def srsf_align(self, method="mean", omethod="DP", smoothdata=False, parallel=False, lam=0.0, cores=-1): """ This function aligns a collection of functions using the elastic square-root slope (srsf) framework. :param method: (string) warp calculate Karcher Mean or Median (options = "mean" or "median") (default="mean") :param omethod: optimization method (DP, DP2) (default = DP) :param smoothdata: Smooth the data using a box filter (default = F) :param parallel: run in parallel (default = F) :param lam: controls the elasticity (default = 0) :param cores: number of cores for parallel (default = -1 (all)) :type lam: double :type smoothdata: bool Examples >>> import tables >>> fun=tables.open_file("../Data/simu_data.h5") >>> f = fun.root.f[:] >>> f = f.transpose() >>> time = fun.root.time[:] >>> obj = fs.fdawarp(f,time) >>> obj.srsf_align() """ M = self.f.shape[0] N = self.f.shape[1] self.lam = lam if M > 500: parallel = True elif N > 100: parallel = True eps = np.finfo(np.double).eps f0 = self.f self.method = omethod methods = ["mean", "median"] self.type = method # 0 mean, 1-median method = [i for i, x in enumerate(methods) if x == method] if len(method) == 0: method = 0 else: method = method[0] # Compute SRSF function from data f, g, g2 = uf.gradient_spline(self.time, self.f, smoothdata) q = g / np.sqrt(abs(g) + eps) print("Initializing...") mnq = q.mean(axis=1) a = mnq.repeat(N) d1 = a.reshape(M, N) d = (q - d1)**2 dqq = np.sqrt(d.sum(axis=0)) min_ind = dqq.argmin() mq = q[:, min_ind] mf = f[:, min_ind] if parallel: out = Parallel(n_jobs=cores)(delayed(uf.optimum_reparam)( mq, self.time, q[:, n], omethod, lam, mf[0], f[0, n]) for n in range(N)) gam = np.array(out) gam = gam.transpose() else: gam = np.zeros((M, N)) for k in range(0, N): gam[:, k] = uf.optimum_reparam(mq, self.time, q[:, k], omethod, lam, mf[0], f[0, k]) gamI = uf.SqrtMeanInverse(gam) mf = np.interp((self.time[-1] - self.time[0]) * gamI + self.time[0], self.time, mf) mq = uf.f_to_srsf(mf, self.time) # Compute Karcher Mean if method == 0: print("Compute Karcher Mean of %d function in SRSF space..." % N) if method == 1: print("Compute Karcher Median of %d function in SRSF space..." % N) MaxItr = 20 ds = np.repeat(0.0, MaxItr + 2) ds[0] = np.inf qun = np.repeat(0.0, MaxItr + 1) tmp = np.zeros((M, MaxItr + 2)) tmp[:, 0] = mq mq = tmp tmp = np.zeros((M, MaxItr + 2)) tmp[:, 0] = mf mf = tmp tmp = np.zeros((M, N, MaxItr + 2)) tmp[:, :, 0] = self.f f = tmp tmp = np.zeros((M, N, MaxItr + 2)) tmp[:, :, 0] = q q = tmp for r in range(0, MaxItr): print("updating step: r=%d" % (r + 1)) if r == (MaxItr - 1): print("maximal number of iterations is reached") # Matching Step if parallel: out = Parallel(n_jobs=cores)(delayed(uf.optimum_reparam)( mq[:, r], self.time, q[:, n, 0], omethod, lam, mf[0, r], f[0, n, 0]) for n in range(N)) gam = np.array(out) gam = gam.transpose() else: for k in range(0, N): gam[:, k] = uf.optimum_reparam(mq[:, r], self.time, q[:, k, 0], omethod, lam, mf[0, r], f[0, k, 0]) gam_dev = np.zeros((M, N)) vtil = np.zeros((M, N)) dtil = np.zeros(N) for k in range(0, N): f[:, k, r + 1] = np.interp( (self.time[-1] - self.time[0]) * gam[:, k] + self.time[0], self.time, f[:, k, 0]) q[:, k, r + 1] = uf.f_to_srsf(f[:, k, r + 1], self.time) gam_dev[:, k] = np.gradient(gam[:, k], 1 / float(M - 1)) v = q[:, k, r + 1] - mq[:, r] d = np.sqrt(trapz(v * v, self.time)) vtil[:, k] = v / d dtil[k] = 1.0 / d mqt = mq[:, r] a = mqt.repeat(N) d1 = a.reshape(M, N) d = (q[:, :, r + 1] - d1)**2 if method == 0: d1 = sum(trapz(d, self.time, axis=0)) d2 = sum(trapz((1 - np.sqrt(gam_dev))**2, self.time, axis=0)) ds_tmp = d1 + lam * d2 ds[r + 1] = ds_tmp # Minimization Step # compute the mean of the matched function qtemp = q[:, :, r + 1] ftemp = f[:, :, r + 1] mq[:, r + 1] = qtemp.mean(axis=1) mf[:, r + 1] = ftemp.mean(axis=1) qun[r] = norm(mq[:, r + 1] - mq[:, r]) / norm(mq[:, r]) if method == 1: d1 = np.sqrt(sum(trapz(d, self.time, axis=0))) d2 = sum(trapz((1 - np.sqrt(gam_dev))**2, self.time, axis=0)) ds_tmp = d1 + lam * d2 ds[r + 1] = ds_tmp # Minimization Step # compute the mean of the matched function stp = .3 vbar = vtil.sum(axis=1) * (1 / dtil.sum()) qtemp = q[:, :, r + 1] ftemp = f[:, :, r + 1] mq[:, r + 1] = mq[:, r] + stp * vbar tmp = np.zeros(M) tmp[1:] = cumtrapz(mq[:, r + 1] * np.abs(mq[:, r + 1]), self.time) mf[:, r + 1] = np.median(f0[1, :]) + tmp qun[r] = norm(mq[:, r + 1] - mq[:, r]) / norm(mq[:, r]) if qun[r] < 1e-2 or r >= MaxItr: break # Last Step with centering of gam r += 1 if parallel: out = Parallel(n_jobs=cores)(delayed(uf.optimum_reparam)( mq[:, r], self.time, q[:, n, 0], omethod, lam, mf[0, r], f[0, n, 0]) for n in range(N)) gam = np.array(out) gam = gam.transpose() else: for k in range(0, N): gam[:, k] = uf.optimum_reparam(mq[:, r], self.time, q[:, k, 0], omethod, lam, mf[0, r], f[0, k, 0]) gam_dev = np.zeros((M, N)) for k in range(0, N): gam_dev[:, k] = np.gradient(gam[:, k], 1 / float(M - 1)) gamI = uf.SqrtMeanInverse(gam) gamI_dev = np.gradient(gamI, 1 / float(M - 1)) time0 = (self.time[-1] - self.time[0]) * gamI + self.time[0] mq[:, r + 1] = np.interp(time0, self.time, mq[:, r]) * np.sqrt(gamI_dev) for k in range(0, N): q[:, k, r + 1] = np.interp(time0, self.time, q[:, k, r]) * np.sqrt(gamI_dev) f[:, k, r + 1] = np.interp(time0, self.time, f[:, k, r]) gam[:, k] = np.interp(time0, self.time, gam[:, k]) # Aligned data & stats self.fn = f[:, :, r + 1] self.qn = q[:, :, r + 1] self.q0 = q[:, :, 0] mean_f0 = f0.mean(axis=1) std_f0 = f0.std(axis=1) mean_fn = self.fn.mean(axis=1) std_fn = self.fn.std(axis=1) self.gam = gam self.mqn = mq[:, r + 1] tmp = np.zeros(M) tmp[1:] = cumtrapz(self.mqn * np.abs(self.mqn), self.time) self.fmean = np.mean(f0[1, :]) + tmp fgam = np.zeros((M, N)) for k in range(0, N): time0 = (self.time[-1] - self.time[0]) * gam[:, k] + self.time[0] fgam[:, k] = np.interp(time0, self.time, self.fmean) var_fgam = fgam.var(axis=1) self.orig_var = trapz(std_f0**2, self.time) self.amp_var = trapz(std_fn**2, self.time) self.phase_var = trapz(var_fgam, self.time) return
def align_fPCA(f, time, num_comp=3, showplot=True, smoothdata=False, cores=-1): """ aligns a collection of functions while extracting principal components. The functions are aligned to the principal components :param f: numpy ndarray of shape (M,N) of N functions with M samples :param time: vector of size M describing the sample points :param num_comp: number of fPCA components :param showplot: Shows plots of results using matplotlib (default = T) :param smooth_data: Smooth the data using a box filter (default = F) :param cores: number of cores for parallel (default = -1 (all)) :type sparam: double :type smooth_data: bool :type f: np.ndarray :type time: np.ndarray :rtype: tuple of numpy array :return fn: aligned functions - numpy ndarray of shape (M,N) of N functions with M samples :return qn: aligned srvfs - similar structure to fn :return q0: original srvf - similar structure to fn :return mqn: srvf mean or median - vector of length M :return gam: warping functions - similar structure to fn :return q_pca: srsf principal directions :return f_pca: functional principal directions :return latent: latent values :return coef: coefficients :return U: eigenvectors :return orig_var: Original Variance of Functions :return amp_var: Amplitude Variance :return phase_var: Phase Variance """ lam = 0.0 MaxItr = 50 coef = np.arange(-2., 3.) Nstd = coef.shape[0] M = f.shape[0] N = f.shape[1] if M > 500: parallel = True elif N > 100: parallel = True else: parallel = False eps = np.finfo(np.double).eps f0 = f if showplot: plot.f_plot(time, f, title="Original Data") # Compute SRSF function from data f, g, g2 = uf.gradient_spline(time, f, smoothdata) q = g / np.sqrt(abs(g) + eps) print("Initializing...") mnq = q.mean(axis=1) a = mnq.repeat(N) d1 = a.reshape(M, N) d = (q - d1)**2 dqq = np.sqrt(d.sum(axis=0)) min_ind = dqq.argmin() print("Aligning %d functions in SRVF space to %d fPCA components..." % (N, num_comp)) itr = 0 mq = np.zeros((M, MaxItr + 1)) mq[:, itr] = q[:, min_ind] fi = np.zeros((M, N, MaxItr + 1)) fi[:, :, 0] = f qi = np.zeros((M, N, MaxItr + 1)) qi[:, :, 0] = q gam = np.zeros((M, N, MaxItr + 1)) cost = np.zeros(MaxItr + 1) while itr < MaxItr: print("updating step: r=%d" % (itr + 1)) if itr == MaxItr: print("maximal number of iterations is reached") # PCA Step a = mq[:, itr].repeat(N) d1 = a.reshape(M, N) qhat_cent = qi[:, :, itr] - d1 K = np.cov(qi[:, :, itr]) U, s, V = svd(K) alpha_i = np.zeros((num_comp, N)) for ii in range(0, num_comp): for jj in range(0, N): alpha_i[ii, jj] = trapz(qhat_cent[:, jj] * U[:, ii], time) U1 = U[:, 0:num_comp] tmp = U1.dot(alpha_i) qhat = d1 + tmp # Matching Step if parallel: out = Parallel(n_jobs=cores)( delayed(uf.optimum_reparam)(qhat[:, n], time, qi[:, n, itr], "DP", lam) for n in range(N)) gam_t = np.array(out) gam[:, :, itr] = gam_t.transpose() else: gam[:, :, itr] = uf.optimum_reparam(qhat, time, qi[:, :, itr], "DP", lam) for k in range(0, N): time0 = (time[-1] - time[0]) * gam[:, k, itr] + time[0] fi[:, k, itr + 1] = np.interp(time0, time, fi[:, k, itr]) qi[:, k, itr + 1] = uf.f_to_srsf(fi[:, k, itr + 1], time) qtemp = qi[:, :, itr + 1] mq[:, itr + 1] = qtemp.mean(axis=1) cost_temp = np.zeros(N) for ii in range(0, N): cost_temp[ii] = norm(qtemp[:, ii] - qhat[:, ii])**2 cost[itr + 1] = cost_temp.mean() if abs(cost[itr + 1] - cost[itr]) < 1e-06: break itr += 1 if itr >= MaxItr: itrf = MaxItr else: itrf = itr + 1 cost = cost[1:(itrf + 1)] # Aligned data & stats fn = fi[:, :, itrf] qn = qi[:, :, itrf] q0 = qi[:, :, 0] mean_f0 = f0.mean(axis=1) std_f0 = f0.std(axis=1) mqn = mq[:, itrf] gamf = gam[:, :, 0] for k in range(1, itr): gam_k = gam[:, :, k] for l in range(0, N): time0 = (time[-1] - time[0]) * gam_k[:, l] + time[0] gamf[:, l] = np.interp(time0, time, gamf[:, l]) # Center Mean gamI = uf.SqrtMeanInverse(gamf) gamI_dev = np.gradient(gamI, 1 / float(M - 1)) time0 = (time[-1] - time[0]) * gamI + time[0] mqn = np.interp(time0, time, mqn) * np.sqrt(gamI_dev) for k in range(0, N): qn[:, k] = np.interp(time0, time, qn[:, k]) * np.sqrt(gamI_dev) fn[:, k] = np.interp(time0, time, fn[:, k]) gamf[:, k] = np.interp(time0, time, gamf[:, k]) mean_fn = fn.mean(axis=1) std_fn = fn.std(axis=1) # Get Final PCA mididx = int(np.round(time.shape[0] / 2)) m_new = np.sign(fn[mididx, :]) * np.sqrt(np.abs(fn[mididx, :])) mqn2 = np.append(mqn, m_new.mean()) qn2 = np.vstack((qn, m_new)) K = np.cov(qn2) U, s, V = svd(K) stdS = np.sqrt(s) # compute the PCA in the q domain q_pca = np.ndarray(shape=(M + 1, Nstd, num_comp), dtype=float) for k in range(0, num_comp): for l in range(0, Nstd): q_pca[:, l, k] = mqn2 + coef[l] * stdS[k] * U[:, k] # compute the correspondence in the f domain f_pca = np.ndarray(shape=(M, Nstd, num_comp), dtype=float) for k in range(0, num_comp): for l in range(0, Nstd): q_pca_tmp = q_pca[0:M, l, k] * np.abs(q_pca[0:M, l, k]) q_pca_tmp2 = np.sign(q_pca[M, l, k]) * (q_pca[M, l, k]**2) f_pca[:, l, k] = uf.cumtrapzmid(time, q_pca_tmp, q_pca_tmp2, np.floor(time.shape[0] / 2), mididx) N2 = qn.shape[1] c = np.zeros((N2, num_comp)) for k in range(0, num_comp): for l in range(0, N2): c[l, k] = sum((np.append(qn[:, l], m_new[l]) - mqn2) * U[:, k]) if showplot: CBcdict = { 'Bl': (0, 0, 0), 'Or': (.9, .6, 0), 'SB': (.35, .7, .9), 'bG': (0, .6, .5), 'Ye': (.95, .9, .25), 'Bu': (0, .45, .7), 'Ve': (.8, .4, 0), 'rP': (.8, .6, .7), } cl = sorted(CBcdict.keys()) # Align Plots fig, ax = plot.f_plot(np.arange(0, M) / float(M - 1), gamf, title="Warping Functions") ax.set_aspect('equal') plot.f_plot(time, fn, title="Warped Data") tmp = np.array([mean_f0, mean_f0 + std_f0, mean_f0 - std_f0]) tmp = tmp.transpose() plot.f_plot(time, tmp, title=r"Original Data: Mean $\pm$ STD") tmp = np.array([mean_fn, mean_fn + std_fn, mean_fn - std_fn]) tmp = tmp.transpose() plot.f_plot(time, tmp, title=r"Warped Data: Mean $\pm$ STD") # PCA Plots fig, ax = plt.subplots(2, num_comp) for k in range(0, num_comp): axt = ax[0, k] for l in range(0, Nstd): axt.plot(time, q_pca[0:M, l, k], color=CBcdict[cl[l]]) axt.hold(True) axt.set_title('q domain: PD %d' % (k + 1)) plot.rstyle(axt) axt = ax[1, k] for l in range(0, Nstd): axt.plot(time, f_pca[:, l, k], color=CBcdict[cl[l]]) axt.hold(True) axt.set_title('f domain: PD %d' % (k + 1)) plot.rstyle(axt) fig.set_tight_layout(True) cumm_coef = 100 * np.cumsum(s) / sum(s) idx = np.arange(0, M + 1) + 1 plot.f_plot(idx, cumm_coef, "Coefficient Cumulative Percentage") plt.xlabel("Percentage") plt.ylabel("Index") plt.show() mean_f0 = f0.mean(axis=1) std_f0 = f0.std(axis=1) mean_fn = fn.mean(axis=1) std_fn = fn.std(axis=1) tmp = np.zeros(M) tmp[1:] = cumtrapz(mqn * np.abs(mqn), time) fmean = np.mean(f0[1, :]) + tmp fgam = np.zeros((M, N)) for k in range(0, N): time0 = (time[-1] - time[0]) * gamf[:, k] + time[0] fgam[:, k] = np.interp(time0, time, fmean) var_fgam = fgam.var(axis=1) orig_var = trapz(std_f0**2, time) amp_var = trapz(std_fn**2, time) phase_var = trapz(var_fgam, time) K = np.cov(fn) U, s, V = svd(K) align_fPCAresults = collections.namedtuple('align_fPCA', [ 'fn', 'qn', 'q0', 'mqn', 'gam', 'q_pca', 'f_pca', 'latent', 'coef', 'U', 'orig_var', 'amp_var', 'phase_var', 'cost' ]) out = align_fPCAresults(fn, qn, q0, mqn, gamf, q_pca, f_pca, s, c, U, orig_var, amp_var, phase_var, cost) return out
def multiple_align_functions(self, mu, omethod="DP", smoothdata=False, parallel=False, lam=0.0, cores=-1): """ This function aligns a collection of functions using the elastic square-root slope (srsf) framework. Usage: obj.multiple_align_functions(mu) obj.multiple_align_functions(lambda) obj.multiple_align_functions(lambda, ...) :param mu: vector of function to align to :param omethod: optimization method (DP, DP2) (default = DP) :param smoothdata: Smooth the data using a box filter (default = F) :param parallel: run in parallel (default = F) :param lam: controls the elasticity (default = 0) :param cores: number of cores for parallel (default = -1 (all)) :type lam: double :type smoothdata: bool """ M = self.f.shape[0] N = self.f.shape[1] self.lam = lam if M > 500: parallel = True elif N > 100: parallel = True eps = np.finfo(np.double).eps self.method = omethod self.type = "multiple" # Compute SRSF function from data f, g, g2 = uf.gradient_spline(self.time, self.f, smoothdata) q = g / np.sqrt(abs(g) + eps) mq = uf.f_to_srsf(mu, self.time) if parallel: out = Parallel(n_jobs=cores)(delayed(uf.optimum_reparam)( mq, self.time, q[:, n], omethod, lam, mu[0], f[0, n]) for n in range(N)) gam = np.array(out) gam = gam.transpose() else: gam = np.zeros((M, N)) for k in range(0, N): gam[:, k] = uf.optimum_reparam(mq, self.time, q[:, k], omethod, lam, mu[0], f[0, k]) self.gamI = uf.SqrtMeanInverse(gam) fn = np.zeros((M, N)) qn = np.zeros((M, N)) for k in range(0, N): fn[:, k] = np.interp( (self.time[-1] - self.time[0]) * gam[:, k] + self.time[0], self.time, f[:, k]) qn[:, k] = uf.f_to_srsf(f[:, k], self.time) # Aligned data & stats self.fn = fn self.qn = qn self.q0 = q mean_f0 = f.mean(axis=1) std_f0 = f.std(axis=1) mean_fn = self.fn.mean(axis=1) std_fn = self.fn.std(axis=1) self.gam = gam self.mqn = mq self.fmean = mu fgam = np.zeros((M, N)) for k in range(0, N): time0 = (self.time[-1] - self.time[0]) * gam[:, k] + self.time[0] fgam[:, k] = np.interp(time0, self.time, self.fmean) var_fgam = fgam.var(axis=1) self.orig_var = trapz(std_f0**2, self.time) self.amp_var = trapz(std_fn**2, self.time) self.phase_var = trapz(var_fgam, self.time) return
def srsf_align_pair(f, g, time, method="mean", showplot=True, smoothdata=False, lam=0.0): """ This function aligns a collection of functions using the elastic square- root slope (srsf) framework. :param f: numpy ndarray of shape (M,N) of N functions with M samples :param g: numpy ndarray of shape (M,N) of N functions with M samples :param time: vector of size M describing the sample points :param method: (string) warp calculate Karcher Mean or Median (options = "mean" or "median") (default="mean") :param showplot: Shows plots of results using matplotlib (default = T) :param smoothdata: Smooth the data using a box filter (default = F) :param lam: controls the elasticity (default = 0) :type lam: double :type smoothdata: bool :type f: np.ndarray :type time: np.ndarray :rtype: tuple of numpy array :return fn: aligned functions - numpy ndarray of shape (M,N) of N functions with M samples :return gn: aligned functions - numpy ndarray of shape (M,N) of N functions with M samples :return qfn: aligned srvfs - similar structure to fn :return qgn: aligned srvfs - similar structure to fn :return qf0: original srvf - similar structure to fn :return qg0: original srvf - similar structure to fn :return fmean: f function mean or median - vector of length N :return gmean: g function mean or median - vector of length N :return mqfn: srvf mean or median - vector of length N :return mqgn: srvf mean or median - vector of length N :return gam: warping functions - similar structure to fn """ M = f.shape[0] N = f.shape[1] if M > 500: parallel = True elif N > 100: parallel = True else: parallel = False eps = np.finfo(np.double).eps f0 = f g0 = g methods = ["mean", "median"] # 0 mean, 1-median method = [i for i, x in enumerate(methods) if x == method] if method != 0 or method != 1: method = 0 if showplot: plot.f_plot(time, f, title="Original Data") plot.f_plot(time, g, title="g Original Data") # Compute SRSF function from data f, g1, g2 = uf.gradient_spline(time, f, smoothdata) qf = g1 / np.sqrt(abs(g1) + eps) g, g1, g2 = uf.gradient_spline(time, g, smoothdata) qg = g1 / np.sqrt(abs(g1) + eps) print ("Initializing...") mnq = qf.mean(axis=1) a = mnq.repeat(N) d1 = a.reshape(M, N) d = (qf - d1) ** 2 dqq = np.sqrt(d.sum(axis=0)) min_ind = dqq.argmin() mq = np.column_stack((qf[:, min_ind], qg[:, min_ind])) mf = np.column_stack((f[:, min_ind], g[:, min_ind])) if parallel: out = Parallel(n_jobs=-1)(delayed(uf.optimum_reparam_pair)(mq, time, qf[:, n], qg[:, n], lam) for n in range(N)) gam = np.array(out) gam = gam.transpose() else: gam = uf.optimum_reparam_pair(mq, time, qf, qg, lam) gamI = uf.SqrtMeanInverse(gam) time0 = (time[-1] - time[0]) * gamI + time[0] for k in range(0, 2): mf[:, k] = np.interp(time0, time, mf[:, k]) mq[:, k] = uf.f_to_srsf(mf[:, k], time) # Compute Karcher Mean if method == 0: print("Compute Karcher Mean of %d function in SRSF space..." % N) if method == 1: print("Compute Karcher Median of %d function in SRSF space..." % N) MaxItr = 20 ds = np.repeat(0.0, MaxItr + 2) ds[0] = np.inf qfun = np.repeat(0.0, MaxItr + 1) qgun = np.repeat(0.0, MaxItr + 1) tmp = np.zeros((M, 2, MaxItr + 2)) tmp[:, :, 0] = mq mq = tmp tmp = np.zeros((M, N, MaxItr + 2)) tmp[:, :, 0] = f f = tmp tmp = np.zeros((M, N, MaxItr + 2)) tmp[:, :, 0] = g g = tmp tmp = np.zeros((M, N, MaxItr + 2)) tmp[:, :, 0] = qf qf = tmp tmp = np.zeros((M, N, MaxItr + 2)) tmp[:, :, 0] = qg qg = tmp for r in range(0, MaxItr): print("updating step: r=%d" % (r + 1)) if r == (MaxItr - 1): print("maximal number of iterations is reached") # Matching Step if parallel: out = Parallel(n_jobs=-1)( delayed(uf.optimum_reparam_pair)(mq[:, :, r], time, qf[:, n, 0], qg[:, n, 0], lam) for n in range(N)) gam = np.array(out) gam = gam.transpose() else: gam = uf.optimum_reparam_pair(mq[:, :, r], time, qf[:, :, 0], qg[:, :, 0], lam) gam_dev = np.zeros((M, N)) for k in range(0, N): time0 = (time[-1] - time[0]) * gam[:, k] + time[0] f[:, k, r + 1] = np.interp(time0, time, f[:, k, 0]) g[:, k, r + 1] = np.interp(time0, time, g[:, k, 0]) qf[:, k, r + 1] = uf.f_to_srsf(f[:, k, r + 1], time) qg[:, k, r + 1] = uf.f_to_srsf(g[:, k, r + 1], time) gam_dev[:, k] = np.gradient(gam[:, k], 1 / float(M - 1)) mqt = mq[:, 0, r] a = mqt.repeat(N) d1 = a.reshape(M, N) df = (qf[:, :, r + 1] - d1) ** 2 mqt = mq[:, 1, r] a = mqt.repeat(N) d1 = a.reshape(M, N) dg = (qg[:, :, r + 1] - d1) ** 2 if method == 0: d1 = sum(trapz(df, time, axis=0)) d2 = sum(trapz((1 - np.sqrt(gam_dev)) ** 2, time, axis=0)) ds_tmp = d1 + lam * d2 d1 = sum(trapz(dg, time, axis=0)) d2 = sum(trapz((1 - np.sqrt(gam_dev)) ** 2, time, axis=0)) ds_tmp1 = d1 + lam * d2 ds[r + 1] = (ds_tmp + ds_tmp1) / 2 # Minimization Step # compute the mean of the matched function qtemp = qf[:, :, r + 1] mq[:, 0, r + 1] = qtemp.mean(axis=1) qtemp = qg[:, :, r + 1] mq[:, 1, r + 1] = qtemp.mean(axis=1) qfun[r] = norm(mq[:, 0, r + 1] - mq[:, 0, r]) / norm(mq[:, 0, r]) qgun[r] = norm(mq[:, 1, r + 1] - mq[:, 1, r]) / norm(mq[:, 1, r]) if method == 1: d1 = sum(trapz(df, time, axis=0)) d2 = sum(trapz((1 - np.sqrt(gam_dev)) ** 2, time, axis=0)) ds_tmp = np.sqrt(d1) + lam * d2 ds_tmp1 = np.sqrt(sum(trapz(dg, time, axis=0))) + lam * sum( trapz((1 - np.sqrt(gam_dev)) ** 2, time, axis=0)) ds[r + 1] = (ds_tmp + ds_tmp1) / 2 # Minimization Step # compute the mean of the matched function dist_iinv = ds[r + 1] ** (-1) qtemp = qf[:, :, r + 1] / ds[r + 1] mq[:, 0, r + 1] = qtemp.sum(axis=1) * dist_iinv qtemp = qg[:, :, r + 1] / ds[r + 1] mq[:, 1, r + 1] = qtemp.sum(axis=1) * dist_iinv qfun[r] = norm(mq[:, 0, r + 1] - mq[:, 0, r]) / norm(mq[:, 0, r]) qgun[r] = norm(mq[:, 1, r + 1] - mq[:, 1, r]) / norm(mq[:, 1, r]) if (qfun[r] < 1e-2 and qgun[r] < 1e-2) or r >= MaxItr: break # Last Step with centering of gam r += 1 if parallel: out = Parallel(n_jobs=-1)( delayed(uf.optimum_reparam_pair)(mq[:, :, r], time, qf[:, n, 0], qg[:, n, 0], lam) for n in range(N)) gam = np.array(out) gam = gam.transpose() else: gam = uf.optimum_reparam_pair(mq[:, :, r], time, qf[:, :, 0], qg[:, :, 0], lam) gam_dev = np.zeros((M, N)) for k in range(0, N): gam_dev[:, k] = np.gradient(gam[:, k], 1 / float(M - 1)) gamI = uf.SqrtMeanInverse(gam) gamI_dev = np.gradient(gamI, 1 / float(M - 1)) time0 = (time[-1] - time[0]) * gamI + time[0] for k in range(0, 2): mq[:, k, r + 1] = np.interp(time0, time, mq[:, k, r]) * np.sqrt(gamI_dev) for k in range(0, N): qf[:, k, r + 1] = np.interp(time0, time, qf[:, k, r]) * np.sqrt(gamI_dev) f[:, k, r + 1] = np.interp(time0, time, f[:, k, r]) qg[:, k, r + 1] = np.interp(time0, time, qg[:, k, r]) * np.sqrt(gamI_dev) g[:, k, r + 1] = np.interp(time0, time, g[:, k, r]) gam[:, k] = np.interp(time0, time, gam[:, k]) # Aligned data & stats fn = f[:, :, r + 1] gn = g[:, :, r + 1] qfn = qf[:, :, r + 1] qf0 = qf[:, :, 0] qgn = qg[:, :, r + 1] qg0 = qg[:, :, 0] mean_f0 = f0.mean(axis=1) std_f0 = f0.std(axis=1) mean_fn = fn.mean(axis=1) std_fn = fn.std(axis=1) mean_g0 = g0.mean(axis=1) std_g0 = g0.std(axis=1) mean_gn = gn.mean(axis=1) std_gn = gn.std(axis=1) mqfn = mq[:, 0, r + 1] mqgn = mq[:, 1, r + 1] tmp = np.zeros(M) tmp[1:] = cumtrapz(mqfn * np.abs(mqfn), time) fmean = np.mean(f0[1, :]) + tmp tmp = np.zeros(M) tmp[1:] = cumtrapz(mqgn * np.abs(mqgn), time) gmean = np.mean(g0[1, :]) + tmp if showplot: fig, ax = plot.f_plot(np.arange(0, M) / float(M - 1), gam, title="Warping Functions") ax.set_aspect('equal') plot.f_plot(time, fn, title="fn Warped Data") plot.f_plot(time, gn, title="gn Warped Data") tmp = np.array([mean_f0, mean_f0 + std_f0, mean_f0 - std_f0]) tmp = tmp.transpose() plot.f_plot(time, tmp, title="f Original Data: Mean $\pm$ STD") tmp = np.array([mean_fn, mean_fn + std_fn, mean_fn - std_fn]) tmp = tmp.transpose() plot.f_plot(time, tmp, title="fn Warped Data: Mean $\pm$ STD") tmp = np.array([mean_g0, mean_g0 + std_g0, mean_g0 - std_g0]) tmp = tmp.transpose() plot.f_plot(time, tmp, title="g Original Data: Mean $\pm$ STD") tmp = np.array([mean_gn, mean_gn + std_gn, mean_gn - std_gn]) tmp = tmp.transpose() plot.f_plot(time, tmp, title="gn Warped Data: Mean $\pm$ STD") plot.f_plot(time, fmean, title="$f_{mean}$") plot.f_plot(time, gmean, title="$g_{mean}$") plt.show() align_results = collections.namedtuple('align', ['fn', 'gn', 'qfn', 'qf0', 'qgn', 'qg0', 'fmean', 'gmean', 'mqfn', 'mqgn', 'gam']) out = align_results(fn, gn, qfn, qf0, qgn, qg0, fmean, gmean, mqfn, mqgn, gam) return out
def srsf_align(f, time, method="mean", showplot=True, smoothdata=False, lam=0.0): """ This function aligns a collection of functions using the elastic square-root slope (srsf) framework. :param f: numpy ndarray of shape (M,N) of N functions with M samples :param time: vector of size M describing the sample points :param method: (string) warp calculate Karcher Mean or Median (options = "mean" or "median") (default="mean") :param showplot: Shows plots of results using matplotlib (default = T) :param smoothdata: Smooth the data using a box filter (default = F) :param lam: controls the elasticity (default = 0) :type lam: double :type smoothdata: bool :type f: np.ndarray :type time: np.ndarray :rtype: tuple of numpy array :return fn: aligned functions - numpy ndarray of shape (M,N) of N functions with M samples :return qn: aligned srvfs - similar structure to fn :return q0: original srvf - similar structure to fn :return fmean: function mean or median - vector of length M :return mqn: srvf mean or median - vector of length M :return gam: warping functions - similar structure to fn :return orig_var: Original Variance of Functions :return amp_var: Amplitude Variance :return phase_var: Phase Variance Examples >>> import tables >>> fun=tables.open_file("../Data/simu_data.h5") >>> f = fun.root.f[:] >>> f = f.transpose() >>> time = fun.root.time[:] >>> out = srsf_align(f,time) """ M = f.shape[0] N = f.shape[1] if M > 500: parallel = True elif N > 100: parallel = True else: parallel = False eps = np.finfo(np.double).eps f0 = f methods = ["mean", "median"] # 0 mean, 1-median method = [i for i, x in enumerate(methods) if x == method] if len(method) == 0: method = 0 else: method = method[0] if showplot: plot.f_plot(time, f, title="f Original Data") # Compute SRSF function from data f, g, g2 = uf.gradient_spline(time, f, smoothdata) q = g / np.sqrt(abs(g) + eps) print("Initializing...") mnq = q.mean(axis=1) a = mnq.repeat(N) d1 = a.reshape(M, N) d = (q - d1) ** 2 dqq = np.sqrt(d.sum(axis=0)) min_ind = dqq.argmin() mq = q[:, min_ind] mf = f[:, min_ind] if parallel: out = Parallel(n_jobs=-1)(delayed(uf.optimum_reparam)(mq, time, q[:, n], lam) for n in range(N)) gam = np.array(out) gam = gam.transpose() else: gam = uf.optimum_reparam(mq, time, q, lam) gamI = uf.SqrtMeanInverse(gam) mf = np.interp((time[-1] - time[0]) * gamI + time[0], time, mf) mq = uf.f_to_srsf(mf, time) # Compute Karcher Mean if method == 0: print("Compute Karcher Mean of %d function in SRSF space..." % N) if method == 1: print("Compute Karcher Median of %d function in SRSF space..." % N) MaxItr = 20 ds = np.repeat(0.0, MaxItr + 2) ds[0] = np.inf qun = np.repeat(0.0, MaxItr + 1) tmp = np.zeros((M, MaxItr + 2)) tmp[:, 0] = mq mq = tmp tmp = np.zeros((M, N, MaxItr + 2)) tmp[:, :, 0] = f f = tmp tmp = np.zeros((M, N, MaxItr + 2)) tmp[:, :, 0] = q q = tmp for r in range(0, MaxItr): print("updating step: r=%d" % (r + 1)) if r == (MaxItr - 1): print("maximal number of iterations is reached") # Matching Step if parallel: out = Parallel(n_jobs=-1)(delayed(uf.optimum_reparam)(mq[:, r], time, q[:, n, 0], lam) for n in range(N)) gam = np.array(out) gam = gam.transpose() else: gam = uf.optimum_reparam(mq[:, r], time, q[:, :, 0], lam) gam_dev = np.zeros((M, N)) for k in range(0, N): f[:, k, r + 1] = np.interp((time[-1] - time[0]) * gam[:, k] + time[0], time, f[:, k, 0]) q[:, k, r + 1] = uf.f_to_srsf(f[:, k, r + 1], time) gam_dev[:, k] = np.gradient(gam[:, k], 1 / float(M - 1)) mqt = mq[:, r] a = mqt.repeat(N) d1 = a.reshape(M, N) d = (q[:, :, r + 1] - d1) ** 2 if method == 0: d1 = sum(trapz(d, time, axis=0)) d2 = sum(trapz((1 - np.sqrt(gam_dev)) ** 2, time, axis=0)) ds_tmp = d1 + lam * d2 ds[r + 1] = ds_tmp # Minimization Step # compute the mean of the matched function qtemp = q[:, :, r + 1] mq[:, r + 1] = qtemp.mean(axis=1) qun[r] = norm(mq[:, r + 1] - mq[:, r]) / norm(mq[:, r]) if method == 1: d1 = np.sqrt(sum(trapz(d, time, axis=0))) d2 = sum(trapz((1 - np.sqrt(gam_dev)) ** 2, time, axis=0)) ds_tmp = d1 + lam * d2 ds[r + 1] = ds_tmp # Minimization Step # compute the mean of the matched function dist_iinv = ds[r + 1] ** (-1) qtemp = q[:, :, r + 1] / ds[r + 1] mq[:, r + 1] = qtemp.sum(axis=1) * dist_iinv qun[r] = norm(mq[:, r + 1] - mq[:, r]) / norm(mq[:, r]) if qun[r] < 1e-2 or r >= MaxItr: break # Last Step with centering of gam r += 1 if parallel: out = Parallel(n_jobs=-1)(delayed(uf.optimum_reparam)(mq[:, r], time, q[:, n, 0], lam) for n in range(N)) gam = np.array(out) gam = gam.transpose() else: gam = uf.optimum_reparam(mq[:, r], time, q[:, :, 0], lam) gam_dev = np.zeros((M, N)) for k in range(0, N): gam_dev[:, k] = np.gradient(gam[:, k], 1 / float(M - 1)) gamI = uf.SqrtMeanInverse(gam) gamI_dev = np.gradient(gamI, 1 / float(M - 1)) time0 = (time[-1] - time[0]) * gamI + time[0] mq[:, r + 1] = np.interp(time0, time, mq[:, r]) * np.sqrt(gamI_dev) for k in range(0, N): q[:, k, r + 1] = np.interp(time0, time, q[:, k, r]) * np.sqrt(gamI_dev) f[:, k, r + 1] = np.interp(time0, time, f[:, k, r]) gam[:, k] = np.interp(time0, time, gam[:, k]) # Aligned data & stats fn = f[:, :, r + 1] qn = q[:, :, r + 1] q0 = q[:, :, 0] mean_f0 = f0.mean(axis=1) std_f0 = f0.std(axis=1) mean_fn = fn.mean(axis=1) std_fn = fn.std(axis=1) mqn = mq[:, r + 1] tmp = np.zeros((1, M)) tmp = tmp.flatten() tmp[1:] = cumtrapz(mqn * np.abs(mqn), time) fmean = np.mean(f0[1, :]) + tmp fgam = np.zeros((M, N)) for k in range(0, N): time0 = (time[-1] - time[0]) * gam[:, k] + time[0] fgam[:, k] = np.interp(time0, time, fmean) var_fgam = fgam.var(axis=1) orig_var = trapz(std_f0 ** 2, time) amp_var = trapz(std_fn ** 2, time) phase_var = trapz(var_fgam, time) if showplot: fig, ax = plot.f_plot(np.arange(0, M) / float(M - 1), gam, title="Warping Functions") ax.set_aspect('equal') plot.f_plot(time, fn, title="Warped Data") tmp = np.array([mean_f0, mean_f0 + std_f0, mean_f0 - std_f0]) tmp = tmp.transpose() plot.f_plot(time, tmp, title="Original Data: Mean $\pm$ STD") tmp = np.array([mean_fn, mean_fn + std_fn, mean_fn - std_fn]) tmp = tmp.transpose() plot.f_plot(time, tmp, title="Warped Data: Mean $\pm$ STD") plot.f_plot(time, fmean, title="$f_{mean}$") plt.show() align_results = collections.namedtuple('align', ['fn', 'qn', 'q0', 'fmean', 'mqn', 'gam', 'orig_var', 'amp_var', 'phase_var']) out = align_results(fn, qn, q0, fmean, mqn, gam, orig_var, amp_var, phase_var) return out
def elastic_regression(f, y, time, B=None, lam=0, df=20, max_itr=20, cores=-1, smooth=False): """ This function identifies a regression model with phase-variablity using elastic methods :param f: numpy ndarray of shape (M,N) of N functions with M samples :param y: numpy array of N responses :param time: vector of size M describing the sample points :param B: optional matrix describing Basis elements :param lam: regularization parameter (default 0) :param df: number of degrees of freedom B-spline (default 20) :param max_itr: maximum number of iterations (default 20) :param cores: number of cores for parallel processing (default all) :type f: np.ndarray :type time: np.ndarray :rtype: tuple of numpy array :return alpha: alpha parameter of model :return beta: beta(t) of model :return fn: aligned functions - numpy ndarray of shape (M,N) of M functions with N samples :return qn: aligned srvfs - similar structure to fn :return gamma: calculated warping functions :return q: original training SRSFs :return B: basis matrix :return b: basis coefficients :return SSE: sum of squared error """ M = f.shape[0] N = f.shape[1] if M > 500: parallel = True elif N > 100: parallel = True else: parallel = False binsize = np.diff(time) binsize = binsize.mean() # Create B-Spline Basis if none provided if B is None: B = bs(time, df=df, degree=4, include_intercept=True) Nb = B.shape[1] # second derivative for regularization Bdiff = np.zeros((M, Nb)) for ii in range(0, Nb): Bdiff[:, ii] = np.gradient(np.gradient(B[:, ii], binsize), binsize) q = uf.f_to_srsf(f, time, smooth) gamma = np.tile(np.linspace(0, 1, M), (N, 1)) gamma = gamma.transpose() itr = 1 SSE = np.zeros(max_itr) while itr <= max_itr: print("Iteration: %d" % itr) # align data fn = np.zeros((M, N)) qn = np.zeros((M, N)) for ii in range(0, N): fn[:, ii] = np.interp( (time[-1] - time[0]) * gamma[:, ii] + time[0], time, f[:, ii]) qn[:, ii] = uf.warp_q_gamma(time, q[:, ii], gamma[:, ii]) # OLS using basis Phi = np.ones((N, Nb + 1)) for ii in range(0, N): for jj in range(1, Nb + 1): Phi[ii, jj] = trapz(qn[:, ii] * B[:, jj - 1], time) R = np.zeros((Nb + 1, Nb + 1)) for ii in range(1, Nb + 1): for jj in range(1, Nb + 1): R[ii, jj] = trapz(Bdiff[:, ii - 1] * Bdiff[:, jj - 1], time) xx = dot(Phi.T, Phi) inv_xx = inv(xx + lam * R) xy = dot(Phi.T, y) b = dot(inv_xx, xy) alpha = b[0] beta = B.dot(b[1:Nb + 1]) beta = beta.reshape(M) # compute the SSE int_X = np.zeros(N) for ii in range(0, N): int_X[ii] = trapz(qn[:, ii] * beta, time) SSE[itr - 1] = sum((y.reshape(N) - alpha - int_X)**2) # find gamma gamma_new = np.zeros((M, N)) if parallel: out = Parallel(n_jobs=cores)( delayed(regression_warp)(beta, time, q[:, n], y[n], alpha) for n in range(N)) gamma_new = np.array(out) gamma_new = gamma_new.transpose() else: for ii in range(0, N): gamma_new[:, ii] = regression_warp(beta, time, q[:, ii], y[ii], alpha) if norm(gamma - gamma_new) < 1e-5: break else: gamma = gamma_new itr += 1 # Last Step with centering of gam gamI = uf.SqrtMeanInverse(gamma_new) gamI_dev = np.gradient(gamI, 1 / float(M - 1)) beta = np.interp( (time[-1] - time[0]) * gamI + time[0], time, beta) * np.sqrt(gamI_dev) for ii in range(0, N): qn[:, ii] = np.interp((time[-1] - time[0]) * gamI + time[0], time, qn[:, ii]) * np.sqrt(gamI_dev) fn[:, ii] = np.interp((time[-1] - time[0]) * gamI + time[0], time, fn[:, ii]) gamma[:, ii] = np.interp((time[-1] - time[0]) * gamI + time[0], time, gamma_new[:, ii]) model = collections.namedtuple( 'model', ['alpha', 'beta', 'fn', 'qn', 'gamma', 'q', 'B', 'b', 'SSE', 'type']) out = model(alpha, beta, fn, qn, gamma, q, B, b[1:-1], SSE[0:itr], 'linear') return out
def calc_model(self, B=None, lam=0, df=20, max_itr=20, cores=-1, smooth=False): """ This function identifies a regression model with phase-variability using elastic pca :param B: optional matrix describing Basis elements :param lam: regularization parameter (default 0) :param df: number of degrees of freedom B-spline (default 20) :param max_itr: maximum number of iterations (default 20) :param cores: number of cores for parallel processing (default all) """ M = self.f.shape[0] N = self.f.shape[1] if M > 500: parallel = True elif N > 100: parallel = True else: parallel = False binsize = np.diff(self.time) binsize = binsize.mean() # Create B-Spline Basis if none provided if B is None: B = bs(self.time, df=df, degree=4, include_intercept=True) Nb = B.shape[1] self.B = B # second derivative for regularization Bdiff = np.zeros((M, Nb)) for ii in range(0, Nb): Bdiff[:, ii] = np.gradient(np.gradient(B[:, ii], binsize), binsize) self.Bdiff = Bdiff self.q = uf.f_to_srsf(self.f, self.time, smooth) gamma = np.tile(np.linspace(0, 1, M), (N, 1)) gamma = gamma.transpose() itr = 1 self.SSE = np.zeros(max_itr) while itr <= max_itr: print("Iteration: %d" % itr) # align data fn = np.zeros((M, N)) qn = np.zeros((M, N)) for ii in range(0, N): fn[:, ii] = np.interp( (self.time[-1] - self.time[0]) * gamma[:, ii] + self.time[0], self.time, self.f[:, ii]) qn[:, ii] = uf.warp_q_gamma(self.time, self.q[:, ii], gamma[:, ii]) # OLS using basis Phi = np.ones((N, Nb + 1)) for ii in range(0, N): for jj in range(1, Nb + 1): Phi[ii, jj] = trapz(qn[:, ii] * B[:, jj - 1], self.time) R = np.zeros((Nb + 1, Nb + 1)) for ii in range(1, Nb + 1): for jj in range(1, Nb + 1): R[ii, jj] = trapz(Bdiff[:, ii - 1] * Bdiff[:, jj - 1], self.time) xx = np.dot(Phi.T, Phi) inv_xx = inv(xx + lam * R) xy = np.dot(Phi.T, self.y) b = np.dot(inv_xx, xy) alpha = b[0] beta = B.dot(b[1:Nb + 1]) beta = beta.reshape(M) # compute the SSE int_X = np.zeros(N) for ii in range(0, N): int_X[ii] = trapz(qn[:, ii] * beta, self.time) self.SSE[itr - 1] = sum((self.y.reshape(N) - alpha - int_X)**2) # find gamma gamma_new = np.zeros((M, N)) if parallel: out = Parallel(n_jobs=cores)(delayed(regression_warp)( beta, self.time, self.q[:, n], self.y[n], alpha) for n in range(N)) gamma_new = np.array(out) gamma_new = gamma_new.transpose() else: for ii in range(0, N): gamma_new[:, ii] = regression_warp(beta, self.time, self.q[:, ii], self.y[ii], alpha) if norm(gamma - gamma_new) < 1e-5: break else: gamma = gamma_new itr += 1 # Last Step with centering of gam gamI = uf.SqrtMeanInverse(gamma_new) gamI_dev = np.gradient(gamI, 1 / float(M - 1)) beta = np.interp((self.time[-1] - self.time[0]) * gamI + self.time[0], self.time, beta) * np.sqrt(gamI_dev) for ii in range(0, N): qn[:, ii] = np.interp( (self.time[-1] - self.time[0]) * gamI + self.time[0], self.time, qn[:, ii]) * np.sqrt(gamI_dev) fn[:, ii] = np.interp( (self.time[-1] - self.time[0]) * gamI + self.time[0], self.time, fn[:, ii]) gamma[:, ii] = np.interp( (self.time[-1] - self.time[0]) * gamI + self.time[0], self.time, gamma_new[:, ii]) self.qn = qn self.fn = fn self.gamma = gamma self.alpha = alpha self.beta = beta self.b = b[1:-1] self.SSE = self.SSE[0:itr] return