Example #1
0
    def test_lanczos(self):
        solver = LanczosEig('LM')
        solver.fit(self.adjacency, 2)
        self.assertEqual(len(solver.eigenvalues_), 2)
        self.assertAlmostEqual(eigenvector_err(self.adjacency, solver.eigenvectors_, solver.eigenvalues_), 0)

        solver.fit(self.slr, 2)
        self.assertEqual(len(solver.eigenvalues_), 2)
        self.assertAlmostEqual(eigenvector_err(self.slr, solver.eigenvectors_, solver.eigenvalues_), 0)

        adjacency = karate_club()
        solver = LanczosEig('SM')
        solver.fit(adjacency, 2)
        self.assertEqual(len(solver.eigenvalues_), 2)
        self.assertAlmostEqual(eigenvector_err(adjacency, solver.eigenvectors_, solver.eigenvalues_), 0)
Example #2
0
    def fit(
        self, adjacency: Union[sparse.csr_matrix,
                               np.ndarray]) -> 'LaplacianEmbedding':
        """Compute the graph embedding.

        Parameters
        ----------
        adjacency :
              Adjacency matrix of the graph (symmetric matrix).

        Returns
        -------
        self: :class:`LaplacianEmbedding`
        """
        adjacency = check_format(adjacency).asfptype()
        check_square(adjacency)
        check_symmetry(adjacency)
        n = adjacency.shape[0]

        regularize: bool = not (self.regularization is None
                                or self.regularization == 0.)
        check_scaling(self.scaling, adjacency, regularize)

        if regularize:
            solver: EigSolver = LanczosEig()
        else:
            solver = set_solver(self.solver, adjacency)
        n_components = 1 + check_n_components(self.n_components, n - 2)

        weights = adjacency.dot(np.ones(n))
        regularization = self.regularization
        if regularization:
            if self.relative_regularization:
                regularization = regularization * weights.sum() / n**2
            weights += regularization * n
            laplacian = LaplacianOperator(adjacency, regularization)
        else:
            weight_diag = sparse.diags(weights, format='csr')
            laplacian = weight_diag - adjacency

        solver.which = 'SM'
        solver.fit(matrix=laplacian, n_components=n_components)
        eigenvalues = solver.eigenvalues_[1:]
        eigenvectors = solver.eigenvectors_[:, 1:]

        embedding = eigenvectors.copy()

        if self.scaling:
            eigenvalues_inv_diag = diag_pinv(eigenvalues**self.scaling)
            embedding = eigenvalues_inv_diag.dot(embedding.T).T

        if self.normalized:
            embedding = normalize(embedding, p=2)

        self.embedding_ = embedding
        self.eigenvalues_ = eigenvalues
        self.eigenvectors_ = eigenvectors
        self.regularization_ = regularization

        return self
Example #3
0
    def __init__(self,
                 n_components: int = 2,
                 normalized_laplacian=True,
                 regularization: Union[None, float] = 0.01,
                 relative_regularization: bool = True,
                 equalize: bool = False,
                 barycenter: bool = True,
                 normalized: bool = True,
                 solver: Union[str, EigSolver] = 'auto'):
        super(Spectral, self).__init__()

        self.n_components = n_components
        self.normalized_laplacian = normalized_laplacian

        if regularization == 0:
            self.regularization = None
        else:
            self.regularization = regularization
        self.relative_regularization = relative_regularization

        self.equalize = equalize
        self.barycenter = barycenter
        self.normalized = normalized
        if solver == 'halko':
            self.solver: EigSolver = HalkoEig()
        elif solver == 'lanczos':
            self.solver: EigSolver = LanczosEig()
        else:
            self.solver = solver

        self.eigenvalues_ = None
        self.eigenvectors_ = None
        self.regularization_ = None
Example #4
0
def set_solver(solver: str, adjacency):
    """Eigenvalue solver based on keyword"""
    if solver == 'auto':
        solver: str = auto_solver(adjacency.nnz)
    if solver == 'lanczos':
        solver: EigSolver = LanczosEig()
    else:  # pragma: no cover
        solver: EigSolver = HalkoEig()
    return solver
Example #5
0
    def test_compare_solvers(self):
        lanczos = LanczosEig('LM')
        halko = HalkoEig('LM', random_state=self.random_state)

        lanczos.fit(self.adjacency, 2)
        halko.fit(self.adjacency, 2)
        self.assertAlmostEqual(np.linalg.norm(lanczos.eigenvalues_ - halko.eigenvalues_), 0.)

        lanczos.fit(self.slr, 2)
        halko.fit(self.slr, 2)
        self.assertAlmostEqual(np.linalg.norm(lanczos.eigenvalues_ - halko.eigenvalues_), 0.)
Example #6
0
    def __init__(self,
                 embedding_dimension: int = 2,
                 normalized_laplacian=True,
                 regularization: Union[None, float] = 0.01,
                 relative_regularization: bool = True,
                 scaling: Union[None, str] = 'multiply',
                 solver: Union[str, EigSolver] = 'auto',
                 tol: float = 1e-10):
        super(Spectral, self).__init__()

        self.embedding_dimension = embedding_dimension
        self.normalized_laplacian = normalized_laplacian

        if regularization == 0:
            self.regularization = None
        else:
            self.regularization = regularization
        self.relative_regularization = relative_regularization

        self.scaling = scaling
        if scaling == 'multiply' and not normalized_laplacian:
            self.scaling = None
            warnings.warn(
                Warning(
                    "The scaling 'multiply' is valid only with ``normalized_laplacian = 'True'``. "
                    "It will be ignored."))

        if solver == 'halko':
            self.solver: EigSolver = HalkoEig(which='SM')
        elif solver == 'lanczos':
            self.solver: EigSolver = LanczosEig(which='SM')
        else:
            self.solver = solver

        self.tol = tol

        self.eigenvalues_ = None
        self.regularization_ = None
Example #7
0
    def fit(self,
            input_matrix: Union[sparse.csr_matrix, np.ndarray],
            force_bipartite: bool = False) -> 'Spectral':
        """Compute the graph embedding.

        If the input matrix :math:`B` is not square (e.g., biadjacency matrix of a bipartite graph) or not symmetric
        (e.g., adjacency matrix of a directed graph), use the adjacency matrix

        :math:`A  = \\begin{bmatrix} 0 & B \\\\ B^T & 0 \\end{bmatrix}`

        and return the embedding for both rows and columns of the input matrix :math:`B`.

        Parameters
        ----------
        input_matrix :
              Adjacency matrix or biadjacency matrix of the graph.
        force_bipartite : bool (default = ``False``)
            If ``True``, force the input matrix to be considered as a biadjacency matrix.

        Returns
        -------
        self: :class:`Spectral`
        """
        # input
        adjacency, self.bipartite = get_adjacency(
            input_matrix,
            allow_directed=False,
            force_bipartite=force_bipartite)
        n = adjacency.shape[0]

        # regularization
        regularization = self._get_regularization(self.regularization,
                                                  adjacency)
        self.regularized = regularization > 0

        # laplacian
        laplacian = Laplacian(adjacency, regularization,
                              self.normalized_laplacian)

        # spectral decomposition
        n_components = check_n_components(self.n_components, n - 2) + 1
        solver = LanczosEig(which='SM')
        solver.fit(matrix=laplacian, n_components=n_components)
        index = np.argsort(
            solver.eigenvalues_)[1:]  # increasing order, skip first

        eigenvalues = solver.eigenvalues_[index]
        eigenvectors = solver.eigenvectors_[:, index]

        # embedding
        if self.normalized_laplacian:
            embedding = laplacian.norm_diag.dot(eigenvectors)
        else:
            embedding = eigenvectors.copy()

        # output
        self.embedding_ = embedding
        self.eigenvalues_ = eigenvalues
        self.eigenvectors_ = eigenvectors
        if self.bipartite:
            self._split_vars(input_matrix.shape)

        return self
Example #8
0
    def fit(self, adjacency: Union[sparse.csr_matrix,
                                   np.ndarray]) -> 'Spectral':
        """Fits the model from data in adjacency.

        Parameters
        ----------
        adjacency :
              Adjacency matrix of the graph (symmetric matrix).

        Returns
        -------
        self: :class:`Spectral`
        """

        adjacency = check_format(adjacency).asfptype()

        if not is_square(adjacency):
            raise ValueError(
                'The adjacency matrix is not square. See BiSpectral.')

        if not is_symmetric(adjacency):
            raise ValueError(
                'The adjacency matrix is not symmetric.'
                'Either convert it to a symmetric matrix or use BiSpectral.')

        n = adjacency.shape[0]

        if self.solver == 'auto':
            solver = auto_solver(adjacency.nnz)
            if solver == 'lanczos':
                self.solver: EigSolver = LanczosEig()
            else:
                self.solver: EigSolver = HalkoEig()

        if self.embedding_dimension > n - 2:
            warnings.warn(
                Warning(
                    "The dimension of the embedding must be less than the number of nodes - 1."
                ))
            n_components = n - 2
        else:
            n_components = self.embedding_dimension + 1

        if (self.regularization is None
                or self.regularization == 0.) and not is_connected(adjacency):
            warnings.warn(
                Warning(
                    "The graph is not connected and low-rank regularization is not active."
                    "This can cause errors in the computation of the embedding."
                ))

        if isinstance(self.solver, HalkoEig) and not self.normalized_laplacian:
            raise NotImplementedError(
                "Halko solver is not yet compatible with regular Laplacian."
                "Call 'fit' with 'normalized_laplacian' = True or force lanczos solver."
            )

        weights = adjacency.dot(np.ones(n))
        regularization = self.regularization
        if regularization:
            if self.relative_regularization:
                regularization = regularization * weights.sum() / n**2
            weights += regularization * n

        if self.normalized_laplacian:
            # Finding the largest eigenvalues of the normalized adjacency is easier for the solver than finding the
            # smallest eigenvalues of the normalized laplacian.
            normalizing_matrix = diag_pinv(np.sqrt(weights))

            if regularization:
                norm_adjacency = NormalizedAdjacencyOperator(
                    adjacency, regularization)
            else:
                norm_adjacency = normalizing_matrix.dot(
                    adjacency.dot(normalizing_matrix))

            self.solver.which = 'LA'
            self.solver.fit(matrix=norm_adjacency, n_components=n_components)
            eigenvalues = 1 - self.solver.eigenvalues_
            # eigenvalues of the Laplacian in increasing order
            index = np.argsort(eigenvalues)
            # skip first eigenvalue
            eigenvalues = eigenvalues[index][1:]
            # keep only positive eigenvectors of the normalized adjacency matrix
            eigenvectors = self.solver.eigenvectors_[:, index][:, 1:] * (
                eigenvalues < 1 - self.tol)
            embedding = np.array(normalizing_matrix.dot(eigenvectors))

        else:
            if regularization:
                laplacian = LaplacianOperator(adjacency, regularization)
            else:
                weight_matrix = sparse.diags(weights, format='csr')
                laplacian = weight_matrix - adjacency

            self.solver.which = 'SM'
            self.solver.fit(matrix=laplacian, n_components=n_components)
            eigenvalues = self.solver.eigenvalues_[1:]
            embedding = self.solver.eigenvectors_[:, 1:]

        if self.scaling:
            if self.scaling == 'multiply':
                eigenvalues = np.minimum(eigenvalues, 1)
                embedding *= np.sqrt(1 - eigenvalues)
            elif self.scaling == 'divide':
                inv_eigenvalues = np.zeros_like(eigenvalues)
                index = np.where(eigenvalues > 0)[0]
                inv_eigenvalues[index] = 1 / eigenvalues[index]
                embedding *= np.sqrt(inv_eigenvalues)
            else:
                warnings.warn(
                    Warning(
                        "The scaling must be 'multiply' or 'divide'. No scaling done."
                    ))

        self.embedding_ = embedding
        self.eigenvalues_ = eigenvalues
        self.regularization_ = regularization

        return self
Example #9
0
    def fit(self, adjacency: Union[sparse.csr_matrix,
                                   np.ndarray]) -> 'Spectral':
        """Compute the graph embedding.

        Parameters
        ----------
        adjacency :
              Adjacency matrix of the graph (symmetric matrix).

        Returns
        -------
        self: :class:`Spectral`
        """
        adjacency = check_format(adjacency).asfptype()
        check_square(adjacency)
        check_symmetry(adjacency)
        n = adjacency.shape[0]

        if self.solver == 'auto':
            solver = auto_solver(adjacency.nnz)
            if solver == 'lanczos':
                self.solver: EigSolver = LanczosEig()
            else:  # pragma: no cover
                self.solver: EigSolver = HalkoEig()

        n_components = check_n_components(self.n_components, n - 2)
        n_components += 1

        if self.equalize and (self.regularization is None
                              or self.regularization
                              == 0.) and not is_connected(adjacency):
            raise ValueError(
                "The option 'equalize' is valid only if the graph is connected or with regularization."
                "Call 'fit' either with 'equalize' = False or positive 'regularization'."
            )

        weights = adjacency.dot(np.ones(n))
        regularization = self.regularization
        if regularization:
            if self.relative_regularization:
                regularization = regularization * weights.sum() / n**2
            weights += regularization * n

        if self.normalized_laplacian:
            # Finding the largest eigenvalues of the normalized adjacency is easier for the solver than finding the
            # smallest eigenvalues of the normalized laplacian.
            weights_inv_sqrt_diag = diag_pinv(np.sqrt(weights))

            if regularization:
                norm_adjacency = NormalizedAdjacencyOperator(
                    adjacency, regularization)
            else:
                norm_adjacency = weights_inv_sqrt_diag.dot(
                    adjacency.dot(weights_inv_sqrt_diag))

            self.solver.which = 'LA'
            self.solver.fit(matrix=norm_adjacency, n_components=n_components)
            eigenvalues = 1 - self.solver.eigenvalues_
            # eigenvalues of the Laplacian in increasing order
            index = np.argsort(eigenvalues)[1:]
            # skip first eigenvalue
            eigenvalues = eigenvalues[index]
            # eigenvectors of the Laplacian, skip first eigenvector
            eigenvectors = np.array(
                weights_inv_sqrt_diag.dot(self.solver.eigenvectors_[:, index]))

        else:
            if regularization:
                laplacian = LaplacianOperator(adjacency, regularization)
            else:
                weight_diag = sparse.diags(weights, format='csr')
                laplacian = weight_diag - adjacency

            self.solver.which = 'SM'
            self.solver.fit(matrix=laplacian, n_components=n_components)
            eigenvalues = self.solver.eigenvalues_[1:]
            eigenvectors = self.solver.eigenvectors_[:, 1:]

        embedding = eigenvectors.copy()

        if self.equalize:
            eigenvalues_sqrt_inv_diag = diag_pinv(np.sqrt(eigenvalues))
            embedding = eigenvalues_sqrt_inv_diag.dot(embedding.T).T

        if self.barycenter:
            eigenvalues_diag = sparse.diags(eigenvalues)
            subtract = eigenvalues_diag.dot(embedding.T).T
            if not self.normalized_laplacian:
                weights_inv_diag = diag_pinv(weights)
                subtract = weights_inv_diag.dot(subtract)
            embedding -= subtract

        if self.normalized:
            embedding = normalize(embedding, p=2)

        self.embedding_ = embedding
        self.eigenvalues_ = eigenvalues
        self.eigenvectors_ = eigenvectors
        self.regularization_ = regularization

        return self