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/*
 * Copyright (c) 2010-2021 Haifeng Li. All rights reserved.
 *
 * Smile is free software: you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation, either version 3 of the License, or
 * (at your option) any later version.
 *
 * Smile is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 * GNU General Public License for more details.
 *
 * You should have received a copy of the GNU General Public License
 * along with Smile.  If not, see .
 */

package smile.clustering;

import java.io.Serializable;
import java.util.stream.IntStream;

import smile.math.MathEx;
import smile.math.blas.UPLO;
import smile.math.matrix.ARPACK;
import smile.math.matrix.Matrix;

/**
 * Spectral Clustering. Given a set of data points, the similarity matrix may
 * be defined as a matrix S where Sij represents a measure of the
 * similarity between points. Spectral clustering techniques make use of the
 * spectrum of the similarity matrix of the data to perform dimensionality
 * reduction for clustering in fewer dimensions. Then the clustering will
 * be performed in the dimension-reduce space, in which clusters of non-convex
 * shape may become tight. There are some intriguing similarities between
 * spectral clustering methods and kernel PCA, which has been empirically
 * observed to perform clustering.
 *
 * 

References

*
    *
  1. A.Y. Ng, M.I. Jordan, and Y. Weiss. On Spectral Clustering: Analysis and an algorithm. NIPS, 2001.
  2. *
  3. Marina Maila and Jianbo Shi. Learning segmentation by random walks. NIPS, 2000.
  4. *
  5. Deepak Verma and Marina Meila. A Comparison of Spectral Clustering Algorithms. 2003.
  6. *
* * @author Haifeng Li */ public class SpectralClustering extends PartitionClustering implements Serializable { private static final long serialVersionUID = 2L; private static final org.slf4j.Logger logger = org.slf4j.LoggerFactory.getLogger(SpectralClustering.class); /** * The distortion in feature space. */ public final double distortion; /** * Constructor. * @param distortion the total distortion. * @param k the number of clusters. * @param y the cluster labels. */ public SpectralClustering(double distortion, int k, int[] y) { super(k, y); this.distortion = distortion; } /** * Spectral graph clustering. * @param W the adjacency matrix of graph, which will be modified. * @param k the number of clusters. * @return the model. */ public static SpectralClustering fit(Matrix W, int k) { return fit(W, k, 100, 1E-4); } /** * Spectral graph clustering. * @param W the adjacency matrix of graph, which will be modified. * @param k the number of clusters. * @param maxIter the maximum number of iterations for k-means. * @param tol the tolerance of k-means convergence test. * @return the model. */ public static SpectralClustering fit(Matrix W, int k, int maxIter, double tol) { if (k < 2) { throw new IllegalArgumentException("Invalid number of clusters: " + k); } int n = W.nrow(); double[] D = W.colSums(); for (int i = 0; i < n; i++) { if (D[i] == 0.0) { throw new IllegalArgumentException("Isolated vertex: " + i); } D[i] = 1.0 / Math.sqrt(D[i]); } for (int i = 0; i < n; i++) { for (int j = 0; j < i; j++) { double w = D[i] * W.get(i, j) * D[j]; W.set(i, j, w); W.set(j, i, w); } } W.uplo(UPLO.LOWER); Matrix.EVD eigen = ARPACK.syev(W, ARPACK.SymmOption.LA, k); double[][] Y = eigen.Vr.toArray(); for (int i = 0; i < n; i++) { MathEx.unitize2(Y[i]); } KMeans kmeans = KMeans.fit(Y, k, maxIter, tol); return new SpectralClustering(kmeans.distortion, k, kmeans.y); } /** * Spectral clustering the data. * @param data the input data of which each row is an observation. * @param k the number of clusters. * @param sigma the smooth/width parameter of Gaussian kernel, which is * a somewhat sensitive parameter. To search for the best * setting, one may pick the value that gives the tightest * clusters (smallest distortion) in feature space. * @return the model. */ public static SpectralClustering fit(double[][] data, int k, double sigma) { return fit(data, k, sigma, 100, 1E-4); } /** * Spectral clustering the data. * @param data the input data of which each row is an observation. * @param k the number of clusters. * @param sigma the smooth/width parameter of Gaussian kernel, which is * a somewhat sensitive parameter. To search for the best * setting, one may pick the value that gives the tightest * clusters (smallest distortion) in feature space. * @param maxIter the maximum number of iterations for k-means. * @param tol the tolerance of k-means convergence test. * @return the model. */ public static SpectralClustering fit(double[][] data, int k, double sigma, int maxIter, double tol) { if (k < 2) { throw new IllegalArgumentException("Invalid number of clusters: " + k); } if (sigma <= 0.0) { throw new IllegalArgumentException("Invalid standard deviation of Gaussian kernel: " + sigma); } int n = data.length; double gamma = -0.5 / (sigma * sigma); Matrix W = new Matrix(n, n); for (int i = 0; i < n; i++) { for (int j = 0; j < i; j++) { double w = Math.exp(gamma * MathEx.squaredDistance(data[i], data[j])); W.set(i, j, w); W.set(j, i, w); } } return fit(W, k, maxIter, tol); } /** * Spectral clustering with Nystrom approximation. * @param data the input data of which each row is an observation. * @param k the number of clusters. * @param l the number of random samples for Nystrom approximation. * @param sigma the smooth/width parameter of Gaussian kernel, which is * a somewhat sensitive parameter. To search for the best * setting, one may pick the value that gives the tightest * clusters (smallest distortion) in feature space. * @return the model. */ public static SpectralClustering fit(double[][] data, int k, int l, double sigma) { return fit(data, k, l, sigma, 100, 1E-4); } /** * Spectral clustering with Nystrom approximation. * @param data the input data of which each row is an observation. * @param k the number of clusters. * @param l the number of random samples for Nystrom approximation. * @param sigma the smooth/width parameter of Gaussian kernel, which is * a somewhat sensitive parameter. To search for the best * setting, one may pick the value that gives the tightest * clusters (smallest distortion) in feature space. * @param maxIter the maximum number of iterations for k-means. * @param tol the tolerance of k-means convergence test. * @return the model. */ public static SpectralClustering fit(double[][] data, int k, int l, double sigma, int maxIter, double tol) { if (l < k || l >= data.length) { throw new IllegalArgumentException("Invalid number of random samples: " + l); } if (k < 2) { throw new IllegalArgumentException("Invalid number of clusters: " + k); } if (sigma <= 0.0) { throw new IllegalArgumentException("Invalid standard deviation of Gaussian kernel: " + sigma); } int n = data.length; double gamma = -0.5 / (sigma * sigma); int[] index = MathEx.permutate(n); double[][] x = new double[n][]; for (int i = 0; i < n; i++) { x[i] = data[index[i]]; } Matrix C = new Matrix(n, l); double[] D = new double[n]; IntStream.range(0, n).parallel().forEach(i -> { for (int j = 0; j < n; j++) { if (i != j) { double w = Math.exp(gamma * MathEx.squaredDistance(x[i], x[j])); D[i] += w; if (j < l) { C.set(i, j, w); } } } }); for (int i = 0; i < n; i++) { if (D[i] < 1E-4) { logger.error(String.format("Small D[%d] = %f. The data may contain outliers.", i, D[i])); } D[i] = 1.0 / Math.sqrt(D[i]); } for (int i = 0; i < n; i++) { for (int j = 0; j < l; j++) { C.set(i, j, D[i] * C.get(i, j) * D[j]); } } Matrix W = C.submatrix(0, 0, l-1, l-1); W.uplo(UPLO.LOWER); Matrix.EVD eigen = ARPACK.syev(W, ARPACK.SymmOption.LA, k); double[] e = eigen.wr; double scale = Math.sqrt((double)l / n); for (int i = 0; i < k; i++) { if (e[i] <= 1E-8) { throw new IllegalStateException("Non-positive eigen value: " + e[i]); } e[i] = scale / e[i]; } Matrix U = eigen.Vr; for (int i = 0; i < l; i++) { for (int j = 0; j < k; j++) { U.mul(i, j, e[j]); } } double[][] Y = C.mm(U).toArray(); for (int i = 0; i < n; i++) { MathEx.unitize2(Y[i]); } KMeans kmeans = KMeans.fit(Y, k, maxIter, tol); int[] y = new int[n]; for (int i = 0; i < n; i++) { y[index[i]] = kmeans.y[i]; } return new SpectralClustering(kmeans.distortion, k, y); } }




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