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use ndarray::{Array1, Array2, ArrayView2};
use ndarray_linalg::{
eigh::EighInto, lobpcg, lobpcg::LobpcgResult, Lapack, Scalar, TruncatedOrder, UPLO,
};
use ndarray_rand::{rand_distr::Uniform, RandomExt};
use num_traits::NumCast;
use linfa::{traits::Transformer, Float};
use linfa_kernel::Kernel;
use super::hyperparameters::{DiffusionMapHyperParams, DiffusionMapHyperParamsBuilder};
pub struct DiffusionMap<F> {
embedding: Array2<F>,
eigvals: Array1<F>,
}
impl<'a, F: Float + Lapack> Transformer<&'a Kernel<ArrayView2<'a, F>>, DiffusionMap<F>>
for DiffusionMapHyperParams
{
fn transform(&self, kernel: &'a Kernel<ArrayView2<'a, F>>) -> DiffusionMap<F> {
let (embedding, eigvals) =
compute_diffusion_map(kernel, self.steps(), 0.0, self.embedding_size(), None);
DiffusionMap { embedding, eigvals }
}
}
impl<F: Float + Lapack> DiffusionMap<F> {
pub fn params(embedding_size: usize) -> DiffusionMapHyperParamsBuilder {
DiffusionMapHyperParams::new(embedding_size)
}
pub fn estimate_clusters(&self) -> usize {
let mean = self.eigvals.sum() / NumCast::from(self.eigvals.len()).unwrap();
self.eigvals.iter().filter(|x| *x > &mean).count() + 1
}
pub fn eigvals(&self) -> Array1<F> {
self.eigvals.clone()
}
pub fn embedding(&self) -> Array2<F> {
self.embedding.clone()
}
}
fn compute_diffusion_map<'b, F: Float + Lapack>(
kernel: &'b Kernel<ArrayView2<'b, F>>,
steps: usize,
alpha: f32,
embedding_size: usize,
guess: Option<Array2<F>>,
) -> (Array2<F>, Array1<F>) {
assert!(embedding_size < kernel.size());
let d = kernel.sum().mapv(|x| x.recip());
let d2 = d.mapv(|x| x.powf(NumCast::from(0.5 + alpha).unwrap()));
let (vals, mut vecs) = if kernel.size() < 5 * embedding_size + 1 {
let mut matrix = kernel.dot(&Array2::from_diag(&d).view());
matrix
.gencolumns_mut()
.into_iter()
.zip(d.iter())
.for_each(|(mut a, b)| a *= *b);
let (vals, vecs) = matrix.eigh_into(UPLO::Lower).unwrap();
let (vals, vecs) = (vals.slice_move(s![..; -1]), vecs.slice_move(s![.., ..; -1]));
(
vals.slice_move(s![1..=embedding_size])
.mapv(Scalar::from_real),
vecs.slice_move(s![.., 1..=embedding_size]),
)
} else {
let x = guess.unwrap_or_else(|| {
Array2::random(
(kernel.size(), embedding_size + 1),
Uniform::new(0.0f64, 1.0),
)
.mapv(|x| NumCast::from(x).unwrap())
});
let result = lobpcg::lobpcg(
|y| {
let mut y = y.to_owned();
y.genrows_mut()
.into_iter()
.zip(d2.iter())
.for_each(|(mut a, b)| a *= *b);
let mut y = kernel.dot(&y.view());
y.genrows_mut()
.into_iter()
.zip(d2.iter())
.for_each(|(mut a, b)| a *= *b);
y
},
x,
|_| {},
None,
1e-15,
200,
TruncatedOrder::Largest,
);
let (vals, vecs) = match result {
LobpcgResult::Ok(vals, vecs, _) | LobpcgResult::Err(vals, vecs, _, _) => (vals, vecs),
_ => panic!("Eigendecomposition failed!"),
};
(vals.slice_move(s![1..]), vecs.slice_move(s![.., 1..]))
};
let d = d.mapv(|x| x.sqrt());
for (mut col, val) in vecs.genrows_mut().into_iter().zip(d.iter()) {
col *= *val;
}
let steps = NumCast::from(steps).unwrap();
for (mut vec, val) in vecs.gencolumns_mut().into_iter().zip(vals.iter()) {
vec *= val.powf(steps);
}
(vecs, vals)
}