def test_variance_hyperbolic(self):
point = gs.array([2.0, 1.0, 1.0, 1.0])
points = gs.array([point, point])
result = variance(points, base_point=point, metric=self.hyperbolic.metric)
expected = gs.array(0.0)
self.assertAllClose(result, expected)
def test_variance_sphere(self):
point = gs.array([0., 0., 0., 0., 1.])
points = gs.array([point, point])
result = variance(points, base_point=point, metric=self.sphere.metric)
expected = gs.array(0.)
self.assertAllClose(expected, result)
def test_variance_hyperbolic(self):
point = gs.array([2., 1., 1., 1.])
points = gs.array([point, point])
result = variance(points,
base_point=point,
metric=self.hyperbolic.metric)
expected = helper.to_scalar(0.)
self.assertAllClose(result, expected)
def test_variance_sphere(self):
point = gs.array([0., 0., 0., 0., 1.])
points = gs.zeros((2, point.shape[0]))
points[0, :] = point
points[1, :] = point
result = variance(points, base_point=point, metric=self.sphere.metric)
expected = helper.to_scalar(0.)
self.assertAllClose(expected, result)
def test_variance_euclidean(self):
points = gs.array([[1.0, 2.0], [2.0, 3.0], [3.0, 4.0], [4.0, 5.0]])
weights = gs.array([1.0, 2.0, 1.0, 2.0])
base_point = gs.zeros(2)
result = variance(
points, weights=weights, base_point=base_point, metric=self.euclidean.metric
)
# we expect the average of the points' sq norms.
expected = gs.array((1 * 5.0 + 2 * 13.0 + 1 * 25.0 + 2 * 41.0) / 6.0)
self.assertAllClose(result, expected)
def test_variance_minkowski(self):
points = gs.array([[1., 0.], [2., math.sqrt(3)], [3., math.sqrt(8)],
[4., math.sqrt(24)]])
weights = gs.array([1., 2., 1., 2.])
base_point = gs.array([-1., 0.])
var = variance(points,
weights=weights,
base_point=base_point,
metric=self.minkowski.metric)
result = helper.to_scalar(var != 0)
# we expect the average of the points' Minkowski sq norms.
expected = helper.to_scalar(gs.array([True]))
self.assertAllClose(result, expected)
def test_variance_euclidean(self):
points = gs.array([[1., 2.], [2., 3.], [3., 4.], [4., 5.]])
weights = gs.array([1., 2., 1., 2.])
base_point = gs.zeros(2)
result = variance(points,
weights=weights,
base_point=base_point,
metric=self.euclidean.metric)
# we expect the average of the points' sq norms.
expected = (1 * 5. + 2 * 13. + 1 * 25. + 2 * 41.) / 6.
expected = helper.to_scalar(expected)
self.assertAllClose(result, expected)
def test_variance_minkowski(self):
points = gs.array([[1.0, 0.0], [2.0, math.sqrt(3)],
[3.0, math.sqrt(8)], [4.0, math.sqrt(24)]])
weights = gs.array([1.0, 2.0, 1.0, 2.0])
base_point = gs.array([-1.0, 0.0])
var = variance(points,
weights=weights,
base_point=base_point,
metric=self.minkowski.metric)
result = var != 0
# we expect the average of the points' Minkowski sq norms.
expected = True
self.assertAllClose(result, expected)
def main():
r"""Compute and visualize a geodesic regression on the sphere.
The generative model of the data is:
:math:`Z = Exp_{\beta_0}(\beta_1.X)` and :math:`Y = Exp_Z(\epsilon)`
where:
- :math:`Exp` denotes the Riemannian exponential,
- :math:`\beta_0` is called the intercept,
- :math:`\beta_1` is called the coefficient,
- :math:`\epsilon \sim N(0, 1)` is a standard Gaussian noise,
- :math:`X` is the input, :math:`Y` is the target.
"""
# Generate noise-free data
n_samples = 50
X = gs.random.rand(n_samples)
X -= gs.mean(X)
intercept = SPACE.random_uniform()
coef = SPACE.to_tangent(5.0 * gs.random.rand(EMBEDDING_DIM),
base_point=intercept)
y = METRIC.exp(X[:, None] * coef, base_point=intercept)
# Generate normal noise
normal_noise = gs.random.normal(size=(n_samples, EMBEDDING_DIM))
noise = SPACE.to_tangent(normal_noise, base_point=y) / gs.pi / 2
rss = gs.sum(METRIC.squared_norm(noise, base_point=y)) / n_samples
# Add noise
y = METRIC.exp(noise, y)
# True noise level and R2
estimator = FrechetMean(METRIC)
estimator.fit(y)
variance_ = variance(y, estimator.estimate_, metric=METRIC)
r2 = 1 - rss / variance_
# Fit geodesic regression
gr = GeodesicRegression(SPACE,
center_X=False,
method="extrinsic",
verbose=True)
gr.fit(X, y, compute_training_score=True)
intercept_hat, coef_hat = gr.intercept_, gr.coef_
# Measure Mean Squared Error
mse_intercept = METRIC.squared_dist(intercept_hat, intercept)
tangent_vec_to_transport = coef_hat
tangent_vec_of_transport = METRIC.log(intercept, base_point=intercept_hat)
transported_coef_hat = METRIC.parallel_transport(
tangent_vec=tangent_vec_to_transport,
base_point=intercept_hat,
direction=tangent_vec_of_transport,
)
mse_coef = METRIC.squared_norm(transported_coef_hat - coef,
base_point=intercept)
# Measure goodness of fit
r2_hat = gr.training_score_
print(f"MSE on the intercept: {mse_intercept:.2e}")
print(f"MSE on the coef, i.e. initial velocity: {mse_coef:.2e}")
print(f"Determination coefficient: R^2={r2_hat:.2f}")
print(f"True R^2: {r2:.2f}")
# Plot
fitted_data = gr.predict(X)
fig = plt.figure(figsize=(8, 8))
ax = fig.add_subplot(111, projection="3d")
sphere_visu = visualization.Sphere(n_meridians=30)
ax = sphere_visu.set_ax(ax=ax)
path = METRIC.geodesic(initial_point=intercept_hat,
initial_tangent_vec=coef_hat)
regressed_geodesic = path(
gs.linspace(0.0, 1.0, 100) * gs.pi * 2 / METRIC.norm(coef))
regressed_geodesic = gs.to_numpy(gs.autodiff.detach(regressed_geodesic))
size = 10
marker = "o"
sphere_visu.draw_points(ax,
gs.array([intercept_hat]),
marker=marker,
c="r",
s=size)
sphere_visu.draw_points(ax, y, marker=marker, c="b", s=size)
sphere_visu.draw_points(ax, fitted_data, marker=marker, c="g", s=size)
ax.plot(
regressed_geodesic[:, 0],
regressed_geodesic[:, 1],
regressed_geodesic[:, 2],
c="gray",
)
sphere_visu.draw(ax, linewidth=1)
ax.grid(False)
plt.axis("off")
plt.show()
def fit(self, data):
"""Fit a Gaussian mixture model (GMM) given the data.
Alternates between Expectation and Maximization steps
for some number of iterations.
Parameters
----------
data : array-like, shape=[n_samples, n_features]
Training data, where n_samples is the number of samples
and n_features is the number of features.
Returns
-------
self : object
Return the components of the computed
Gaussian mixture model: means, variances and mixture_coefficients.
"""
self._dimension = data.shape[-1]
if self.initialisation_method == 'kmeans':
kmeans = RiemannianKMeans(metric=self.metric,
n_clusters=self.n_gaussians,
init='random',
mean_method='batch',
lr=self.lr_mean)
centroids = kmeans.fit(X=data)
labels = kmeans.predict(X=data)
self.means = centroids
self.variances = gs.zeros(self.n_gaussians)
labeled_data = gs.vstack([labels, gs.transpose(data)])
labeled_data = gs.transpose(labeled_data)
for label, centroid in enumerate(centroids):
label_mask = gs.where(labeled_data[:, 0] == label)
grouped_by_label = labeled_data[label_mask][:, 1:]
v = variance(grouped_by_label, centroid, self.metric)
if grouped_by_label.shape[0] == 1:
v += MIN_VAR_INIT
self.variances[label] = v
else:
self.means = (gs.random.rand(self.n_gaussians, self._dimension) -
0.5) / self._dimension
self.variances = gs.random.rand(self.n_gaussians) / 10 + 0.8
self.mixture_coefficients = \
gs.ones(self.n_gaussians) / self.n_gaussians
posterior_probabilities = gs.ones((data.shape[0], self.means.shape[0]))
self.variances_range,\
self.normalization_factor_var, \
self.phi_inv_var =\
self.normalization_factor_init(
gs.arange(
ZETA_LOWER_BOUND, ZETA_UPPER_BOUND, ZETA_STEP))
for epoch in range(self.max_iter):
old_posterior_probabilities = posterior_probabilities
posterior_probabilities = self._expectation(data)
condition = gs.mean(
gs.abs(old_posterior_probabilities - posterior_probabilities))
if condition < EM_CONV_RATE and epoch > MINIMUM_EPOCHS:
logging.info('EM converged in %s iterations', epoch)
return self.means, self.variances, self.mixture_coefficients
self._maximization(data, posterior_probabilities)
logging.info('WARNING: EM did not converge \n'
'Please increase MINIMUM_EPOCHS.')
return self.means, self.variances, self.mixture_coefficients
def main():
r"""Compute and visualize a geodesic regression on the SE(2).
The generative model of the data is:
:math:`Z = Exp_{\beta_0}(\beta_1.X)` and :math:`Y = Exp_Z(\epsilon)`
where:
- :math:`Exp` denotes the Riemannian exponential,
- :math:`\beta_0` is called the intercept,
- :math:`\beta_1` is called the coefficient,
- :math:`\epsilon \sim N(0, 1)` is a standard Gaussian noise,
- :math:`X` is the input, :math:`Y` is the target.
"""
# Generate noise-free data
n_samples = 20
X = gs.random.normal(size=(n_samples, ))
X -= gs.mean(X)
intercept = SPACE.random_point()
coef = SPACE.to_tangent(5.0 * gs.random.rand(3, 3), intercept)
y = METRIC.exp(X[:, None, None] * coef[None], intercept)
# Generate normal noise in the Lie algebra
normal_noise = gs.random.normal(size=(n_samples, 3))
normal_noise = SPACE.lie_algebra.matrix_representation(normal_noise)
noise = SPACE.tangent_translation_map(y)(normal_noise) / gs.pi
rss = gs.sum(METRIC.squared_norm(noise, y)) / n_samples
# Add noise
y = METRIC.exp(noise, y)
# True noise level and R2
estimator = FrechetMean(METRIC)
estimator.fit(y)
variance_ = variance(y, estimator.estimate_, metric=METRIC)
r2 = 1 - rss / variance_
# Fit geodesic regression
gr = GeodesicRegression(
SPACE,
metric=METRIC,
center_X=False,
method="riemannian",
max_iter=100,
init_step_size=0.1,
verbose=True,
initialization="frechet",
)
gr.fit(X, y, compute_training_score=True)
intercept_hat, beta_hat = gr.intercept_, gr.coef_
# Measure Mean Squared Error
mse_intercept = METRIC.squared_dist(intercept_hat, intercept)
mse_beta = METRIC.squared_norm(
METRIC.parallel_transport(beta_hat, intercept_hat,
METRIC.log(intercept_hat, intercept)) - coef,
intercept,
)
# Measure goodness of fit
r2_hat = gr.training_score_
print(f"MSE on the intercept: {mse_intercept:.2e}")
print(f"MSE on the initial velocity beta: {mse_beta:.2e}")
print(f"Determination coefficient: R^2={r2_hat:.2f}")
print(f"True R^2: {r2:.2f}")
# Plot
fitted_data = gr.predict(X)
fig = plt.figure(figsize=(8, 8))
ax = fig.add_subplot(111)
sphere_visu = visualization.SpecialEuclidean2()
ax = sphere_visu.set_ax(ax=ax)
path = METRIC.geodesic(initial_point=intercept_hat,
initial_tangent_vec=beta_hat)
regressed_geodesic = path(gs.linspace(min(X), max(X), 100))
sphere_visu.draw_points(ax, y, marker="o", c="black")
sphere_visu.draw_points(ax, fitted_data, marker="o", c="gray")
sphere_visu.draw_points(ax, gs.array([intercept]), marker="x", c="r")
sphere_visu.draw_points(ax,
gs.array([intercept_hat]),
marker="o",
c="green")
ax.plot(regressed_geodesic[:, 0, 2], regressed_geodesic[:, 1, 2], c="gray")
plt.show()
