https://github.com/HTDerekLiu/SpecCoarsen_MATLAB
Tip revision: 749b4bf2aa89143c0b50c9a2a50a6fbd6b115919 authored by HTDerekLiu on 12 September 2019, 16:56:12 UTC
update number of eVec in use
update number of eVec in use
Tip revision: 749b4bf
algebraicCoarsening.m
function [Lc, Mc, G, P, Cpt, errorHis] = algebraicCoarsening(L, M, numNc, varargin)
%%
% default parameter values
lr = 2e-2; % learning rate (step size) for the gradient descent
lrDecayIter = 2; % learning rate decay iterations (optional)
maxIter = 1000; % the maximum iteration (usually won't reach)
stallIter = 5; % stall iteration
landmarks = []; % vertices you want to keep in the coarsening
numEig = round(numNc / 3); % number of eigenvectors in use
% process user input parameters
params_to_variables = containers.Map(...
{'lr', 'decayIter', 'stallIter', 'maxIter', 'landmarks','numEig'}, ...
{'lr', 'lrDecayIter', 'stallIter', 'maxIter', 'landmarks','numEig'});
v = 1;
while v <= numel(varargin)
param_name = varargin{v};
if isKey(params_to_variables,param_name)
assert(v+1<=numel(varargin));
v = v+1;
% Trick: use feval on anonymous function to use assignin to this workspace
feval(@()assignin('caller',params_to_variables(param_name),varargin{v}));
else
error('Unsupported parameter: %s',varargin{v});
end
v=v+1;
end
%% Combinatorial Coarsening
invM = diag(diag(M).^-1);
SoC = strengthOfConnections(L, M);
% clustering
shuffle = @(v)v(randperm(numel(v)));
seedsIdx = [1:size(L,1)];
seedsIdx(landmarks) = [];
seedsIdx = shuffle(seedsIdx);
seedsIdx = [landmarks, seedsIdx];
seedsIdx = seedsIdx(1:numNc);
clusterAssignment = graphKMediods(SoC, seedsIdx, landmarks);
% construct P (projection) and K (assignment)
[Cpt, ~, idxToCpt] = unique(clusterAssignment);
P = sparse([1:length(Cpt)], Cpt, ones(length(Cpt),1), ...
length(Cpt), size(L,1), length(Cpt));
K = sparse(idxToCpt, [1:size(L,1)], ones(length(idxToCpt),1), ...
length(Cpt), size(L,1), length(idxToCpt));
%% Operator Optimization
Mc = K * M * K'; % coarse mass matrix
invMc = diag(diag(Mc).^-1);
S = double(L~=0);
J = double(K * S * K' ~= 0);
H = double(K' * J ~= 0);
A = double(H' * S * H ~= 0);
% eigen vector as test vectors
[~, U] = eigsReal(L, M, numEig);
G = K'; % initial G
% energy function/gradient precomputation
A = P * invM * L * U;
B = P * U;
BB = B*B';
AB = A*B';
% projection precomputation (G=G+(U0-G*PU)*invUPPU*PU')
% U0 = U(:,1);
% PU = P*U0;
% invUPPU = inv(U0'*P'*P*U0);
U0 = U(:,1);
ZIdx = find(H);
[rIdx, cIdx] = find(H);
Z = sparse(ZIdx, [1:length(ZIdx)], ones(length(ZIdx),1), size(G,1)*size(G,2), length(ZIdx));
g = G(ZIdx);
Aproj = kron((P*U0)',speye(size(G,1))) * Z;
AAA = Aproj'*inv(Aproj*Aproj');
% stopping criteria (stall)
objValOld = 1e10;
stop = 0;
lrDecayCount = 0;
decayRatio = 0.5;
% NADAM
timeStep = 0;
beta1 = 0.9;
beta2 = 0.9;
eps = 1e-8;
mt = sparse(size(G,1), size(G,2));
nt = sparse(size(G,1), size(G,2));
% function for computing objective function
objFunc = @(params) objFuncTemplate(params,A, B, L, Mc, invMc);
errorHis = [];
for iter = 1:maxIter
% precomputation
objVal = objFunc(G);
errorHis = [errorHis objVal];
% compute gradient
% Note that MATLAB implementation DOES NOT exploit the sparse gradient
% because looping over the indices is slow in MATLAB. Therefore, the
% MATLAB gradient computation is much slower
LG = L*G;
BBGLGinvMc = BB*(G'*(LG*invMc));
grad = LG * (- AB' - AB + BBGLGinvMc + BBGLGinvMc') ;
grad = grad .* H;
% NADAM
timeStep = timeStep + 1;
mt = beta1*mt + (1-beta1)*grad;
nt = beta2*nt + (1-beta2)*(grad.^2);
mt_hat = mt / (1-beta1^timeStep);
nt_hat = nt / (1-beta2^timeStep);
Ngrad = 1./(sqrt(nt_hat) + eps) .* (beta1*mt_hat + (1-beta1)*grad/(1-beta1^timeStep));
% update G
G = G - lr * Ngrad;
% G = projFunc(G);
g1 = G(ZIdx);
g = g1 - AAA * (Aproj*g1-U0(:));
G = sparse(rIdx, cIdx, g, size(H,1), size(H,2));
% fprintf('%.1e\n', max(abs(G * P * U0 - U0)))
% print progress
if mod(iter,10) == 0
fprintf('iter %i, cost %f\n', iter, objVal);
end
% stopping criteria (if the energy stop decreasing for a few iterations)
if objValOld < objVal
stop = stop + 1;
if stop > stallIter
if lrDecayCount < lrDecayIter % not decrease lr yet
lr = lr * decayRatio;
stop = 0;
lrDecayCount = lrDecayCount + 1;
fprintf('derease learning rate to: %f\n', lr);
else
fprintf('iter %i, cost %f\n', iter, objValOld);
break;
end
end
else
stop = 0;
objValOld = objVal;
Gbest = G;
end
end
G = Gbest;
Lc = G' * L * G;
Lc = (Lc + Lc')/2; % sometimes a slightly non-symmetric matrix fails 'eigs' due to numerical issues