diff pymf/nndsvd.py @ 0:26838b1f560f

initial commit of a segmenter project

--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/pymf/nndsvd.py	Thu Apr 02 18:09:27 2015 +0100
@@ -0,0 +1,119 @@
+#!/usr/bin/python
+#
+# Copyright (C) Christian Thurau, 2010.
+# Licensed under the GNU General Public License (GPL).
+# http://www.gnu.org/licenses/gpl.txt
+#$Id$
+"""
+PyMF Non-negative Double Singular Value Decompositions.
+
+    NNDSVD: Class for Non-negative Double Singular Value Decompositions [1]
+
+[1] C. Boutsidis and E. Gallopoulos (2008), SVD based initialization: A head
+start for nonnegative matrix factorization, Pattern Recognition, 41, 1350-1362
+"""
+
+
+import numpy as np
+
+from nmf import NMF
+from svd import SVD
+
+__all__ = ["NNDSVD"]
+
+class NNDSVD(NMF):
+    """
+    NNDSVD(data, num_bases=4)
+
+
+    Non-negative Double Singular Value Decompositions. Factorize a data 
+    matrix into two matrices s.t. F = | data - W*H | = | is minimal. H, and 
+    W are restricted to non-negative data. NNDSVD is primarily used for
+    initializing NMF. 
+
+    Parameters
+    ----------
+    data : array_like, shape (_data_dimension, _num_samples)
+        the input data
+    num_bases: int, optional
+        Number of bases to compute (column rank of W and row rank of H).
+        4 (default)        
+
+    Attributes
+    ----------
+    W : "data_dimension x num_bases" matrix of basis vectors
+    H : "num bases x num_samples" matrix of coefficients
+    ferr : frobenius norm (after calling .factorize()) 
+
+    Example
+    -------
+    Applying NNDSVD to some rather stupid data set:
+
+    >>> import numpy as np
+    >>> data = np.array([[1.0, 0.0, 2.0], [0.0, 1.0, 1.0]])
+    >>> nndsvd_mdl = NNDSVD(data, num_bases=2)
+    >>> nndsvd_mdl.factorize()
+
+    The basis vectors are now stored in nndsvd_mdl.W, the coefficients in 
+    nndsvd_mdl.H. To initialize NMF with nndsvd_mdl.W, nndsvd_mdl.H 
+    simply copy W to nmf_mdl.W and H to nmf_mdl.H:
+
+    >>> data = np.array([[1.5], [1.2]])
+    >>> W = np.array([[1.0, 0.0], [0.0, 1.0]])
+    >>> nmf_mdl = NMF(data, num_bases=2)
+    >>> nmf_mdl.W = nndsvd_mdl.W
+    >>> nmf_mdl.H = nndsvd_mdl.H
+    >>> nmf_mdl.factorize(niter=20)
+
+    The result is a set of (more optimal) coefficients nmf_mdl.H, nmf_mdl.W.
+    """                
+    def init_w(self):
+        self.W = np.zeros((self._data_dimension, self._num_bases))
+                       
+    def init_h(self):
+        self.H = np.zeros((self._num_bases, self._num_samples))
+        
+    def update_h(self):
+        pass
+
+    def update_w(self):
+        svd_mdl = SVD(self.data)
+        svd_mdl.factorize()
+        
+        U, S, V = svd_mdl.U, svd_mdl.S, svd_mdl.V    
+        
+        # The first left singular vector is nonnegative
+        # (abs is only used as values could be all negative)
+        self.W[:,0] = np.sqrt(S[0,0]) * np.abs(U[:,0])
+        
+        #The first right singular vector is nonnegative
+        self.H[0,:] = np.sqrt(S[0,0]) * np.abs(V[0,:].T)
+
+        for i in range(1,self._num_bases):
+            # Form the rank one factor
+            Tmp = np.dot(U[:,i:i+1]*S[i,i], V[i:i+1,:])          
+            
+            # zero out the negative elements
+            Tmp = np.where(Tmp < 0, 0.0, Tmp)
+            
+            # Apply 2nd SVD
+            svd_mdl_2 = SVD(Tmp)
+            svd_mdl_2.factorize()
+            u, s, v = svd_mdl_2.U, svd_mdl_2.S, svd_mdl_2.V
+            
+            # The first left singular vector is nonnegative
+            self.W[:,i] = np.sqrt(s[0,0]) * np.abs(u[:,0]) 
+            
+            #The first right singular vector is nonnegative
+            self.H[i,:] = np.sqrt(s[0,0]) * np.abs(v[0,:].T) 
+        
+    def factorize(self, niter=1, show_progress=False, 
+                  compute_w=True, compute_h=True, compute_err=True):
+                      
+        # enforce certain default values, otherwise it won't work
+        NMF.factorize(self, niter=1, show_progress=show_progress, 
+                  compute_w=True, compute_h=True, compute_err=compute_err)
+
+if __name__ == "__main__":
+    import doctest
+    doctest.testmod()