def belongs(self, point, tolerance=TOLERANCE):
"""Test if a point belongs to the hypersphere.
This tests whether the point's squared norm in Euclidean space is 1.
Parameters
----------
point : array-like, shape=[n_samples, dim + 1]
Points in Euclidean space.
tolerance : float, optional
Tolerance at which to evaluate norm == 1 (default: TOLERANCE).
Returns
-------
belongs : array-like, shape=[n_samples, 1]
Array of booleans evaluating if each point belongs to
the hypersphere.
"""
point_dim = gs.shape(point)[-1]
if point_dim != self.dim + 1:
if point_dim is self.dim:
logging.warning('Use the extrinsic coordinates to '
'represent points on the hypersphere.')
belongs = False
if gs.ndim(point) == 2:
belongs = gs.tile([belongs], (point.shape[0], ))
return belongs
sq_norm = self.embedding_metric.squared_norm(point)
diff = gs.abs(sq_norm - 1)
return gs.less_equal(diff, tolerance)
def _default_gradient_descent(points, metric, weights, max_iter, point_type,
epsilon, verbose):
"""Perform default gradient descent."""
if point_type == 'vector':
points = gs.to_ndarray(points, to_ndim=2)
einsum_str = 'n,nj->j'
if point_type == 'matrix':
points = gs.to_ndarray(points, to_ndim=3)
einsum_str = 'n,nij->ij'
n_points = gs.shape(points)[0]
if weights is None:
weights = gs.ones((n_points, ))
mean = points[0]
if n_points == 1:
return mean
sum_weights = gs.sum(weights)
sq_dists_between_iterates = []
iteration = 0
sq_dist = 0.
var = 0.
while iteration < max_iter:
var_is_0 = gs.isclose(var, 0.)
sq_dist_is_small = gs.less_equal(sq_dist, epsilon * var)
condition = ~gs.logical_or(var_is_0, sq_dist_is_small)
if not (condition or iteration == 0):
break
logs = metric.log(point=points, base_point=mean)
tangent_mean = gs.einsum(einsum_str, weights, logs)
tangent_mean /= sum_weights
estimate_next = metric.exp(tangent_vec=tangent_mean, base_point=mean)
sq_dist = metric.squared_dist(estimate_next, mean)
sq_dists_between_iterates.append(sq_dist)
var = variance(points=points,
weights=weights,
metric=metric,
base_point=estimate_next,
point_type=point_type)
mean = estimate_next
iteration += 1
if iteration == max_iter:
logging.warning('Maximum number of iterations {} reached. '
'The mean may be inaccurate'.format(max_iter))
if verbose:
logging.info('n_iter: {}, final variance: {}, final dist: {}'.format(
iteration, var, sq_dist))
return mean
def belongs(self, point, tolerance=TOLERANCE):
"""Test if a point belongs to the hypersphere.
This tests whether the point's squared norm in Euclidean space is 1.
Parameters
----------
point : array-like, shape=[..., dim + 1]
Point in Euclidean space.
tolerance : float
Tolerance at which to evaluate norm == 1.
Optional, default: 1e-6.
Returns
-------
belongs : array-like, shape=[...,]
Boolean evaluating if point belongs to the hypersphere.
"""
point_dim = gs.shape(point)[-1]
if point_dim != self.dim + 1:
if point_dim is self.dim:
logging.warning(
'Use the extrinsic coordinates to '
'represent points on the hypersphere.')
belongs = False
if gs.ndim(point) == 2:
belongs = gs.tile([belongs], (point.shape[0],))
return belongs
sq_norm = gs.sum(point ** 2, axis=-1)
diff = gs.abs(sq_norm - 1)
return gs.less_equal(diff, tolerance)
def belongs(self, point, atol=1e-5):
"""Test if a point belongs to St(n,p).
Test whether the point is a p-frame in n-dimensional space,
and it is orthonormal.
Parameters
----------
point : array-like, shape=[..., n, p]
Point.
atol : float, optional
Tolerance at which to evaluate.
Optional, default: 1e-5.
Returns
-------
belongs : array-like, shape=[...,]
Array of booleans evaluating if the corresponding points
belong to the Stiefel manifold.
"""
right_shape = self.embedding_manifold.belongs(point)
if not right_shape:
return right_shape
point_transpose = Matrices.transpose(point)
identity = gs.eye(self.p)
diff = Matrices.mul(point_transpose, point) - identity
diff_norm = gs.linalg.norm(diff, axis=(-2, -1))
belongs = gs.less_equal(diff_norm, 1e-5)
return belongs
def belongs(self, point, tolerance=TOLERANCE):
"""Test if a point belongs to St(n,p).
Test whether the point is a p-frame in n-dimensional space,
and it is orthonormal.
Parameters
----------
point : array-like, shape=[n_samples, n, p]
Point.
tolerance : float, optional
Tolerance at which to evaluate.
Returns
-------
belongs : array-like, shape=[n_samples, 1]
Array of booleans evaluating if the corresponding points
belong to the Stiefel manifold.
"""
n_points, n, p = point.shape
if (n, p) != (self.n, self.p):
return gs.array([False] * n_points)
point_transpose = Matrices.transpose(point)
identity = gs.eye(p)
diff = gs.einsum('...ij,...jk->...ik', point_transpose,
point) - identity
diff_norm = gs.linalg.norm(diff, axis=(-2, -1))
belongs = gs.less_equal(diff_norm, tolerance)
belongs = gs.to_ndarray(belongs, to_ndim=1)
return belongs
def belongs(self, point, tolerance=TOLERANCE):
"""
Check if an (n,n)-matrix is an orthogonal projector
onto a subspace of rank k.
"""
point = gs.to_ndarray(point, to_ndim=3)
n_points, n, k = point.shape
if (n, k) != (self.n, self.k):
return gs.array([[False]] * n_points)
point_transpose = gs.transpose(point, axes=(0, 2, 1))
identity = gs.to_ndarray(gs.eye(k), to_ndim=3)
identity = gs.tile(identity, (n_points, 1, 1))
diff = gs.einsum('nij,njk->nik', point_transpose, point) - identity
diff_norm = gs.linalg.norm(diff, axis=(1, 2))
belongs = gs.less_equal(diff_norm, tolerance)
belongs = gs.to_ndarray(belongs, to_ndim=1)
belongs = gs.to_ndarray(belongs, to_ndim=2, axis=1)
return belongs
raise NotImplementedError(
'The Grassmann `belongs` is not implemented.'
'It shall test whether p*=p, p^2 = p and rank(p) = k.')
def belongs(self, point, tolerance=TOLERANCE):
"""
Evaluate if a point belongs to the Hypersphere,
i.e. evaluate if its squared norm in the Euclidean space is 1.
"""
point = gs.asarray(point)
point_dim = point.shape[-1]
if point_dim != self.dimension + 1:
if point_dim is self.dimension:
logging.warning('Use the extrinsic coordinates to '
'represent points on the hypersphere.')
return gs.array([[False]])
sq_norm = self.embedding_metric.squared_norm(point)
diff = gs.abs(sq_norm - 1)
return gs.less_equal(diff, tolerance)
def _check_idempotent(point, atol):
"""Check that a point is idempotent.
Parameters
----------
point
atol
Returns
-------
belongs : bool
"""
diff = gs.einsum('...ij,...jk->...ik', point, point) - point
diff_norm = gs.linalg.norm(diff, axis=(-2, -1))
return gs.less_equal(diff_norm, atol)
def belongs(self, point, tolerance=TOLERANCE):
"""
By definition, a point on the Hypersphere has squared norm 1
in the embedding Euclidean space.
Note: point must be given in extrinsic coordinates.
"""
point = gs.asarray(point)
point_dim = point.shape[-1]
if point_dim != self.dimension + 1:
if point_dim is self.dimension:
logging.warning('Use the extrinsic coordinates to '
'represent points on the hypersphere.')
return False
sq_norm = self.embedding_metric.squared_norm(point)
diff = gs.abs(sq_norm - 1)
return gs.less_equal(diff, tolerance)
def _check_idempotent(point, atol):
"""Check that a point is idempotent.
Parameters
----------
point
atol
Returns
-------
belongs : bool
"""
diff = Matrices.mul(point, point) - point
diff_norm = gs.linalg.norm(diff, axis=(-2, -1))
return gs.less_equal(diff_norm, atol)
def belongs(self, point, tolerance=TOLERANCE):
"""
Evaluate if a point belongs to St(n,p),
i.e. if it is a p-frame in n-dimensional space,
and it is orthonormal.
"""
point = gs.to_ndarray(point, to_ndim=3)
n_points, n, p = point.shape
if (n, p) != (self.n, self.p):
return gs.array([[False]] * n_points)
point_transpose = gs.transpose(point, axes=(0, 2, 1))
identity = gs.to_ndarray(gs.eye(p), to_ndim=3)
identity = gs.tile(identity, (n_points, 1, 1))
diff = gs.einsum('nij,njk->nik', point_transpose, point) - identity
diff_norm = gs.linalg.norm(diff, axis=(1, 2))
belongs = gs.less_equal(diff_norm, tolerance)
belongs = gs.to_ndarray(belongs, to_ndim=1)
belongs = gs.to_ndarray(belongs, to_ndim=2, axis=1)
return belongs
def belongs(self, point, atol=TOLERANCE):
"""Test if a point belongs to the pre-shape space.
This tests whether the point is centered and whether the point's
Frobenius norm is 1.
Parameters
----------
point : array-like, shape=[..., k_landmarks, m_ambient]
Point in Matrices space.
atol : float
Tolerance at which to evaluate norm == 1 and mean == 0.
Optional, default: 1e-6.
Returns
-------
belongs : array-like, shape=[...,]
Boolean evaluating if point belongs to the pre-shape space.
"""
shape = point.shape[-2:] == (self.k_landmarks, self.m_ambient)
frob_norm = self.ambient_metric.norm(point)
diff = gs.abs(frob_norm - 1)
is_centered = gs.logical_and(self.is_centered(point, atol), shape)
return gs.logical_and(gs.less_equal(diff, atol), is_centered)
def while_loop_cond(iteration, mean, var, sq_dist):
result = ~gs.logical_or(gs.isclose(var, 0.),
gs.less_equal(sq_dist, epsilon * var))
return result[0, 0] or iteration == 0
def _default_gradient_descent(points, metric, weights, max_iter, point_type,
epsilon, initial_step_size, verbose):
"""Perform default gradient descent."""
if point_type == 'vector':
points = gs.to_ndarray(points, to_ndim=2)
einsum_str = 'n,nj->j'
else:
points = gs.to_ndarray(points, to_ndim=3)
einsum_str = 'n,nij->ij'
n_points = gs.shape(points)[0]
if weights is None:
weights = gs.ones((n_points, ))
mean = points[0]
if n_points == 1:
return mean
sum_weights = gs.sum(weights)
sq_dists_between_iterates = []
iteration = 0
sq_dist = 0.
var = 0.
norm_old = gs.linalg.norm(points)
step = initial_step_size
while iteration < max_iter:
logs = metric.log(point=points, base_point=mean)
var = gs.sum(
metric.squared_norm(logs, mean) * weights) / gs.sum(weights)
tangent_mean = gs.einsum(einsum_str, weights, logs)
tangent_mean /= sum_weights
norm = gs.linalg.norm(tangent_mean)
sq_dist = metric.squared_norm(tangent_mean, mean)
sq_dists_between_iterates.append(sq_dist)
var_is_0 = gs.isclose(var, 0.)
sq_dist_is_small = gs.less_equal(sq_dist, epsilon * metric.dim)
condition = ~gs.logical_or(var_is_0, sq_dist_is_small)
if not (condition or iteration == 0):
break
estimate_next = metric.exp(step * tangent_mean, mean)
mean = estimate_next
iteration += 1
if norm < norm_old:
norm_old = norm
elif norm > norm_old:
step = step / 2.
if iteration == max_iter:
logging.warning('Maximum number of iterations {} reached. '
'The mean may be inaccurate'.format(max_iter))
if verbose:
logging.info('n_iter: {}, final variance: {}, final dist: {}'.format(
iteration, var, sq_dist))
return mean
def log(self, point, base_point, max_iter=30, tol=1e-6):
"""Compute the Riemannian logarithm of a point.
Based on [ZR2017]_.
References
----------
.. [ZR2017] Zimmermann, Ralf. "A Matrix-Algebraic Algorithm for the
Riemannian Logarithm on the Stiefel Manifold under the Canonical
Metric" SIAM J. Matrix Anal. & Appl., 38(2), 322–342, 2017.
https://arxiv.org/pdf/1604.05054.pdf
Parameters
----------
point : array-like, shape=[..., n, p]
Point in the Stiefel manifold.
base_point : array-like, shape=[..., n, p]
Point in the Stiefel manifold.
max_iter: int
Maximum number of iterations to perform during the algorithm.
Optional, default: 30.
tol: float
Tolerance to reach convergence. The matrix 2-norm is used as
criterion.
Optional, default: 1e-6.
Returns
-------
log : array-like, shape=[..., dim + 1]
Tangent vector at the base point equal to the Riemannian logarithm
of point at the base point.
"""
p = base_point.shape[-1]
transpose_base_point = Matrices.transpose(base_point)
matrix_m = gs.matmul(transpose_base_point, point)
matrix_q, matrix_n = StiefelCanonicalMetric._normal_component_qr(
point, base_point, matrix_m)
matrix_v = StiefelCanonicalMetric._orthogonal_completion(
matrix_m, matrix_n)
matrix_v = StiefelCanonicalMetric._procrustes_preprocessing(
p, matrix_v, matrix_m, matrix_n)
for _ in range(max_iter):
matrix_lv = gs.linalg.logm(matrix_v)
matrix_c = matrix_lv[:, p:2 * p, p:2 * p]
norm_matrix_c = gs.linalg.norm(matrix_c)
if gs.less_equal(norm_matrix_c, tol):
break
matrix_phi = gs.linalg.expm(-matrix_c)
aux_matrix = gs.matmul(
matrix_v[:, :, p:2 * p], matrix_phi)
matrix_v = gs.concatenate(
[matrix_v[:, :, 0:p],
aux_matrix],
axis=2)
matrix_xv = gs.matmul(base_point, matrix_lv[:, 0:p, 0:p])
matrix_qv = gs.matmul(matrix_q, matrix_lv[:, p:2 * p, 0:p])
return matrix_xv + matrix_qv
