# Code to accompany Lecture 14 (Local Linear Embedding) # An R implementation of local linear embedding, following the # description in Saul and Roweis, JMLR 4 (2003): 119--155 # URL: http://jmlr.csail.mit.edu/papers/v4/saul03a.html # Probably not suitable for large data sets: # I. The finding of the k nearest neighbors for each oint is NOT done with # any real efficiency # II. The final eigenvalue problem is solved by brute force, without using # the sparsity of the matrix # Local linear embedding of data vectors # Inputs: n*p matrix of vectors, number of dimensions q to find (< p), # number of nearest neighbors per vector, scalar regularization setting # Calls: find.kNNs, reconstruction.weights, coords.from.weights # Output: n*q matrix of new coordinates lle <- function(x,q,k=q+1,alpha=0.01) { stopifnot(q>0, qq, alpha>0) # sanity checks kNNs = find.kNNs(x,k) # should return an n*k matrix of indices w = reconstruction.weights(x,kNNs,alpha) # n*n weight matrix coords = coords.from.weights(w,q) # n*q coordinate matrix return(coords) } ####### Finding nearest neighbors and sub-functions ############ # Find multiple nearest neighbors in a data frame # Inputs: n*p matrix of data vectors, number of neighbors to find, # optional arguments to dist function # Calls: smallest.by.rows # Output: n*k matrix of the indices of nearest neighbors find.kNNs <- function(x,k,...) { x.distances = dist(x,...) # Uses the built-in distance function x.distances = as.matrix(x.distances) # need to make it a matrix kNNs = smallest.by.rows(x.distances,k+1) # see text for +1 return(kNNs[,-1]) # see text for -1 } # Find the k smallest entries in each row of an array # Inputs: n*p array, p >= k, number of smallest entries to find # Output: n*k array of column indices for smallest entries per row smallest.by.rows <- function(m,k) { stopifnot(ncol(m) >= k) # Otherwise "k smallest" is meaningless row.orders = t(apply(m,1,order)) k.smallest = row.orders[,1:k] return(k.smallest) } ###### Finding linear approximation weights and sub-functions ######## # Least-squares weights for linear approx. of data from neighbors # Inputs: n*p matrix of vectors, n*k matrix of neighbor indices, # scalar regularization setting # Calls: local.weights # Outputs: n*n matrix of weights reconstruction.weights <- function(x,neighbors,alpha) { stopifnot(is.matrix(x),is.matrix(neighbors),alpha>0) n=nrow(x) stopifnot(nrow(neighbors) == n) w = matrix(0,nrow=n,ncol=n) for (i in 1:n) { i.neighbors = neighbors[i,] w[i,i.neighbors] = local.weights(x[i,],x[i.neighbors,],alpha) } return(w) } # Calculate local reconstruction weights from vectors # Inputs: focal vector (1*p matrix), k*p matrix of neighbors, # scalar regularization setting # Outputs: length k vector of weights, summing to 1 local.weights <- function(focal,neighbors,alpha) { # basic matrix-shape sanity checks stopifnot(nrow(focal)==1,ncol(focal)==ncol(neighbors)) # Should really sanity-check the rest (is.numeric, etc.) k = nrow(neighbors) # Center on the focal vector neighbors=t(t(neighbors)-focal) # exploits recycling rule, which # has a weird preference for columns gram = neighbors %*% t(neighbors) # Try to solve the problem without regularization weights = try(solve(gram,rep(1,k))) # The try function tries to evaluate its argument and returns # the value if successful; otherwise it returns an error # message of class "try-error" if (identical(class(weights),"try-error")) { # Un-regularized solution failed, try to regularize # TODO: look at the error, check if it's something # regularization could fix! weights = solve(gram+alpha*diag(k),rep(1,k)) } # Enforce the unit-sum constraint weights = weights/sum(weights) return(weights) } # Get approximation weights from indices of point and neighbors # Inputs: index of focal point, n*p matrix of vectors, n*k matrix # of nearest neighbor indices, scalar regularization setting # Calls: local.weights # Output: vector of n reconstruction weights local.weights.for.index <- function(focal,x,NNs,alpha) { n = nrow(x) stopifnot(n> 0, 0 < focal, focal <= n, nrow(NNs)==n) w = rep(0,n) neighbors = NNs[focal,] wts = local.weights(x[focal,],x[neighbors,],alpha) w[neighbors] = wts return(w) } # Local linear approximation weights, without iteration # Inputs: n*p matrix of vectors, n*k matrix of neighbor indices, # scalar regularization setting # Calls: local.weights.for.index # Outputs: n*n matrix of reconstruction weights reconstruction.weights.2 <- function(x,neighbors,alpha) { # Sanity-checking should go here n = nrow(x) w = sapply(1:n,local.weights.for.index,x=x,NNs=neighbors, alpha=alpha) w = t(w) # sapply returns the transpose of the matrix we want return(w) } ########## Calculating new coordinates from local weights ############# # Find intrinsic coordinates from local linear approximation weights # Inputs: n*n matrix of weights, number of dimensions q, numerical # tolerance for checking the row-sum constraint on the weights # Output: n*q matrix of new coordinates on the manifold coords.from.weights <- function(w,q,tol=1e-7) { n=nrow(w) stopifnot(ncol(w)==n) # Needs to be square # Check that the weights are normalized # to within tol > 0 to handle round-off error stopifnot(all(abs(rowSums(w)-1) < tol)) # Make the Laplacian M = t(diag(n)-w)%*%(diag(n)-w) # diag(n) is n*n identity matrix soln = eigen(M) # eigenvalues and eigenvectors (here, # eigenfunctions), in order of decreasing eigenvalue coords = soln$vectors[,((n-q):(n-1))] # bottom eigenfunctions # except for the trivial one return(coords) }