Source code for TensorClus.coclustering.sparseTensorCoclustering

# -*- coding: utf-8 -*-

"""

The :mod:`TensorClus.coclustering.sparseTensorCoclustering` module provides an implementation
of a Sparse tensor co-clustering algorithm.
"""

# Author: Rafika Boutalbi <rafika.boutalbi@gmail.com>
#         Mohamed Nadif <mohamed.nadif@u-paris.fr>
#         Lazhar Labiod <lazhar.labiod@u-paris.fr>

# License: BSD 3 clause

from __future__ import division
import numpy as np
import random
from sklearn.utils import check_random_state
from ..initialization import random_init
from .baseDiagonalCoclustering import BaseDiagonalCoclust
from ..tests.input_checking import check_tensor, check_numbers_clusters
# Test GPU availability

GPU_exist = False
try :
    import cupy as cp
    GPU_exist = True
except ImportError :
    GPU_exist = False
    print("No GPU available")

print("GPU_exist", GPU_exist)

[docs]class SparseTensorCoclusteringPoisson(BaseDiagonalCoclust): """Tensor Latent Block Model for Poisson distribution. Parameters ---------- n_row_clusters : int, optional, default: 2 Number of row clusters to form n_col_clusters : int, optional, default: 2 Number of column clusters to form fuzzy : boolean, optional, default: True Provide fuzzy clustering, If fuzzy is False a hard clustering is performed init_row : numpy array or scipy sparse matrix, \ shape (n_rows, K), optional, default: None Initial row labels init_col : numpy array or scipy sparse matrix, \ shape (n_cols, L), optional, default: None Initial column labels max_iter : int, optional, default: 20 Maximum number of iterations n_init : int, optional, default: 1 Number of time the algorithm will be run with different initializations. The final results will be the best output of `n_init` consecutive runs. random_state : integer or numpy.RandomState, optional The generator used to initialize the centers. If an integer is given, it fixes the seed. Defaults to the global numpy random number generator. tol : float, default: 1e-9 Relative tolerance with regards to criterion to declare convergence Attributes ---------- row_labels_ : array-like, shape (n_rows,) Bicluster label of each row column_labels_ : array-like, shape (n_cols,) Bicluster label of each column gamma_kl : array-like, shape (k,l,v) Value :math:`\\frac{p_{kl}}{p_{k.} \\times p_{.l}}` for each row cluster k and column cluster l gamma_kl_evolution : array-like, shape(k,l,max_iter) Value of gamma_kl of each bicluster according to iterations """ def __init__(self, n_clusters=2, fuzzy = True, init_row=None, init_col=None, max_iter=50, n_init=1, tol=1e-6, random_state=None, gpu = None): self.n_clusters = n_clusters self.init_row = init_row self.init_col = init_col self.max_iter = max_iter self.n_init = n_init self.tol = tol self.random_state = random_state self.fuzzy = fuzzy self.row_labels_ = None self.column_labels_ = None self.criterions = [] self.criterion = -np.inf self.gamma_kl = None self.gamma_kl_evolution = None self.gpu = gpu
[docs] def fit(self, X, y=None): """Perform Tensor co-clustering. Parameters ---------- X : three-way numpy array, shape=(n_row_objects,d_col_objects, v_features) Tensor to be analyzed """ global GPU_exist if self.gpu is None: self.gpu = GPU_exist else: GPU_exist = self.gpu random_state = check_random_state(self.random_state) # check_array(X, accept_sparse=True, dtype="numeric", order=None, # copy=False, force_all_finite=True, ensure_2d=False, # allow_nd=False, ensure_min_samples=self.n_row_clusters, # ensure_min_features=self.n_col_clusters, # warn_on_dtype=False, estimator=None) check_tensor(X) check_numbers_clusters(X,self.n_clusters) X = X.astype(int) criterion = self.criterion criterions = self.criterions row_labels_ = self.row_labels_ column_labels_ = self.column_labels_ gamma_kl = self.gamma_kl gamma_kl_evolution = self.gamma_kl_evolution seeds = random_state.randint(np.iinfo(np.int32).max, size=self.n_init) #seeds = random.sample(range(10, 30), self.n_init) for seed in seeds: self._fit_single(X, seed, y) if np.isnan(self.criterion): raise ValueError("matrix may contain negative or " "unexpected NaN values") # remember attributes corresponding to the best criterion if (self.criterion > criterion): criterion = self.criterion criterions = self.criterions row_labels_ = self.row_labels_ column_labels_ = self.column_labels_ gamma_kl = self.gamma_kl gamma_kl_evolution = self.gamma_kl_evolution # update attributes self.criterion = criterion self.criterions = criterions self.row_labels_ = row_labels_ self.column_labels_ = column_labels_ self.gamma_kl = gamma_kl self.gamma_kl_evolution = gamma_kl_evolution return self
[docs] def gammakl(self, x, z, w): """Perform Tensor co-clustering. Parameters ---------- x : three-way numpy array, shape=(n_row_objects,d_col_objects, v_features) Tensor to be analyzed z : row partition w : column partition Returns ------- gamma_kl_mat three-way numpy array, shape=(K,L, v_features) Computed parameters per block """ n = z.shape[0] d = w.shape[0] K = z.shape[1] v = x.shape[2] if not GPU_exist : const = x.sum(axis=(0, 1)).reshape(1, v).astype(np.float64) else: x_gpu = cp.asarray(x) const = x_gpu.sum(axis=(0, 1)).reshape(1, v).astype(np.float64) const = cp.asnumpy(const) cp.cuda.Stream.null.synchronize() sum_z = np.sum(z, 0).reshape(K, 1) sum_w = np.sum(w, 0).reshape(1, K) nbr_element_class = sum_z.dot(sum_w) if not GPU_exist : xi = x.sum(axis=1) xj = x.sum(axis=0) else: xi = x_gpu.sum(axis=1) xi = cp.asnumpy(xi) xj = x_gpu.sum(axis=0) xj = cp.asnumpy(xj) cp.cuda.Stream.null.synchronize() gamma_kl_mat = np.zeros((K, K, v)) zxw_mat = np.zeros((K, K, v)) xkxl_mat = np.zeros((K, K, v)) for k in range(K): z_k = z[:, k].reshape(n, 1) z_k_t = z_k.T z_k_t_xi = z_k_t.dot(xi) # print('z_k_t_xi', z_k_t_xi.shape) for l in range(K): if k == l: w_l = w[:, l].reshape(1, d) w_l_xj = w_l.dot(xj) xkxl = z_k_t_xi * w_l_xj xkxl_mat[k][l] = xkxl.reshape(v).tolist() # print('xkxl.shape', xkxl.shape) if not GPU_exist: zx = np.einsum('ijk,il', x, z_k) else: zx = cp.einsum('ijk,il', x_gpu, z_k) zx = cp.asnumpy(zx) cp.cuda.Stream.null.synchronize() zx = zx.reshape(d, v) # print(zx.shape) zxw = w_l.dot(zx) zxw_mat[k][l] = zxw.reshape(v).tolist() # print('zxw', zxw.shape) value = (zxw / xkxl).reshape(v) # print('value.shape', value.shape) gamma_kl_mat[k][l] = (value).tolist() #################################################################### diag_zxw_mat = zxw_mat.diagonal(0, 0, 1) # the "middle" (row) axis first. # print(diag_zxw_mat.shape) sum_zxw = np.sum(diag_zxw_mat, axis=1).reshape(1, v) diag_xkxl_mat = xkxl_mat.diagonal(0, 0, 1) sum_xkxl = np.sum(diag_xkxl_mat, axis=1).reshape(1, v) part1 = const - sum_zxw + 1.e-9 part2 = (const * const) - sum_xkxl + 1.e-9 vect_gamma = (part1 / part2).reshape(v).tolist() for k in range(K): for l in range(K): if k != l: gamma_kl_mat[k][l] = vect_gamma return gamma_kl_mat # + 1.e-9
[docs] def pi_k(self,z): """Compute row proportion. Parameters ---------- z : numpy array, shape= (n_row_objects, K) matrix of row partition Returns ------- pi_k_vect numpy array, shape=(K) proportion of row clusters """ n = z.shape[0] pi_k_vect = np.sum(z, 0) / n + 1.e-9 return pi_k_vect
[docs] def rho_l(self,w): """Compute column proportion. Parameters ---------- w : numpy array, shape(d_col_objects, L) matrix of column partition Returns ------- rho_l_vect numpy array, shape=(L) proportion of column clusters """ d = w.shape[0] rho_l_vect = np.sum(w, 0) / d + 1.e-9 return rho_l_vect
[docs] def F_c(self, x, z, w, gammakl, pi_k, rho_l, choice='ZW'): """Compute fuzzy log-likelihood (LL) criterion. Parameters ---------- X : three-way numpy array, shape=(n_row_objects,d_col_objects, v_features) Tensor to be analyzed z : numpy array, shape= (n_row_objects, K) matrix of row partition w : numpy array, shape(d_col_objects, L) matrix of column partition gammakl : three-way numpy array, shape=(K,L, v_features) matrix of bloc's parameters pi_k : numpy array, shape(K,) vector of row cluster proportion rho_l : numpy array, shape(K,) vector of column cluster proportion choice : string, take values in ("Z", "W", "ZW") considering the optimization of LL Returns ------- (H_z, H_w, LL, value) (row entropy, column entropy, Log-likelihood, lower bound of log-likelihood) """ n = z.shape[0] d = w.shape[0] K = z.shape[1] L = w.shape[1] v = x.shape[2] # Nombre de covariates # Reshape X matrix # Xij_selec = x.reshape(n*d,v) if not GPU_exist : const = x.sum(axis=(0, 1)).reshape(1, v) else: x_gpu = cp.asarray(x) const = x_gpu.sum(axis=(0, 1)).reshape(1, v).astype(np.float64) const = cp.asnumpy(const) cp.cuda.Stream.null.synchronize() H_z = 0 for i in range(n): for k in range(K): H_z = H_z - (z[i, k] * np.log(z[i, k])) H_w = 0 for j in range(d): for l in range(L): H_w = H_w - (w[j, l] * np.log(w[j, l])) z_weight = 0 for k in range(K): z_weight = z_weight + (np.sum(z[:, k]) * np.log(pi_k[k])) w_weight = 0 for l in range(L): w_weight = w_weight + (np.sum(w[:, l]) * np.log(rho_l[l])) if not GPU_exist : xi = x.sum(axis=1) xj = x.sum(axis=0) else: xi = x_gpu.sum(axis=1) xi = cp.asnumpy(xi) xj = x_gpu.sum(axis=0) xj = cp.asnumpy(xj) cp.cuda.Stream.null.synchronize() LL = 0 cpt = 0 gamma_all = (gammakl[0][1]).reshape(1, v) for k in range(K): z_k = z[:, k].reshape(n, 1) z_k_t = z_k.T z_k_t_xi = z_k_t.dot(xi) w_l = w[:, k].reshape(1, d) w_l_xj = w_l.dot(xj) gkl = (gammakl[k][k]).reshape(1, v) div_gkl_gamma_all = (gkl / gamma_all) + 1.e-9 log_gkl = np.log(div_gkl_gamma_all).reshape(1, v) xkxl = z_k_t_xi * w_l_xj xkxl_gamma = xkxl * (gkl - gamma_all) # print('xkxl.shape', xkxl.shape) if not GPU_exist: zx = np.einsum('ijk,il', x, z_k) else: zx = cp.einsum('ijk,il', x_gpu, z_k) zx = cp.asnumpy(zx) cp.cuda.Stream.null.synchronize() zx = zx.reshape(d, v) zxw = w_l.dot(zx) zxw_gamma = zxw * log_gkl N_log_gamma = const / K * (np.log(gamma_all) - gamma_all * const).reshape(1, v) den = zxw_gamma - xkxl_gamma + N_log_gamma # print((den*gkl).shape) LL = LL + np.sum(den) cpt = cpt + 1 # LL = LL + ((-1)*n*d*np.log(2*np.pi)) value = 0 if choice == "ZW": value = z_weight + w_weight + LL # + H_z + H_w if choice == "Z": value = z_weight + LL + H_z if choice == "W": value = w_weight + LL + H_w return [H_z, H_w, LL, value]
def _fit_single(self, data, random_state, y=None): """Perform one run of Tensor co-clustering. Parameters ---------- X : three-way numpy array, shape=(n_row_objects,d_col_objects, v_features) Tensor to be analyzed """ K = self.n_clusters bool_fuzzy = self.fuzzy if self.init_row is None: z = random_init(K, data.shape[0], random_state) else: z = np.array(self.init_row, dtype=float) if self.init_col is None: w = random_init(K, data.shape[1], random_state) else: w = np.array(self.init_col, dtype=float) ######################################################## n = data.shape[0] d = data.shape[1] nbr_covariates = data.shape[2] if not GPU_exist : const = 1. / (1. * data.sum(axis=(0, 1)) ** 2) else: data_gpu = cp.asarray(data) const = 1. / (1. * data_gpu.sum(axis=(0, 1)) ** 2) const = cp.asnumpy(const) cp.cuda.Stream.null.synchronize() ######################################################## gammakl_hat = self.gammakl(data, z, w) print("les gammakl_hat", gammakl_hat) pi_k_hat = self.pi_k(z) print("proportion lignes", pi_k_hat) rho_l_hat = self.rho_l(w) print("proportion colonnes", rho_l_hat) result = self.F_c(data, z, w, gammakl_hat, pi_k_hat, rho_l_hat, choice='ZW') fc = result[3] print("objective function", fc) ######################################################## iteration_n = self.max_iter iteration_z = int(10) iteration_w = int(10) ################################# dessiner_courbe_evol_gammaKK = np.zeros((K, K, iteration_n + 1)) for k in range(K): for l in range(K): dessiner_courbe_evol_gammaKK[k, l, 0] = np.mean(gammakl_hat[k, l, :]) ################################# ######################################################## ################################# # Début de l'algorithme BLVEM ################################# LL = [] LL.append(fc) fc_previous = float(-np.inf) t = 0 change = True if not GPU_exist : xi = data.sum(axis=1) xj = data.sum(axis=0) else: xi = data_gpu.sum(axis=1) xi = cp.asnumpy(xi) xj = data_gpu.sum(axis=0) xj = cp.asnumpy(xj) cp.cuda.Stream.null.synchronize() while change and t < iteration_n: print("iteration n: ", t) t_z = 0 while t_z < iteration_z: #print("iteration t_z :", t_z) # E-step : z = np.float64(np.zeros((n, K))) + 1.e-9 gamma_all = (gammakl_hat[0][1]).reshape(1, nbr_covariates) for i in range(n): xi_1 = xi[i, :].reshape(1, nbr_covariates) xij = (data[i, :, :]).reshape(d, nbr_covariates) for k in range(K): pik = pi_k_hat[k] gammakl_values = (gammakl_hat[k][k]).reshape(1, nbr_covariates) div_gkl_gamma_all = gammakl_values / gamma_all loggammakl = np.log(div_gkl_gamma_all) part1 = xi_1 * xj # print('part1', part1.shape) part2 = (gammakl_values - gamma_all) * -part1 # print('part2', part2.shape) part3 = xij * loggammakl sum_jl = 0 for l in range(K): if l == k: wjl = w[:, l].reshape(d, 1) # print('part3', part3.shape) part4 = wjl * (part2 + part3) # # print('part4', part4.shape) sum_jl = sum_jl + np.sum(part4) z[i, k] = np.log(pik) + sum_jl # ind_max_r = np.argmax(z[i,:] ) # z[i,:] = 0 + 1.e-10 # z[i,ind_max_r] = 1 if bool_fuzzy== True : #print("soft") z[i, :] = z[i, :] - np.amax(z[i, :]) z[i, :] = np.exp(z[i, :]) / np.sum(np.exp(z[i, :])) + 1.e-5 else: #print("hard") ind_max_r = np.argmax(z[i, :]) z[i, :] = 0 + 1.e-10 z[i, ind_max_r] = 1 # print(z) # M-step : pi_k_hat = self.pi_k(z) gammakl_hat = self.gammakl(data, z, w) # Calculer LL : t_z = t_z + 1 t_w = 0 while t_w < iteration_w: #print("iteration t_w :", t_w) # E-step : w = np.float64(np.zeros((d, K))) + 1.e-9 gamma_all = (gammakl_hat[0][1]).reshape(1, nbr_covariates) for j in range(d): xj_1 = xj[j, :].reshape(1, nbr_covariates) xij = (data[:, j, :]).reshape(n, nbr_covariates) for l in range(K): rohl = rho_l_hat[l] gammakl_values = (gammakl_hat[l][l]).reshape(1, nbr_covariates) div_gkl_gamma_all = gammakl_values / gamma_all loggammakl = np.log(div_gkl_gamma_all) part1 = xj_1 * xi # print('part1', part1.shape) part2 = (gammakl_values - gamma_all) * -part1 # print('part2', part2.shape) part3 = xij * loggammakl sum_ik = 0 for k in range(K): if k == l: zik = z[:, k].reshape(n, 1) # print('part3', part3.shape) part4 = zik * (part2 + part3) # # print('part4', part4.shape) sum_ik = sum_ik + np.sum(part4) w[j, l] = np.log(rohl) + sum_ik if bool_fuzzy == True: #print("soft") w[j, :] = w[j, :] - np.amax(w[j, :]) w[j, :] = np.exp(w[j, :]) / np.sum(np.exp(w[j, :])) + 1.e-5 else: #print("hard") ind_max_c = np.argmax(w[j,:] ) w[j,:] = 0 + 1.e-10 w[j,ind_max_c] = 1 # M-step : rho_l_hat = self.rho_l(w) gammakl_hat = self.gammakl(data, z, w) # Calcul LL : t_w = t_w + 1 for k in range(K): for l in range(K): dessiner_courbe_evol_gammaKK[k, l, t + 1] = np.mean(gammakl_hat[k, l, :]) result = self.F_c(data, z, w, gammakl_hat, pi_k_hat, rho_l_hat, choice='ZW') fc = result[3] LL.append(fc) print("fc value", fc) if np.abs(fc - fc_previous) > self.tol: fc_previous = fc change = True LL.append(fc) t = t+1 else : change = False t_arret = int(t) dessiner_courbe_evol_gammaKK = dessiner_courbe_evol_gammaKK[:, :, 0:(t_arret + 1)] ######################################################## self.criterions = LL self.criterion = fc self.row_labels_ = np.argmax(z, 1) + 1 self.column_labels_ = np.argmax(w, 1) + 1 self.gamma_kl = gammakl_hat self.gamma_kl_evolution = dessiner_courbe_evol_gammaKK self.Z = z self.W = w