X_hat_Rr = X_hat_tmp
X_0_Rr = X_0_tmp
W_0_Rr = W_0_tmp
D_final_Rr = D_final_tmp
acc_Rr = acc_tmp
AMI_Rr = AMI_tmp
repre_size_count_Rr = repre_size_count_tmp
if acc_Rr >= 0.9:
break
acc_aver_Rr = np.mean(acc_array)
t_ocmf_Rr = t_ocmf_Rr / (round_num + 1)
def cvx_online_dict_learning(X, y_true, n_hat, k_cluster, T, lmda, eps,
flag=True, version = 'Rr'):
'''
X: R^(n * m)
y_true: str^n
W_0: R^(n_hat * k)
x_i : R^m
alpha: R^k
cvx_online problem
min||x_i - X.T * W * alpha|| + lambda * ||alpha||
in the online setting, there is no X in (n * m),
instead, we need to store a candidate set and solve the subproblem:
min ||x_i - X_hat * W_hat * alpha|| + lambda * ||alpha||
X_hat : R^(m * n_hat)
W_hat : R^(n_hat * k)
version: Rr, restricted, heuristic approach
Ru, uniform, random assignment
'''
n_dim, m_dim = X.shape
A_t = np.zeros((k_cluster, k_cluster))
B_t = np.zeros((m_dim, k_cluster))
x_sum = 0
alpha_sum = 0
# step 1: sample n_hat * k_cluster points as initial X_hat.
X_0 = np.zeros((m_dim, n_hat))
for idx in range(n_hat):
sample_idx = np.random.randint(0, n_dim)
x_sample = X[sample_idx, :]
X_0[:, idx] = x_sample
# step 1: initialization, get X_hat (including clusters info)
# and W_hat from X_0, using same init as in CNMF.
# here representative_size_count is the n_1_hat, n_2_hat, ..., n_k_hat.
t1 = time.time()
X_hat, W_hat, representative_size_count = initialize_X_W_hat(X_0, k_cluster)
X_0, W_0 = X_hat.copy(), W_hat.copy()
t2 = time.time()
# print('init cost {:.4f}'.format(t2 - t1))
# step 2: after initialization of X_hat, update alpha, W_hat and X_hat alternatively.
t_start = time.time()
print(lmda, _NF, eps)
for t in range(T):
# t_start_online = time.time()
if t % 50 == 0 and flag:
D_t = np.matmul(X_hat, W_hat)
tmp_assignment = get_clustering_assignment_1(X, D_t, k_cluster)
tmp_acc, tmp_AMI = evaluation_clustering(tmp_assignment, y_true)
print('1)iteration {}, distance acc = {:.4f}, AMI = {:.4f}'.format(t, tmp_acc, tmp_AMI))
tmp_assignment = get_clustering_assignment_2(X, D_t, k_cluster, lmda)
tmp_acc, tmp_AMI = evaluation_clustering(tmp_assignment, y_true)
print('2)iteration {}, kmeans of weights acc = {:.4f}, AMI = {:.4f}'.format(t, tmp_acc, tmp_AMI))
t_end = time.time()
print('time elapse = {:.4f}s'.format(t_end - t_start))
t_start = t_end
print('-' * 7)
sample_idx = np.random.randint(0, n_dim)
x_sample = X[sample_idx, :]
# update alpha
t1 = time.time()
lars_lasso = LassoLars(alpha = lmda, max_iter = 500)
D_t = np.matmul(X_hat, W_hat)
lars_lasso.fit(D_t, x_sample)
alpha_t = lars_lasso.coef_
t2 = time.time()
# print('lasso cost {:.4f}s'.format(t2 - t1))
# using different clustering assignment
t1 = time.time()
if version == 'Rr':
cluster_of_x_i = np.argmax(alpha_t)
# elif version == 'Ru':
else:
cluster_of_x_i = int(np.random.uniform(0, k_cluster))
t2 = time.time()
# print('argmax alpha cost {:.4f}s'.format(t2 - t1))
t1 = time.time()
A_t += np.matmul(alpha_t.reshape(k_cluster, 1), alpha_t.reshape(1, k_cluster))
B_t += np.matmul(x_sample.reshape(m_dim, 1), alpha_t.reshape(1, k_cluster))
x_sum += (np.linalg.norm(x_sample) ** 2)
alpha_sum += lmda * np.linalg.norm(alpha_t, 1)
t2 = time.time()
# print('update At, Bt cost {:.4f}s'.format(t2 - t1))
# update X_hat
t1 = time.time()
W_hat, X_hat = update_W_X_hat(W_hat, X_hat, representative_size_count, x_sample, cluster_of_x_i,
A_t, B_t, x_sum, alpha_sum, t, eps)
t2 = time.time()
# print('update X_hat, W_hat cost {:.4f}s'.format(t2 - t1))
print('Dcitionary update done! Time elapse {:.04f}s'.format(time.time() - t_start))
return W_hat, X_hat, representative_size_count, X_0, W_0
W_hat_tmp, X_hat_tmp, repre_size_count_tmp, X_0_tmp, W_0_tmp = cvx_online_dict_learning(
X,
Y,
n_hat,
k_cluster,
numIter,
lmda,
eps,
flag=False,
version='Ru')
t2 = time.time()
t_ocmf += (t2 - t1)
D_final_tmp = np.matmul(X_hat_tmp, W_hat_tmp)
# clustered_label = get_clustering_assignment_1(X, D_final)
clustered_label_ocmf = get_clustering_assignment_2(
X, D_final_tmp, k_cluster, lmda)
acc_tmp, AMI_tmp = evaluation_clustering(clustered_label_ocmf, Y)
acc_array.append(acc_tmp)
if acc_tmp >= acc:
W_hat = W_hat_tmp
X_hat = X_hat_tmp
X_0 = X_0_tmp
W_0 = W_0_tmp
D_final = D_final_tmp
acc = acc_tmp
AMI = AMI_tmp
repre_size_count = repre_size_count_tmp
if acc >= 0.9:
break
acc_aver = np.mean(acc_array)
t_ocmf_Ru = t_ocmf / (round_num + 1)