#' Global Distance Metric Learning
#'
#' Performs Global Distance Metric Learning (GDM) on the given data, learning a diagonal matrix.
#'
#' Put GdmDiag function details here.
#'
#' @param data \code{n * d} data matrix. \code{n} is the number of data points,
#' \code{d} is the dimension of the data.
#' Each data point is a row in the matrix.
#' @param simi \code{n * 2} matrix describing the similar constrains.
#' Each row of matrix is serial number of a similar pair in the original data.
#' For example, pair(1, 3) represents the first observation is similar the 3th observation in the original data.
#' @param dism \code{n * 2} matrix describing the dissimilar constrains as \code{simi}.
#' Each row of matrix is serial number of a dissimilar pair in the original data.
#' @param C0 numeric, the bound of similar constrains.
#' @param threshold numeric, the threshold of stoping the learning iteration.
#'
#' @return list of the GdmDiag results:
#' \item{newData}{GdmDiag transformed data}
#' \item{diagonalA}{suggested Mahalanobis matrix}
#' \item{dmlA}{matrix to transform data, square root of diagonalA }
#' \item{error}{the precision of obtained distance metric by Newton-Raphson optimization }
#'
#' For every two original data points (x1, x2) in newData (y1, y2):
#'
#' \eqn{(x2 - x1)' * A * (x2 - x1) = || (x2 - x1) * B ||^2 = || y2 - y1 ||^2}
#'
#' @keywords GDM global distance metirc learning transformation mahalanobis metric
#'
#' @note Be sure to check whether the dimension of original data and constrains' format are valid for the function.
#'
#' @author Tao Gao <\url{http://www.gaotao.name}>
#'
#' @references
#' Steven C.H. Hoi, W. Liu, M.R. Lyu and W.Y. Ma (2003).
#' Distance metric learning, with application to clustering with side-information.
# in \emph{Proc. NIPS}.
#'
#' @examples
#' set.seed(602)
#' library(MASS)
#' library(scatterplot3d)
#'
#' # generate simulated Gaussian data
#' k = 100
#' m <- matrix(c(1, 0.5, 1, 0.5, 2, -1, 1, -1, 3), nrow =3, byrow = T)
#' x1 <- mvrnorm(k, mu = c(1, 1, 1), Sigma = m)
#' x2 <- mvrnorm(k, mu = c(-1, 0, 0), Sigma = m)
#' data <- rbind(x1, x2)
#'
#' # define similar constrains
#' simi <- rbind(t(combn(1:k, 2)), t(combn((k+1):(2*k), 2)))
#'
#' temp <- as.data.frame(t(simi))
#' tol <- as.data.frame(combn(1:(2*k), 2))
#'
#' # define disimilar constrains
#' dism <- t(as.matrix(tol[!tol %in% simi]))
#'
#' # transform data using GdmDiag
#' result <- GdmDiag(data, simi, dism)
#' newData <- result$newData
#' # plot original data
#' color <- gl(2, k, labels = c("red", "blue"))
#' par(mfrow = c(2, 1), mar = rep(0, 4) + 0.1)
#' scatterplot3d(data, color = color, cex.symbols = 0.6,
#' xlim = range(data[, 1], newData[, 1]),
#' ylim = range(data[, 2], newData[, 2]),
#' zlim = range(data[, 3], newData[, 3]),
#' main = "Original Data")
#' # plot GdmDiag transformed data
#' scatterplot3d(newData, color = color, cex.symbols = 0.6,
#' xlim = range(data[, 1], newData[, 1]),
#' ylim = range(data[, 2], newData[, 2]),
#' zlim = range(data[, 3], newData[, 3]),
#' main = "Transformed Data")
GdmDiag <- function(data, simi, dism, C0 = 1, S1 = NULL, D1 = NULL, threshold = 0.001) {
fudge = 0.000001
reduction = 2
data <- as.matrix(data)
simi <- as.matrix(simi)
dism <- as.matrix(dism)
N <- dim(data)[1]
d <- dim(data)[2]
a <- matrix(rep(1, d), nrow = d)# initial diagonal A in the form of column vector
# dij <- mat.or.vec(1, d)
new.simi <- unique(t(apply(simi, 1, sort)))
new.dism <- unique(t(apply(dism, 1, sort)))
######### contraints
dist1.dism <- data[new.dism[, 1], ] - data[new.dism[, 2], ]
dist.ij <- sqrt((dist1.dism^2) %*% a)
sum.dist <- sum(dist.ij)
temp <- cbind(dist1.dism^2, dist.ij)
deri1.ij <-0.5 * temp[, 1:d]/(temp[, d + 1] + (temp[, d + 1] == 0) * fudge)
sum.deri1 <- t(apply(deri1.ij, 2, sum))
deri2.ij <- t(apply(dist1.dism, 1, function(x) outer(x, x)))
temp1 <- cbind(deri2.ij, dist.ij^3)
deri2.ij <- -0.25 * temp1[, 1:(d^2)]/(temp1[, d^2 + 1] + (temp1[, d^2 + 1] == 0) * fudge)
sum.deri2 <- matrix(apply(deri2.ij, 2, sum), ncol = d, byrow = TRUE)
fD <- log(sum.dist)
fD.1d <- sum.deri1/sum.dist
fD.2d <- sum.deri2/sum.dist - crossprod(sum.deri1, sum.deri1)/(sum.dist^2)
####### objection is part of contraints
# fD <- log(sum.dist)
######################################
dist1.dism <- data[new.dism[, 1], ] - data[new.dism[, 2], ]
d.sum <- t(apply(dist1.dism^2, 2, sum))
dist1.simi <- data[new.simi[, 1], ] - data[new.simi[, 2], ]
s.sum <- t(apply(dist1.simi^2, 2, sum))
# S1 <- mat.or.vec(N, N)
# D1 <- mat.or.vec(N, N)
# dism <- rbind(dism, dism[, c(2, 1)]) #
# Dism <- rbind(Dism, Dism[, c(2, 1)])
# S1[dism] <- 1
# D1[Dism] <- 1
error <- 1
while (error > threshold) {
obj.initial <- as.numeric(s.sum %*% a) + C0 * fD
fS.1d <- s.sum
gradient <- fS.1d - C0 * fD.1d
hessian <- -C0 * fD.2d + fudge * diag(1, d)
invhessian <- solve(hessian)
cstep <- invhessian %*% t(gradient)
lambda <- 1
atemp <- a - lambda * cstep
atemp[atemp < 0] <- 0
fDo <- log(sum(sqrt((dist1.dism^2) %*% atemp)))
obj <- as.numeric(s.sum %*% atemp) + C0 * fDo
obj.previous <- obj * 1.1
while (obj < obj.previous) {
lambda.previous <- lambda
obj.previous <- obj
a.previous = atemp
lambda <- lambda/reduction
atemp <- a - lambda * cstep
atemp[atemp < 0] <- 0
fDo1 <- log(sum(sqrt((dist1.dism^2) %*% atemp)))
obj <- as.numeric(s.sum %*% atemp) + C0 * fDo1
}
a <- a.previous
error <- abs((obj.previous - obj.initial)/obj.previous)
}
diagnoalA <- diag(as.numeric(a))
dmlA <- sqrt(diagonalA)
newData <- data %*% dmlA
return(list("newData" = newData, "diagonalA" = diagonalA, "dmlA" = dmlA, "error" = error))
}
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.