# Author: Leland McInnes <leland.mcinnes@gmail.com>
#
# License: BSD 3 clause
from __future__ import print_function
import locale
from warnings import warn
import time
from scipy.optimize import curve_fit
from sklearn.base import BaseEstimator
from sklearn.utils import check_random_state, check_array
from sklearn.utils.validation import check_is_fitted
from sklearn.metrics import pairwise_distances
from sklearn.preprocessing import normalize
from sklearn.neighbors import KDTree
from sklearn.decomposition import PCA, TruncatedSVD
try:
import joblib
except ImportError:
# sklearn.externals.joblib is deprecated in 0.21, will be removed in 0.23
from sklearn.externals import joblib
import numpy as np
import scipy.sparse
from scipy.sparse import tril as sparse_tril, triu as sparse_triu
import scipy.sparse.csgraph
import numba
import umap.distances as dist
import umap.sparse as sparse
from umap.utils import (
submatrix,
ts,
csr_unique,
fast_knn_indices,
)
from umap.spectral import spectral_layout, tswspectral_layout
from umap.layouts import (
optimize_layout_euclidean,
optimize_layout_generic,
optimize_layout_inverse,
)
from pynndescent import NNDescent
from pynndescent.distances import named_distances as pynn_named_distances
from pynndescent.sparse import sparse_named_distances as pynn_sparse_named_distances
locale.setlocale(locale.LC_NUMERIC, "C")
INT32_MIN = np.iinfo(np.int32).min + 1
INT32_MAX = np.iinfo(np.int32).max - 1
SMOOTH_K_TOLERANCE = 1e-5
MIN_K_DIST_SCALE = 1e-3
NPY_INFINITY = np.inf
DISCONNECTION_DISTANCES = {
"correlation": 2,
"cosine": 2,
"hellinger": 1,
"jaccard": 1,
"bit_jaccard": 1,
"dice": 1,
}
def flatten_iter(container):
for i in container:
if isinstance(i, (list, tuple)):
for j in flatten_iter(i):
yield j
else:
yield i
def flattened(container):
return tuple(flatten_iter(container))
def breadth_first_search(adjmat, start, min_vertices):
explored = []
queue = [start]
levels = {}
levels[start] = 0
max_level = np.inf
visited = [start]
while queue:
node = queue.pop(0)
explored.append(node)
if max_level == np.inf and len(explored) > min_vertices:
max_level = max(levels.values())
if levels[node] + 1 < max_level:
neighbors = adjmat[node].indices
for neighbour in neighbors:
if neighbour not in visited:
queue.append(neighbour)
visited.append(neighbour)
levels[neighbour] = levels[node] + 1
return np.array(explored)
[docs]
def raise_disconnected_warning(
edges_removed,
vertices_disconnected,
disconnection_distance,
total_rows,
threshold=0.1,
verbose=False,
):
"""A simple wrapper function to avoid large amounts of code repetition."""
if verbose & (vertices_disconnected == 0) & (edges_removed > 0):
print(
f"Disconnection_distance = {disconnection_distance} has removed {edges_removed} edges. "
f"This is not a problem as no vertices were disconnected."
)
elif (vertices_disconnected > 0) & (
vertices_disconnected <= threshold * total_rows
):
warn(
f"A few of your vertices were disconnected from the manifold. This shouldn't cause problems.\n"
f"Disconnection_distance = {disconnection_distance} has removed {edges_removed} edges.\n"
f"It has only fully disconnected {vertices_disconnected} vertices.\n"
f"Use umap.utils.disconnected_vertices() to identify them.",
)
elif vertices_disconnected > threshold * total_rows:
warn(
f"A large number of your vertices were disconnected from the manifold.\n"
f"Disconnection_distance = {disconnection_distance} has removed {edges_removed} edges.\n"
f"It has fully disconnected {vertices_disconnected} vertices.\n"
f"You might consider using find_disconnected_points() to find and remove these points from your data.\n"
f"Use umap.utils.disconnected_vertices() to identify them.",
)
[docs]
@numba.njit(
locals={
"psum": numba.types.float32,
"lo": numba.types.float32,
"mid": numba.types.float32,
"hi": numba.types.float32,
},
fastmath=True,
) # benchmarking `parallel=True` shows it to *decrease* performance
def smooth_knn_dist(distances, k, n_iter=64, local_connectivity=1.0, bandwidth=1.0):
"""Compute a continuous version of the distance to the kth nearest
neighbor. That is, this is similar to knn-distance but allows continuous
k values rather than requiring an integral k. In essence we are simply
computing the distance such that the cardinality of fuzzy set we generate
is k.
Parameters
----------
distances: array of shape (n_samples, n_neighbors)
Distances to nearest neighbors for each sample. Each row should be a
sorted list of distances to a given samples nearest neighbors.
k: float
The number of nearest neighbors to approximate for.
n_iter: int (optional, default 64)
We need to binary search for the correct distance value. This is the
max number of iterations to use in such a search.
local_connectivity: int (optional, default 1)
The local connectivity required -- i.e. the number of nearest
neighbors that should be assumed to be connected at a local level.
The higher this value the more connected the manifold becomes
locally. In practice this should be not more than the local intrinsic
dimension of the manifold.
bandwidth: float (optional, default 1)
The target bandwidth of the kernel, larger values will produce
larger return values.
Returns
-------
knn_dist: array of shape (n_samples,)
The distance to kth nearest neighbor, as suitably approximated.
nn_dist: array of shape (n_samples,)
The distance to the 1st nearest neighbor for each point.
"""
target = np.log2(k) * bandwidth
rho = np.zeros(distances.shape[0], dtype=np.float32)
result = np.zeros(distances.shape[0], dtype=np.float32)
mean_distances = np.mean(distances)
for i in range(distances.shape[0]):
lo = 0.0
hi = NPY_INFINITY
mid = 1.0
# TODO: This is very inefficient, but will do for now. FIXME
ith_distances = distances[i]
non_zero_dists = ith_distances[ith_distances > 0.0]
if non_zero_dists.shape[0] >= local_connectivity:
index = int(np.floor(local_connectivity))
interpolation = local_connectivity - index
if index > 0:
rho[i] = non_zero_dists[index - 1]
if interpolation > SMOOTH_K_TOLERANCE:
rho[i] += interpolation * (
non_zero_dists[index] - non_zero_dists[index - 1]
)
else:
rho[i] = interpolation * non_zero_dists[0]
elif non_zero_dists.shape[0] > 0:
rho[i] = np.max(non_zero_dists)
for n in range(n_iter):
psum = 0.0
for j in range(1, distances.shape[1]):
d = distances[i, j] - rho[i]
if d > 0:
psum += np.exp(-(d / mid))
else:
psum += 1.0
if np.fabs(psum - target) < SMOOTH_K_TOLERANCE:
break
if psum > target:
hi = mid
mid = (lo + hi) / 2.0
else:
lo = mid
if hi == NPY_INFINITY:
mid *= 2
else:
mid = (lo + hi) / 2.0
result[i] = mid
# TODO: This is very inefficient, but will do for now. FIXME
if rho[i] > 0.0:
mean_ith_distances = np.mean(ith_distances)
if result[i] < MIN_K_DIST_SCALE * mean_ith_distances:
result[i] = MIN_K_DIST_SCALE * mean_ith_distances
else:
if result[i] < MIN_K_DIST_SCALE * mean_distances:
result[i] = MIN_K_DIST_SCALE * mean_distances
return result, rho
[docs]
def nearest_neighbors(
X,
n_neighbors,
metric,
metric_kwds,
angular,
random_state,
low_memory=True,
use_pynndescent=True,
n_jobs=-1,
verbose=False,
):
"""Compute the ``n_neighbors`` nearest points for each data point in ``X``
under ``metric``. This may be exact, but more likely is approximated via
nearest neighbor descent.
Parameters
----------
X: array of shape (n_samples, n_features)
The input data to compute the k-neighbor graph of.
n_neighbors: int
The number of nearest neighbors to compute for each sample in ``X``.
metric: string or callable
The metric to use for the computation.
metric_kwds: dict
Any arguments to pass to the metric computation function.
angular: bool
Whether to use angular rp trees in NN approximation.
random_state: np.random state
The random state to use for approximate NN computations.
low_memory: bool (optional, default True)
Whether to pursue lower memory NNdescent.
verbose: bool (optional, default False)
Whether to print status data during the computation.
Returns
-------
knn_indices: array of shape (n_samples, n_neighbors)
The indices on the ``n_neighbors`` closest points in the dataset.
knn_dists: array of shape (n_samples, n_neighbors)
The distances to the ``n_neighbors`` closest points in the dataset.
rp_forest: list of trees
The random projection forest used for searching (if used, None otherwise).
"""
if verbose:
print(ts(), "Finding Nearest Neighbors")
if metric == "precomputed":
# Note that this does not support sparse distance matrices yet ...
# Compute indices of n nearest neighbors
knn_indices = fast_knn_indices(X, n_neighbors)
# knn_indices = np.argsort(X)[:, :n_neighbors]
# Compute the nearest neighbor distances
# (equivalent to np.sort(X)[:,:n_neighbors])
knn_dists = X[np.arange(X.shape[0])[:, None], knn_indices].copy()
# Prune any nearest neighbours that are infinite distance apart.
disconnected_index = knn_dists == np.inf
knn_indices[disconnected_index] = -1
knn_search_index = None
else:
# TODO: Hacked values for now
n_trees = min(64, 5 + int(round((X.shape[0]) ** 0.5 / 20.0)))
n_iters = max(5, int(round(np.log2(X.shape[0]))))
knn_search_index = NNDescent(
X,
n_neighbors=n_neighbors,
metric=metric,
metric_kwds=metric_kwds,
random_state=random_state,
n_trees=n_trees,
n_iters=n_iters,
max_candidates=60,
low_memory=low_memory,
n_jobs=n_jobs,
verbose=verbose,
compressed=False,
)
knn_indices, knn_dists = knn_search_index.neighbor_graph
if verbose:
print(ts(), "Finished Nearest Neighbor Search")
return knn_indices, knn_dists, knn_search_index
[docs]
@numba.njit(
locals={
"knn_dists": numba.types.float32[:, ::1],
"sigmas": numba.types.float32[::1],
"rhos": numba.types.float32[::1],
"val": numba.types.float32,
},
parallel=True,
fastmath=True,
)
def compute_membership_strengths(
knn_indices,
knn_dists,
sigmas,
rhos,
return_dists=False,
bipartite=False,
):
"""Construct the membership strength data for the 1-skeleton of each local
fuzzy simplicial set -- this is formed as a sparse matrix where each row is
a local fuzzy simplicial set, with a membership strength for the
1-simplex to each other data point.
Parameters
----------
knn_indices: array of shape (n_samples, n_neighbors)
The indices on the ``n_neighbors`` closest points in the dataset.
knn_dists: array of shape (n_samples, n_neighbors)
The distances to the ``n_neighbors`` closest points in the dataset.
sigmas: array of shape(n_samples)
The normalization factor derived from the metric tensor approximation.
rhos: array of shape(n_samples)
The local connectivity adjustment.
return_dists: bool (optional, default False)
Whether to return the pairwise distance associated with each edge.
bipartite: bool (optional, default False)
Does the nearest neighbour set represent a bipartite graph? That is, are the
nearest neighbour indices from the same point set as the row indices?
Returns
-------
rows: array of shape (n_samples * n_neighbors)
Row data for the resulting sparse matrix (coo format)
cols: array of shape (n_samples * n_neighbors)
Column data for the resulting sparse matrix (coo format)
vals: array of shape (n_samples * n_neighbors)
Entries for the resulting sparse matrix (coo format)
dists: array of shape (n_samples * n_neighbors)
Distance associated with each entry in the resulting sparse matrix
"""
n_samples = knn_indices.shape[0]
n_neighbors = knn_indices.shape[1]
rows = np.zeros(knn_indices.size, dtype=np.int32)
cols = np.zeros(knn_indices.size, dtype=np.int32)
vals = np.zeros(knn_indices.size, dtype=np.float32)
if return_dists:
dists = np.zeros(knn_indices.size, dtype=np.float32)
else:
dists = None
for i in range(n_samples):
for j in range(n_neighbors):
if knn_indices[i, j] == -1:
continue # We didn't get the full knn for i
# If applied to an adjacency matrix points shouldn't be similar to themselves.
# If applied to an incidence matrix (or bipartite) then the row and column indices are different.
if (bipartite == False) & (knn_indices[i, j] == i):
val = 0.0
elif knn_dists[i, j] - rhos[i] <= 0.0 or sigmas[i] == 0.0:
val = 1.0
else:
val = np.exp(-((knn_dists[i, j] - rhos[i]) / (sigmas[i])))
rows[i * n_neighbors + j] = i
cols[i * n_neighbors + j] = knn_indices[i, j]
vals[i * n_neighbors + j] = val
if return_dists:
dists[i * n_neighbors + j] = knn_dists[i, j]
return rows, cols, vals, dists
[docs]
def fuzzy_simplicial_set(
X,
n_neighbors,
random_state,
metric,
metric_kwds={},
knn_indices=None,
knn_dists=None,
angular=False,
set_op_mix_ratio=1.0,
local_connectivity=1.0,
apply_set_operations=True,
verbose=False,
return_dists=None,
):
"""Given a set of data X, a neighborhood size, and a measure of distance
compute the fuzzy simplicial set (here represented as a fuzzy graph in
the form of a sparse matrix) associated to the data. This is done by
locally approximating geodesic distance at each point, creating a fuzzy
simplicial set for each such point, and then combining all the local
fuzzy simplicial sets into a global one via a fuzzy union.
Parameters
----------
X: array of shape (n_samples, n_features)
The data to be modelled as a fuzzy simplicial set.
n_neighbors: int
The number of neighbors to use to approximate geodesic distance.
Larger numbers induce more global estimates of the manifold that can
miss finer detail, while smaller values will focus on fine manifold
structure to the detriment of the larger picture.
random_state: numpy RandomState or equivalent
A state capable being used as a numpy random state.
metric: string or function (optional, default 'euclidean')
The metric to use to compute distances in high dimensional space.
If a string is passed it must match a valid predefined metric. If
a general metric is required a function that takes two 1d arrays and
returns a float can be provided. For performance purposes it is
required that this be a numba jit'd function. Valid string metrics
include:
* euclidean (or l2)
* manhattan (or l1)
* cityblock
* braycurtis
* canberra
* chebyshev
* correlation
* cosine
* dice
* hamming
* jaccard
* kulsinski
* ll_dirichlet
* mahalanobis
* matching
* minkowski
* rogerstanimoto
* russellrao
* seuclidean
* sokalmichener
* sokalsneath
* sqeuclidean
* yule
* wminkowski
Metrics that take arguments (such as minkowski, mahalanobis etc.)
can have arguments passed via the metric_kwds dictionary. At this
time care must be taken and dictionary elements must be ordered
appropriately; this will hopefully be fixed in the future.
metric_kwds: dict (optional, default {})
Arguments to pass on to the metric, such as the ``p`` value for
Minkowski distance.
knn_indices: array of shape (n_samples, n_neighbors) (optional)
If the k-nearest neighbors of each point has already been calculated
you can pass them in here to save computation time. This should be
an array with the indices of the k-nearest neighbors as a row for
each data point.
knn_dists: array of shape (n_samples, n_neighbors) (optional)
If the k-nearest neighbors of each point has already been calculated
you can pass them in here to save computation time. This should be
an array with the distances of the k-nearest neighbors as a row for
each data point.
angular: bool (optional, default False)
Whether to use angular/cosine distance for the random projection
forest for seeding NN-descent to determine approximate nearest
neighbors.
set_op_mix_ratio: float (optional, default 1.0)
Interpolate between (fuzzy) union and intersection as the set operation
used to combine local fuzzy simplicial sets to obtain a global fuzzy
simplicial sets. Both fuzzy set operations use the product t-norm.
The value of this parameter should be between 0.0 and 1.0; a value of
1.0 will use a pure fuzzy union, while 0.0 will use a pure fuzzy
intersection.
local_connectivity: int (optional, default 1)
The local connectivity required -- i.e. the number of nearest
neighbors that should be assumed to be connected at a local level.
The higher this value the more connected the manifold becomes
locally. In practice this should be not more than the local intrinsic
dimension of the manifold.
verbose: bool (optional, default False)
Whether to report information on the current progress of the algorithm.
return_dists: bool or None (optional, default None)
Whether to return the pairwise distance associated with each edge.
Returns
-------
fuzzy_simplicial_set: coo_matrix
A fuzzy simplicial set represented as a sparse matrix. The (i,
j) entry of the matrix represents the membership strength of the
1-simplex between the ith and jth sample points.
"""
if knn_indices is None or knn_dists is None:
knn_indices, knn_dists, _ = nearest_neighbors(
X,
n_neighbors,
metric,
metric_kwds,
angular,
random_state,
verbose=verbose,
)
knn_dists = knn_dists.astype(np.float32)
sigmas, rhos = smooth_knn_dist(
knn_dists,
float(n_neighbors),
local_connectivity=float(local_connectivity),
)
rows, cols, vals, dists = compute_membership_strengths(
knn_indices, knn_dists, sigmas, rhos, return_dists
)
result = scipy.sparse.coo_matrix(
(vals, (rows, cols)), shape=(X.shape[0], X.shape[0])
)
result.eliminate_zeros()
if apply_set_operations:
transpose = result.transpose()
prod_matrix = result.multiply(transpose)
result = (
set_op_mix_ratio * (result + transpose - prod_matrix)
+ (1.0 - set_op_mix_ratio) * prod_matrix
)
result.eliminate_zeros()
if return_dists is None:
return result, sigmas, rhos
else:
if return_dists:
dmat = scipy.sparse.coo_matrix(
(dists, (rows, cols)), shape=(X.shape[0], X.shape[0])
)
dists = dmat.maximum(dmat.transpose()).todok()
else:
dists = None
return result, sigmas, rhos, dists
[docs]
@numba.njit()
def fast_intersection(rows, cols, values, target, unknown_dist=1.0, far_dist=5.0):
"""Under the assumption of categorical distance for the intersecting
simplicial set perform a fast intersection.
Parameters
----------
rows: array
An array of the row of each non-zero in the sparse matrix
representation.
cols: array
An array of the column of each non-zero in the sparse matrix
representation.
values: array
An array of the value of each non-zero in the sparse matrix
representation.
target: array of shape (n_samples)
The categorical labels to use in the intersection.
unknown_dist: float (optional, default 1.0)
The distance an unknown label (-1) is assumed to be from any point.
far_dist float (optional, default 5.0)
The distance between unmatched labels.
Returns
-------
None
"""
for nz in range(rows.shape[0]):
i = rows[nz]
j = cols[nz]
if (target[i] == -1) or (target[j] == -1):
values[nz] *= np.exp(-unknown_dist)
elif target[i] != target[j]:
values[nz] *= np.exp(-far_dist)
return
[docs]
@numba.njit()
def fast_metric_intersection(
rows, cols, values, discrete_space, metric, metric_args, scale
):
"""Under the assumption of categorical distance for the intersecting
simplicial set perform a fast intersection.
Parameters
----------
rows: array
An array of the row of each non-zero in the sparse matrix
representation.
cols: array
An array of the column of each non-zero in the sparse matrix
representation.
values: array of shape
An array of the values of each non-zero in the sparse matrix
representation.
discrete_space: array of shape (n_samples, n_features)
The vectors of categorical labels to use in the intersection.
metric: numba function
The function used to calculate distance over the target array.
scale: float
A scaling to apply to the metric.
Returns
-------
None
"""
for nz in range(rows.shape[0]):
i = rows[nz]
j = cols[nz]
dist = metric(discrete_space[i], discrete_space[j], *metric_args)
values[nz] *= np.exp(-(scale * dist))
return
@numba.njit()
def reprocess_row(probabilities, k=15, n_iters=32):
target = np.log2(k)
lo = 0.0
hi = NPY_INFINITY
mid = 1.0
for n in range(n_iters):
psum = 0.0
for j in range(probabilities.shape[0]):
psum += pow(probabilities[j], mid)
if np.fabs(psum - target) < SMOOTH_K_TOLERANCE:
break
if psum < target:
hi = mid
mid = (lo + hi) / 2.0
else:
lo = mid
if hi == NPY_INFINITY:
mid *= 2
else:
mid = (lo + hi) / 2.0
return np.power(probabilities, mid)
@numba.njit()
def reset_local_metrics(simplicial_set_indptr, simplicial_set_data):
for i in range(simplicial_set_indptr.shape[0] - 1):
simplicial_set_data[simplicial_set_indptr[i] : simplicial_set_indptr[i + 1]] = (
reprocess_row(
simplicial_set_data[
simplicial_set_indptr[i] : simplicial_set_indptr[i + 1]
]
)
)
return
[docs]
def reset_local_connectivity(simplicial_set, reset_local_metric=False):
"""Reset the local connectivity requirement -- each data sample should
have complete confidence in at least one 1-simplex in the simplicial set.
We can enforce this by locally rescaling confidences, and then remerging the
different local simplicial sets together.
Parameters
----------
simplicial_set: sparse matrix
The simplicial set for which to recalculate with respect to local
connectivity.
Returns
-------
simplicial_set: sparse_matrix
The recalculated simplicial set, now with the local connectivity
assumption restored.
"""
simplicial_set = normalize(simplicial_set, norm="max")
if reset_local_metric:
simplicial_set = simplicial_set.tocsr()
reset_local_metrics(simplicial_set.indptr, simplicial_set.data)
simplicial_set = simplicial_set.tocoo()
transpose = simplicial_set.transpose()
prod_matrix = simplicial_set.multiply(transpose)
simplicial_set = simplicial_set + transpose - prod_matrix
simplicial_set.eliminate_zeros()
return simplicial_set
[docs]
def discrete_metric_simplicial_set_intersection(
simplicial_set,
discrete_space,
unknown_dist=1.0,
far_dist=5.0,
metric=None,
metric_kws={},
metric_scale=1.0,
):
"""Combine a fuzzy simplicial set with another fuzzy simplicial set
generated from discrete metric data using discrete distances. The target
data is assumed to be categorical label data (a vector of labels),
and this will update the fuzzy simplicial set to respect that label data.
TODO: optional category cardinality based weighting of distance
Parameters
----------
simplicial_set: sparse matrix
The input fuzzy simplicial set.
discrete_space: array of shape (n_samples)
The categorical labels to use in the intersection.
unknown_dist: float (optional, default 1.0)
The distance an unknown label (-1) is assumed to be from any point.
far_dist: float (optional, default 5.0)
The distance between unmatched labels.
metric: str (optional, default None)
If not None, then use this metric to determine the
distance between values.
metric_scale: float (optional, default 1.0)
If using a custom metric scale the distance values by
this value -- this controls the weighting of the
intersection. Larger values weight more toward target.
Returns
-------
simplicial_set: sparse matrix
The resulting intersected fuzzy simplicial set.
"""
simplicial_set = simplicial_set.tocoo()
if metric is not None:
# We presume target is now a 2d array, with each row being a
# vector of target info
if metric in dist.named_distances:
metric_func = dist.named_distances[metric]
else:
raise ValueError("Discrete intersection metric is not recognized")
fast_metric_intersection(
simplicial_set.row,
simplicial_set.col,
simplicial_set.data,
discrete_space,
metric_func,
tuple(metric_kws.values()),
metric_scale,
)
else:
fast_intersection(
simplicial_set.row,
simplicial_set.col,
simplicial_set.data,
discrete_space,
unknown_dist,
far_dist,
)
simplicial_set.eliminate_zeros()
return reset_local_connectivity(simplicial_set)
def general_simplicial_set_intersection(
simplicial_set1, simplicial_set2, weight=0.5, right_complement=False
):
if right_complement:
result = simplicial_set1.tocoo()
else:
result = (simplicial_set1 + simplicial_set2).tocoo()
left = simplicial_set1.tocsr()
right = simplicial_set2.tocsr()
sparse.general_sset_intersection(
left.indptr,
left.indices,
left.data,
right.indptr,
right.indices,
right.data,
result.row,
result.col,
result.data,
mix_weight=weight,
right_complement=right_complement,
)
return result
def general_simplicial_set_union(simplicial_set1, simplicial_set2):
result = (simplicial_set1 + simplicial_set2).tocoo()
left = simplicial_set1.tocsr()
right = simplicial_set2.tocsr()
sparse.general_sset_union(
left.indptr,
left.indices,
left.data,
right.indptr,
right.indices,
right.data,
result.row,
result.col,
result.data,
)
return result
[docs]
def make_epochs_per_sample(weights, n_epochs):
"""Given a set of weights and number of epochs generate the number of
epochs per sample for each weight.
Parameters
----------
weights: array of shape (n_1_simplices)
The weights of how much we wish to sample each 1-simplex.
n_epochs: int
The total number of epochs we want to train for.
Returns
-------
An array of number of epochs per sample, one for each 1-simplex.
"""
result = -1.0 * np.ones(weights.shape[0], dtype=np.float64)
n_samples = n_epochs * (weights / weights.max())
result[n_samples > 0] = float(n_epochs) / np.float64(n_samples[n_samples > 0])
return result
# scale coords so that the largest coordinate is max_coords, then add normal-distributed
# noise with standard deviation noise
def noisy_scale_coords(coords, random_state, max_coord=10.0, noise=0.0001):
expansion = max_coord / np.abs(coords).max()
coords = (coords * expansion).astype(np.float32)
return coords + random_state.normal(scale=noise, size=coords.shape).astype(
np.float32
)
[docs]
def simplicial_set_embedding(
data,
graph,
n_components,
initial_alpha,
a,
b,
gamma,
negative_sample_rate,
n_epochs,
init,
random_state,
metric,
metric_kwds,
densmap,
densmap_kwds,
output_dens,
output_metric=dist.named_distances_with_gradients["euclidean"],
output_metric_kwds={},
euclidean_output=True,
parallel=False,
verbose=False,
tqdm_kwds=None,
):
"""Perform a fuzzy simplicial set embedding, using a specified
initialisation method and then minimizing the fuzzy set cross entropy
between the 1-skeletons of the high and low dimensional fuzzy simplicial
sets.
Parameters
----------
data: array of shape (n_samples, n_features)
The source data to be embedded by UMAP.
graph: sparse matrix
The 1-skeleton of the high dimensional fuzzy simplicial set as
represented by a graph for which we require a sparse matrix for the
(weighted) adjacency matrix.
n_components: int
The dimensionality of the euclidean space into which to embed the data.
initial_alpha: float
Initial learning rate for the SGD.
a: float
Parameter of differentiable approximation of right adjoint functor
b: float
Parameter of differentiable approximation of right adjoint functor
gamma: float
Weight to apply to negative samples.
negative_sample_rate: int (optional, default 5)
The number of negative samples to select per positive sample
in the optimization process. Increasing this value will result
in greater repulsive force being applied, greater optimization
cost, but slightly more accuracy.
n_epochs: int (optional, default 0), or list of int
The number of training epochs to be used in optimizing the
low dimensional embedding. Larger values result in more accurate
embeddings. If 0 is specified a value will be selected based on
the size of the input dataset (200 for large datasets, 500 for small).
If a list of int is specified, then the intermediate embeddings at the
different epochs specified in that list are returned in
``aux_data["embedding_list"]``.
init: string
How to initialize the low dimensional embedding. Options are:
* 'spectral': use a spectral embedding of the fuzzy 1-skeleton
* 'random': assign initial embedding positions at random.
* 'pca': use the first n_components from PCA applied to the input data.
* A numpy array of initial embedding positions.
random_state: numpy RandomState or equivalent
A state capable being used as a numpy random state.
metric: string or callable
The metric used to measure distance in high dimensional space; used if
multiple connected components need to be layed out.
metric_kwds: dict
Key word arguments to be passed to the metric function; used if
multiple connected components need to be layed out.
densmap: bool
Whether to use the density-augmented objective function to optimize
the embedding according to the densMAP algorithm.
densmap_kwds: dict
Key word arguments to be used by the densMAP optimization.
output_dens: bool
Whether to output local radii in the original data and the embedding.
output_metric: function
Function returning the distance between two points in embedding space and
the gradient of the distance wrt the first argument.
output_metric_kwds: dict
Key word arguments to be passed to the output_metric function.
euclidean_output: bool
Whether to use the faster code specialised for euclidean output metrics
parallel: bool (optional, default False)
Whether to run the computation using numba parallel.
Running in parallel is non-deterministic, and is not used
if a random seed has been set, to ensure reproducibility.
verbose: bool (optional, default False)
Whether to report information on the current progress of the algorithm.
tqdm_kwds: dict
Key word arguments to be used by the tqdm progress bar.
Returns
-------
embedding: array of shape (n_samples, n_components)
The optimized of ``graph`` into an ``n_components`` dimensional
euclidean space.
aux_data: dict
Auxiliary output returned with the embedding. When densMAP extension
is turned on, this dictionary includes local radii in the original
data (``rad_orig``) and in the embedding (``rad_emb``).
"""
graph = graph.tocoo()
graph.sum_duplicates()
n_vertices = graph.shape[1]
# For smaller datasets we can use more epochs
if graph.shape[0] <= 10000:
default_epochs = 500
else:
default_epochs = 200
# Use more epochs for densMAP
if densmap:
default_epochs += 200
if n_epochs is None:
n_epochs = default_epochs
# If n_epoch is a list, get the maximum epoch to reach
n_epochs_max = max(n_epochs) if isinstance(n_epochs, list) else n_epochs
if n_epochs_max > 10:
graph.data[graph.data < (graph.data.max() / float(n_epochs_max))] = 0.0
else:
graph.data[graph.data < (graph.data.max() / float(default_epochs))] = 0.0
graph.eliminate_zeros()
if isinstance(init, str) and init == "random":
embedding = random_state.uniform(
low=-10.0, high=10.0, size=(graph.shape[0], n_components)
).astype(np.float32)
elif isinstance(init, str) and init == "pca":
if scipy.sparse.issparse(data):
pca = TruncatedSVD(n_components=n_components, random_state=random_state)
else:
pca = PCA(n_components=n_components, random_state=random_state)
embedding = pca.fit_transform(data).astype(np.float32)
embedding = noisy_scale_coords(
embedding, random_state, max_coord=10, noise=0.0001
)
elif isinstance(init, str) and init == "spectral":
embedding = spectral_layout(
data,
graph,
n_components,
random_state,
metric=metric,
metric_kwds=metric_kwds,
)
# We add a little noise to avoid local minima for optimization to come
embedding = noisy_scale_coords(
embedding, random_state, max_coord=10, noise=0.0001
)
elif isinstance(init, str) and init == "tswspectral":
embedding = tswspectral_layout(
data,
graph,
n_components,
random_state,
metric=metric,
metric_kwds=metric_kwds,
)
embedding = noisy_scale_coords(
embedding, random_state, max_coord=10, noise=0.0001
)
else:
init_data = np.array(init)
if len(init_data.shape) == 2:
if np.unique(init_data, axis=0).shape[0] < init_data.shape[0]:
tree = KDTree(init_data)
dist, ind = tree.query(init_data, k=2)
nndist = np.mean(dist[:, 1])
embedding = init_data + random_state.normal(
scale=0.001 * nndist, size=init_data.shape
).astype(np.float32)
else:
embedding = init_data
epochs_per_sample = make_epochs_per_sample(graph.data, n_epochs_max)
head = graph.row
tail = graph.col
weight = graph.data
rng_state = random_state.randint(INT32_MIN, INT32_MAX, 3).astype(np.int64)
aux_data = {}
if densmap or output_dens:
if verbose:
print(ts() + " Computing original densities")
dists = densmap_kwds["graph_dists"]
mu_sum = np.zeros(n_vertices, dtype=np.float32)
ro = np.zeros(n_vertices, dtype=np.float32)
for i in range(len(head)):
j = head[i]
k = tail[i]
D = dists[j, k] * dists[j, k] # match sq-Euclidean used for embedding
mu = graph.data[i]
ro[j] += mu * D
ro[k] += mu * D
mu_sum[j] += mu
mu_sum[k] += mu
epsilon = 1e-8
ro = np.log(epsilon + (ro / mu_sum))
if densmap:
R = (ro - np.mean(ro)) / np.std(ro)
densmap_kwds["mu"] = graph.data
densmap_kwds["mu_sum"] = mu_sum
densmap_kwds["R"] = R
if output_dens:
aux_data["rad_orig"] = ro
embedding = (
10.0
* (embedding - np.min(embedding, 0))
/ (np.max(embedding, 0) - np.min(embedding, 0))
).astype(np.float32, order="C")
if euclidean_output:
embedding = optimize_layout_euclidean(
embedding,
embedding,
head,
tail,
n_epochs,
n_vertices,
epochs_per_sample,
a,
b,
rng_state,
gamma,
initial_alpha,
negative_sample_rate,
parallel=parallel,
verbose=verbose,
densmap=densmap,
densmap_kwds=densmap_kwds,
tqdm_kwds=tqdm_kwds,
move_other=True,
)
else:
embedding = optimize_layout_generic(
embedding,
embedding,
head,
tail,
n_epochs,
n_vertices,
epochs_per_sample,
a,
b,
rng_state,
gamma,
initial_alpha,
negative_sample_rate,
output_metric,
tuple(output_metric_kwds.values()),
verbose=verbose,
tqdm_kwds=tqdm_kwds,
move_other=True,
)
if isinstance(embedding, list):
aux_data["embedding_list"] = embedding
embedding = embedding[-1].copy()
if output_dens:
if verbose:
print(ts() + " Computing embedding densities")
# Compute graph in embedding
(
knn_indices,
knn_dists,
rp_forest,
) = nearest_neighbors(
embedding,
densmap_kwds["n_neighbors"],
"euclidean",
{},
False,
random_state,
verbose=verbose,
)
emb_graph, emb_sigmas, emb_rhos, emb_dists = fuzzy_simplicial_set(
embedding,
densmap_kwds["n_neighbors"],
random_state,
"euclidean",
{},
knn_indices,
knn_dists,
verbose=verbose,
return_dists=True,
)
emb_graph = emb_graph.tocoo()
emb_graph.sum_duplicates()
emb_graph.eliminate_zeros()
n_vertices = emb_graph.shape[1]
mu_sum = np.zeros(n_vertices, dtype=np.float32)
re = np.zeros(n_vertices, dtype=np.float32)
head = emb_graph.row
tail = emb_graph.col
for i in range(len(head)):
j = head[i]
k = tail[i]
D = emb_dists[j, k]
mu = emb_graph.data[i]
re[j] += mu * D
re[k] += mu * D
mu_sum[j] += mu
mu_sum[k] += mu
epsilon = 1e-8
re = np.log(epsilon + (re / mu_sum))
aux_data["rad_emb"] = re
return embedding, aux_data
@numba.njit()
def init_update(current_init, n_original_samples, indices):
for i in range(n_original_samples, indices.shape[0]):
n = 0
for j in range(indices.shape[1]):
for d in range(current_init.shape[1]):
if indices[i, j] < n_original_samples:
n += 1
current_init[i, d] += current_init[indices[i, j], d]
for d in range(current_init.shape[1]):
current_init[i, d] /= n
return
[docs]
def find_ab_params(spread, min_dist):
"""Fit a, b params for the differentiable curve used in lower
dimensional fuzzy simplicial complex construction. We want the
smooth curve (from a pre-defined family with simple gradient) that
best matches an offset exponential decay.
"""
def curve(x, a, b):
return 1.0 / (1.0 + a * x ** (2 * b))
xv = np.linspace(0, spread * 3, 300)
yv = np.zeros(xv.shape)
yv[xv < min_dist] = 1.0
yv[xv >= min_dist] = np.exp(-(xv[xv >= min_dist] - min_dist) / spread)
params, covar = curve_fit(curve, xv, yv)
return params[0], params[1]
[docs]
class UMAP(BaseEstimator):
"""Uniform Manifold Approximation and Projection
Finds a low dimensional embedding of the data that approximates
an underlying manifold.
Parameters
----------
n_neighbors: float (optional, default 15)
The size of local neighborhood (in terms of number of neighboring
sample points) used for manifold approximation. Larger values
result in more global views of the manifold, while smaller
values result in more local data being preserved. In general
values should be in the range 2 to 100.
n_components: int (optional, default 2)
The dimension of the space to embed into. This defaults to 2 to
provide easy visualization, but can reasonably be set to any
integer value in the range 2 to 100.
metric: string or function (optional, default 'euclidean')
The metric to use to compute distances in high dimensional space.
If a string is passed it must match a valid predefined metric. If
a general metric is required a function that takes two 1d arrays and
returns a float can be provided. For performance purposes it is
required that this be a numba jit'd function. Valid string metrics
include:
* euclidean
* manhattan
* chebyshev
* minkowski
* canberra
* braycurtis
* mahalanobis
* wminkowski
* seuclidean
* cosine
* correlation
* haversine
* hamming
* jaccard
* dice
* russelrao
* kulsinski
* ll_dirichlet
* hellinger
* rogerstanimoto
* sokalmichener
* sokalsneath
* yule
Metrics that take arguments (such as minkowski, mahalanobis etc.)
can have arguments passed via the metric_kwds dictionary. At this
time care must be taken and dictionary elements must be ordered
appropriately; this will hopefully be fixed in the future.
n_epochs: int (optional, default None)
The number of training epochs to be used in optimizing the
low dimensional embedding. Larger values result in more accurate
embeddings. If None is specified a value will be selected based on
the size of the input dataset (200 for large datasets, 500 for small).
learning_rate: float (optional, default 1.0)
The initial learning rate for the embedding optimization.
init: string (optional, default 'spectral')
How to initialize the low dimensional embedding. Options are:
* 'spectral': use a spectral embedding of the fuzzy 1-skeleton
* 'random': assign initial embedding positions at random.
* 'pca': use the first n_components from PCA applied to the
input data.
* 'tswspectral': use a spectral embedding of the fuzzy
1-skeleton, using a truncated singular value decomposition to
"warm" up the eigensolver. This is intended as an alternative
to the 'spectral' method, if that takes an excessively long
time to complete initialization (or fails to complete).
* A numpy array of initial embedding positions.
min_dist: float (optional, default 0.1)
The effective minimum distance between embedded points. Smaller values
will result in a more clustered/clumped embedding where nearby points
on the manifold are drawn closer together, while larger values will
result on a more even dispersal of points. The value should be set
relative to the ``spread`` value, which determines the scale at which
embedded points will be spread out.
spread: float (optional, default 1.0)
The effective scale of embedded points. In combination with ``min_dist``
this determines how clustered/clumped the embedded points are.
low_memory: bool (optional, default True)
For some datasets the nearest neighbor computation can consume a lot of
memory. If you find that UMAP is failing due to memory constraints
consider setting this option to True. This approach is more
computationally expensive, but avoids excessive memory use.
set_op_mix_ratio: float (optional, default 1.0)
Interpolate between (fuzzy) union and intersection as the set operation
used to combine local fuzzy simplicial sets to obtain a global fuzzy
simplicial sets. Both fuzzy set operations use the product t-norm.
The value of this parameter should be between 0.0 and 1.0; a value of
1.0 will use a pure fuzzy union, while 0.0 will use a pure fuzzy
intersection.
local_connectivity: int (optional, default 1)
The local connectivity required -- i.e. the number of nearest
neighbors that should be assumed to be connected at a local level.
The higher this value the more connected the manifold becomes
locally. In practice this should be not more than the local intrinsic
dimension of the manifold.
repulsion_strength: float (optional, default 1.0)
Weighting applied to negative samples in low dimensional embedding
optimization. Values higher than one will result in greater weight
being given to negative samples.
negative_sample_rate: int (optional, default 5)
The number of negative samples to select per positive sample
in the optimization process. Increasing this value will result
in greater repulsive force being applied, greater optimization
cost, but slightly more accuracy.
transform_queue_size: float (optional, default 4.0)
For transform operations (embedding new points using a trained model
this will control how aggressively to search for nearest neighbors.
Larger values will result in slower performance but more accurate
nearest neighbor evaluation.
a: float (optional, default None)
More specific parameters controlling the embedding. If None these
values are set automatically as determined by ``min_dist`` and
``spread``.
b: float (optional, default None)
More specific parameters controlling the embedding. If None these
values are set automatically as determined by ``min_dist`` and
``spread``.
random_state: int, RandomState instance or None, optional (default: None)
If int, random_state is the seed used by the random number generator;
If RandomState instance, random_state is the random number generator;
If None, the random number generator is the RandomState instance used
by `np.random`.
metric_kwds: dict (optional, default None)
Arguments to pass on to the metric, such as the ``p`` value for
Minkowski distance. If None then no arguments are passed on.
angular_rp_forest: bool (optional, default False)
Whether to use an angular random projection forest to initialise
the approximate nearest neighbor search. This can be faster, but is
mostly only useful for a metric that uses an angular style distance such
as cosine, correlation etc. In the case of those metrics angular forests
will be chosen automatically.
target_n_neighbors: int (optional, default -1)
The number of nearest neighbors to use to construct the target simplicial
set. If set to -1 use the ``n_neighbors`` value.
target_metric: string or callable (optional, default 'categorical')
The metric used to measure distance for a target array is using supervised
dimension reduction. By default this is 'categorical' which will measure
distance in terms of whether categories match or are different. Furthermore,
if semi-supervised is required target values of -1 will be trated as
unlabelled under the 'categorical' metric. If the target array takes
continuous values (e.g. for a regression problem) then metric of 'l1'
or 'l2' is probably more appropriate.
target_metric_kwds: dict (optional, default None)
Keyword argument to pass to the target metric when performing
supervised dimension reduction. If None then no arguments are passed on.
target_weight: float (optional, default 0.5)
weighting factor between data topology and target topology. A value of
0.0 weights predominantly on data, a value of 1.0 places a strong emphasis on
target. The default of 0.5 balances the weighting equally between data and
target.
transform_seed: int (optional, default 42)
Random seed used for the stochastic aspects of the transform operation.
This ensures consistency in transform operations.
verbose: bool (optional, default False)
Controls verbosity of logging.
tqdm_kwds: dict (optional, defaul None)
Key word arguments to be used by the tqdm progress bar.
unique: bool (optional, default False)
Controls if the rows of your data should be uniqued before being
embedded. If you have more duplicates than you have ``n_neighbors``
you can have the identical data points lying in different regions of
your space. It also violates the definition of a metric.
For to map from internal structures back to your data use the variable
_unique_inverse_.
densmap: bool (optional, default False)
Specifies whether the density-augmented objective of densMAP
should be used for optimization. Turning on this option generates
an embedding where the local densities are encouraged to be correlated
with those in the original space. Parameters below with the prefix 'dens'
further control the behavior of this extension.
dens_lambda: float (optional, default 2.0)
Controls the regularization weight of the density correlation term
in densMAP. Higher values prioritize density preservation over the
UMAP objective, and vice versa for values closer to zero. Setting this
parameter to zero is equivalent to running the original UMAP algorithm.
dens_frac: float (optional, default 0.3)
Controls the fraction of epochs (between 0 and 1) where the
density-augmented objective is used in densMAP. The first
(1 - dens_frac) fraction of epochs optimize the original UMAP objective
before introducing the density correlation term.
dens_var_shift: float (optional, default 0.1)
A small constant added to the variance of local radii in the
embedding when calculating the density correlation objective to
prevent numerical instability from dividing by a small number
output_dens: float (optional, default False)
Determines whether the local radii of the final embedding (an inverse
measure of local density) are computed and returned in addition to
the embedding. If set to True, local radii of the original data
are also included in the output for comparison; the output is a tuple
(embedding, original local radii, embedding local radii). This option
can also be used when densmap=False to calculate the densities for
UMAP embeddings.
disconnection_distance: float (optional, default np.inf or maximal value for bounded distances)
Disconnect any vertices of distance greater than or equal to disconnection_distance when approximating the
manifold via our k-nn graph. This is particularly useful in the case that you have a bounded metric. The
UMAP assumption that we have a connected manifold can be problematic when you have points that are maximally
different from all the rest of your data. The connected manifold assumption will make such points have perfect
similarity to a random set of other points. Too many such points will artificially connect your space.
precomputed_knn: tuple (optional, default (None,None,None))
If the k-nearest neighbors of each point has already been calculated you
can pass them in here to save computation time. The number of nearest
neighbors in the precomputed_knn must be greater or equal to the
n_neighbors parameter. This should be a tuple containing the output
of the nearest_neighbors() function or attributes from a previously fit
UMAP object; (knn_indices, knn_dists, knn_search_index). If you wish to use
k-nearest neighbors data calculated by another package then provide a tuple of
the form (knn_indices, knn_dists). The contents of the tuple should be two numpy
arrays of shape (N, n_neighbors) where N is the number of items in the
input data. The first array should be the integer indices of the nearest
neighbors, and the second array should be the corresponding distances. The
nearest neighbor of each item should be itself, e.g. the nearest neighbor of
item 0 should be 0, the nearest neighbor of item 1 is 1 and so on. Please note
that you will *not* be able to transform new data in this case.
"""
def __init__(
self,
n_neighbors=15,
n_components=2,
metric="euclidean",
metric_kwds=None,
output_metric="euclidean",
output_metric_kwds=None,
n_epochs=None,
learning_rate=1.0,
init="spectral",
min_dist=0.1,
spread=1.0,
low_memory=True,
n_jobs=-1,
set_op_mix_ratio=1.0,
local_connectivity=1.0,
repulsion_strength=1.0,
negative_sample_rate=5,
transform_queue_size=4.0,
a=None,
b=None,
random_state=None,
angular_rp_forest=False,
target_n_neighbors=-1,
target_metric="categorical",
target_metric_kwds=None,
target_weight=0.5,
transform_seed=42,
transform_mode="embedding",
force_approximation_algorithm=False,
verbose=False,
tqdm_kwds=None,
unique=False,
densmap=False,
dens_lambda=2.0,
dens_frac=0.3,
dens_var_shift=0.1,
output_dens=False,
disconnection_distance=None,
precomputed_knn=(None, None, None),
):
self.n_neighbors = n_neighbors
self.metric = metric
self.output_metric = output_metric
self.target_metric = target_metric
self.metric_kwds = metric_kwds
self.output_metric_kwds = output_metric_kwds
self.n_epochs = n_epochs
self.init = init
self.n_components = n_components
self.repulsion_strength = repulsion_strength
self.learning_rate = learning_rate
self.spread = spread
self.min_dist = min_dist
self.low_memory = low_memory
self.set_op_mix_ratio = set_op_mix_ratio
self.local_connectivity = local_connectivity
self.negative_sample_rate = negative_sample_rate
self.random_state = random_state
self.angular_rp_forest = angular_rp_forest
self.transform_queue_size = transform_queue_size
self.target_n_neighbors = target_n_neighbors
self.target_metric = target_metric
self.target_metric_kwds = target_metric_kwds
self.target_weight = target_weight
self.transform_seed = transform_seed
self.transform_mode = transform_mode
self.force_approximation_algorithm = force_approximation_algorithm
self.verbose = verbose
self.tqdm_kwds = tqdm_kwds
self.unique = unique
self.densmap = densmap
self.dens_lambda = dens_lambda
self.dens_frac = dens_frac
self.dens_var_shift = dens_var_shift
self.output_dens = output_dens
self.disconnection_distance = disconnection_distance
self.precomputed_knn = precomputed_knn
self.n_jobs = n_jobs
self.a = a
self.b = b
def _validate_parameters(self):
if self.set_op_mix_ratio < 0.0 or self.set_op_mix_ratio > 1.0:
raise ValueError("set_op_mix_ratio must be between 0.0 and 1.0")
if self.repulsion_strength < 0.0:
raise ValueError("repulsion_strength cannot be negative")
if self.min_dist > self.spread:
raise ValueError("min_dist must be less than or equal to spread")
if self.min_dist < 0.0:
raise ValueError("min_dist cannot be negative")
if not isinstance(self.init, str) and not isinstance(self.init, np.ndarray):
raise ValueError("init must be a string or ndarray")
if isinstance(self.init, str) and self.init not in (
"pca",
"spectral",
"random",
"tswspectral",
):
raise ValueError(
'string init values must be one of: "pca", "tswspectral",'
' "spectral" or "random"'
)
if (
isinstance(self.init, np.ndarray)
and self.init.shape[1] != self.n_components
):
raise ValueError("init ndarray must match n_components value")
if not isinstance(self.metric, str) and not callable(self.metric):
raise ValueError("metric must be string or callable")
if self.negative_sample_rate < 0:
raise ValueError("negative sample rate must be positive")
if self._initial_alpha < 0.0:
raise ValueError("learning_rate must be positive")
if self.n_neighbors < 2:
raise ValueError("n_neighbors must be greater than 1")
if self.target_n_neighbors < 2 and self.target_n_neighbors != -1:
raise ValueError("target_n_neighbors must be greater than 1")
if not isinstance(self.n_components, int):
if isinstance(self.n_components, str):
raise ValueError("n_components must be an int")
if self.n_components % 1 != 0:
raise ValueError("n_components must be a whole number")
try:
# this will convert other types of int (eg. numpy int64)
# to Python int
self.n_components = int(self.n_components)
except ValueError:
raise ValueError("n_components must be an int")
if self.n_components < 1:
raise ValueError("n_components must be greater than 0")
self.n_epochs_list = None
if (
isinstance(self.n_epochs, list)
or isinstance(self.n_epochs, tuple)
or isinstance(self.n_epochs, np.ndarray)
):
if not issubclass(
np.array(self.n_epochs).dtype.type, np.integer
) or not np.all(np.array(self.n_epochs) >= 0):
raise ValueError(
"n_epochs must be a nonnegative integer "
"or a list of nonnegative integers"
)
self.n_epochs_list = list(self.n_epochs)
elif self.n_epochs is not None and (
self.n_epochs < 0 or not isinstance(self.n_epochs, int)
):
raise ValueError(
"n_epochs must be a nonnegative integer "
"or a list of nonnegative integers"
)
if self.metric_kwds is None:
self._metric_kwds = {}
else:
self._metric_kwds = self.metric_kwds
if self.output_metric_kwds is None:
self._output_metric_kwds = {}
else:
self._output_metric_kwds = self.output_metric_kwds
if self.target_metric_kwds is None:
self._target_metric_kwds = {}
else:
self._target_metric_kwds = self.target_metric_kwds
# check sparsity of data upfront to set proper _input_distance_func &
# save repeated checks later on
if scipy.sparse.isspmatrix_csr(self._raw_data):
self._sparse_data = True
else:
self._sparse_data = False
# set input distance metric & inverse_transform distance metric
if callable(self.metric):
in_returns_grad = self._check_custom_metric(
self.metric, self._metric_kwds, self._raw_data
)
if in_returns_grad:
_m = self.metric
@numba.njit(fastmath=True)
def _dist_only(x, y, *kwds):
return _m(x, y, *kwds)[0]
self._input_distance_func = _dist_only
self._inverse_distance_func = self.metric
else:
self._input_distance_func = self.metric
self._inverse_distance_func = None
warn(
"custom distance metric does not return gradient; inverse_transform will be unavailable. "
"To enable using inverse_transform method, define a distance function that returns a tuple "
"of (distance [float], gradient [np.array])"
)
elif self.metric == "precomputed":
if self.unique:
raise ValueError("unique is poorly defined on a precomputed metric")
warn("using precomputed metric; inverse_transform will be unavailable")
self._input_distance_func = self.metric
self._inverse_distance_func = None
elif self.metric == "hellinger" and self._raw_data.min() < 0:
raise ValueError("Metric 'hellinger' does not support negative values")
elif self.metric in dist.named_distances:
if self._sparse_data:
if self.metric in sparse.sparse_named_distances:
self._input_distance_func = sparse.sparse_named_distances[
self.metric
]
else:
raise ValueError(
"Metric {} is not supported for sparse data".format(self.metric)
)
else:
self._input_distance_func = dist.named_distances[self.metric]
try:
self._inverse_distance_func = dist.named_distances_with_gradients[
self.metric
]
except KeyError:
warn(
"gradient function is not yet implemented for {} distance metric; "
"inverse_transform will be unavailable".format(self.metric)
)
self._inverse_distance_func = None
elif self.metric in pynn_named_distances:
if self._sparse_data:
if self.metric in pynn_sparse_named_distances:
self._input_distance_func = pynn_sparse_named_distances[self.metric]
else:
raise ValueError(
"Metric {} is not supported for sparse data".format(self.metric)
)
else:
self._input_distance_func = pynn_named_distances[self.metric]
warn(
"gradient function is not yet implemented for {} distance metric; "
"inverse_transform will be unavailable".format(self.metric)
)
self._inverse_distance_func = None
else:
raise ValueError("metric is neither callable nor a recognised string")
# set output distance metric
if callable(self.output_metric):
out_returns_grad = self._check_custom_metric(
self.output_metric, self._output_metric_kwds
)
if out_returns_grad:
self._output_distance_func = self.output_metric
else:
raise ValueError(
"custom output_metric must return a tuple of (distance [float], gradient [np.array])"
)
elif self.output_metric == "precomputed":
raise ValueError("output_metric cannnot be 'precomputed'")
elif self.output_metric in dist.named_distances_with_gradients:
self._output_distance_func = dist.named_distances_with_gradients[
self.output_metric
]
elif self.output_metric in dist.named_distances:
raise ValueError(
"gradient function is not yet implemented for {}.".format(
self.output_metric
)
)
else:
raise ValueError(
"output_metric is neither callable nor a recognised string"
)
# set angularity for NN search based on metric
if self.metric in (
"cosine",
"correlation",
"dice",
"jaccard",
"ll_dirichlet",
"hellinger",
):
self.angular_rp_forest = True
if self.n_jobs < -1 or self.n_jobs == 0:
raise ValueError("n_jobs must be a postive integer, or -1 (for all cores)")
if self.n_jobs != 1 and self.random_state is not None:
self.n_jobs = 1
warn(
f"n_jobs value {self.n_jobs} overridden to 1 by setting random_state. Use no seed for parallelism."
)
if self.dens_lambda < 0.0:
raise ValueError("dens_lambda cannot be negative")
if self.dens_frac < 0.0 or self.dens_frac > 1.0:
raise ValueError("dens_frac must be between 0.0 and 1.0")
if self.dens_var_shift < 0.0:
raise ValueError("dens_var_shift cannot be negative")
self._densmap_kwds = {
"lambda": self.dens_lambda if self.densmap else 0.0,
"frac": self.dens_frac if self.densmap else 0.0,
"var_shift": self.dens_var_shift,
"n_neighbors": self.n_neighbors,
}
if self.densmap:
if self.output_metric not in ("euclidean", "l2"):
raise ValueError(
"Non-Euclidean output metric not supported for densMAP."
)
# This will be used to prune all edges of greater than a fixed value from our knn graph.
# We have preset defaults described in DISCONNECTION_DISTANCES for our bounded measures.
# Otherwise a user can pass in their own value.
if self.disconnection_distance is None:
self._disconnection_distance = DISCONNECTION_DISTANCES.get(
self.metric, np.inf
)
elif isinstance(self.disconnection_distance, int) or isinstance(
self.disconnection_distance, float
):
self._disconnection_distance = self.disconnection_distance
else:
raise ValueError("disconnection_distance must either be None or a numeric.")
if self.tqdm_kwds is None:
self.tqdm_kwds = {}
else:
if isinstance(self.tqdm_kwds, dict) is False:
raise ValueError(
"tqdm_kwds must be a dictionary. Please provide valid tqdm "
"parameters as key value pairs. Valid tqdm parameters can be "
"found here: https://github.com/tqdm/tqdm#parameters"
)
if "desc" not in self.tqdm_kwds:
self.tqdm_kwds["desc"] = "Epochs completed"
if "bar_format" not in self.tqdm_kwds:
bar_f = "{desc}: {percentage:3.0f}%| {bar} {n_fmt}/{total_fmt} [{elapsed}]"
self.tqdm_kwds["bar_format"] = bar_f
if hasattr(self, "knn_dists") and self.knn_dists is not None:
if self.unique:
raise ValueError(
"unique is not currently available for " "precomputed_knn."
)
if not isinstance(self.knn_indices, np.ndarray):
raise ValueError("precomputed_knn[0] must be ndarray object.")
if not isinstance(self.knn_dists, np.ndarray):
raise ValueError("precomputed_knn[1] must be ndarray object.")
if self.knn_dists.shape != self.knn_indices.shape:
raise ValueError(
"precomputed_knn[0] and precomputed_knn[1]"
" must be numpy arrays of the same size."
)
# #848: warn but proceed if no search index is present
if not isinstance(self.knn_search_index, NNDescent):
warn(
"precomputed_knn[2] (knn_search_index) "
"is not an NNDescent object: transforming new data with transform "
"will be unavailable."
)
if self.knn_dists.shape[1] < self.n_neighbors:
warn(
"precomputed_knn has a lower number of neighbors than "
"n_neighbors parameter. precomputed_knn will be ignored"
" and the k-nn will be computed normally."
)
self.knn_indices = None
self.knn_dists = None
self.knn_search_index = None
elif self.knn_dists.shape[0] != self._raw_data.shape[0]:
warn(
"precomputed_knn has a different number of samples than the"
" data you are fitting. precomputed_knn will be ignored and"
"the k-nn will be computed normally."
)
self.knn_indices = None
self.knn_dists = None
self.knn_search_index = None
elif (
self.knn_dists.shape[0] < 4096
and not self.force_approximation_algorithm
):
# force_approximation_algorithm is irrelevant for pre-computed knn
# always set it to True which keeps downstream code paths working
self.force_approximation_algorithm = True
elif self.knn_dists.shape[1] > self.n_neighbors:
# if k for precomputed_knn larger than n_neighbors we simply prune it
self.knn_indices = self.knn_indices[:, : self.n_neighbors]
self.knn_dists = self.knn_dists[:, : self.n_neighbors]
def _check_custom_metric(self, metric, kwds, data=None):
# quickly check to determine whether user-defined
# self.metric/self.output_metric returns both distance and gradient
if data is not None:
# if checking the high-dimensional distance metric, test directly on
# input data so we don't risk violating any assumptions potentially
# hard-coded in the metric (e.g., bounded; non-negative)
x, y = data[np.random.randint(0, data.shape[0], 2)]
else:
# if checking the manifold distance metric, simulate some data on a
# reasonable interval with output dimensionality
x, y = np.random.uniform(low=-10, high=10, size=(2, self.n_components))
if scipy.sparse.issparse(data):
metric_out = metric(x.indices, x.data, y.indices, y.data, **kwds)
else:
metric_out = metric(x, y, **kwds)
# True if metric returns iterable of length 2, False otherwise
return hasattr(metric_out, "__iter__") and len(metric_out) == 2
def _populate_combined_params(self, *models):
self.n_neighbors = flattened([m.n_neighbors for m in models])
self.metric = flattened([m.metric for m in models])
self.metric_kwds = flattened([m.metric_kwds for m in models])
self.output_metric = flattened([m.output_metric for m in models])
self.n_epochs = flattened(
[m.n_epochs if m.n_epochs is not None else -1 for m in models]
)
if all([x == -1 for x in self.n_epochs]):
self.n_epochs = None
self.init = flattened([m.init for m in models])
self.n_components = flattened([m.n_components for m in models])
self.repulsion_strength = flattened([m.repulsion_strength for m in models])
self.learning_rate = flattened([m.learning_rate for m in models])
self.spread = flattened([m.spread for m in models])
self.min_dist = flattened([m.min_dist for m in models])
self.low_memory = flattened([m.low_memory for m in models])
self.set_op_mix_ratio = flattened([m.set_op_mix_ratio for m in models])
self.local_connectivity = flattened([m.local_connectivity for m in models])
self.negative_sample_rate = flattened([m.negative_sample_rate for m in models])
self.random_state = flattened([m.random_state for m in models])
self.angular_rp_forest = flattened([m.angular_rp_forest for m in models])
self.transform_queue_size = flattened([m.transform_queue_size for m in models])
self.target_n_neighbors = flattened([m.target_n_neighbors for m in models])
self.target_metric = flattened([m.target_metric for m in models])
self.target_metric_kwds = flattened([m.target_metric_kwds for m in models])
self.target_weight = flattened([m.target_weight for m in models])
self.transform_seed = flattened([m.transform_seed for m in models])
self.force_approximation_algorithm = flattened(
[m.force_approximation_algorithm for m in models]
)
self.verbose = flattened([m.verbose for m in models])
self.unique = flattened([m.unique for m in models])
self.densmap = flattened([m.densmap for m in models])
self.dens_lambda = flattened([m.dens_lambda for m in models])
self.dens_frac = flattened([m.dens_frac for m in models])
self.dens_var_shift = flattened([m.dens_var_shift for m in models])
self.output_dens = flattened([m.output_dens for m in models])
self.a = flattened([m.a for m in models])
self.b = flattened([m.b for m in models])
self._a = flattened([m._a for m in models])
self._b = flattened([m._b for m in models])
def __mul__(self, other):
check_is_fitted(
self, attributes=["graph_"], msg="Only fitted UMAP models can be combined"
)
check_is_fitted(
other, attributes=["graph_"], msg="Only fitted UMAP models can be combined"
)
if self.graph_.shape[0] != other.graph_.shape[0]:
raise ValueError("Only models with the equivalent samples can be combined")
result = UMAP()
result._populate_combined_params(self, other)
result.graph_ = general_simplicial_set_intersection(
self.graph_, other.graph_, 0.5
)
result.graph_ = reset_local_connectivity(result.graph_, True)
if scipy.sparse.csgraph.connected_components(result.graph_)[0] > 1:
warn(
"Combined graph is not connected but multi-component layout is unsupported. "
"Falling back to random initialization."
)
init = "random"
else:
init = "spectral"
result.densmap = np.any(result.densmap)
result.output_dens = np.any(result.output_dens)
result._densmap_kwds = {
"lambda": np.max(result.dens_lambda),
"frac": np.max(result.dens_frac),
"var_shift": np.max(result.dens_var_shift),
"n_neighbors": np.max(result.n_neighbors),
}
if result.n_epochs is None:
n_epochs = None
else:
n_epochs = np.max(result.n_epochs)
result.embedding_, aux_data = simplicial_set_embedding(
None,
result.graph_,
np.min(result.n_components),
np.min(result.learning_rate),
np.mean(result._a),
np.mean(result._b),
np.mean(result.repulsion_strength),
np.mean(result.negative_sample_rate),
n_epochs,
init,
check_random_state(42),
"euclidean",
{},
result.densmap,
result._densmap_kwds,
result.output_dens,
parallel=False,
verbose=bool(np.max(result.verbose)),
tqdm_kwds=self.tqdm_kwds,
)
if result.output_dens:
result.rad_orig_ = aux_data["rad_orig"]
result.rad_emb_ = aux_data["rad_emb"]
return result
def __add__(self, other):
check_is_fitted(
self, attributes=["graph_"], msg="Only fitted UMAP models can be combined"
)
check_is_fitted(
other, attributes=["graph_"], msg="Only fitted UMAP models can be combined"
)
if self.graph_.shape[0] != other.graph_.shape[0]:
raise ValueError("Only models with the equivalent samples can be combined")
result = UMAP()
result._populate_combined_params(self, other)
result.graph_ = general_simplicial_set_union(self.graph_, other.graph_)
result.graph_ = reset_local_connectivity(result.graph_, True)
if scipy.sparse.csgraph.connected_components(result.graph_)[0] > 1:
warn(
"Combined graph is not connected but mult-component layout is unsupported. "
"Falling back to random initialization."
)
init = "random"
else:
init = "spectral"
result.densmap = np.any(result.densmap)
result.output_dens = np.any(result.output_dens)
result._densmap_kwds = {
"lambda": np.max(result.dens_lambda),
"frac": np.max(result.dens_frac),
"var_shift": np.max(result.dens_var_shift),
"n_neighbors": np.max(result.n_neighbors),
}
if result.n_epochs is None:
n_epochs = None
else:
n_epochs = np.max(result.n_epochs)
result.embedding_, aux_data = simplicial_set_embedding(
None,
result.graph_,
np.min(result.n_components),
np.min(result.learning_rate),
np.mean(result._a),
np.mean(result._b),
np.mean(result.repulsion_strength),
np.mean(result.negative_sample_rate),
n_epochs,
init,
check_random_state(42),
"euclidean",
{},
result.densmap,
result._densmap_kwds,
result.output_dens,
parallel=False,
verbose=bool(np.max(result.verbose)),
tqdm_kwds=self.tqdm_kwds,
)
if result.output_dens:
result.rad_orig_ = aux_data["rad_orig"]
result.rad_emb_ = aux_data["rad_emb"]
return result
def __sub__(self, other):
check_is_fitted(
self, attributes=["graph_"], msg="Only fitted UMAP models can be combined"
)
check_is_fitted(
other, attributes=["graph_"], msg="Only fitted UMAP models can be combined"
)
if self.graph_.shape[0] != other.graph_.shape[0]:
raise ValueError("Only models with the equivalent samples can be combined")
result = UMAP()
result._populate_combined_params(self, other)
result.graph_ = general_simplicial_set_intersection(
self.graph_, other.graph_, weight=0.5, right_complement=True
)
result.graph_ = reset_local_connectivity(result.graph_, False)
if scipy.sparse.csgraph.connected_components(result.graph_)[0] > 1:
warn(
"Combined graph is not connected but mult-component layout is unsupported. "
"Falling back to random initialization."
)
init = "random"
else:
init = "spectral"
result.densmap = np.any(result.densmap)
result.output_dens = np.any(result.output_dens)
result._densmap_kwds = {
"lambda": np.max(result.dens_lambda),
"frac": np.max(result.dens_frac),
"var_shift": np.max(result.dens_var_shift),
"n_neighbors": np.max(result.n_neighbors),
}
if result.n_epochs is None:
n_epochs = None
else:
n_epochs = np.max(result.n_epochs)
result.embedding_, aux_data = simplicial_set_embedding(
None,
result.graph_,
np.min(result.n_components),
np.min(result.learning_rate),
np.mean(result._a),
np.mean(result._b),
np.mean(result.repulsion_strength),
np.mean(result.negative_sample_rate),
n_epochs,
init,
check_random_state(42),
"euclidean",
{},
result.densmap,
result._densmap_kwds,
result.output_dens,
parallel=False,
verbose=bool(np.max(result.verbose)),
tqdm_kwds=self.tqdm_kwds,
)
if result.output_dens:
result.rad_orig_ = aux_data["rad_orig"]
result.rad_emb_ = aux_data["rad_emb"]
return result
[docs]
def fit(self, X, y=None, force_all_finite=True, **kwargs):
"""Fit X into an embedded space.
Optionally use y for supervised dimension reduction.
Parameters
----------
X : array, shape (n_samples, n_features) or (n_samples, n_samples)
If the metric is 'precomputed' X must be a square distance
matrix. Otherwise it contains a sample per row. If the method
is 'exact', X may be a sparse matrix of type 'csr', 'csc'
or 'coo'.
y : array, shape (n_samples)
A target array for supervised dimension reduction. How this is
handled is determined by parameters UMAP was instantiated with.
The relevant attributes are ``target_metric`` and
``target_metric_kwds``.
force_all_finite : Whether to raise an error on np.inf, np.nan, pd.NA in array.
The possibilities are: - True: Force all values of array to be finite.
- False: accepts np.inf, np.nan, pd.NA in array.
- 'allow-nan': accepts only np.nan and pd.NA values in array.
Values cannot be infinite.
**kwargs : optional
Any additional keyword arguments are passed to _fit_embed_data.
"""
if self.metric in ("bit_hamming", "bit_jaccard"):
X = check_array(
X, dtype=np.uint8, order="C", force_all_finite=force_all_finite
)
else:
X = check_array(
X,
dtype=np.float32,
accept_sparse="csr",
order="C",
force_all_finite=force_all_finite,
)
self._raw_data = X
# Handle all the optional arguments, setting default
if self.a is None or self.b is None:
self._a, self._b = find_ab_params(self.spread, self.min_dist)
else:
self._a = self.a
self._b = self.b
if isinstance(self.init, np.ndarray):
init = check_array(
self.init,
dtype=np.float32,
accept_sparse=False,
force_all_finite=force_all_finite,
)
else:
init = self.init
self._initial_alpha = self.learning_rate
self.knn_indices = self.precomputed_knn[0]
self.knn_dists = self.precomputed_knn[1]
# #848: allow precomputed knn to not have a search index
if len(self.precomputed_knn) == 2:
self.knn_search_index = None
else:
self.knn_search_index = self.precomputed_knn[2]
self._validate_parameters()
if self.verbose:
print(str(self))
self._original_n_threads = numba.get_num_threads()
if self.n_jobs > 0 and self.n_jobs is not None:
numba.set_num_threads(self.n_jobs)
# Check if we should unique the data
# We've already ensured that we aren't in the precomputed case
if self.unique:
# check if the matrix is dense
if self._sparse_data:
# Call a sparse unique function
index, inverse, counts = csr_unique(X)
else:
index, inverse, counts = np.unique(
X,
return_index=True,
return_inverse=True,
return_counts=True,
axis=0,
)[1:4]
if self.verbose:
print(
"Unique=True -> Number of data points reduced from ",
X.shape[0],
" to ",
X[index].shape[0],
)
most_common = np.argmax(counts)
print(
"Most common duplicate is",
index[most_common],
" with a count of ",
counts[most_common],
)
# We'll expose an inverse map when unique=True for users to map from our internal structures to their data
self._unique_inverse_ = inverse
# If we aren't asking for unique use the full index.
# This will save special cases later.
else:
index = list(range(X.shape[0]))
inverse = list(range(X.shape[0]))
# Error check n_neighbors based on data size
if X[index].shape[0] <= self.n_neighbors:
if X[index].shape[0] == 1:
self.embedding_ = np.zeros(
(1, self.n_components)
) # needed to sklearn comparability
return self
warn(
"n_neighbors is larger than the dataset size; truncating to "
"X.shape[0] - 1"
)
self._n_neighbors = X[index].shape[0] - 1
if self.densmap:
self._densmap_kwds["n_neighbors"] = self._n_neighbors
else:
self._n_neighbors = self.n_neighbors
# Note: unless it causes issues for setting 'index', could move this to
# initial sparsity check above
if self._sparse_data and not X.has_sorted_indices:
X.sort_indices()
random_state = check_random_state(self.random_state)
if self.verbose:
print(ts(), "Construct fuzzy simplicial set")
if self.metric == "precomputed" and self._sparse_data:
# For sparse precomputed distance matrices, we just argsort the rows to find
# nearest neighbors. To make this easier, we expect matrices that are
# symmetrical (so we can find neighbors by looking at rows in isolation,
# rather than also having to consider that sample's column too).
# print("Computing KNNs for sparse precomputed distances...")
if sparse_tril(X).getnnz() != sparse_triu(X).getnnz():
raise ValueError(
"Sparse precomputed distance matrices should be symmetrical!"
)
if not np.all(X.diagonal() == 0):
raise ValueError("Non-zero distances from samples to themselves!")
if self.knn_dists is None:
self._knn_indices = np.zeros((X.shape[0], self.n_neighbors), dtype=int)
self._knn_dists = np.zeros(self._knn_indices.shape, dtype=float)
for row_id in range(X.shape[0]):
# Find KNNs row-by-row
row_data = X[row_id].data
row_indices = X[row_id].indices
if len(row_data) < self._n_neighbors:
raise ValueError(
"Some rows contain fewer than n_neighbors distances!"
)
row_nn_data_indices = np.argsort(row_data)[: self._n_neighbors]
self._knn_indices[row_id] = row_indices[row_nn_data_indices]
self._knn_dists[row_id] = row_data[row_nn_data_indices]
else:
self._knn_indices = self.knn_indices
self._knn_dists = self.knn_dists
# Disconnect any vertices farther apart than _disconnection_distance
disconnected_index = self._knn_dists >= self._disconnection_distance
self._knn_indices[disconnected_index] = -1
self._knn_dists[disconnected_index] = np.inf
edges_removed = disconnected_index.sum()
(
self.graph_,
self._sigmas,
self._rhos,
self.graph_dists_,
) = fuzzy_simplicial_set(
X[index],
self.n_neighbors,
random_state,
"precomputed",
self._metric_kwds,
self._knn_indices,
self._knn_dists,
self.angular_rp_forest,
self.set_op_mix_ratio,
self.local_connectivity,
True,
self.verbose,
self.densmap or self.output_dens,
)
# Report the number of vertices with degree 0 in our our umap.graph_
# This ensures that they were properly disconnected.
vertices_disconnected = np.sum(
np.array(self.graph_.sum(axis=1)).flatten() == 0
)
raise_disconnected_warning(
edges_removed,
vertices_disconnected,
self._disconnection_distance,
self._raw_data.shape[0],
verbose=self.verbose,
)
# Handle small cases efficiently by computing all distances
elif X[index].shape[0] < 4096 and not self.force_approximation_algorithm:
self._small_data = True
try:
# sklearn pairwise_distances fails for callable metric on sparse data
_m = self.metric if self._sparse_data else self._input_distance_func
dmat = pairwise_distances(X[index], metric=_m, **self._metric_kwds)
except (ValueError, TypeError) as e:
# metric is numba.jit'd or not supported by sklearn,
# fallback to pairwise special
if self._sparse_data:
# Get a fresh metric since we are casting to dense
if not callable(self.metric):
_m = dist.named_distances[self.metric]
dmat = dist.pairwise_special_metric(
X[index].toarray(),
metric=_m,
kwds=self._metric_kwds,
force_all_finite=force_all_finite,
)
else:
dmat = dist.pairwise_special_metric(
X[index],
metric=self._input_distance_func,
kwds=self._metric_kwds,
force_all_finite=force_all_finite,
)
else:
dmat = dist.pairwise_special_metric(
X[index],
metric=self._input_distance_func,
kwds=self._metric_kwds,
force_all_finite=force_all_finite,
)
# set any values greater than disconnection_distance to be np.inf.
# This will have no effect when _disconnection_distance is not set since it defaults to np.inf.
edges_removed = np.sum(dmat >= self._disconnection_distance)
dmat[dmat >= self._disconnection_distance] = np.inf
(
self.graph_,
self._sigmas,
self._rhos,
self.graph_dists_,
) = fuzzy_simplicial_set(
dmat,
self._n_neighbors,
random_state,
"precomputed",
self._metric_kwds,
None,
None,
self.angular_rp_forest,
self.set_op_mix_ratio,
self.local_connectivity,
True,
self.verbose,
self.densmap or self.output_dens,
)
# Report the number of vertices with degree 0 in our umap.graph_
# This ensures that they were properly disconnected.
vertices_disconnected = np.sum(
np.array(self.graph_.sum(axis=1)).flatten() == 0
)
raise_disconnected_warning(
edges_removed,
vertices_disconnected,
self._disconnection_distance,
self._raw_data.shape[0],
verbose=self.verbose,
)
else:
# Standard case
self._small_data = False
# Standard case
if self._sparse_data and self.metric in pynn_sparse_named_distances:
nn_metric = self.metric
elif not self._sparse_data and self.metric in pynn_named_distances:
nn_metric = self.metric
else:
nn_metric = self._input_distance_func
if self.knn_dists is None:
(
self._knn_indices,
self._knn_dists,
self._knn_search_index,
) = nearest_neighbors(
X[index],
self._n_neighbors,
nn_metric,
self._metric_kwds,
self.angular_rp_forest,
random_state,
self.low_memory,
use_pynndescent=True,
n_jobs=self.n_jobs,
verbose=self.verbose,
)
else:
self._knn_indices = self.knn_indices
self._knn_dists = self.knn_dists
self._knn_search_index = self.knn_search_index
# Disconnect any vertices farther apart than _disconnection_distance
disconnected_index = self._knn_dists >= self._disconnection_distance
self._knn_indices[disconnected_index] = -1
self._knn_dists[disconnected_index] = np.inf
edges_removed = disconnected_index.sum()
(
self.graph_,
self._sigmas,
self._rhos,
self.graph_dists_,
) = fuzzy_simplicial_set(
X[index],
self.n_neighbors,
random_state,
nn_metric,
self._metric_kwds,
self._knn_indices,
self._knn_dists,
self.angular_rp_forest,
self.set_op_mix_ratio,
self.local_connectivity,
True,
self.verbose,
self.densmap or self.output_dens,
)
# Report the number of vertices with degree 0 in our umap.graph_
# This ensures that they were properly disconnected.
vertices_disconnected = np.sum(
np.array(self.graph_.sum(axis=1)).flatten() == 0
)
raise_disconnected_warning(
edges_removed,
vertices_disconnected,
self._disconnection_distance,
self._raw_data.shape[0],
verbose=self.verbose,
)
# Currently not checking if any duplicate points have differing labels
# Might be worth throwing a warning...
if y is not None:
len_X = len(X) if not self._sparse_data else X.shape[0]
if len_X != len(y):
raise ValueError(
"Length of x = {len_x}, length of y = {len_y}, while it must be equal.".format(
len_x=len_X, len_y=len(y)
)
)
if self.target_metric == "string":
y_ = y[index]
else:
y_ = check_array(y, ensure_2d=False, force_all_finite=force_all_finite)[
index
]
if self.target_metric == "categorical":
if self.target_weight < 1.0:
far_dist = 2.5 * (1.0 / (1.0 - self.target_weight))
else:
far_dist = 1.0e12
self.graph_ = discrete_metric_simplicial_set_intersection(
self.graph_, y_, far_dist=far_dist
)
elif self.target_metric in dist.DISCRETE_METRICS:
if self.target_weight < 1.0:
scale = 2.5 * (1.0 / (1.0 - self.target_weight))
else:
scale = 1.0e12
# self.graph_ = discrete_metric_simplicial_set_intersection(
# self.graph_,
# y_,
# metric=self.target_metric,
# metric_kws=self.target_metric_kwds,
# metric_scale=scale
# )
metric_kws = dist.get_discrete_params(y_, self.target_metric)
self.graph_ = discrete_metric_simplicial_set_intersection(
self.graph_,
y_,
metric=self.target_metric,
metric_kws=metric_kws,
metric_scale=scale,
)
else:
if len(y_.shape) == 1:
y_ = y_.reshape(-1, 1)
if self.target_n_neighbors == -1:
target_n_neighbors = self._n_neighbors
else:
target_n_neighbors = self.target_n_neighbors
# Handle the small case as precomputed as before
if y.shape[0] < 4096:
try:
ydmat = pairwise_distances(
y_, metric=self.target_metric, **self._target_metric_kwds
)
except (TypeError, ValueError):
ydmat = dist.pairwise_special_metric(
y_,
metric=self.target_metric,
kwds=self._target_metric_kwds,
force_all_finite=force_all_finite,
)
(
target_graph,
target_sigmas,
target_rhos,
) = fuzzy_simplicial_set(
ydmat,
target_n_neighbors,
random_state,
"precomputed",
self._target_metric_kwds,
None,
None,
False,
1.0,
1.0,
False,
)
else:
# Standard case
(
target_graph,
target_sigmas,
target_rhos,
) = fuzzy_simplicial_set(
y_,
target_n_neighbors,
random_state,
self.target_metric,
self._target_metric_kwds,
None,
None,
False,
1.0,
1.0,
False,
)
# product = self.graph_.multiply(target_graph)
# # self.graph_ = 0.99 * product + 0.01 * (self.graph_ +
# # target_graph -
# # product)
# self.graph_ = product
self.graph_ = general_simplicial_set_intersection(
self.graph_, target_graph, self.target_weight
)
self.graph_ = reset_local_connectivity(self.graph_)
self._supervised = True
else:
self._supervised = False
if self.densmap or self.output_dens:
self._densmap_kwds["graph_dists"] = self.graph_dists_
if self.verbose:
print(ts(), "Construct embedding")
if self.transform_mode == "embedding":
epochs = (
self.n_epochs_list if self.n_epochs_list is not None else self.n_epochs
)
self.embedding_, aux_data = self._fit_embed_data(
self._raw_data[index],
epochs,
init,
random_state, # JH why raw data?
**kwargs,
)
if self.n_epochs_list is not None:
if "embedding_list" not in aux_data:
raise KeyError(
"No list of embedding were found in 'aux_data'. "
"It is likely the layout optimization function "
"doesn't support the list of int for 'n_epochs'."
)
else:
self.embedding_list_ = [
e[inverse] for e in aux_data["embedding_list"]
]
# Assign any points that are fully disconnected from our manifold(s) to have embedding
# coordinates of np.nan. These will be filtered by our plotting functions automatically.
# They also prevent users from being deceived a distance query to one of these points.
# Might be worth moving this into simplicial_set_embedding or _fit_embed_data
disconnected_vertices = np.array(self.graph_.sum(axis=1)).flatten() == 0
if len(disconnected_vertices) > 0:
self.embedding_[disconnected_vertices] = np.full(
self.n_components, np.nan
)
self.embedding_ = self.embedding_[inverse]
if self.output_dens:
self.rad_orig_ = aux_data["rad_orig"][inverse]
self.rad_emb_ = aux_data["rad_emb"][inverse]
if self.verbose:
print(ts() + " Finished embedding")
numba.set_num_threads(self._original_n_threads)
self._input_hash = joblib.hash(self._raw_data)
return self
def _fit_embed_data(self, X, n_epochs, init, random_state, **kwargs):
"""A method wrapper for simplicial_set_embedding that can be
replaced by subclasses. Arbitrary keyword arguments can be passed
through .fit() and .fit_transform().
"""
return simplicial_set_embedding(
X,
self.graph_,
self.n_components,
self._initial_alpha,
self._a,
self._b,
self.repulsion_strength,
self.negative_sample_rate,
n_epochs,
init,
random_state,
self._input_distance_func,
self._metric_kwds,
self.densmap,
self._densmap_kwds,
self.output_dens,
self._output_distance_func,
self._output_metric_kwds,
self.output_metric in ("euclidean", "l2"),
self.random_state is None,
self.verbose,
tqdm_kwds=self.tqdm_kwds,
)
def update(self, X, force_all_finite=True):
if self.metric in ("bit_hamming", "bit_jaccard"):
X = check_array(
X, dtype=np.uint8, order="C", force_all_finite=force_all_finite
)
else:
X = check_array(
X,
dtype=np.float32,
accept_sparse="csr",
order="C",
force_all_finite=force_all_finite,
)
random_state = check_random_state(self.transform_seed)
rng_state = random_state.randint(INT32_MIN, INT32_MAX, 3).astype(np.int64)
original_size = self._raw_data.shape[0]
if self.metric == "precomputed":
raise ValueError("Update does not currently support precomputed metrics")
if self._supervised:
raise ValueError("Updating supervised models is not currently " "supported")
if self._small_data:
if self._sparse_data:
self._raw_data = scipy.sparse.vstack([self._raw_data, X])
else:
self._raw_data = np.vstack([self._raw_data, X])
if self._raw_data.shape[0] < 4096:
# still small data
try:
# sklearn pairwise_distances fails for callable metric on sparse data
_m = self.metric if self._sparse_data else self._input_distance_func
dmat = pairwise_distances(
self._raw_data, metric=_m, **self._metric_kwds
)
except (ValueError, TypeError) as e:
# metric is numba.jit'd or not supported by sklearn,
# fallback to pairwise special
if self._sparse_data:
# Get a fresh metric since we are casting to dense
if not callable(self.metric):
_m = dist.named_distances[self.metric]
dmat = dist.pairwise_special_metric(
self._raw_data.toarray(),
metric=_m,
kwds=self._metric_kwds,
force_all_finite=force_all_finite,
)
else:
dmat = dist.pairwise_special_metric(
self._raw_data,
metric=self._input_distance_func,
kwds=self._metric_kwds,
force_all_finite=force_all_finite,
)
else:
dmat = dist.pairwise_special_metric(
self._raw_data,
metric=self._input_distance_func,
kwds=self._metric_kwds,
force_all_finite=force_all_finite,
)
self.graph_, self._sigmas, self._rhos = fuzzy_simplicial_set(
dmat,
self._n_neighbors,
random_state,
"precomputed",
self._metric_kwds,
None,
None,
self.angular_rp_forest,
self.set_op_mix_ratio,
self.local_connectivity,
True,
self.verbose,
)
knn_indices = np.argsort(dmat)[:, : self.n_neighbors]
else:
# now large data
self._small_data = False
if self._sparse_data and self.metric in pynn_sparse_named_distances:
nn_metric = self.metric
elif not self._sparse_data and self.metric in pynn_named_distances:
nn_metric = self.metric
else:
nn_metric = self._input_distance_func
(
self._knn_indices,
self._knn_dists,
self._knn_search_index,
) = nearest_neighbors(
self._raw_data,
self._n_neighbors,
nn_metric,
self._metric_kwds,
self.angular_rp_forest,
random_state,
self.low_memory,
use_pynndescent=True,
n_jobs=self.n_jobs,
verbose=self.verbose,
)
self.graph_, self._sigmas, self._rhos = fuzzy_simplicial_set(
self._raw_data,
self.n_neighbors,
random_state,
nn_metric,
self._metric_kwds,
self._knn_indices,
self._knn_dists,
self.angular_rp_forest,
self.set_op_mix_ratio,
self.local_connectivity,
True,
self.verbose,
)
knn_indices = self._knn_indices
init = np.zeros(
(self._raw_data.shape[0], self.n_components), dtype=np.float32
)
init[:original_size] = self.embedding_
init_update(init, original_size, knn_indices)
if self.n_epochs is None:
n_epochs = 0
else:
n_epochs = self.n_epochs
self.embedding_, aux_data = simplicial_set_embedding(
self._raw_data,
self.graph_,
self.n_components,
self._initial_alpha,
self._a,
self._b,
self.repulsion_strength,
self.negative_sample_rate,
n_epochs,
init,
random_state,
self._input_distance_func,
self._metric_kwds,
self.densmap,
self._densmap_kwds,
self.output_dens,
self._output_distance_func,
self._output_metric_kwds,
self.output_metric in ("euclidean", "l2"),
self.random_state is None,
self.verbose,
tqdm_kwds=self.tqdm_kwds,
)
else:
self._knn_search_index.prepare()
self._knn_search_index.update(X)
self._raw_data = self._knn_search_index._raw_data
(
self._knn_indices,
self._knn_dists,
) = self._knn_search_index.neighbor_graph
if self._sparse_data and self.metric in pynn_sparse_named_distances:
nn_metric = self.metric
elif not self._sparse_data and self.metric in pynn_named_distances:
nn_metric = self.metric
else:
nn_metric = self._input_distance_func
self.graph_, self._sigmas, self._rhos = fuzzy_simplicial_set(
self._raw_data,
self.n_neighbors,
random_state,
nn_metric,
self._metric_kwds,
self._knn_indices,
self._knn_dists,
self.angular_rp_forest,
self.set_op_mix_ratio,
self.local_connectivity,
True,
self.verbose,
)
init = np.zeros(
(self._raw_data.shape[0], self.n_components), dtype=np.float32
)
init[:original_size] = self.embedding_
init_update(init, original_size, self._knn_indices)
if self.n_epochs is None:
n_epochs = 0
else:
n_epochs = self.n_epochs
self.embedding_, aux_data = simplicial_set_embedding(
self._raw_data,
self.graph_,
self.n_components,
self._initial_alpha,
self._a,
self._b,
self.repulsion_strength,
self.negative_sample_rate,
n_epochs,
init,
random_state,
self._input_distance_func,
self._metric_kwds,
self.densmap,
self._densmap_kwds,
self.output_dens,
self._output_distance_func,
self._output_metric_kwds,
self.output_metric in ("euclidean", "l2"),
self.random_state is None,
self.verbose,
tqdm_kwds=self.tqdm_kwds,
)
if self.output_dens:
self.rad_orig_ = aux_data["rad_orig"]
self.rad_emb_ = aux_data["rad_emb"]
[docs]
def get_feature_names_out(self, feature_names_out=None):
"""
Defines descriptive names for each output of the (fitted) estimator.
:param feature_names_out: Optional passthrough for feature names.
By default, feature names will be generated automatically.
:return: List of descriptive names for each output variable from the fitted estimator.
"""
if feature_names_out is None:
feature_names_out = [
f"umap_component_{i+1}" for i in range(self.n_components)
]
return feature_names_out
def __repr__(self):
from sklearn.utils._pprint import _EstimatorPrettyPrinter
import re
pp = _EstimatorPrettyPrinter(
compact=True,
indent=1,
indent_at_name=True,
n_max_elements_to_show=50,
)
pp._changed_only = True
repr_ = pp.pformat(self)
repr_ = re.sub("tqdm_kwds={.*},", "", repr_, flags=re.S)
# remove empty lines
repr_ = re.sub("\n *\n", "\n", repr_, flags=re.S)
# remove extra whitespaces after a comma
repr_ = re.sub(", +", ", ", repr_)
return repr_