Essential Python Packages

Almost three years ago, I wrote a blog entry titled Useful Python Packages, which listed the essential packages that I deemed important. How has the list been changed over the past three years?

First of all, three years ago, most people were still writing Python 2.7. But now there is a trend to switch to Python 3. I admitted that I still have not started the switch yet, but in the short term, I will have no choice and I will.

What are some of the essential packages?
Numerical Packages

  • numpy: numerical Python, containing most basic numerical routines such as matrix manipulation, linear algebra, random sampling, numerical integration etc. There is a built-in wrapper for Fortran as well. Actually, numpy is so important that some Linux system includes it with Python.
  • scipy: scientific Python, containing some functions useful for scientific computing, such as sparse matrices, numerical differential equations, advanced linear algebra, special functions etc.
  • networkx: package that handles various types of networks
  • PuLP: linear programming
  • cvxopt: convex optimization

Data Visualization

  • matplotlib: basic plotting.
  • ggplot2: the ggplot2 counterpart in Python for producing quality publication plots.

Data Manipulation

  • pandas: data manipulation, working with data frames in Python, and save/load of various formats such as CSV and Excel

Machine Learning

  • scikit-learn: machine-learning library in Python, containing classes and functions for supervised and unsupervised learning

Probabilistic Programming

  • PyMC: Metropolis-Hasting algorithm
  • Edward: deep probabilistic programing

Deep Learning Frameworks

  • TensorFlow: because of Google’s marketing effort, TensorFlow is now the industrial standard for building deep learning networks, with rich source of mathematical functions, esp. for neural network cells, with GPU capability
  • Keras: containing routines of high-level layers for deep learning neural networks, with TensorFlow, Theano, or CNTK as the backbone
  • PyTorch: a rivalry against TensorFlow

Natural Language Processing

  • nltk: natural language processing toolkit for Python, containing bag-of-words model, tokenizer, stemmers, chunker, lemmatizers, part-of-speech taggers etc.
  • gensim: a useful natural language processing package useful for topic modeling, word-embedding, latent semantic indexing etc., running in a fast fashion
  • shorttext: text mining package good for handling short sentences, that provide high-level routines for training neural network classifiers, or generating feature represented by topic models or autoencodings.
  • spacy: industrial standard for natural language processing common tools

GUI

I can probably list more, but I think I covered most of them. If you do not find something useful, it is probably time for you to write a brand new package.

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Document-Term Matrix: Text Mining in R and Python

In text mining, it is important to create the document-term matrix (DTM) of the corpus we are interested in. A DTM is basically a matrix, with documents designated by rows and words by columns, that the elements are the counts or the weights (usually by tf-idf). Subsequent analysis is usually based creatively on DTM.

Exploring with DTM therefore becomes an important issues with a good text-mining tool. How do we perform exploratory data analysis on DTM using R and Python? We will demonstrate it using the data set of U. S. Presidents’ Inaugural Address, preprocessed, and can be downloaded here.

R: textmineR

In R, we can use the package textmineR, which has been in introduced in a previous post. Together with other packages such as dplyr (for tidy data analysis) and snowBall (for stemming), load all of them at the beginning:

library(dplyr)
library(textmineR)
library(SnowballC)

Load the datasets:

usprez.df<- read.csv('inaugural.csv', stringsAsFactors = FALSE)

Then we create the DTM, while we remove all digits and punctuations, make all letters lowercase, and stem all words using Porter stemmer.

dtm<- CreateDtm(usprez.df$speech,
                doc_names = usprez.df$yrprez,
                ngram_window = c(1, 1),
                lower = TRUE,
                remove_punctuation = TRUE,
                remove_numbers = TRUE,
                stem_lemma_function = wordStem)

Then defining a set of functions:

get.doc.tokens<- function(dtm, docid)
  dtm[docid, ] %>% as.data.frame() %>% rename(count=".") %>%
  mutate(token=row.names(.)) %>% arrange(-count)

get.token.occurrences<- function(dtm, token)
  dtm[, token] %>% as.data.frame() %>% rename(count=".") %>%
  mutate(token=row.names(.)) %>% arrange(-count)

get.total.freq<- function(dtm, token) dtm[, token] %>% sum

get.doc.freq<- function(dtm, token)
  dtm[, token] %>% as.data.frame() %>% rename(count=".") %>%
  filter(count>0) %>% pull(count) %>% length

Then we can happily extract information. For example, if we want to get the top-most common words in 2009’s Obama’s speech, enter:

dtm %>% get.doc.tokens('2009-Obama') %>% head(10)

Or which speeches have the word “change”: (but need to stem the word before extraction)

dtm %>% get.token.occurrences(wordStem('change')) %>% head(10)

You can also get the total number of occurrence of the words by:

dtm %>% get.doc.freq(wordStem('change'))   # gives 28

Python: shorttext

In Python, similar things can be done using the package shorttext, described in a previous post. It uses other packages such as pandas and stemming. Load all packages first:

import shorttext
import numpy as np
import pandas as pd
from stemming.porter import stem

import re

And define the preprocessing pipelines:

pipeline = [lambda s: re.sub('[^\w\s]', '', s),
            lambda s: re.sub('[\d]', '', s),
            lambda s: s.lower(),
            lambda s: ' '.join(map(stem, shorttext.utils.tokenize(s)))
 ]
txtpreproceesor = shorttext.utils.text_preprocessor(pipeline)

The function <code>txtpreprocessor</code> above perform the functions we talked about in R.

Load the dataset:

usprezdf = pd.read_csv('inaugural.csv')

The corpus needs to be preprocessed before putting into the DTM:

docids = list(usprezdf['yrprez'])    # defining document IDs
corpus = [txtpreproceesor(speech).split(' ') for speech in usprezdf['speech']]

Then create the DTM:

dtm = shorttext.utils.DocumentTermMatrix(corpus, docids=docids, tfidf=False)

Then we do the same thing as we have done above. To get the top-most common words in 2009’s Obama’s speech, enter:

dtm.get_doc_tokens('2009-Obama')

Or we look up which speeches have the word “change”:

dtm.get_token_occurences(stem('change'))

Or to get the document frequency of the word:

dtm.get_doc_frequency(stem('change'))

They Python and R codes give different document frequencies probably because the two stemmers work slightly differently.

Continue reading “Document-Term Matrix: Text Mining in R and Python”

A First Glimpse of Rigetti’s Quantum Computing Cloud

Quantum computing has been picking up the momentum, and there are many startups and scholars discussing quantum machine learning. A basic knowledge of quantum two-level computation ought to be acquired.

Recently, Rigetti, a startup for quantum computing service in Bay Area, published that they opened to public their cloud server for users to simulate the use of quantum instruction language, as described in their blog and their White Paper. It is free.

Go to their homepage, http://rigetti.com/, click on “Get Started,” and fill in your information and e-mail. Then you will be e-mailed keys of your cloud account. Copy the information to a file .pyquil_config, and in your .bash_profile, add a line

export PYQUIL_CONFIG="$HOME/.pyquil_config"

More information can be found in their Installation tutorial. Then install the Python package pyquil, by typing in the command line:

pip install -U pyquil

Some of you may need to root (adding sudo in front).

Then we can go ahead to open Python, or iPython, or Jupyter notebook, to play with it. For the time being, let me play with creating an entangled singlet state, \frac{1}{\sqrt{2}} (|01\rangle - |10\rangle ). The corresponding quantum circuit is like this:

entangled

First of all, import all necessary libraries:

import numpy as np

from pyquil.quil import Program
import pyquil.api as api
from pyquil.gates import H, X, Z, CNOT

You can see that the package includes a lot of quantum gates. First, we need to instantiate a quantum simulator:

# starting the quantum simulator
quantum_simulator = api.SyncConnection()

Then we implement the quantum circuit with a “program” as follow:

# generating singlet state
# 1. Hadamard gate
# 2. Pauli-Z
# 3. CNOT
# 4. NOT
p = Program(H(0), Z(0), CNOT(0, 1), X(1))
wavefunc, _ = quantum_simulator.wavefunction(p)

The last line gives the final wavefunction after running the quantum circuit, or “program.” For the ket, the rightmost qubit is qubit 0, and the left of it is qubit 1, and so on. Therefore, in the first line of the program, H, the Hadamard gate, acts on qubit 0, i.e., the rightmost qubit. Running a simple print statement:

print wavefunc

gives

(-0.7071067812+0j)|01> + (0.7071067812+0j)|10>

The coefficients are complex, and the imaginary part is described by j. You can extract it as a numpy array:

wavefunc.amplitudes

If we want to calculate the metric of entanglement, we can use the Python package pyqentangle, which can be installed by running on the console:

pip install -U pyqentangle

Import them:

from pyqentangle import schmidt_decomposition
from pyqentangle.schmidt import bipartitepurestate_reduceddensitymatrix
from pyqentangle.metrics import entanglement_entropy, negativity

Because pyqentangle does not recognize the coefficients in the same way as pyquil, but see each element as the coefficients of |j i \rangle, we need to reshape the final state first, by:

tensorcomp = wavefunc.amplitudes.reshape((2, 2))

Then perform Schmidt decomposition (which the Schmidt modes are actually trivial in this example):

# Schmidt decomposition
schmidt_modes = schmidt_decomposition(tensorcomp)
for prob, modeA, modeB in schmidt_modes:
   print prob, ' : ', modeA, ' ', modeB

This outputs:

0.5  :  [ 0.+0.j  1.+0.j]   [ 1.+0.j  0.+0.j]
0.5  :  [-1.+0.j  0.+0.j]   [ 0.+0.j  1.+0.j]

Calculate the entanglement entropy and negativity from its reduced density matrix:

print 'Entanglement entropy = ', entanglement_entropy(bipartitepurestate_reduceddensitymatrix(tensorcomp, 0))
print 'Negativity = ', negativity(bipartitepurestate_reduceddensitymatrix(tensorcomp, 0))

which prints:

Entanglement entropy =  0.69314718056
Negativity =  -1.11022302463e-16

The calculation can be found in this thesis.

P.S.: The circuit was drawn by using the tool in this website, introduced by the Marco Cezero’s blog post. The corresponding json for the circuit is:

{"gate":[],{"gate":[], "circuit": [{"type":"h", "time":0, "targets":[0], "controls":[]},     {"type":"z", "time":1, "targets":[0], "controls":[]},     {"type":"x", "time":2, "targets":[1], "controls":[0]},     {"type":"x", "time":3, "targets":[1], "controls":[]}], "qubits":2,"input":[0,0]}
  Continue reading "A First Glimpse of Rigetti’s Quantum Computing Cloud" 

Release of shorttext 0.5.4

The Python package for text mining shorttext has a new release: 0.5.4. It can be installed by typing in the command line:

pip install -U shorttext

For some people, you may need to install it from “root”, i.e., adding sudo in front of the command. Since the version 0.5 (including releases 0.5.1 and 0.5.4), there have been substantial addition of functionality, mostly about comparisons between short phrases without running a supervised or unsupervised machine learning algorithm, but calculating the “similarity” with various metrics, including:

  • soft Jaccard score (the same kind of fuzzy scores based on edit distance in SOCcer),
  • Word Mover’s distance (WMD, detailedly described in a previous post), and
  • Jaccard index due to word-embedding model.

For the soft Jaccard score due to edit distance, we can call it by:

>>> from shorttext.metrics.dynprog import soft_jaccard_score
>>> soft_jaccard_score(['book', 'seller'], ['blok', 'sellers'])     # gives 0.6716417910447762
>>> soft_jaccard_score(['police', 'station'], ['policeman'])        # gives 0.2857142857142858

The core of this code was written in C, and interfaced to Python using SWIG.

For the Word Mover’s Distance (WMD), while the source codes are the same as my previous post, it can now be called directly. First, load the modules and the word-embedding model:

>>> from shorttext.metrics.wasserstein import word_mover_distance
>>> from shorttext.utils import load_word2vec_model
>>> wvmodel = load_word2vec_model('/path/to/model_file.bin')

And compute the WMD with a single function:

>>> word_mover_distance(['police', 'station'], ['policeman'], wvmodel)                      # gives 3.060708999633789
>>> word_mover_distance(['physician', 'assistant'], ['doctor', 'assistants'], wvmodel)      # gives 2.276337146759033

And the Jaccard index due to cosine distance in Word-embedding model can be called like this:

>>> from shorttext.metrics.embedfuzzy import jaccardscore_sents
>>> jaccardscore_sents('doctor', 'physician', wvmodel)   # gives 0.6401538990056869
>>> jaccardscore_sents('chief executive', 'computer cluster', wvmodel)   # gives 0.0022515450768836143
>>> jaccardscore_sents('topological data', 'data of topology', wvmodel)   # gives 0.67588977344632573

Most new functions can be found in this tutorial.

And there are some minor bugs fixed.

Continue reading “Release of shorttext 0.5.4”

Word Mover’s Distance as a Linear Programming Problem

Much about the use of word-embedding models such as Word2Vec and GloVe have been covered. However, how to measure the similarity between phrases or documents? One natural choice is the cosine similarity, as I have toyed with in a previous post. However, it smoothed out the influence of each word. Two years ago, a group in Washington University in St. Louis proposed the Word Mover’s Distance (WMD) in a PMLR paper that captures the relations between words, not simply by distance, but also the “transportation” from one phrase to another conveyed by each word. This Word Mover’s Distance (WMD) can be seen as a special case of Earth Mover’s Distance (EMD), or Wasserstein distance, the one people talked about in Wasserstein GAN. This is better than bag-of-words (BOW) model in a way that the word vectors capture the semantic similarities between words.

Word Mover’s Distance (WMD)

The formulation of WMD is beautiful. Consider the embedded word vectors \mathbf{X} \in R^{d \times n}, where d is the dimension of the embeddings, and n is the number of words. For each phrase, there is a normalized BOW vector d \in R^n, and d_i = \frac{c_i}{\sum_i c_i}, where i‘s denote the word tokens. The distance between words are the Euclidean distance of their embedded word vectors, denoted by c(i, j) = || \mathbf{x}_i - \mathbf{x}_j ||_2, where i and j denote word tokens. The document distance, which is WMD here, is defined by \sum_{i, j} \mathbf{T}_{i j} c(i, j), where \mathbf{T} is a n \times n matrix. Each element \mathbf{T}_{ij} \geq 0 denote how nuch of word i in the first document (denoted by \mathbf{d}) travels to word j in the new document (denoted by \mathbf{d}').

Then the problem becomes the minimization of the document distance, or the WMD, and is formulated as:

\text{min}_{\mathbf{T} \geq 0} \sum_{i, j=1}^n \mathbf{T}_{ij} c(i, j),

given the constraints:

\sum_{j=1}^n \mathbf{T}_{ij} = d_i, and

\sum_{i=1}^n \mathbf{T}_{ij} = d_j'.

This is essentially a simplified case of the Earth Mover’s distance (EMD), or the Wasserstein distance. (See the review by Gibbs and Su.)

Using PuLP

The WMD is essentially a linear optimization problem. There are many optimization packages on the market, and my stance is that, for those common ones, there are no packages that are superior than others. In my job, I happened to handle a missing data problem, in turn becoming a non-linear optimization problem with linear constraints, and I chose limSolve, after I shop around. But I actually like a lot of other packages too. For WMD problem, I first tried out cvxopt first, which should actually solve the exact same problem, but the indexing is hard to maintain. Because I am dealing with words, it is good to have a direct hash map, or a dictionary. I can use the Dictionary class in gensim. But I later found out I should use PuLP, as it allows indices with words as a hash map (dict in Python), and WMD is a linear programming problem, making PuLP is a perfect choice, considering code efficiency.

An example of using PuLP can be demonstrated by the British 1997 UG Exam, as in the first problem of this link, with the Jupyter Notebook demonstrating this.

Implementation of WMD using PuLP

The demonstration can be found in the Jupyter Notebook.

Load the necessary packages:

from itertools import product
from collections import defaultdict

import numpy as np
from scipy.spatial.distance import euclidean
import pulp
import gensim

Then define the functions the gives the BOW document vectors:

def tokens_to_fracdict(tokens):
    cntdict = defaultdict(lambda : 0)
    for token in tokens:
        cntdict[token] += 1
    totalcnt = sum(cntdict.values())
    return {token: float(cnt)/totalcnt for token, cnt in cntdict.items()}

Then implement the core calculation. Note that PuLP is actually a symbolic computing package. This function return a pulp.LpProblem class:

def word_mover_distance_probspec(first_sent_tokens, second_sent_tokens, wvmodel, lpFile=None):
    all_tokens = list(set(first_sent_tokens+second_sent_tokens))
    wordvecs = {token: wvmodel[token] for token in all_tokens}

    first_sent_buckets = tokens_to_fracdict(first_sent_tokens)
    second_sent_buckets = tokens_to_fracdict(second_sent_tokens)

    T = pulp.LpVariable.dicts('T_matrix', list(product(all_tokens, all_tokens)), lowBound=0)

    prob = pulp.LpProblem('WMD', sense=pulp.LpMinimize)
    prob += pulp.lpSum([T[token1, token2]*euclidean(wordvecs[token1], wordvecs[token2])
                        for token1, token2 in product(all_tokens, all_tokens)])
    for token2 in second_sent_buckets:
        prob += pulp.lpSum([T[token1, token2] for token1 in first_sent_buckets])==second_sent_buckets[token2]
    for token1 in first_sent_buckets:
        prob += pulp.lpSum([T[token1, token2] for token2 in second_sent_buckets])==first_sent_buckets[token1]

    if lpFile!=None:
        prob.writeLP(lpFile)

    prob.solve()

    return prob

To extract the value, just run pulp.value(prob.objective)

We use Google Word2Vec. Refer the \mathbf{T} matrices in the Jupyter Notebook. Running this by a few examples:

  1. document1 = President, talk, Chicago
    document2 = President, speech, Illinois
    WMD = 2.88587622936
  2. document1 = physician, assistant
    document2 = doctor
    WMD = 2.8760048151
  3. document1 = physician, assistant
    document2 = doctor, assistant
    WMD = 1.00465738773
    (compare with example 2!)
  4. document1 = doctors, assistant
    document2 = doctor, assistant
    WMD = 1.02825379372
    (compare with example 3!)
  5. document1 = doctor, assistant
    document2 = doctor, assistant
    WMD = 0.0
    (totally identical; compare with example 3!)

There are more examples in the notebook.

Conclusion

WMD is a good metric comparing two documents or sentences, by capturing the semantic meanings of the words. It is more powerful than BOW model as it captures the meaning similarities; it is more powerful than the cosine distance between average word vectors, as the transfer of meaning using words from one document to another is considered. But it is not immune to the problem of misspelling.

This algorithm works well for short texts. However, when the documents become large, this formulation will be computationally expensive. The author actually suggested a few modifications, such as the removal of constraints, and word centroid distances.

Example codes can be found in my Github repository: stephenhky/PyWMD.

Continue reading “Word Mover’s Distance as a Linear Programming Problem”

Short Text Mining using Advanced Keras Layers and Maxent: shorttext 0.4.1

On 07/28/2017, shorttext published its release 0.4.1, with a few important updates. To install it, type the following in the OS X / Linux command line:

>>> pip install -U shorttext

The documentation in PythonHosted.org has been abandoned. It has been migrated to readthedocs.org. (URL: http://shorttext.readthedocs.io/ or http:// shorttext.rtfd.io)

Exploiting the Word-Embedding Layer

This update is mainly due to an important update in gensim, motivated by earlier shorttext‘s effort in integrating scikit-learn and keras. And gensim also provides a keras layer, on the same footing as other neural networks, activation function, or dropout layers, for Word2Vec models. Because shorttext has been making use of keras layers for categorization, such advance in gensim in fact makes it a natural step to add an embedding layer of all neural networks provided in shorttext. How to do it? (See shorttext tutorial for “Deep Neural Networks with Word Embedding.”)

import shorttext
wvmodel = shorttext.utils.load_word2vec_model('/path/to/GoogleNews-vectors-negative300.bin.gz') &nbsp; # load the pre-trained Word2Vec model
trainclassdict = shorttext.data.subjectkeywords() &nbsp; # load an example data set

 

To train a model, you can do it the old way, or do it the new way with additional gensim function:

kmodel = shorttext.classifiers.frameworks.CNNWordEmbed(wvmodel=wvmodel, nb_labels=len(trainclassdict.keys()), vecsize=100, with_gensim=True) &nbsp; # keras model, setting with_gensim=True
classifier = shorttext.classifiers.VarNNEmbeddedVecClassifier(wvmodel, with_gensim=True, vecsize=100) &nbsp; # instantiate the classifier, setting with_gensim=True
classifier.train(trainclassdict, kmodel)

The parameters with_gensim in both CNNWordEmbed and VarNNEmbeddedVecClassifier are set to be False by default, because of backward compatibility. However, setting it to be True will enable it to use the new gensim Word2Vec layer.

These change in gensim and shorttext are the works mainly contributed by Chinmaya Pancholi, a very bright student at Indian Institute of Technology, Kharagpur, and a GSoC (Google Summer of Code) student in 2017. He revolutionized gensim by integrating scikit-learn and keras into gensim. He also used what he did in gensim to improve the pipelines of shorttext. He provided valuable technical suggestions. You can read his GSoC proposal, and his blog posts in RaRe Technologies, Inc. Chinmaya has been diligently mentored by Ivan Menshikh and Lev Konstantinovskiy of RaRe Technologies.

Maxent Classifier

Another important update is the adding of maximum entropy (maxent) classifier. (See the corresponding tutorial on “Maximum Entropy (MaxEnt) Classifier.”) I will devote a separate entry on the theory, but it is very easy to use it,

import shorttext
from shorttext.classifiers import MaxEntClassifier

classifier = MaxEntClassifier()

Use the NIHReports dataset as the example:

classdict = shorttext.data.nihreports()
classifier.train(classdict, nb_epochs=1000)

The classification is just like other classifiers provided by shorttext:

classifier.score('cancer immunology') # NCI tops the score
classifier.score('children health') # NIAID tops the score
classifier.score('Alzheimer disease and aging') # NIAID tops the score

Continue reading “Short Text Mining using Advanced Keras Layers and Maxent: shorttext 0.4.1”

Sammon Embedding with Tensorflow

Embedding algorithms, especially word-embedding algorithms, have been one of the recurrent themes of this blog. Word2Vec has been mentioned in a few entries (see this); LDA2Vec has been covered (see this); the mathematical principle of GloVe has been elaborated (see this); I haven’t even covered Facebook’s fasttext; and I have not explained the widely used t-SNE and Kohonen’s map (self-organizing map, SOM).

I have also described the algorithm of Sammon Embedding, (see this) which attempts to capture the likeliness of pairwise Euclidean distances, and I implemented it using Theano. This blog entry is about its implementation in Tensorflow as a demonstration.

Let’s recall the formalism of Sammon Embedding, as outlined in the previous entry:

Assume there are high dimensional data described by d-dimensional vectors, X_i where i=1, 2, \ldots, N. And they will be mapped into vectors Y_i, with dimensions 2 or 3. Denote the distances to be d_{ij}^{*} = \sqrt{| X_i - X_j|^2} and d_{ij} = \sqrt{| Y_i - Y_j|^2}. In this problem, Y_i are the variables to be learned. The cost function to minimize is

E = \frac{1}{c} \sum_{i<j} \frac{(d_{ij}^{*} - d_{ij})^2}{d_{ij}^{*}},

where c = \sum_{i<j} d_{ij}^{*}.

Unlike in previous entry and original paper, I am going to optimize it using first-order gradient optimizer. If you are not familiar with Tensorflow, take a look at some online articles, for example, “Tensorflow demystified.” This demonstration can be found in this Jupyter Notebook in Github.

First of all, import all the libraries required:

import numpy as np
import matplotlib.pyplot as plt
import tensorflow as tf

Like previously, we want to use the points clustered around at the four nodes of a tetrahedron as an illustration, which is expected to give equidistant clusters. We sample points around them, as shown:

tetrahedron_points = [np.array([0., 0., 0.]), np.array([1., 0., 0.]), np.array([np.cos(np.pi/3), np.sin(np.pi/3), 0.]), np.array([0.5, 0.5/np.sqrt(3), np.sqrt(2./3.)])]

sampled_points = np.concatenate([np.random.multivariate_normal(point, np.eye(3)*0.0001, 10) for point in tetrahedron_points])

init_points = np.concatenate([np.random.multivariate_normal(point[:2], np.eye(2)*0.0001, 10) for point in tetrahedron_points])

Retrieve the number of points, N, and the resulting dimension, d:

N = sampled_points.shape[0]
d = sampled_points.shape[1]

One of the most challenging technical difficulties is to calculate the pairwise distance. Inspired by this StackOverflow thread and Travis Hoppe’s entry on Thomson’s problem, we know it can be computed. Assuming Einstein’s convention of summation over repeated indices, given vectors a_{ik}, the distance matrix is:

D_{ij} = (a_{ik}-a_{jk}) (a_{ik} - a_{jk})^T = a_{ik} a_{ik} + a_{jk} a_{jk} - 2 a_{ik} a_{jk},

where the first and last terms are simply the norms of the vectors. After computing the matrix, we will flatten it to vectors, for technical reasons omitted to avoid gradient overflow:

X = tf.placeholder('float')
Xshape = tf.shape(X)

sqX = tf.reduce_sum(X*X, 1)
sqX = tf.reshape(sqX, [-1, 1])
sqDX = sqX - 2*tf.matmul(X, tf.transpose(X)) + tf.transpose(sqX)
sqDXarray = tf.stack([sqDX[i, j] for i in range(N) for j in range(i+1, N)])
DXarray = tf.sqrt(sqDXarray)

Y = tf.Variable(init_points, dtype='float')
sqY = tf.reduce_sum(Y*Y, 1)
sqY = tf.reshape(sqY, [-1, 1])
sqDY = sqY - 2*tf.matmul(Y, tf.transpose(Y)) + tf.transpose(sqY)
sqDYarray = tf.stack([sqDY[i, j] for i in range(N) for j in range(i+1, N)])
DYarray = tf.sqrt(sqDYarray)

And DXarray and DYarray are the vectorized pairwise distances. Then we defined the cost function according to the definition:

Z = tf.reduce_sum(DXarray)*0.5
numerator = tf.reduce_sum(tf.divide(tf.square(DXarray-DYarray), DXarray))*0.5
cost = tf.divide(numerator, Z)

As we said, we used first-order gradient optimizers. For unknown reasons, the usually well-performing Adam optimizer gives overflow. I then picked Adagrad:

update_rule = tf.assign(Y, Y-0.01*grad_cost/lapl_cost)
train = tf.train.AdamOptimizer(0.01).minimize(cost)
init = tf.global_variables_initializer()

The last line initializes all variables in the Tensorflow session when it is run. Then start a Tensorflow session, and initialize all variables globally:

sess = tf.Session()
sess.run(init)

Then run the algorithm:

nbsteps = 1000
c = sess.run(cost, feed_dict={X: sampled_points})
print "epoch: ", -1, " cost = ", c
for i in range(nbsteps):
    sess.run(train, feed_dict={X: sampled_points})
    c = sess.run(cost, feed_dict={X: sampled_points})
    print "epoch: ", i, " cost =

Then extract the points and close the Tensorflow session:

calculated_Y = sess.run(Y, feed_dict={X: sampled_points})
sess.close()

Plot it using matplotlib:

embed1, embed2 = calculated_Y.transpose()
plt.plot(embed1, embed2, 'ro')

This gives, as expected,

download (5)

This code for Sammon Embedding has been incorporated into the Python package mogu, which is a collection of numerical routines. You can install it, and call:

from mogu.embed import sammon_embedding
calculated_Y = sammon_embedding(sampled_points, init_points)

Continue reading “Sammon Embedding with Tensorflow”

Simulation of Presidential Election 2016

Today is the presidential election.

Regardless of the dirty things, we can do some simple simulation about the election. With the electoral college data, and the poll results from various sources, simple simulation can be performed.

Look at this sophisticated model in R: http://blog.yhat.com/posts/predicting-the-presidential-election.html

(If I have time after the election, I will do the simulation too…)

Continue reading “Simulation of Presidential Election 2016”

Sammon Embedding

Word embedding has been a frequent theme of this blog. But the original embedding has been algorithms that perform a non-linear mapping of higher dimensional data to the lower one. This entry I will talk about one of the most oldest and widely used one: Sammon Embedding, published in 1969. This is an embedding algorithm that preserves the distances between all points. How is it achieved?

Assume there are high dimensional data described by d-dimensional vectors, X_i where i=1, 2, \ldots, N. And they will be mapped into vectors Y_i, with dimensions 2 or 3. Denote the distances to be d_{ij}^{*} = \sqrt{| X_i - X_j|^2} and d_{ij} = \sqrt{| Y_i - Y_j|^2}. In this problem, Y_i are the variables to be learned. The cost function to minimize is

E = \frac{1}{c} \sum_{i<j} \frac{(d_{ij}^{*} - d_{ij})^2}{d_{ij}^{*}},

where c = \sum_{i<j} d_{ij}^{*}. To minimize this, use Newton's method by

Y_{pq} (m+1) = Y_{pq} (m) - \alpha \Delta_{pq} (m),

where \Delta_{pq} (m) = \frac{\partial E(m)}{\partial Y_{pq}(m)} / \left|\frac{\partial^2 E(m)}{\partial Y_{pq} (m)^2} \right|, and \alpha is the learning rate.

To implement it, use Theano package of Python to define the cost function for the sake of optimization, and then implement the learning with numpy. Define the cost function with the outline above:

import theano
import theano.tensor as T

import numerical_gradients as ng

# define variables
mf = T.dscalar('mf')         # magic factor / learning rate

# coordinate variables
Xmatrix = T.dmatrix('Xmatrix')
Ymatrix = T.dmatrix('Ymatrix')

# number of points and dimensions (user specify them)
N, d = Xmatrix.shape
_, td = Ymatrix.shape

# grid indices
n_grid = T.mgrid[0:N, 0:N]
ni = n_grid[0].flatten()
nj = n_grid[1].flatten()

# cost function
c_terms, _ = theano.scan(lambda i, j: T.switch(T.lt(i, j),
                                               T.sqrt(T.sum(T.sqr(Xmatrix[i]-Xmatrix[j]))),
                                               0),
                         sequences=[ni, nj])
c = T.sum(c_terms)

s_term, _ = theano.scan(lambda i, j: T.switch(T.lt(i, j),
                                              T.sqr(T.sqrt(T.sum(T.sqr(Xmatrix[i]-Xmatrix[j])))-T.sqrt(T.sum(T.sqr(Ymatrix[i]-Ymatrix[j]))))/T.sqrt(T.sum(T.sqr(Xmatrix[i]-Xmatrix[j]))),
                                              0),
                        sequences=[ni, nj])
s = T.sum(s_term)

E = s / c

# function compilation and optimization
Efcn = theano.function([Xmatrix, Ymatrix], E)

And implement the update algorithm with the following function:

import numpy

# training
def sammon_embedding(Xmat, initYmat, alpha=0.3, tol=1e-8, maxsteps=500, return_updates=False):
    N, d = Xmat.shape
    NY, td = initYmat.shape
    if N != NY:
        raise ValueError('Number of vectors in Ymat ('+str(NY)+') is not the same as Xmat ('+str(N)+')!')

    # iteration
    Efcn_X = lambda Ymat: Efcn(Xmat, Ymat)
    step = 0
    oldYmat = initYmat
    oldE = Efcn_X(initYmat)
    update_info = {'Ymat': [initYmat], 'cost': [oldE]}
    converged = False
    while (not converged) and step<=maxsteps:
        newYmat = oldYmat - alpha*ng.tensor_gradient(Efcn_X, oldYmat, tol=tol)/ng.tensor_divgrad(Efcn_X, oldYmat, tol=tol)
        newE = Efcn_X(newYmat)
        if np.all(np.abs(newE-oldE)<tol):
            converged = True
        oldYmat = newYmat
        oldE = newE
        step += 1
        if return_updates:
            print 'Step ', step, '\tCost = ', oldE
            update_info['Ymat'].append(oldYmat)
            update_info['cost'].append(oldE)

    # return results
    if return_updates:
        update_info['num_steps'] = step
        return oldYmat, update_info
    else:
        return oldYmat

The above code is stored in the file sammon.py. We can test the algorithm with an example. Remember tetrahedron, a three-dimensional object with four points equidistant from one another. We expect the embedding will reflect this by sampling points around these four points. With the code tetrahedron.py, we implemented it this way:

import argparse

import numpy as np
import matplotlib.pyplot as plt

import sammon as sn

argparser = argparse.ArgumentParser('Embedding points around tetrahedron.')
argparser.add_argument('--output_figurename',
                       default='embedded_tetrahedron.png',
                       help='file name of the output plot')

args = argparser.parse_args()

tetrahedron_points = [np.array([0., 0., 0.]),
                      np.array([1., 0., 0.]),
                      np.array([np.cos(np.pi/3), np.sin(np.pi/3), 0.]),
                      np.array([0.5, 0.5/np.sqrt(3), np.sqrt(2./3.)])]

sampled_points = np.concatenate([np.random.multivariate_normal(point, np.eye(3)*0.0001, 10)
                                 for point in tetrahedron_points])

init_points = np.concatenate([np.random.multivariate_normal(point[:2], np.eye(2)*0.0001, 10)
                              for point in tetrahedron_points])

embed_points = sn.sammon_embedding(sampled_points, init_points, tol=1e-4)

X, Y = embed_points.transpose()
plt.plot(X, Y, 'x')
plt.savefig(args.output_figurename)

It outputs a graph:

embedded_tetrahedron

There are other such non-linear mapping algorithms, such as t-SNE (t-distributed stochastic neighbor embedding) and Kohonen’s mapping (SOM, self-organizing map).

Continue reading “Sammon Embedding”

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