コード例 #1
0
    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
コード例 #2
0
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
コード例 #3
0
    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
コード例 #4
0
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
コード例 #5
0
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
コード例 #6
0
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
コード例 #7
0
ファイル: regression.py プロジェクト: jdtuck/fdasrsf_python
    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