import numpy as np from .. import backend as T from ..random import check_random_state from ..base import unfold from ..kruskal_tensor import kruskal_to_tensor from ..tenalg import khatri_rao # Author: Jean Kossaifi # License: BSD 3 clause def parafac(tensor, rank, n_iter_max=100, init='svd', tol=10e-7, random_state=None, verbose=False): """CANDECOMP/PARAFAC decomposition via alternating least squares (ALS) Computes a rank-`rank` decomposition of `tensor` [1]_ such that: ``tensor = [| factors[0], ..., factors[-1] |]`` Parameters ---------- tensor : ndarray rank : int number of components n_iter_max : int maximum number of iteration init : {'svd', 'random'}, optional tol : float, optional tolerance: the algorithm stops when the variation in the reconstruction error is less than the tolerance random_state : {None, int, np.random.RandomState} verbose : int, optional level of verbosity Returns ------- factors : ndarray list list of factors of the CP decomposition element `i` is of shape (tensor.shape[i], rank) References ---------- .. [1] T.G.Kolda and B.W.Bader, "Tensor Decompositions and Applications", SIAM REVIEW, vol. 51, n. 3, pp. 455-500, 2009. """ rng = check_random_state(random_state) if init is 'random': factors = [T.tensor(rng.random_sample((tensor.shape[i], rank))) for i in range(tensor.ndim)] elif init is 'svd': factors = [] for mode in range(tensor.ndim): U, _, _ = T.partial_svd(unfold(tensor, mode), n_eigenvecs=rank) if tensor.shape[mode] < rank: # TODO: this is a hack but it seems to do the job for now factor = T.tensor(np.zeros((U.shape[0], rank))) factor[:, tensor.shape[mode]:] = T.tensor(rng.random_sample((U.shape[0], rank - tensor.shape[mode]))) factor[:, :tensor.shape[mode]] = U U = T.tensor(factor) factors.append(U[:, :rank]) rec_errors = [] norm_tensor = T.norm(tensor, 2) for iteration in range(n_iter_max): for mode in range(tensor.ndim): pseudo_inverse = T.tensor(np.ones((rank, rank))) for i, factor in enumerate(factors): if i != mode: pseudo_inverse[:] = pseudo_inverse*T.dot(factor.T, factor) factor = T.dot(unfold(tensor, mode), khatri_rao(factors, skip_matrix=mode)) factor = T.solve(pseudo_inverse.T, factor.T).T factors[mode] = factor #if verbose or tol: rec_error = T.norm(tensor - kruskal_to_tensor(factors), 2) / norm_tensor rec_errors.append(rec_error) if iteration > 1: if verbose: print('reconsturction error={}, variation={}.'.format( rec_errors[-1], rec_errors[-2] - rec_errors[-1])) if tol and abs(rec_errors[-2] - rec_errors[-1]) < tol: if verbose: print('converged in {} iterations.'.format(iteration)) break return factors def non_negative_parafac(tensor, rank, n_iter_max=100, init='svd', tol=10e-7, random_state=None, verbose=0): """Non-negative CP decomposition Uses multiplicative updates, see [2]_ Parameters ---------- tensor : ndarray rank : int number of components n_iter_max : int maximum number of iteration init : {'svd', 'random'}, optional tol : float, optional tolerance: the algorithm stops when the variation in the reconstruction error is less than the tolerance random_state : {None, int, np.random.RandomState} verbose : int, optional level of verbosity Returns ------- factors : ndarray list list of positive factors of the CP decomposition element `i` is of shape ``(tensor.shape[i], rank)`` References ---------- .. [2] Amnon Shashua and Tamir Hazan, "Non-negative tensor factorization with applications to statistics and computer vision", In Proceedings of the International Conference on Machine Learning (ICML), pp 792–799, ICML, 2005 """ epsilon = 10e-12 # Initialisation if init == 'svd': factors = parafac(tensor, rank) nn_factors = [T.abs(f) for f in factors] else: rng = check_random_state(random_state) nn_factors = [T.tensor(np.abs(rng.random_sample((s, rank)))) for s in tensor.shape] n_factors = len(nn_factors) norm_tensor = T.norm(tensor, 2) rec_errors = [] for iteration in range(n_iter_max): for mode in range(tensor.ndim): # khatri_rao(factors).T.dot(khatri_rao(factors)) # simplifies to multiplications sub_indices = [i for i in range(n_factors) if i != mode] for i, e in enumerate(sub_indices): if i: accum[:] = accum*T.dot(nn_factors[e].T, nn_factors[e]) else: accum = T.dot(nn_factors[e].T, nn_factors[e]) numerator = T.dot(unfold(tensor, mode), khatri_rao(nn_factors, skip_matrix=mode)) numerator = T.clip(numerator, a_min=epsilon, a_max=None) denominator = T.dot(nn_factors[mode], accum) denominator = T.clip(denominator, a_min=epsilon, a_max=None) nn_factors[mode][:] = nn_factors[mode]* numerator / denominator rec_error = T.norm(tensor - kruskal_to_tensor(nn_factors), 2) / norm_tensor rec_errors.append(rec_error) if iteration > 1 and verbose: print('reconstruction error={}, variation={}.'.format( rec_errors[-1], rec_errors[-2] - rec_errors[-1])) if iteration > 1 and abs(rec_errors[-2] - rec_errors[-1]) < tol: if verbose: print('converged in {} iterations.'.format(iteration)) break return nn_factors