def evaluate_encoder_matrix(A, Y, X, feature_indices):
"""
Run l1-min and model-based CoSaMP using the sensing matrix A.
Args:
A: 2-D array, shape=(emb_dim, input_dim)
Y: 2-D array, shape=(num_sample, emb_dim)
X: 2-D csr_matrix, shape=(num_sample, input_dim)
feature_indices: 1-D array, defines the onehot-sparsity model.
"""
l1ae_l1_err, l1ae_l1_exact, _ = l1_min_avg_err(A, Y, X, use_pos=False)
l1ae_l1_err_pos, l1ae_l1_exact_pos, _ = l1_min_avg_err(A,
Y,
X,
use_pos=True)
l1ae_cosamp_err, l1ae_cosamp_exact, _ = CoSaMP_onehot_avg_err(
A, Y, X, feature_indices, use_pos=False)
l1ae_cosamp_err_pos, l1ae_cosamp_exact_pos, _ = CoSaMP_onehot_avg_err(
A, Y, X, feature_indices, use_pos=True)
res = {}
res['l1ae_l1_err'] = l1ae_l1_err
res['l1ae_l1_exact'] = l1ae_l1_exact
res['l1ae_l1_err_pos'] = l1ae_l1_err_pos
res['l1ae_l1_exact_pos'] = l1ae_l1_exact_pos
res['l1ae_cosamp_err'] = l1ae_cosamp_err
res['l1ae_cosamp_exact'] = l1ae_cosamp_exact
res['l1ae_cosamp_err_pos'] = l1ae_cosamp_err_pos
res['l1ae_cosamp_exact_pos'] = l1ae_cosamp_exact_pos
return res
def PCA_l1(X_train, X_test, input_dim, emb_dim):
"""
Args:
X_train: csr_matrix, shape=(num_train_sample, input_dim)
X_test: csr_matrix, shape=(num_test_sample, input_dim)
"""
svd = TruncatedSVD(n_components=emb_dim)
svd.fit(X_train)
G = svd.components_
Y = svd.transform(X_test)
# p_err, p_exact, _ = l1_min_avg_err(G, Y, X_test, use_pos=False)
p_err_pos, p_exact_pos, _ = l1_min_avg_err(G, Y, X_test, use_pos=True)
pca_err = 0 # sqaured err after inverse transform
batch_size = np.amin([256, X_test.shape[0]]) # compute error in batches
num_batches = int(X_test.shape[0] / batch_size)
for batch_i in xrange(num_batches):
start_idx = batch_i * batch_size
end_idx = (batch_i + 1) * batch_size
X_hat = svd.inverse_transform(Y[start_idx:end_idx, :]) # dense array
X_true = X_test[start_idx:end_idx, :].toarray()
pca_err += np.linalg.norm(X_true - X_hat)**2 # squared error
pca_err = np.sqrt(pca_err / (num_batches * batch_size)) # RMSE
res = {}
# res['l1_p_err'] = p_err
# res['l1_p_exact'] = p_exact
res['l1_p_err_pos'] = p_err_pos
res['l1_p_exact_pos'] = p_exact_pos
res['pca_err'] = pca_err
return res
def evaluate_encoder_matrix(A, Y, X):
"""
Run l1-min using the sensing matrix A.
Args:
A: 2-D array, shape=(emb_dim, input_dim)
Y: 2-D array, shape=(num_sample, emb_dim)
X: 2-D csr_matrix, shape=(num_sample, input_dim)
"""
l1ae_l1_err, l1ae_l1_exact, _ = l1_min_avg_err(A, Y,
X, use_pos=False)
l1ae_l1_err_pos, l1ae_l1_exact_pos, _ = l1_min_avg_err(
A, Y,
X, use_pos=True)
res = {}
res['l1ae_l1_err'] = l1ae_l1_err
res['l1ae_l1_exact'] = l1ae_l1_exact
res['l1ae_l1_err_pos'] = l1ae_l1_err_pos
res['l1ae_l1_exact_pos'] = l1ae_l1_exact_pos
return res
def l1_min(X, input_dim, emb_dim):
"""
Args:
X: csr_matrix, shape=(num_sample, input_dim)
"""
# random Gaussian matrix
G = np.random.randn(input_dim, emb_dim) / np.sqrt(emb_dim)
Y = X.dot(G) # sparse.csr_matrix.dot
# g_err, g_exact, _ = l1_min_avg_err(np.transpose(G), Y, X, use_pos=False)
g_err_pos, g_exact_pos, _ = l1_min_avg_err(np.transpose(G),
Y,
X,
use_pos=True)
# random discrete Fourier transform matrix
# F = np.zeros((input_dim, emb_dim))
# # select emb_dim/2 rows since the DFT matrix is complex
# for col in xrange(int(emb_dim/2)):
# k = np.random.choice(input_dim, 1)
# for row in xrange(input_dim):
# F[row, 2*col] = np.cos(-(row*k*2*np.pi)/input_dim)
# F[row, 2*col+1] = np.sin(-(row*k*2*np.pi)/input_dim)
# F = F/np.sqrt(emb_dim/2)
# Y = X.dot(F) # sparse.csr_matrix.dot
# f_err, f_exact, _ = l1_min_avg_err(np.transpose(F), Y, X, use_pos=False)
# f_err_pos, f_exact_pos, _ = l1_min_avg_err(np.transpose(F), Y, X,
# use_pos=True)
res = {}
# res['l1_g_err'] = g_err
# res['l1_g_exact'] = g_exact
res['l1_g_err_pos'] = g_err_pos
res['l1_g_exact_pos'] = g_exact_pos
# res['l1_f_err'] = f_err
# res['l1_f_exact'] = f_exact
# res['l1_f_err_pos'] = f_err_pos
# res['l1_f_exact_pos'] = f_exact_pos
return res
for experiment_i in xrange(num_experiment):
config = tf.ConfigProto()
config.gpu_options.allow_growth = True
sess = tf.Session(config=config)
print("---Dataset: %d, Experiment: %d---" % (dataset_i, experiment_i))
sparse_AE = L1AE(sess, input_dim, emb_dim, decoder_num_steps)
print("Start training......")
sparse_AE.train(X_train, X_valid, batch_size, learning_rate,
max_training_epochs, display_interval,
validation_interval, max_steps_not_improve)
# evaluate the autoencoder
test_sq_loss = sparse_AE.inference(X_test, batch_size)
G = sparse_AE.sess.run(sparse_AE.encoder_weight)
Y = X_test.dot(G)
l1ae_l1_err, l1ae_l1_exact, _ = l1_min_avg_err(np.transpose(G), Y,
X_test, use_pos=False)
l1ae_l1_err_pos, l1ae_l1_exact_pos, _ = l1_min_avg_err(
np.transpose(G), Y,
X_test, use_pos=True)
l1ae_cosamp_err, l1ae_cosamp_exact, _ = CoSaMP_block_avg_err(
np.transpose(G), Y,
X_test, block_dim,
sparsity_level,
use_pos=False)
l1ae_cosamp_err_pos, l1ae_cosamp_exact_pos, _ = CoSaMP_block_avg_err(
np.transpose(G), Y,
X_test, block_dim,
sparsity_level,
use_pos=True)
res = {}
res['l1ae_err'] = np.sqrt(test_sq_loss) # RMSE