mi@0: #!/usr/bin/python mi@0: # mi@0: # Copyright (C) Christian Thurau, 2010. mi@0: # Licensed under the GNU General Public License (GPL). mi@0: # http://www.gnu.org/licenses/gpl.txt mi@0: """ mi@0: PyMF LAESA mi@0: """ mi@0: mi@0: mi@0: import scipy.sparse mi@0: import numpy as np mi@0: mi@0: from dist import * mi@0: from sivm import SIVM mi@0: mi@0: __all__ = ["LAESA"] mi@0: mi@0: class LAESA(SIVM): mi@0: """ mi@0: LAESA(data, num_bases=4) mi@0: mi@0: mi@0: Simplex Volume Maximization. Factorize a data matrix into two matrices s.t. mi@0: F = | data - W*H | is minimal. H is restricted to convexity. W is iteratively mi@0: found by maximizing the volume of the resulting simplex (see [1]). mi@0: mi@0: Parameters mi@0: ---------- mi@0: data : array_like, shape (_data_dimension, _num_samples) mi@0: the input data mi@0: num_bases: int, optional mi@0: Number of bases to compute (column rank of W and row rank of H). mi@0: 4 (default) mi@0: mi@0: Attributes mi@0: ---------- mi@0: W : "data_dimension x num_bases" matrix of basis vectors mi@0: H : "num bases x num_samples" matrix of coefficients mi@0: ferr : frobenius norm (after calling .factorize()) mi@0: mi@0: Example mi@0: ------- mi@0: Applying LAESA to some rather stupid data set: mi@0: mi@0: >>> import numpy as np mi@0: >>> data = np.array([[1.0, 0.0, 2.0], [0.0, 1.0, 1.0]]) mi@0: >>> laesa_mdl = LAESA(data, num_bases=2) mi@0: >>> laesa_mdl.factorize() mi@0: mi@0: The basis vectors are now stored in laesa_mdl.W, the coefficients in laesa_mdl.H. mi@0: To compute coefficients for an existing set of basis vectors simply copy W mi@0: to laesa_mdl.W, and set compute_w to False: mi@0: mi@0: >>> data = np.array([[1.5, 1.3], [1.2, 0.3]]) mi@0: >>> W = np.array([[1.0, 0.0], [0.0, 1.0]]) mi@0: >>> laesa_mdl = LAESA(data, num_bases=2) mi@0: >>> laesa_mdl.W = W mi@0: >>> laesa_mdl.factorize(niter=1, compute_w=False) mi@0: mi@0: The result is a set of coefficients laesa_mdl.H, s.t. data = W * laesa_mdl.H. mi@0: """ mi@0: def update_w(self): mi@0: # initialize some of the recursively updated distance measures mi@0: self.init_sivm() mi@0: distiter = self._distance(self.select[-1]) mi@0: mi@0: for l in range(self._num_bases-1): mi@0: d = self._distance(self.select[-1]) mi@0: mi@0: # replace distances in distiter mi@0: distiter = np.where(d