Scikit learn Sample6—The Johnson-Lindenstrauss bound for embedding with random projections

Johnson-Lindenstrauss开始嵌入随机投影

     Johnson-Lindenstrauss引理指出，任何高维数据集都可以随机投影到较低维度的欧几里德空间，同时控制成对距离的失真。

理论界限

  由随机投影p引入的失真由p定义具有良好概率的eps嵌入这一事实来确定：

  (1−eps)‖u−v‖2<‖p(u)−p(v)‖2<(1+eps)‖u−v‖2

   其中u和v是从形状[n_samples，n_features]的数据集中获取的任何行，而p是具有形状[n_components，n_features]（或稀疏Achlioptas矩阵）的随机高斯N（0,1）矩阵的投影。

  保证eps嵌入的最小组件数由下式给出：

n_components>=4log(n_samples)/(eps2/2−eps3/3)

    第一个图表显示，随着样本n_samples数量的增加，维数n_components的最小数量以对数方式增加，以保证eps嵌入。

    第二个图表显示，允许的失真eps的增加可以极大地减少给定数量的样本的n_components维数的最小数量n_samples

经验验证

   我们在数字数据集或20个新闻组文本文档（TF-IDF词频）数据集上验证上述边界：

• 对于数字数据集，500个手写数字图片的一些8x8灰度级像素数据被随机投影到空间以用于各种更大数量的维度n_components。
• 对于20个新闻组数据集，使用稀疏随机矩阵将约500个具有100k特征的文档投影到较小的欧几里德空间，其具有针对目标维数n_components的不同值。

  默认数据集是数字数据集。 要在二十个新闻组数据集上运行该示例，请将-twenty-newsgroups命令行参数传递给此脚本。

   对于n_components的每个值，我们绘制：

• 样本对的2D分布，原始和投影空间中的成对距离分别为x和y轴。
• 这些距离（投射/原始）的比率的1D直方图。

     我们可以看到，对于n_components的低值，分布很宽，有许多失真的对和偏斜的分布（由于左边的零比率的硬限制，因为距离总是正的），而对于n_components的较大值，失真被控制并且 随机投影很好地保留了距离。

备注

    根据JL引理，投影500个没有太多失真的样本将需要至少几千个维度，而不管原始数据集的特征数量。

   因此，在输入空间中仅具有64个特征的数字数据集上使用随机投影是没有意义的：在这种情况下，它不允许降低维数。

   另一方面，在二十个新闻组上，维度可以从56436降低到10000，同时合理地保留成对距离。

、

Out:

Embedding 500 samples with dim 64 using various random projections
Projected 500 samples from 64 to 300 in 0.005s
Random matrix with size: 0.029MB
Mean distances rate: 1.01 (0.07)
Projected 500 samples from 64 to 1000 in 0.015s
Random matrix with size: 0.096MB
Mean distances rate: 1.00 (0.05)
Projected 500 samples from 64 to 10000 in 0.215s
Random matrix with size: 0.963MB
Mean distances rate: 1.00 (0.02)

print(__doc__)

import sys
from time import time
import numpy as np
import matplotlib
import matplotlib.pyplot as plt
from distutils.version import LooseVersion
from sklearn.random_projection import johnson_lindenstrauss_min_dim
from sklearn.random_projection import SparseRandomProjection
from sklearn.datasets import fetch_20newsgroups_vectorized
from sklearn.datasets import load_digits
from sklearn.metrics.pairwise import euclidean_distances

# `normed` is being deprecated in favor of `density` in histograms
if LooseVersion(matplotlib.__version__) >= '2.1':
    density_param = {'density': True}
else:
    density_param = {'normed': True}

# Part 1: plot the theoretical dependency between n_components_min and
# n_samples

# range of admissible distortions
eps_range = np.linspace(0.1, 0.99, 5)
colors = plt.cm.Blues(np.linspace(0.3, 1.0, len(eps_range)))

# range of number of samples (observation) to embed
n_samples_range = np.logspace(1, 9, 9)

plt.figure()
for eps, color in zip(eps_range, colors):
    min_n_components = johnson_lindenstrauss_min_dim(n_samples_range, eps=eps)
    plt.loglog(n_samples_range, min_n_components, color=color)

plt.legend(["eps = %0.1f" % eps for eps in eps_range], loc="lower right")
plt.xlabel("Number of observations to eps-embed")
plt.ylabel("Minimum number of dimensions")
plt.title("Johnson-Lindenstrauss bounds:\nn_samples vs n_components")

# range of admissible distortions
eps_range = np.linspace(0.01, 0.99, 100)

# range of number of samples (observation) to embed
n_samples_range = np.logspace(2, 6, 5)
colors = plt.cm.Blues(np.linspace(0.3, 1.0, len(n_samples_range)))

plt.figure()
for n_samples, color in zip(n_samples_range, colors):
    min_n_components = johnson_lindenstrauss_min_dim(n_samples, eps=eps_range)
    plt.semilogy(eps_range, min_n_components, color=color)

plt.legend(["n_samples = %d" % n for n in n_samples_range], loc="upper right")
plt.xlabel("Distortion eps")
plt.ylabel("Minimum number of dimensions")
plt.title("Johnson-Lindenstrauss bounds:\nn_components vs eps")

# Part 2: perform sparse random projection of some digits images which are
# quite low dimensional and dense or documents of the 20 newsgroups dataset
# which is both high dimensional and sparse

if '--twenty-newsgroups' in sys.argv:
    # Need an internet connection hence not enabled by default
    data = fetch_20newsgroups_vectorized().data[:500]
else:
    data = load_digits().data[:500]

n_samples, n_features = data.shape
print("Embedding %d samples with dim %d using various random projections"
      % (n_samples, n_features))

n_components_range = np.array([300, 1000, 10000])
dists = euclidean_distances(data, squared=True).ravel()

# select only non-identical samples pairs
nonzero = dists != 0
dists = dists[nonzero]

for n_components in n_components_range:
    t0 = time()
    rp = SparseRandomProjection(n_components=n_components)
    projected_data = rp.fit_transform(data)
    print("Projected %d samples from %d to %d in %0.3fs"
          % (n_samples, n_features, n_components, time() - t0))
    if hasattr(rp, 'components_'):
        n_bytes = rp.components_.data.nbytes
        n_bytes += rp.components_.indices.nbytes
        print("Random matrix with size: %0.3fMB" % (n_bytes / 1e6))

    projected_dists = euclidean_distances(
        projected_data, squared=True).ravel()[nonzero]

    plt.figure()
    plt.hexbin(dists, projected_dists, gridsize=100, cmap=plt.cm.PuBu)
    plt.xlabel("Pairwise squared distances in original space")
    plt.ylabel("Pairwise squared distances in projected space")
    plt.title("Pairwise distances distribution for n_components=%d" %
              n_components)
    cb = plt.colorbar()
    cb.set_label('Sample pairs counts')

    rates = projected_dists / dists
    print("Mean distances rate: %0.2f (%0.2f)"
          % (np.mean(rates), np.std(rates)))

    plt.figure()
    plt.hist(rates, bins=50, range=(0., 2.), edgecolor='k', **density_param)
    plt.xlabel("Squared distances rate: projected / original")
    plt.ylabel("Distribution of samples pairs")
    plt.title("Histogram of pairwise distance rates for n_components=%d" %
              n_components)

    # TODO: compute the expected value of eps and add them to the previous plot
    # as vertical lines / region

plt.show()