def update_L(func, x, L, beta=0.9):
value, gradient, hessian = func(x, 2)
# largest eigen value
# https://stackoverflow.com/questions/12167654/fastest-way-to-compute-k-largest-eigenvalues-and-corresponding-eigenvectors-with
evals_large, _ = largest_eigh(hessian, eigvals=(n - 1, n - 1))
evals_small, _ = largest_eigh(hessian, eigvals=(0, 0))
return max([L, abs(evals_large[0]), abs(evals_small[0])])
def largest_eigenvalue(mat):
D = np.dot(mat.T, mat)
N = len(D)
k = 1
eigvalues = largest_eigh(D, eigvals=(N - k, N - 1), eigvals_only=True)
print 'Q shape: ' + str(D.shape)
return eigvalues[0]
def get_eig(S, m):
val, vec = largest_eigh(S, eigvals=(len(S) - m, len(S) -
1)) # get the eigen value and vector
sorted_vec = np.fliplr(vec) # sort the vector
val = np.flip(val) # flip it to the right order
matrix = np.diag(val) # make the matrix
return matrix, sorted_vec
def spectralCluster(s, k, sigma=.12):
pointSet = np.asarray(list(zip(s[0], s[1])))
n = len(pointSet)
#sigma tuning param sweep over this param to find the val
### Step 1 ###
# Generate a, the Affinity matrix
a = np.zeros((len(pointSet), len(pointSet)))
for i in range(len(pointSet)):
for j in range(len(pointSet)):
a[i][j] = np.power(
np.linalg.norm(np.subtract(pointSet[i], pointSet[j])), 2)
a = np.exp(np.divide(np.multiply(a, -1), 2 * sigma**2))
#make diag of 0
for i in range(len(pointSet)):
a[i][i] = 0
### Step 2 ###
# define d a diag matrix of sum of a's rows
d = np.zeros((len(pointSet), len(pointSet)))
for i in range(len(pointSet)):
d[i][i] = np.sum(a[i]) #sum of rows of a
# define L (eq given in the paper)
da = np.matmul(np.power(np.linalg.inv(d), 0.5), a)
L = np.matmul(da, np.power(np.linalg.inv(d), 0.5)) #np.linalg.inv(d)
### Step 3 ####
# find the k biggest eigenvalues and vectors
w, x = largest_eigh(L, eigvals=(n - k, n - 1)) #gives largest k eigenvals
### step 4 ###
#create y matrix (x normalized )
y = np.zeros((len(pointSet), len(pointSet)))
norms = np.linalg.norm(x, axis=1) #find norm of each row
y = x / norms[:, None] #divide each row by its norm
### step 5 ###
# Perform clustering on the y matrix
kmeans = KMeans(n_clusters=k, max_iter=3000).fit(y)
lab = np.expand_dims(np.asarray(kmeans.labels_), 1)
### step 6 ###
#assign the elements to the proper cluster
labeledPoints = np.append(pointSet, lab, axis=1)
points = labeledPoints[labeledPoints[:, 2].argsort()]
split = np.bincount(points[:, 2].astype(int))
i = 0
k = 0
plot = []
for j in split: #split for plotting
k += j
plot.append(points[i:k])
i = k
return plot, y #k arrays of items belonging to their cluster and the ymatrix
def get_k_largest_eigenfaces(X, N, k, average, gil_sized, johnny_sized):
vals_good, vecs_good = largest_eigh(
((np.dot(np.transpose(X), X)) / num_of_pics), eigvals=(N - k, N - 1))
good_first_gil = average
good_first_johnny = average
for col in range(0, k):
eigenvec_pic_good = np.ndarray.reshape(vecs_good[:, col], (50, 45))
# eigenvec_pic_final_good = eigenvec_pic_good * (255 / np.max(eigenvec_pic_good))
good_first_gil = good_first_gil + (
gil_sized * eigenvec_pic_good) * eigenvec_pic_good
good_first_johnny = good_first_johnny + (
johnny_sized * eigenvec_pic_good) * eigenvec_pic_good
plt.gray()
matplotlib.image.imsave(
path + "\johnny.jpg" + "_%d_first_johnny_rec.jpg" % (k),
good_first_johnny)
matplotlib.image.imsave(path + "\gil.jpg" + "_%d_first_gil_rec.jpg" % (k),
good_first_gil)
def MDS(codebook, dimensions):
num_points = len(codebook)
# matrix of SQUARED distances (really this is P^2)
P = dist.squareform(dist.pdist(codebook, 'euclidean'))**2
I = np.identity(num_points)
ONE = np.ones((num_points, num_points))
J = I - (1. / num_points) * ONE # Centering matrix for MDS
B = -0.5 * J * P * J
# Calculate the d largest eigenvalues (L) and corresponding eigenvectors (E)
(L, E) = largest_eigh(B, eigvals=(num_points - dimensions, num_points - 1))
# Sort from highest to lowest and square root
L = np.sqrt(np.flipud(L))
# Sort from largest to smallest positive eigenvectors
E = np.fliplr(E)
return -1 * (E * L) # don't know why we need the -1...
start = time.time()
print((time.time()-start)*100)
# Using dot product we implement the new method
np.set_printoptions(suppress=True)
np.random.seed(3)# to calculate the values of time with random seed in this case we have given
# 0 and we can chnage it to many other things like. let sy to value 2 or we can implement for loop
# to iterate the function and get required values.
N=5000
k=10
X = np.random.random((N,N)) - 2.5
X = np.dot(X, X.T) #create a symmetric matrix
# Benchmark the dense routine
start = clock()
evals_large, evecs_large = largest_eigh(X, eigvals=(N-k,N-1))
elapsed = (clock() - start)
print("eigh elapsed time: ", elapsed)
print(X)
# Benchmark the sparse routine
start = clock()
evals_large_sparse, evecs_large_sparse = largest_eigsh(X, k, which='LM')
elapsed = (clock() - start)
print("eigsh elapsed time: ", elapsed)
#################333
# approach 2 Numpy universial functions
import numpy as np
import time
import sys # library to see the memoray occupied by list and numpy array.
times = np.zeros((N,4)) H = np.random.random((N,N)) - 0.5 H = np.dot(H, H.T) #create a symmetric matrix for i in range(N-50): print i i = i+15 n = i conv = 1 times[i-2][0] = i # Benchmark the dense routine start = clock() evals_large, evecs_large = largest_eigh(H[0:n,0:n], eigvals=(n-k,n-1)) elapsed = (clock() - start) times[i-2][1] = elapsed # print "eigh elapsed time: ", elapsed # Benchmark the sparse routine start = clock() evals_large_sparse, evecs_large_sparse = largest_eigsh(H[0:n,0:n], k, which='LM') elapsed = (clock() - start) times[i-2][2] = elapsed # print "eigsh elapsed time: ", elapsed start = clock() phi0 = np.random.rand(n) # print la.eig(H)[1].T
current_pic_vec = np.ndarray.reshape(current_pic, (1, d))
if X.all() == 1:
X = current_pic_vec
continue
else:
X = np.vstack((X, current_pic_vec))
continue
continue
continue
continue
print("Calc Pn : number of images = ", num_of_pics)
# calculate first 10 eigenfaces
N = d
k = 10
vals, vecs = largest_eigh(((np.dot(np.transpose(X), X)) / num_of_pics),
eigvals=(N - k, N - 1))
print("calculate first 10 eigenfaces : dim of the first eigenvector is: ",
vecs.shape)
plt.gray()
for col in range(0, 10):
eigenvec_pic = np.ndarray.reshape(vecs[:, col], (50, 45))
eigenvec_pic_final = eigenvec_pic * (255 / np.max(eigenvec_pic))
newpath = path + "\%d_eigenvector.jpg" % (col + 1)
matplotlib.image.imsave(newpath + "_lower_contrast.jpg",
eigenvec_pic_final)
plt.imsave(newpath, eigenvec_pic_final, vmin=0, vmax=255)
# pre-processing own pics
print("Pre Processing own images")
johnny = io.imread(path + "\johnny.jpg", as_grey=True)
gil = io.imread(path + "\gil.jpg", as_grey=True)
data = np.genfromtxt('./toy_data/traizines.csv',
delimiter=',',
skip_header=True)
A = data[:, 1:]
b = data[:, 0]
poly = PolynomialFeatures(poly_degree)
A = poly.fit_transform(A)[:, 1:]
A = (A - A.mean(axis=0)) / A.std(axis=0)
b = b - b.mean(axis=0)
m, n = A.shape
print('')
print(' * dim A =', A.shape)
print(' * max_lam(AAt) = %.4e' %
largest_eigh(np.dot(A, A.transpose()), eigvals=(m - 1, m - 1))[0][0])
print('')
# find lam1_max, and determine lam1 and lam2
Atb = np.dot(A.transpose(), b)
lam1_max = LA.norm(Atb, np.inf) / alpha
lam1 = alpha * c_lam * lam1_max
lam2 = (1 - alpha) * c_lam * lam1_max
# -------------------- #
# ssnal_elastic_core #
# -------------------- #
print('')
print(' * start ssnal_elastic')
out_core = ssnal_elastic_core(A=A,
def calculate_eigs(square_matrix):
N = len(square_matrix)
sorted_eigen_values, sorted_eigen_vectors = largest_eigh(square_matrix,
eigvals=(0,
N - 1))
return sorted_eigen_values, sorted_eigen_vectors
def calculate_K_largest_eigs(square_matrix, K):
N = len(square_matrix)
evalues_large, evectors_large = largest_eigh(square_matrix,
eigvals=(N - K, N - 1))
return evalues_large, evectors_large
import numpy as np from time import clock from scipy.linalg import eigh as largest_eigh from scipy.sparse.linalg.eigen.arpack import eigsh as largest_eigsh np.set_printoptions(suppress=True) np.random.seed(0) N=500 k=10 X = np.random.random((N,N)) - 0.5 X = np.dot(X, X.T) #create a symmetric matrix # Benchmark the dense routine start = clock() evals_large, evecs_large = largest_eigh(X, eigvals=(N-k,N-1)) elapsed = (clock() - start) v # Benchmark the sparse routine start = clock() evals_large_sparse, evecs_large_sparse = largest_eigsh(X, k, which='LM') elapsed = (clock() - start) print "eigsh elapsed time: ", elapsed
data = np.genfromtxt('./toy_data/traizines.csv',
delimiter=',',
skip_header=True)
A = data[:, 1:]
b = data[:, 0]
poly = PolynomialFeatures(poly_degree)
A = poly.fit_transform(A)[:, 1:]
A = (A - A.mean(axis=0)) / A.std(axis=0)
b -= b.mean(axis=0)
m, n = A.shape
print('')
print(' * dim A =', A.shape)
print(' * max_lam(AAt) = %.4e' %
largest_eigh(np.dot(A, A.T), eigvals=(m - 1, m - 1))[0][0])
# TODO MM use np.linalg.norm(A, ord=2) ** 2?
# TODO TB largest_eigh is more efficient. With a 1000x1000 matrix it took 0.3 sec while np.linalg.norm took 1.7sec
print('')
# find lam1_max, and determine lam1 and lam2
lam1_max = LA.norm(A.T @ b, ord=np.inf) / alpha
lam1 = alpha * c_lam * lam1_max
lam2 = (1 - alpha) * c_lam * lam1_max
# -------------------- #
# ssnal_elastic_core #
# -------------------- #
print('')
print(' * start ssnal_elastic')
