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Revision 1295ccb09626f89f20d0c0183d618f96b4833bf1 authored by Jean Kossaifi on 08 May 2018, 21:04:53 UTC, committed by Jean Kossaifi on 08 May 2018, 22:15:23 UTC
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_tucker.py
from .. import backend as T
from ..base import unfold
from ..tenalg import multi_mode_dot, mode_dot
from ..tucker_tensor import tucker_to_tensor
from ..random import check_random_state
from math import sqrt

import warnings

# Author: Jean Kossaifi <jean.kossaifi+tensors@gmail.com>

# License: BSD 3 clause

def partial_tucker(tensor, modes, rank=None, n_iter_max=100, init='svd', tol=10e-5,
                   random_state=None, verbose=False, ranks=None):
    """Partial tucker decomposition via Higher Order Orthogonal Iteration (HOI)

        Decomposes `tensor` into a Tucker decomposition exclusively along the provided modes.

    Parameters
    ----------
    tensor : ndarray
    modes : int list
            list of the modes on which to perform the decomposition
    ranks : None or int list
            size of the core tensor, ``(len(ranks) == len(modes))``
    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
    -------
    core : ndarray 
            core tensor of the Tucker decomposition
    factors : ndarray list
            list of factors of the Tucker decomposition.
            with ``core.shape[i] == (tensor.shape[i], ranks[i]) for i in modes``
    """
    if ranks is not None:
        message = "'ranks' is depreciated, please use 'rank' instead"
        warnings.warn(message, DeprecationWarning)
        rank = ranks

    if rank is None:
        rank = [T.shape(tensor)[mode] for mode in modes]
    elif isinstance(rank, int):
        message = "Given only one int for 'rank' intead of a list of {} modes. Using this rank for all modes.".format(len(modes))
        warnings.warn(message, DeprecationWarning)
        rank = [rank for _ in modes]

    # SVD init
    if init == 'svd':
        factors = []
        for index, mode in enumerate(modes):
            eigenvecs, _, _ = T.partial_svd(unfold(tensor, mode), n_eigenvecs=rank[index])
            factors.append(eigenvecs)
    else:
        rng = check_random_state(random_state)
        core = T.tensor(rng.random_sample(rank), **T.context(tensor))
        factors = [T.tensor(rng.random_sample((T.shape(tensor)[mode], rank[index])), **T.context(tensor)) for (index, mode) in enumerate(modes)]

    rec_errors = []
    norm_tensor = T.norm(tensor, 2)

    for iteration in range(n_iter_max):
        for index, mode in enumerate(modes):
            core_approximation = multi_mode_dot(tensor, factors, modes=modes, skip=index, transpose=True)
            eigenvecs, _, _ = T.partial_svd(unfold(core_approximation, mode), n_eigenvecs=rank[index])
            factors[index] = eigenvecs

        core = multi_mode_dot(tensor, factors, modes=modes, transpose=True)

        # The factors are orthonormal and therefore do not affect the reconstructed tensor's norm
        rec_error = sqrt(abs(norm_tensor**2 - T.norm(core, 2)**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 core, factors


def tucker(tensor, rank=None, ranks=None, n_iter_max=100, init='svd', tol=10e-5,
           random_state=None, verbose=False):
    """Tucker decomposition via Higher Order Orthogonal Iteration (HOI)

        Decomposes `tensor` into a Tucker decomposition:
        ``tensor = [| core; factors[0], ...factors[-1] |]`` [1]_

    Parameters
    ----------
    tensor : ndarray
    ranks : None or int list
            size of the core tensor, ``(len(ranks) == tensor.ndim)``
    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
    -------
    core : ndarray of size `ranks`
            core tensor of the Tucker decomposition
    factors : ndarray list
            list of factors of the Tucker decomposition.
            Its ``i``-th element is of shape ``(tensor.shape[i], ranks[i])``

    References
    ----------
    .. [1] T.G.Kolda and B.W.Bader, "Tensor Decompositions and Applications",
       SIAM REVIEW, vol. 51, n. 3, pp. 455-500, 2009.
    """
    modes = list(range(T.ndim(tensor)))
    return partial_tucker(tensor, modes, rank=rank, ranks=ranks, n_iter_max=n_iter_max, init=init,
                          tol=tol, random_state=random_state, verbose=verbose)


def non_negative_tucker(tensor, rank, n_iter_max=10, init='svd', tol=10e-5,
                        random_state=None, verbose=False, ranks=None):
    """Non-negative Tucker decomposition

        Iterative multiplicative update, see [2]_

    Parameters
    ----------
    tensor : ``ndarray``
    rank   : int
            number of components
    n_iter_max : int
                 maximum number of iteration
    init : {'svd', 'random'}
    random_state : {None, int, np.random.RandomState}

    Returns
    -------
    core : ndarray
            positive core of the Tucker decomposition
            has shape `ranks`
    factors : ndarray list
            list of factors of the CP decomposition
            element `i` is of shape ``(tensor.shape[i], rank)``

    References
    ----------
    .. [2] Yong-Deok Kim and Seungjin Choi,
       "Nonnegative tucker decomposition",
       IEEE Conference on Computer Vision and Pattern Recognition s(CVPR),
       pp 1-8, 2007
    """
    if ranks is not None:
        message = "'ranks' is depreciated, please use 'rank' instead"
        warnings.warn(message, DeprecationWarning)
        rank = ranks

    if rank is None:
        rank = [T.shape(tensor)[mode] for mode in modes]
    elif isinstance(rank, int):
        message = "Given only one int for 'rank' intead of a list of {} modes. Using this rank for all modes.".format(len(modes))
        warnings.warn(message, DeprecationWarning)
        rank = [rank for _ in modes]


    epsilon = 10e-12

    # Initialisation
    if init == 'svd':
        core, factors = tucker(tensor, rank)
        nn_factors = [T.abs(f) for f in factors]
        nn_core = T.abs(core)
    else:
        rng = check_random_state(random_state)
        core = T.tensor(rng.random_sample(rank) + 0.01, **T.context(tensor))  # Check this
        factors = [T.tensor(rng.random_sample(s), **T.context(tensor)) for s in zip(T.shape(tensor), rank)]
        nn_factors = [T.abs(f) for f in factors]
        nn_core = T.abs(core)

    n_factors = len(nn_factors)
    norm_tensor = T.norm(tensor, 2)
    rec_errors = []

    for iteration in range(n_iter_max):
        for mode in range(T.ndim(tensor)):
            B = tucker_to_tensor(nn_core, nn_factors, skip_factor=mode)
            B = T.transpose(unfold(B, mode))

            numerator = T.dot(unfold(tensor, mode), B)
            numerator = T.clip(numerator, a_min=epsilon, a_max=None)
            denominator = T.dot(nn_factors[mode], T.dot(T.transpose(B), B))
            denominator = T.clip(denominator, a_min=epsilon, a_max=None)
            nn_factors[mode] *= numerator / denominator

        numerator = tucker_to_tensor(tensor, nn_factors, transpose_factors=True)
        numerator = T.clip(numerator, a_min=epsilon, a_max=None)
        for i, f in enumerate(nn_factors):
            if i:
                denominator = mode_dot(denominator, T.dot(T.transpose(f), f), i)
            else:
                denominator = mode_dot(nn_core, T.dot(T.transpose(f), f), i)
        denominator = T.clip(denominator, a_min=epsilon, a_max=None)
        nn_core *= numerator / denominator

        rec_error = T.norm(tensor - tucker_to_tensor(nn_core, nn_factors), 2) / norm_tensor
        rec_errors.append(rec_error)
        if iteration > 1 and verbose:
            print('reconsturction 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_core, nn_factors
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