Source code for imml.cluster.opimc

# License: BSD-3-Clause

import os
from os.path import dirname
import numpy as np
import pandas as pd
from sklearn.base import BaseEstimator, ClusterMixin
from sklearn.impute import SimpleImputer

from ..impute import get_observed_mod_indicator
from ..preprocessing import MMTransformer
from ..utils import check_Xs_y
from .. import octavemodule_installed, oct2py_module_error, Tensor

if octavemodule_installed:
    import oct2py


[docs] class OPIMC(BaseEstimator, ClusterMixin): r""" One-Pass Incomplete Multi-View Clustering (OPIMC). [#opimcpaper1]_ [#opimcpaper2]_ [#opimccode]_ OPIMC deals with large scale incomplete multi-view clustering problem by considering the instance missing information with the help of regularized matrix factorization and weighted matrix factorization. Parameters ---------- n_clusters : int, default=8 The number of clusters to generate. alpha : float, default=10 Nonnegative parameter. max_iter : int, default=30 Maximum number of iterations. tol : float, default=1e-6 Tolerance of the stopping condition. batch_size : int, default=250 Size of the chunk. random_state : int, default=None Determines the randomness. Use an int to make the randomness deterministic. engine : str, default='python' Engine to use for computing the model. Current options are 'python' or 'octave'. verbose : bool, default=False Verbosity mode. clean_space : bool, default=True If engine is 'octave' and clean_space is True, the session will be closed after fitting the model. Attributes ---------- labels_ : array-like of shape (n_samples,) Labels of each point in training data. embedding_ : array-like of shape (n_samples, n_clusters) Consensus clustering matrix to be used as input for the KMeans clustering step. References ---------- .. [#opimcpaper1] Hu, M., & Chen, S. (2019). One-Pass Incomplete Multi-View Clustering. Proceedings of the AAAI Conference on Artificial Intelligence, 33(01), 3838-3845. https://doi.org/10.1609/aaai.v33i01.33013838. .. [#opimcpaper2] Jie Wen, Zheng Zhang, Lunke Fei, Bob Zhang, Yong Xu, Zhao Zhang, Jinxing Li, A Survey on Incomplete Multi-view Clustering, IEEE TRANSACTIONS ON SYSTEMS, MAN, AND CYBERNETICS: SYSTEMS, 2022. .. [#opimccode] https://github.com/software-shao/online-multiview-clustering-with-incomplete-view Example -------- >>> import numpy as np >>> import pandas as pd >>> from imml.cluster import OPIMC >>> Xs = [pd.DataFrame(np.random.default_rng(42).random((20, 10))) for i in range(3)] >>> estimator = OPIMC(n_clusters = 2) >>> labels = estimator.fit_predict(Xs) """ def __init__(self, n_clusters: int = 8, alpha: float = 10, num_passes: int = 1, max_iter: int = 30, tol: float = 1e-6, batch_size: int = 250, random_state:int = None, engine: str ="python", verbose = False, clean_space: bool = True): if not isinstance(n_clusters, int): raise ValueError(f"Invalid n_clusters. It must be an int. A {type(n_clusters)} was passed.") if n_clusters < 2: raise ValueError(f"Invalid n_clusters. It must be an greater than 1. {n_clusters} was passed.") engines_options = ["octave", "python"] if engine not in engines_options: raise ValueError(f"Invalid engine. Expected one of {engines_options}. {engine} was passed.") if (engine == "octave") and (not octavemodule_installed): raise ImportError(oct2py_module_error) if not isinstance(max_iter, int): raise ValueError(f"Invalid max_iter. It must be an int. A {type(max_iter)} was passed.") if max_iter < 1: raise ValueError(f"Invalid max_iter. It must be an greater than 0. {max_iter} was passed.") self.n_clusters = n_clusters self.alpha = alpha self.num_passes = num_passes self.max_iter = max_iter self.tol = tol self.batch_size = batch_size self.random_state = random_state self.engine = engine self.verbose = verbose self.clean_space = clean_space if self.engine == "octave": octave_folder = dirname(__file__) octave_folder = os.path.join(octave_folder, "_" + (os.path.basename(__file__).split(".")[0])) self._octave_folder = octave_folder octave_files = [x for x in os.listdir(octave_folder) if x.endswith(".m")] self._oc = oct2py.Oct2Py(temp_dir= octave_folder) for octave_file in octave_files: with open(os.path.join(octave_folder, octave_file)) as f: self._oc.eval(f.read())
[docs] def fit(self, Xs, y=None): r""" Fit the transformer to the input data. Parameters ---------- Xs : list of array-likes objects - Xs length: n_mods - Xs[i] shape: (n_samples, n_features_i) A list of different modalities. y : Ignored Not used, present here for API consistency by convention. Returns ------- self : Fitted estimator. """ Xs = check_Xs_y(Xs, ensure_all_finite='allow-nan') transformed_Xs, observed_mod_indicator = self._processing_xs(Xs) if self.engine == "octave": options = {"batch_size": self.batch_size, "k": self.n_clusters, "maxiter": self.max_iter, "tol": self.tol, "pass": self.num_passes, "alpha": self.alpha} if self.random_state is not None: self._oc.rand('seed', self.random_state) labels, embeddings = self._oc.OPIMC(transformed_Xs, options, observed_mod_indicator, nout=2) if self.clean_space: self._clean_space() labels = labels[:, 0] elif self.engine == "python": self.rng = np.random.default_rng(self.random_state) labels, embeddings = self._opimc_python(list(transformed_Xs), np.array(observed_mod_indicator, dtype=float)) labels = pd.factorize(labels)[0] self.labels_ = labels self.embedding_ = embeddings return self
def _predict(self, Xs): r""" Return clustering results for samples. Parameters ---------- Xs : list of array-likes objects - Xs length: n_mods - Xs[i] shape: (n_samples, n_features_i) A list of different modalities. Returns ------- labels : ndarray of shape (n_samples,) Index of the cluster each sample belongs to. """ return self.labels_
[docs] def fit_predict(self, Xs, y=None): r""" Fit the model and return clustering results. Convenience method; equivalent to calling fit(X) followed by predict(X). Parameters ---------- Xs : list of array-likes objects - Xs length: n_mods - Xs[i] shape: (n_samples, n_features_i) A list of different modalities. Returns ------- labels : ndarray of shape (n_samples,) Index of the cluster each sample belongs to. """ labels = self.fit(Xs)._predict(Xs) return labels
def _clean_space(self): [os.remove(os.path.join(self._octave_folder, x)) for x in ["reader.mat", "writer.mat"] if os.path.exists(os.path.join(self._octave_folder, x))] self._oc.exit() del self._oc @staticmethod def _processing_xs(Xs): if isinstance(Xs[0], pd.DataFrame): transformed_Xs = [X.values for X in Xs] elif isinstance(Xs[0], np.ndarray): transformed_Xs = Xs elif isinstance(Xs[0], Tensor): transformed_Xs = [X.numpy() for X in Xs] else: transformed_Xs = list(Xs) observed_mod_indicator = get_observed_mod_indicator(transformed_Xs) imputer = MMTransformer(transformer=SimpleImputer(strategy="constant", fill_value=0)) transformed_Xs = imputer.fit_transform(transformed_Xs) transformed_Xs = tuple(X.T for X in transformed_Xs) return transformed_Xs, observed_mod_indicator @staticmethod def _update_v(X_blk, w_blk, U): block_len = X_blk[0].shape[1] k = U[0].shape[1] D = np.zeros((block_len, k)) for Xi, wi, Ui in zip(X_blk, w_blk, U): bb = np.einsum('ij,ij->j', Ui, Ui) # (k,) squared column norms of Ui D += wi[:, None] * (bb - 2.0 * (Xi.T @ Ui)) labels = D.argmin(axis=1) V = np.zeros((block_len, k)) V[np.arange(block_len), labels] = 1.0 return V, D def _compute_objective(self, R, T, X_blk, w_blk, U, V): loss = 0.0 for Ri, Ti, Xi, wi, Ui in zip(R, T, X_blk, w_blk, U): wV = wi[:, None] * V # (block_len, k) tmp1 = Ri + Xi @ V # (n_features_i, k) tmp2 = Ti + V.T @ wV # (k, k) symmetric loss += (-2.0 * np.sum(Ui * tmp1) # -2 * trace(Ui.T @ tmp1) + np.sum((Ui.T @ Ui) * tmp2) # trace(Ui.T @ Ui @ tmp2) + self.alpha * np.sum(Ui ** 2)) # alpha * ||Ui||_F^2 return loss def _opimc_python(self, Xs, ind): num_mods = len(Xs) total = Xs[0].shape[1] num_block = int(np.ceil(total / self.batch_size)) W = [ind[:, i] for i in range(num_mods)] U = [self.rng.random((Xi.shape[0], self.n_clusters)) for Xi in Xs] R = [np.zeros((Xi.shape[0], self.n_clusters)) for Xi in Xs] T = [np.zeros((self.n_clusters, self.n_clusters)) for _ in range(num_mods)] label_total = np.zeros((self.num_passes, total), dtype=int) D_full = np.zeros((total, self.n_clusters)) for pass_idx in range(self.num_passes): if pass_idx > 0: label_total[pass_idx] = label_total[pass_idx - 1] for block_idx in range(num_block): start = block_idx * self.batch_size end = min(start + self.batch_size, total) block_len = end - start X_blk = [Xi[:, start:end] for Xi in Xs] w_blk = [Wi[start:end] for Wi in W] if pass_idx == 0: if block_idx == 0: U[:] = [self.rng.random(Ui.shape) for Ui in U] V = self.rng.random((block_len, self.n_clusters)) V /= V.sum(axis=1, keepdims=True) else: V, _ = self._update_v(X_blk, w_blk, U) label_total[0, start:end] = V.argmax(axis=1) else: V = np.zeros((block_len, self.n_clusters)) V[np.arange(block_len), label_total[pass_idx, start:end]] = 1.0 log_out = self._compute_objective(R, T, X_blk, w_blk, U, V) for iter_count in range(self.max_iter): if pass_idx != 0 and iter_count == 0: V_pre = np.zeros((block_len, self.n_clusters)) V_pre[np.arange(block_len), label_total[pass_idx - 1, start:end]] = 1.0 for Ti, Ri, Xi, wi in zip(T, R, X_blk, w_blk): Ti -= V_pre.T @ (wi[:, None] * V_pre) Ri -= Xi @ V_pre for i, (Ti, Ri, Xi, wi, Ui) in enumerate(zip(T, R, X_blk, w_blk, U)): wV = wi[:, None] * V VtWV = V.T @ wV TpVtWV = Ti + VtWV U_new = np.linalg.solve( (TpVtWV + self.alpha * np.eye(self.n_clusters)).T, (Ri + Xi @ V).T, ).T check = VtWV if (pass_idx == 0 and block_idx == 0) else TpVtWV zero_cols = np.where(np.diag(check) == 0)[0] if len(zero_cols): if pass_idx == 0 and block_idx == 0: U_new[:, zero_cols] = Xi.mean(axis=1, keepdims=True) else: U_new[:, zero_cols] = Ui[:, zero_cols] U[i] = U_new V, D = self._update_v(X_blk, w_blk, U) label_total[pass_idx, start:end] = V.argmax(axis=1) log_out_new = self._compute_objective(R, T, X_blk, w_blk, U, V) if log_out != 0.0 and abs((log_out_new - log_out) / log_out) < self.tol: break log_out = log_out_new D_full[start:end] = D for Ri, Ti, Xi, wi in zip(R, T, X_blk, w_blk): wV = wi[:, None] * V Ri += Xi @ V Ti += V.T @ wV return label_total[self.num_passes - 1], D_full