def test_cprand_random():
"""
For a noised I*J*K rank r random tensor, with random initialized factor matrices
plot err_fast and exact err for simple / complicated case
"""
I = 50
J = 50
K = 50
r = 10 # rank
n_samples = int(10 * r * np.log(r) + 1) # nb of randomized samples
fac_true, noise = init_factors(I, J, K, r, True)
t = tl.cp_to_tensor((None, fac_true)) + noise
print(tl.norm(t))
factors = random_init_fac(t, r)
weights2, factors2, it2, error2, error_es2 = CPRAND(
t,
r,
n_samples,
factors=copy.deepcopy(factors),
exact_err=True,
it_max=500,
err_it_max=400)
plt.figure(0)
plt.plot(range(len(error2)), error2, 'b-', label="exact")
plt.plot(range(len(error_es2)), error_es2, 'r--', label="err fast")
plt.xlabel('it')
plt.yscale('log')
plt.title('cprand for complicated case')
plt.ylabel('terminaison criterion')
plt.legend(loc='best')
plt.figure(1)
fac_true, noise = init_factors(I, J, K, r, False)
t = tl.cp_to_tensor((None, fac_true)) + noise
print(tl.norm(t))
factors = random_init_fac(t, r)
weights2, factors2, it2, error2, error_es2 = CPRAND(
t,
r,
n_samples,
factors=copy.deepcopy(factors),
exact_err=True,
it_max=500,
err_it_max=400)
plt.plot(range(len(error2)), error2, 'b-', label="exact")
plt.plot(range(len(error_es2)), error_es2, 'r--', label="err fast")
plt.xlabel('it')
plt.yscale('log')
plt.title('cprand for simple case')
plt.ylabel('terminaison criterion')
plt.legend(loc='best')
def test_err_rand_fast():
"""
Test of err_rand_fast for a kruskal tensor
plot the terminaison criterion with exact error of CPRAND
"""
A = np.arange(9).reshape(3, 3)
B = np.arange(6).reshape(2, 3) + 9
C = np.arange(6).reshape(2, 3) + 15
factors = []
factors += [A]
factors += [B]
factors += [C]
t_krus = tl.cp_to_tensor((None, factors))
rank = 3
n_samples = int(10 * rank * np.log(rank) + 1)
weights, factors, it, err_ex, error, l = CPRAND(t_krus,
rank,
n_samples,
list_factors=True)
plt.plot(range(len(err_ex)), err_ex, 'b-', label="exact")
plt.plot(range(len(error)), error, 'r--', label="err fast")
plt.xlabel('it')
plt.yscale('log')
plt.title('cprand for t_krus')
plt.ylabel('terminaison criterion')
plt.legend(loc='best')
def test_cprand():
"""
Test of cprand for a kruskal tensor, start with the true factors
"""
A = np.arange(9).reshape(3, 3)
B = np.arange(6).reshape(2, 3) + 9
C = np.arange(6).reshape(2, 3) + 15
factors = []
factors += [A]
factors += [B]
factors += [C]
t_krus = tl.cp_to_tensor((None, factors))
rank = 3
n_samples = int(10 * rank * np.log(rank) + 1)
weights, factors, it, err_ex, error = CPRAND(t_krus,
rank,
n_samples,
factors,
exact_err=False)
print(it)
for i in factors:
print(i)
def compar_time(I,
J,
K,
r,
nb_rand,
n_samples,
exact_err=False,
list_factors=False,
scale=False):
"""
plot data fitting/factors error over nb_rand noised I*J*K rank r random tensors,
with the median value in bold.
x aixs is time.
For each tensor, we have 5 factors initializations.
Need to change plot x,y label and title to run the test.
Parameters
----------
I : int
dimension of mode 1.
J : int
dimension of mode 2.
K : int
dimension of mode 3.
r : int
rank.
nb_rand : int
nb of tensors.
n_samples : int
sample size used for herCPRAND.
exact_err : boolean, optional
whether use exact error computation or not for herCPRAND. The default is False.
list_factors : TYPE, optional
DESCRIPTION. The default is False.
scale : TYPE, optional
DESCRIPTION. The default is False.
Returns
-------
None.
"""
list_err1 = []
list_time1 = []
list_err2 = []
list_time2 = []
list_err3 = []
list_time3 = []
list_err4 = []
list_time4 = []
min_e = None
for i in range(nb_rand):
# Random initialization of a noised cp_tensor
np.random.seed(i)
A, B, C, noise = init_factors(I, J, K, r, scale)
fac_true = [A, B, C]
t = tl.cp_to_tensor((None, fac_true)) + noise
norm_tensor = tl.norm(t, 2)
if (min_e == None): min_e = norm_tensor
for k in range(5):
factors = random_init_fac(t, r)
if list_factors == False:
weights4, factors4, it4, error4, _, cpt, time4 = her_CPRAND(
t,
r,
n_samples,
factors=copy.deepcopy(factors),
exact_err=True,
it_max=500,
err_it_max=250,
time_rec=True)
weights1, factors1, it1, error1, cpt, time1 = her_Als(
t,
r,
factors=copy.deepcopy(factors),
it_max=500,
time_rec=True)
weights3, factors3, it3, error3, _, time3 = CPRAND(
t,
r,
n_samples,
factors=copy.deepcopy(factors),
exact_err=True,
it_max=500,
err_it_max=250,
time_rec=True)
weights2, factors2, it2, error2, time2 = als(
t,
r,
factors=copy.deepcopy(factors),
it_max=500,
time_rec=True)
error1 = [i * norm_tensor for i in error1]
del error1[0]
error2 = [i * norm_tensor for i in error2]
del error2[0]
error3 = [i * norm_tensor for i in error3]
del error3[0]
error4 = [i * norm_tensor for i in error4]
del error4[0]
else:
weights4, factors4, it4, error, _, cpt, l4, time4 = her_CPRAND(
t,
r,
n_samples,
factors=copy.deepcopy(factors),
exact_err=True,
it_max=500,
err_it_max=250,
list_factors=list_factors,
time_rec=True)
weights1, factors1, it1, error, cpt, l1, time1 = her_Als(
t,
r,
factors=copy.deepcopy(factors),
it_max=500,
list_factors=list_factors,
time_rec=True)
weights3, factors3, it3, error, _, l3, time3 = CPRAND(
t,
r,
n_samples,
factors=copy.deepcopy(factors),
exact_err=True,
it_max=500,
err_it_max=250,
list_factors=list_factors,
time_rec=True)
weights2, factors2, it2, error, l2, time2 = als(
t,
r,
factors=copy.deepcopy(factors),
it_max=500,
list_factors=list_factors,
time_rec=True)
error1 = [err_fac(fac_true, i) for i in l1]
del error1[0]
error2 = [err_fac(fac_true, i) for i in l2]
del error2[0]
error3 = [err_fac(fac_true, i) for i in l3]
del error3[0]
error4 = [err_fac(fac_true, i) for i in l4]
del error4[0]
if (min_e > min(min(error1), min(error2), min(error3),
min(error4))):
min_e = min(min(error1), min(error2), min(error3), min(error4))
list_err1.append(error1)
list_err2.append(error2)
list_err3.append(error3)
list_err4.append(error4)
list_time1.append(time1)
list_time2.append(time2)
list_time3.append(time3)
list_time4.append(time4)
list_err1 = np.array([np.array(i) for i in list_err1])
list_err2 = np.array([np.array(i) for i in list_err2])
list_err3 = np.array([np.array(i) for i in list_err3])
list_err4 = np.array([np.array(i) for i in list_err4])
list_err1 = list_err1 - min_e
list_err2 = list_err2 - min_e
list_err3 = list_err3 - min_e
list_err4 = list_err4 - min_e
for i in range(len(list_err1)):
plt.plot(np.cumsum(list_time1[i]), list_err1[i], 'b-', linewidth=.3)
for i in range(len(list_err2)):
plt.plot(np.cumsum(list_time2[i]), list_err2[i], 'r-', linewidth=.3)
for i in range(len(list_err3)):
plt.plot(np.cumsum(list_time3[i]), list_err3[i], 'y-', linewidth=.3)
for i in range(len(list_err4)):
plt.plot(np.cumsum(list_time4[i]), list_err4[i], 'g-', linewidth=.3)
n_max1 = len(max(list_err1, key=len)) # length of the longest error
n_max2 = len(max(list_err2, key=len))
n_max3 = len(max(list_err3, key=len))
n_max4 = len(max(list_err4, key=len))
mat1 = np.array(
[i.tolist() + [i[len(i) - 1]] * (n_max1 - len(i)) for i in list_err1])
mat2 = np.array(
[i.tolist() + [i[len(i) - 1]] * (n_max2 - len(i)) for i in list_err2])
mat3 = np.array(
[i.tolist() + [i[len(i) - 1]] * (n_max3 - len(i)) for i in list_err3])
mat4 = np.array(
[i.tolist() + [i[len(i) - 1]] * (n_max4 - len(i)) for i in list_err4])
t_max1 = len(max(list_time1, key=len))
t_max2 = len(max(list_time2, key=len))
t_max3 = len(max(list_time3, key=len))
t_max4 = len(max(list_time4, key=len))
mat_time1 = np.array([i + [0] * (t_max1 - len(i)) for i in list_time1])
mat_time2 = np.array([i + [0] * (t_max2 - len(i)) for i in list_time2])
mat_time3 = np.array([i + [0] * (t_max3 - len(i)) for i in list_time3])
mat_time4 = np.array([i + [0] * (t_max4 - len(i)) for i in list_time4])
# plot
plt.plot(np.cumsum(np.median(mat_time1, axis=0)),
np.median(mat1, axis=0),
'b-',
linewidth=3,
label="her als")
plt.plot(np.cumsum(np.median(mat_time2, axis=0)),
np.median(mat2, axis=0),
'r-',
linewidth=3,
label="als")
plt.plot(np.cumsum(np.median(mat_time3, axis=0)),
np.median(mat3, axis=0),
'y-',
linewidth=3,
label="CPRAND")
plt.plot(np.cumsum(np.median(mat_time4, axis=0)),
np.median(mat4, axis=0),
'g-',
linewidth=3,
label="herCPRAND")
plt.yscale("log")
plt.xlabel('time')
plt.ylabel('data fitting error')
plt.legend(loc='best')
plt.title('Simple case exact')
def comparaison(I,
J,
K,
r,
nb_rand,
n_samples,
exact_err=False,
list_factors=False,
scale=False):
"""
plot data fitting/factors error over nb_rand noised I*J*K rank r random tensors,
with the median value in bold.
x aixs is it.
For each tensor, we have 5 random factors initializations.
Need to change plot x,y label and title to run the test.
Parameters
----------
I : int
dimension of mode 1.
J : int
dimension of mode 2.
K : int
dimension of mode 3.
r : int
rank.
nb_rand : int
nb of tensors.
n_samples : int
sample size used for (her)CPRAND.
exact_err : boolean, optional
whether use exact error computation or not for (her)CPRAND. The default is False.
list_factors : boolean, optional
whether compute factor error or data fitting error. The default is False.
scale : boolean, optional
whether to scale the singular values of matrices or not. The default is False.
Returns
-------
None.
"""
list_err1 = []
list_err2 = []
list_err3 = []
list_err4 = []
list_pct = []
min_e = None
for i in range(nb_rand):
# Random initialization of a noised cp_tensor
# np.random.seed(i)
A, B, C, noise = init_factors(I, J, K, r, scale)
fac_true = [A, B, C]
t = tl.cp_to_tensor((None, fac_true)) + noise
norm_tensor = tl.norm(t, 2)
if (min_e == None): min_e = norm_tensor
for k in range(5): # 5 initializations
factors = random_init_fac(t, r)
if list_factors == False:
weights4, factors4, it4, error4, _, cpt1 = her_CPRAND(
t,
r,
n_samples,
factors=copy.deepcopy(factors),
exact_err=True,
it_max=500,
err_it_max=100)
weights1, factors1, it1, error1, cpt = her_Als(
t, r, factors=copy.deepcopy(factors), it_max=500)
weights3, factors3, it3, error3, _ = CPRAND(
t,
r,
n_samples,
factors=copy.deepcopy(factors),
exact_err=True,
it_max=500,
err_it_max=100)
weights2, factors2, it2, error2 = als(
t, r, factors=copy.deepcopy(factors), it_max=500)
error1 = [i * norm_tensor for i in error1]
error2 = [i * norm_tensor for i in error2]
error3 = [i * norm_tensor for i in error3]
error4 = [i * norm_tensor for i in error4]
else:
weights4, factors4, it4, error, _, cpt1, l4 = her_CPRAND(
t,
r,
n_samples,
factors=copy.deepcopy(factors),
exact_err=True,
it_max=500,
err_it_max=100,
list_factors=list_factors)
weights1, factors1, it1, error, cpt, l1 = her_Als(
t,
r,
factors=copy.deepcopy(factors),
it_max=500,
list_factors=list_factors)
weights3, factors3, it3, error, _, l3 = CPRAND(
t,
r,
n_samples,
factors=copy.deepcopy(factors),
exact_err=True,
it_max=500,
err_it_max=100,
list_factors=list_factors)
weights2, factors2, it2, error, l2 = als(
t,
r,
factors=copy.deepcopy(factors),
it_max=500,
list_factors=list_factors)
error1 = [err_fac(fac_true, i) for i in l1]
error2 = [err_fac(fac_true, i) for i in l2]
error3 = [err_fac(fac_true, i) for i in l3]
error4 = [err_fac(fac_true, i) for i in l4]
list_pct.append(cpt1)
if (min_e > min(min(error1), min(error2), min(error3),
min(error4))):
min_e = min(min(error1), min(error2), min(error3), min(error4))
list_err1.append(error1)
list_err2.append(error2)
list_err3.append(error3)
list_err4.append(error4)
list_err1 = np.array([np.array(i) for i in list_err1])
list_err2 = np.array([np.array(i) for i in list_err2])
list_err3 = np.array([np.array(i) for i in list_err3])
list_err4 = np.array([np.array(i) for i in list_err4])
list_err1 = list_err1 - min_e
list_err2 = list_err2 - min_e
list_err3 = list_err3 - min_e
list_err4 = list_err4 - min_e
for i in list_err1:
plt.plot(range(len(i)), i, 'b-', linewidth=.3)
for i in list_err2:
plt.plot(range(len(i)), i, 'r-', linewidth=.3)
for i in list_err3:
plt.plot(range(len(i)), i, 'y-', linewidth=.3)
for i in list_err4:
plt.plot(range(len(i)), i, 'g-', linewidth=.3)
n_max1 = len(max(list_err1, key=len)) # length of the longest error
n_max2 = len(max(list_err2, key=len))
n_max3 = len(max(list_err3, key=len))
n_max4 = len(max(list_err4, key=len))
mat1 = np.array(
[i.tolist() + [i[len(i) - 1]] * (n_max1 - len(i)) for i in list_err1])
mat2 = np.array(
[i.tolist() + [i[len(i) - 1]] * (n_max2 - len(i)) for i in list_err2])
mat3 = np.array(
[i.tolist() + [i[len(i) - 1]] * (n_max3 - len(i)) for i in list_err3])
mat4 = np.array(
[i.tolist() + [i[len(i) - 1]] * (n_max4 - len(i)) for i in list_err4])
# plot
plt.plot(range(n_max1),
np.median(mat1, axis=0),
'b-',
linewidth=3,
label="her_als")
plt.plot(range(n_max2),
np.median(mat2, axis=0),
'r-',
linewidth=3,
label="als")
plt.plot(range(n_max3),
np.median(mat3, axis=0),
'y-',
linewidth=3,
label="CPRAND")
plt.plot(range(n_max4),
np.median(mat4, axis=0),
'g-',
linewidth=3,
label="herCPRAND")
plt.yscale("log")
plt.xlabel('it')
plt.ylabel('data fitting error')
plt.legend(loc='best')
plt.title('Complicated case')
def comparison(I,
J,
K,
r,
nb_rand,
n_samples,
n_samples_err,
exact_err=False,
scale=False,
noise_level=0.3,
tol=0.31):
"""
boxplot for fits, scores, it, time, restarts.
We generate nb_rand noised I*J*K rank r random tensors, for each tensor, we have 5 factors initializations.
Then we run the 4 algorithms.
Parameters
----------
I : int
dimension of mode 1.
J : int
dimension of mode 2.
K : int
dimension of mode 3.
r : int
rank.
nb_rand : int
nb of tensors.
n_samples : int
sample size used for (her)CPRAND.
n_samples_err : int
sample size used for error in (her)cprand
exact_err : boolean, optional
whether use exact error computation or not for (her)CPRAND. The default is False.
scale : boolean, optional
whether to scale the singular values of matrices or not. The default is False.
Returns
-------
None.
"""
fit = {1: [], 2: [], 3: [], 4: [], 5: [], 6: []}
score_tot = {1: [], 2: [], 3: [], 4: [], 5: [], 6: []}
it_tot = {1: [], 2: [], 3: [], 4: [], 5: [], 6: []}
time_tot = {1: [], 2: [], 3: [], 4: [], 5: [], 6: []}
restart = {"herals": [], "hercprand": [], "hercprand small": []}
# local variables
error = {1: [], 2: [], 3: [], 4: [], 5: [], 6: []}
l_fac = {1: [], 2: [], 3: [], 4: [], 5: [], 6: []}
it = {1: 0, 2: 0, 3: 0, 4: 0, 5: 0, 6: 0}
time = {1: [], 2: [], 3: [], 4: [], 5: [], 6: []}
for i in range(nb_rand):
# Random initialization of a noised cp_tensor
fac_true, noise = init_factors(I, J, K, r, noise_level, scale)
t = tl.cp_to_tensor((None, fac_true)) + noise
for k in range(5):
# random initialization of factors
factors = random_init_fac(t, r)
# run 4 methods
weights1, l_fac[1], it[1], error[1], cpt1, l_fac1, time[
1] = her_Als(t,
r,
factors=copy.deepcopy(factors),
it_max=200,
tol=tol,
list_factors=True,
time_rec=True)
weights2, l_fac[2], it[2], error[2], l_fac2, time[2] = als(
t,
r,
factors=copy.deepcopy(factors),
it_max=200,
tol=tol,
list_factors=True,
time_rec=True)
weights3, l_fac[3], it[3], error[3], l_fac3, time[3] = CPRAND(
t,
r,
n_samples,
n_samples_err,
factors=copy.deepcopy(factors),
exact_err=exact_err,
it_max=200,
err_it_max=200,
tol=tol,
list_factors=True,
time_rec=True)
weights4, l_fac[4], it[4], error[4], cpt4, l_fac4, time[
4] = her_CPRAND(t,
r,
n_samples,
n_samples_err,
factors=copy.deepcopy(factors),
exact_err=exact_err,
it_max=200,
err_it_max=200,
tol=tol,
list_factors=True,
time_rec=True)
weights5, l_fac[5], it[5], error[5], l_fac5, time[5] = CPRAND(
t,
r,
100,
n_samples_err,
factors=copy.deepcopy(factors),
exact_err=exact_err,
it_max=200,
err_it_max=200,
tol=tol,
list_factors=True,
time_rec=True)
weights6, l_fac[6], it[6], error[6], cpt6, l_fac6, time[
6] = her_CPRAND(t,
r,
100,
n_samples_err,
factors=copy.deepcopy(factors),
exact_err=exact_err,
it_max=200,
err_it_max=200,
tol=tol,
list_factors=True,
time_rec=True)
# information storage
restart["herals"].append(cpt1)
restart["hercprand"].append(cpt4)
restart["hercprand small"].append(cpt6)
for j in range(1, 7):
fit[j].append(1 - (error[j][len(error[j]) - 1]))
score_tot[j].append(score(fac_true, l_fac[j]))
it_tot[j].append(it[j])
time_tot[j].append(np.cumsum(time[j])[len(time[j]) - 1])
# figure
labels = [
"herals", "als", "cprand", "hercprand", "cprand small",
"hercprand small"
]
_, dataf = [*zip(*fit.items())]
_, datas = [*zip(*score_tot.items())]
_, datai = [*zip(*it_tot.items())]
_, datat = [*zip(*time_tot.items())]
_, datar = [*zip(*restart.items())]
plt.figure(0)
plt.boxplot(dataf, vert=False)
plt.yticks(range(1, len(labels) + 1), labels)
plt.title('fits')
plt.figure(1)
plt.boxplot(datas, vert=False)
plt.yticks(range(1, len(labels) + 1), labels)
plt.title('scores')
plt.figure(2)
plt.boxplot(datai, vert=False)
plt.yticks(range(1, len(labels) + 1), labels)
plt.title('it')
plt.figure(3)
plt.boxplot(datat, vert=False)
plt.yticks(range(1, len(labels) + 1), labels)
plt.title('time')
plt.figure(4)
plt.boxplot(datar, vert=False)
plt.yticks(range(1, 4), ["herals", "hercprand", "hercprand small"])
plt.title('restarts')