def computeUCR(self):
"""
Parameters
----------
Returns
-------
"""
# the next lines do NOT work with h5py if CUR is used -> double indices in self.cid or self.rid
# can occur and are not supported by h5py. When using h5py data, always use CMD which ignores
# reoccuring row/column selections.
if scipy.sparse.issparse(self.data):
self._C = self.data[:, self._cid] * scipy.sparse.csc_matrix(np.diag(self._ccnt**(1/2)))
self._R = scipy.sparse.csc_matrix(np.diag(self._rcnt**(1/2))) * self.data[self._rid,:]
self._U = pinv(self._C, self._k) * self.data[:,:] * pinv(self._R, self._k)
else:
self._C = np.dot(self.data[:, self._cid].reshape((self._rows, -1)), np.diag(self._ccnt**(1/2)))
self._R = np.dot(np.diag(self._rcnt**(1/2)),
self.data[self._rid,:].reshape((-1, self._cols)))
self._U = np.dot(np.dot(pinv(self._C, self._k), self.data[:,:]),
pinv(self._R, self._k))
# set some standard (with respect to SVD) variable names
self.U = self._C
self.S = self._U
self.V = self._R
def computeUCR(self):
# the next lines do NOT work with h5py if CUR is used -> double indices in self.cid or self.rid
# can occur and are not supported by h5py. When using h5py data, always use CMD which ignores
# reoccuring row/column selections.
if scipy.sparse.issparse(self.data):
self._C = self.data[:, self._cid] * scipy.sparse.csc_matrix(
np.diag(self._ccnt**(1 / 2)))
self._R = scipy.sparse.csc_matrix(np.diag(
self._rcnt**(1 / 2))) * self.data[self._rid, :]
self._U = pinv(self._C, self._k) * self.data[:, :] * pinv(
self._R, self._k)
else:
self._C = np.dot(
self.data[:, self._cid].reshape((self._rows, len(self._cid))),
np.diag(self._ccnt**(1 / 2)))
self._R = np.dot(
np.diag(self._rcnt**(1 / 2)), self.data[self._rid, :].reshape(
(len(self._rid), self._cols)))
self._U = np.dot(np.dot(pinv(self._C, self._k), self.data[:, :]),
pinv(self._R, self._k))
# set some standard (with respect to SVD) variable names
self.U = self._C
self.S = self._U
self.V = self._R
def update_h(self):
print self._method
if self._method == 'pca':
self.H = np.dot(pinv(self.W), self.data)
if self._method == 'nmf':
mdl = NMF(self.data, num_bases=self._num_bases)
mdl.W = self.W
mdl.factorize(compute_w=False, niter=50)
self.H = mdl.H.copy()
if self._method == 'aa':
mdl = AA(self.data, num_bases=self._num_bases)
mdl.W = self.W
mdl.factorize(compute_w=False)
self.H = mdl.H.copy()
def update_h(self):
print self._method
if self._method == 'pca':
self.H = np.dot(pinv(self.W), self.data)
if self._method == 'nmf':
mdl = NMF(self.data, num_bases=self._num_bases)
mdl.W = self.W
mdl.factorize(compute_w=False, niter=50)
self.H = mdl.H.copy()
if self._method == 'aa':
mdl = AA(self.data, num_bases=self._num_bases)
mdl.W = self.W
mdl.factorize(compute_w=False)
self.H = mdl.H.copy()
def updateW(self):
def updatesingleW(i):
# optimize beta using qp solver from cvxopt
FB = base.matrix(np.float64(np.dot(-self.data.T, W_hat[:, i])))
be = solvers.qp(HB, FB, INQa, INQb, EQa, EQb)
self.beta[i, :] = np.array(be['x']).reshape((1, self._num_samples))
# float64 required for cvxopt
HB = base.matrix(np.float64(np.dot(self.data[:, :].T,
self.data[:, :])))
EQb = base.matrix(1.0, (1, 1))
W_hat = np.dot(self.data, pinv(self.H))
INQa = base.matrix(-np.eye(self._num_samples))
INQb = base.matrix(0.0, (self._num_samples, 1))
EQa = base.matrix(1.0, (1, self._num_samples))
map(updatesingleW, xrange(self._num_bases))
self.W = np.dot(self.beta, self.data.T).T
def update_w(self):
""" alternating least squares step, update W enforcing a convexity
constraint """
def update_single_w(i):
""" compute single W[:,i] """
# optimize beta using qp solver from cvxopt
FB = base.matrix(np.float64(np.dot(-self.data.T, W_hat[:,i])))
be = solvers.qp(HB, FB, INQa, INQb, EQa, EQb)
self.beta[i,:] = np.array(be['x']).reshape((1, self._num_samples))
# float64 required for cvxopt
HB = base.matrix(np.float64(np.dot(self.data[:,:].T, self.data[:,:])))
EQb = base.matrix(1.0, (1, 1))
W_hat = np.dot(self.data, pinv(self.H))
INQa = base.matrix(-np.eye(self._num_samples))
INQb = base.matrix(0.0, (self._num_samples, 1))
EQa = base.matrix(1.0, (1, self._num_samples))
for i in xrange(self._num_bases):
update_single_w(i)
self.W = np.dot(self.beta, self.data.T).T
def update_w(self):
""" alternating least squares step, update W enforcing a convexity
constraint """
def update_single_w(i):
""" compute single W[:,i] """
# optimize beta using qp solver from cvxopt
FB = base.matrix(np.float64(np.dot(-self.data.T, W_hat[:,i])))
be = solvers.qp(HB, FB, INQa, INQb, EQa, EQb)
self.beta[i,:] = np.array(be['x']).reshape((1, self._num_samples))
# float64 required for cvxopt
HB = base.matrix(np.float64(np.dot(self.data[:,:].T, self.data[:,:])))
EQb = base.matrix(1.0, (1, 1))
W_hat = np.dot(self.data, pinv(self.H))
INQa = base.matrix(-np.eye(self._num_samples))
INQb = base.matrix(0.0, (self._num_samples, 1))
EQa = base.matrix(1.0, (1, self._num_samples))
for i in xrange(self._num_bases):
update_single_w(i)
self.W = np.dot(self.beta, self.data.T).T