# Author: Alexander Fabisch -- # Author: Christopher Moody # Author: Nick Travers # License: BSD 3 clause (C) 2014 # This is the exact and Barnes-Hut t-SNE implementation. There are other # modifications of the algorithm: # * Fast Optimization for t-SNE: # https://cseweb.ucsd.edu/~lvdmaaten/workshops/nips2010/papers/vandermaaten.pdf import warnings from time import time import numpy as np from scipy import linalg from scipy.spatial.distance import pdist from scipy.spatial.distance import squareform from scipy.sparse import csr_matrix, issparse from numbers import Integral, Real from ..neighbors import NearestNeighbors from ..base import BaseEstimator from ..utils import check_random_state from ..utils._openmp_helpers import _openmp_effective_n_threads from ..utils.validation import check_non_negative from ..utils._param_validation import Interval, StrOptions, Hidden from ..decomposition import PCA from ..metrics.pairwise import pairwise_distances, _VALID_METRICS # mypy error: Module 'sklearn.manifold' has no attribute '_utils' from . import _utils # type: ignore # mypy error: Module 'sklearn.manifold' has no attribute '_barnes_hut_tsne' from . import _barnes_hut_tsne # type: ignore MACHINE_EPSILON = np.finfo(np.double).eps def _joint_probabilities(distances, desired_perplexity, verbose): """Compute joint probabilities p_ij from distances. Parameters ---------- distances : ndarray of shape (n_samples * (n_samples-1) / 2,) Distances of samples are stored as condensed matrices, i.e. we omit the diagonal and duplicate entries and store everything in a one-dimensional array. desired_perplexity : float Desired perplexity of the joint probability distributions. verbose : int Verbosity level. Returns ------- P : ndarray of shape (n_samples * (n_samples-1) / 2,) Condensed joint probability matrix. """ # Compute conditional probabilities such that they approximately match # the desired perplexity distances = distances.astype(np.float32, copy=False) conditional_P = _utils._binary_search_perplexity( distances, desired_perplexity, verbose ) P = conditional_P + conditional_P.T sum_P = np.maximum(np.sum(P), MACHINE_EPSILON) P = np.maximum(squareform(P) / sum_P, MACHINE_EPSILON) return P def _joint_probabilities_nn(distances, desired_perplexity, verbose): """Compute joint probabilities p_ij from distances using just nearest neighbors. This method is approximately equal to _joint_probabilities. The latter is O(N), but limiting the joint probability to nearest neighbors improves this substantially to O(uN). Parameters ---------- distances : sparse matrix of shape (n_samples, n_samples) Distances of samples to its n_neighbors nearest neighbors. All other distances are left to zero (and are not materialized in memory). Matrix should be of CSR format. desired_perplexity : float Desired perplexity of the joint probability distributions. verbose : int Verbosity level. Returns ------- P : sparse matrix of shape (n_samples, n_samples) Condensed joint probability matrix with only nearest neighbors. Matrix will be of CSR format. """ t0 = time() # Compute conditional probabilities such that they approximately match # the desired perplexity distances.sort_indices() n_samples = distances.shape[0] distances_data = distances.data.reshape(n_samples, -1) distances_data = distances_data.astype(np.float32, copy=False) conditional_P = _utils._binary_search_perplexity( distances_data, desired_perplexity, verbose ) assert np.all(np.isfinite(conditional_P)), "All probabilities should be finite" # Symmetrize the joint probability distribution using sparse operations P = csr_matrix( (conditional_P.ravel(), distances.indices, distances.indptr), shape=(n_samples, n_samples), ) P = P + P.T # Normalize the joint probability distribution sum_P = np.maximum(P.sum(), MACHINE_EPSILON) P /= sum_P assert np.all(np.abs(P.data) <= 1.0) if verbose >= 2: duration = time() - t0 print("[t-SNE] Computed conditional probabilities in {:.3f}s".format(duration)) return P def _kl_divergence( params, P, degrees_of_freedom, n_samples, n_components, skip_num_points=0, compute_error=True, ): """t-SNE objective function: gradient of the KL divergence of p_ijs and q_ijs and the absolute error. Parameters ---------- params : ndarray of shape (n_params,) Unraveled embedding. P : ndarray of shape (n_samples * (n_samples-1) / 2,) Condensed joint probability matrix. degrees_of_freedom : int Degrees of freedom of the Student's-t distribution. n_samples : int Number of samples. n_components : int Dimension of the embedded space. skip_num_points : int, default=0 This does not compute the gradient for points with indices below `skip_num_points`. This is useful when computing transforms of new data where you'd like to keep the old data fixed. compute_error: bool, default=True If False, the kl_divergence is not computed and returns NaN. Returns ------- kl_divergence : float Kullback-Leibler divergence of p_ij and q_ij. grad : ndarray of shape (n_params,) Unraveled gradient of the Kullback-Leibler divergence with respect to the embedding. """ X_embedded = params.reshape(n_samples, n_components) # Q is a heavy-tailed distribution: Student's t-distribution dist = pdist(X_embedded, "sqeuclidean") dist /= degrees_of_freedom dist += 1.0 dist **= (degrees_of_freedom + 1.0) / -2.0 Q = np.maximum(dist / (2.0 * np.sum(dist)), MACHINE_EPSILON) # Optimization trick below: np.dot(x, y) is faster than # np.sum(x * y) because it calls BLAS # Objective: C (Kullback-Leibler divergence of P and Q) if compute_error: kl_divergence = 2.0 * np.dot(P, np.log(np.maximum(P, MACHINE_EPSILON) / Q)) else: kl_divergence = np.nan # Gradient: dC/dY # pdist always returns double precision distances. Thus we need to take grad = np.ndarray((n_samples, n_components), dtype=params.dtype) PQd = squareform((P - Q) * dist) for i in range(skip_num_points, n_samples): grad[i] = np.dot(np.ravel(PQd[i], order="K"), X_embedded[i] - X_embedded) grad = grad.ravel() c = 2.0 * (degrees_of_freedom + 1.0) / degrees_of_freedom grad *= c return kl_divergence, grad def _kl_divergence_bh( params, P, degrees_of_freedom, n_samples, n_components, angle=0.5, skip_num_points=0, verbose=False, compute_error=True, num_threads=1, ): """t-SNE objective function: KL divergence of p_ijs and q_ijs. Uses Barnes-Hut tree methods to calculate the gradient that runs in O(NlogN) instead of O(N^2). Parameters ---------- params : ndarray of shape (n_params,) Unraveled embedding. P : sparse matrix of shape (n_samples, n_sample) Sparse approximate joint probability matrix, computed only for the k nearest-neighbors and symmetrized. Matrix should be of CSR format. degrees_of_freedom : int Degrees of freedom of the Student's-t distribution. n_samples : int Number of samples. n_components : int Dimension of the embedded space. angle : float, default=0.5 This is the trade-off between speed and accuracy for Barnes-Hut T-SNE. 'angle' is the angular size (referred to as theta in [3]) of a distant node as measured from a point. If this size is below 'angle' then it is used as a summary node of all points contained within it. This method is not very sensitive to changes in this parameter in the range of 0.2 - 0.8. Angle less than 0.2 has quickly increasing computation time and angle greater 0.8 has quickly increasing error. skip_num_points : int, default=0 This does not compute the gradient for points with indices below `skip_num_points`. This is useful when computing transforms of new data where you'd like to keep the old data fixed. verbose : int, default=False Verbosity level. compute_error: bool, default=True If False, the kl_divergence is not computed and returns NaN. num_threads : int, default=1 Number of threads used to compute the gradient. This is set here to avoid calling _openmp_effective_n_threads for each gradient step. Returns ------- kl_divergence : float Kullback-Leibler divergence of p_ij and q_ij. grad : ndarray of shape (n_params,) Unraveled gradient of the Kullback-Leibler divergence with respect to the embedding. """ params = params.astype(np.float32, copy=False) X_embedded = params.reshape(n_samples, n_components) val_P = P.data.astype(np.float32, copy=False) neighbors = P.indices.astype(np.int64, copy=False) indptr = P.indptr.astype(np.int64, copy=False) grad = np.zeros(X_embedded.shape, dtype=np.float32) error = _barnes_hut_tsne.gradient( val_P, X_embedded, neighbors, indptr, grad, angle, n_components, verbose, dof=degrees_of_freedom, compute_error=compute_error, num_threads=num_threads, ) c = 2.0 * (degrees_of_freedom + 1.0) / degrees_of_freedom grad = grad.ravel() grad *= c return error, grad def _gradient_descent( objective, p0, it, n_iter, n_iter_check=1, n_iter_without_progress=300, momentum=0.8, learning_rate=200.0, min_gain=0.01, min_grad_norm=1e-7, verbose=0, args=None, kwargs=None, ): """Batch gradient descent with momentum and individual gains. Parameters ---------- objective : callable Should return a tuple of cost and gradient for a given parameter vector. When expensive to compute, the cost can optionally be None and can be computed every n_iter_check steps using the objective_error function. p0 : array-like of shape (n_params,) Initial parameter vector. it : int Current number of iterations (this function will be called more than once during the optimization). n_iter : int Maximum number of gradient descent iterations. n_iter_check : int, default=1 Number of iterations before evaluating the global error. If the error is sufficiently low, we abort the optimization. n_iter_without_progress : int, default=300 Maximum number of iterations without progress before we abort the optimization. momentum : float within (0.0, 1.0), default=0.8 The momentum generates a weight for previous gradients that decays exponentially. learning_rate : float, default=200.0 The learning rate for t-SNE is usually in the range [10.0, 1000.0]. If the learning rate is too high, the data may look like a 'ball' with any point approximately equidistant from its nearest neighbours. If the learning rate is too low, most points may look compressed in a dense cloud with few outliers. min_gain : float, default=0.01 Minimum individual gain for each parameter. min_grad_norm : float, default=1e-7 If the gradient norm is below this threshold, the optimization will be aborted. verbose : int, default=0 Verbosity level. args : sequence, default=None Arguments to pass to objective function. kwargs : dict, default=None Keyword arguments to pass to objective function. Returns ------- p : ndarray of shape (n_params,) Optimum parameters. error : float Optimum. i : int Last iteration. """ if args is None: args = [] if kwargs is None: kwargs = {} p = p0.copy().ravel() update = np.zeros_like(p) gains = np.ones_like(p) error = np.finfo(float).max best_error = np.finfo(float).max best_iter = i = it tic = time() for i in range(it, n_iter): check_convergence = (i + 1) % n_iter_check == 0 # only compute the error when needed kwargs["compute_error"] = check_convergence or i == n_iter - 1 error, grad = objective(p, *args, **kwargs) inc = update * grad < 0.0 dec = np.invert(inc) gains[inc] += 0.2 gains[dec] *= 0.8 np.clip(gains, min_gain, np.inf, out=gains) grad *= gains update = momentum * update - learning_rate * grad p += update if check_convergence: toc = time() duration = toc - tic tic = toc grad_norm = linalg.norm(grad) if verbose >= 2: print( "[t-SNE] Iteration %d: error = %.7f," " gradient norm = %.7f" " (%s iterations in %0.3fs)" % (i + 1, error, grad_norm, n_iter_check, duration) ) if error < best_error: best_error = error best_iter = i elif i - best_iter > n_iter_without_progress: if verbose >= 2: print( "[t-SNE] Iteration %d: did not make any progress " "during the last %d episodes. Finished." % (i + 1, n_iter_without_progress) ) break if grad_norm <= min_grad_norm: if verbose >= 2: print( "[t-SNE] Iteration %d: gradient norm %f. Finished." % (i + 1, grad_norm) ) break return p, error, i def trustworthiness(X, X_embedded, *, n_neighbors=5, metric="euclidean"): r"""Indicate to what extent the local structure is retained. The trustworthiness is within [0, 1]. It is defined as .. math:: T(k) = 1 - \frac{2}{nk (2n - 3k - 1)} \sum^n_{i=1} \sum_{j \in \mathcal{N}_{i}^{k}} \max(0, (r(i, j) - k)) where for each sample i, :math:`\mathcal{N}_{i}^{k}` are its k nearest neighbors in the output space, and every sample j is its :math:`r(i, j)`-th nearest neighbor in the input space. In other words, any unexpected nearest neighbors in the output space are penalised in proportion to their rank in the input space. Parameters ---------- X : {array-like, sparse matrix} of shape (n_samples, n_features) or \ (n_samples, n_samples) If the metric is 'precomputed' X must be a square distance matrix. Otherwise it contains a sample per row. X_embedded : {array-like, sparse matrix} of shape (n_samples, n_components) Embedding of the training data in low-dimensional space. n_neighbors : int, default=5 The number of neighbors that will be considered. Should be fewer than `n_samples / 2` to ensure the trustworthiness to lies within [0, 1], as mentioned in [1]_. An error will be raised otherwise. metric : str or callable, default='euclidean' Which metric to use for computing pairwise distances between samples from the original input space. If metric is 'precomputed', X must be a matrix of pairwise distances or squared distances. Otherwise, for a list of available metrics, see the documentation of argument metric in `sklearn.pairwise.pairwise_distances` and metrics listed in `sklearn.metrics.pairwise.PAIRWISE_DISTANCE_FUNCTIONS`. Note that the "cosine" metric uses :func:`~sklearn.metrics.pairwise.cosine_distances`. .. versionadded:: 0.20 Returns ------- trustworthiness : float Trustworthiness of the low-dimensional embedding. References ---------- .. [1] Jarkko Venna and Samuel Kaski. 2001. Neighborhood Preservation in Nonlinear Projection Methods: An Experimental Study. In Proceedings of the International Conference on Artificial Neural Networks (ICANN '01). Springer-Verlag, Berlin, Heidelberg, 485-491. .. [2] Laurens van der Maaten. Learning a Parametric Embedding by Preserving Local Structure. Proceedings of the Twelth International Conference on Artificial Intelligence and Statistics, PMLR 5:384-391, 2009. """ n_samples = X.shape[0] if n_neighbors >= n_samples / 2: raise ValueError( f"n_neighbors ({n_neighbors}) should be less than n_samples / 2" f" ({n_samples / 2})" ) dist_X = pairwise_distances(X, metric=metric) if metric == "precomputed": dist_X = dist_X.copy() # we set the diagonal to np.inf to exclude the points themselves from # their own neighborhood np.fill_diagonal(dist_X, np.inf) ind_X = np.argsort(dist_X, axis=1) # `ind_X[i]` is the index of sorted distances between i and other samples ind_X_embedded = ( NearestNeighbors(n_neighbors=n_neighbors) .fit(X_embedded) .kneighbors(return_distance=False) ) # We build an inverted index of neighbors in the input space: For sample i, # we define `inverted_index[i]` as the inverted index of sorted distances: # inverted_index[i][ind_X[i]] = np.arange(1, n_sample + 1) inverted_index = np.zeros((n_samples, n_samples), dtype=int) ordered_indices = np.arange(n_samples + 1) inverted_index[ordered_indices[:-1, np.newaxis], ind_X] = ordered_indices[1:] ranks = ( inverted_index[ordered_indices[:-1, np.newaxis], ind_X_embedded] - n_neighbors ) t = np.sum(ranks[ranks > 0]) t = 1.0 - t * ( 2.0 / (n_samples * n_neighbors * (2.0 * n_samples - 3.0 * n_neighbors - 1.0)) ) return t class TSNE(BaseEstimator): """T-distributed Stochastic Neighbor Embedding. t-SNE [1] is a tool to visualize high-dimensional data. It converts similarities between data points to joint probabilities and tries to minimize the Kullback-Leibler divergence between the joint probabilities of the low-dimensional embedding and the high-dimensional data. t-SNE has a cost function that is not convex, i.e. with different initializations we can get different results. It is highly recommended to use another dimensionality reduction method (e.g. PCA for dense data or TruncatedSVD for sparse data) to reduce the number of dimensions to a reasonable amount (e.g. 50) if the number of features is very high. This will suppress some noise and speed up the computation of pairwise distances between samples. For more tips see Laurens van der Maaten's FAQ [2]. Read more in the :ref:`User Guide `. Parameters ---------- n_components : int, default=2 Dimension of the embedded space. perplexity : float, default=30.0 The perplexity is related to the number of nearest neighbors that is used in other manifold learning algorithms. Larger datasets usually require a larger perplexity. Consider selecting a value between 5 and 50. Different values can result in significantly different results. The perplexity must be less than the number of samples. early_exaggeration : float, default=12.0 Controls how tight natural clusters in the original space are in the embedded space and how much space will be between them. For larger values, the space between natural clusters will be larger in the embedded space. Again, the choice of this parameter is not very critical. If the cost function increases during initial optimization, the early exaggeration factor or the learning rate might be too high. learning_rate : float or "auto", default="auto" The learning rate for t-SNE is usually in the range [10.0, 1000.0]. If the learning rate is too high, the data may look like a 'ball' with any point approximately equidistant from its nearest neighbours. If the learning rate is too low, most points may look compressed in a dense cloud with few outliers. If the cost function gets stuck in a bad local minimum increasing the learning rate may help. Note that many other t-SNE implementations (bhtsne, FIt-SNE, openTSNE, etc.) use a definition of learning_rate that is 4 times smaller than ours. So our learning_rate=200 corresponds to learning_rate=800 in those other implementations. The 'auto' option sets the learning_rate to `max(N / early_exaggeration / 4, 50)` where N is the sample size, following [4] and [5]. .. versionchanged:: 1.2 The default value changed to `"auto"`. n_iter : int, default=1000 Maximum number of iterations for the optimization. Should be at least 250. n_iter_without_progress : int, default=300 Maximum number of iterations without progress before we abort the optimization, used after 250 initial iterations with early exaggeration. Note that progress is only checked every 50 iterations so this value is rounded to the next multiple of 50. .. versionadded:: 0.17 parameter *n_iter_without_progress* to control stopping criteria. min_grad_norm : float, default=1e-7 If the gradient norm is below this threshold, the optimization will be stopped. metric : str or callable, default='euclidean' The metric to use when calculating distance between instances in a feature array. If metric is a string, it must be one of the options allowed by scipy.spatial.distance.pdist for its metric parameter, or a metric listed in pairwise.PAIRWISE_DISTANCE_FUNCTIONS. If metric is "precomputed", X is assumed to be a distance matrix. Alternatively, if metric is a callable function, it is called on each pair of instances (rows) and the resulting value recorded. The callable should take two arrays from X as input and return a value indicating the distance between them. The default is "euclidean" which is interpreted as squared euclidean distance. metric_params : dict, default=None Additional keyword arguments for the metric function. .. versionadded:: 1.1 init : {"random", "pca"} or ndarray of shape (n_samples, n_components), \ default="pca" Initialization of embedding. PCA initialization cannot be used with precomputed distances and is usually more globally stable than random initialization. .. versionchanged:: 1.2 The default value changed to `"pca"`. verbose : int, default=0 Verbosity level. random_state : int, RandomState instance or None, default=None Determines the random number generator. Pass an int for reproducible results across multiple function calls. Note that different initializations might result in different local minima of the cost function. See :term:`Glossary `. method : {'barnes_hut', 'exact'}, default='barnes_hut' By default the gradient calculation algorithm uses Barnes-Hut approximation running in O(NlogN) time. method='exact' will run on the slower, but exact, algorithm in O(N^2) time. The exact algorithm should be used when nearest-neighbor errors need to be better than 3%. However, the exact method cannot scale to millions of examples. .. versionadded:: 0.17 Approximate optimization *method* via the Barnes-Hut. angle : float, default=0.5 Only used if method='barnes_hut' This is the trade-off between speed and accuracy for Barnes-Hut T-SNE. 'angle' is the angular size (referred to as theta in [3]) of a distant node as measured from a point. If this size is below 'angle' then it is used as a summary node of all points contained within it. This method is not very sensitive to changes in this parameter in the range of 0.2 - 0.8. Angle less than 0.2 has quickly increasing computation time and angle greater 0.8 has quickly increasing error. n_jobs : int, default=None The number of parallel jobs to run for neighbors search. This parameter has no impact when ``metric="precomputed"`` or (``metric="euclidean"`` and ``method="exact"``). ``None`` means 1 unless in a :obj:`joblib.parallel_backend` context. ``-1`` means using all processors. See :term:`Glossary ` for more details. .. versionadded:: 0.22 square_distances : True, default='deprecated' This parameter has no effect since distance values are always squared since 1.1. .. deprecated:: 1.1 `square_distances` has no effect from 1.1 and will be removed in 1.3. Attributes ---------- embedding_ : array-like of shape (n_samples, n_components) Stores the embedding vectors. kl_divergence_ : float Kullback-Leibler divergence after optimization. n_features_in_ : int Number of features seen during :term:`fit`. .. versionadded:: 0.24 feature_names_in_ : ndarray of shape (`n_features_in_`,) Names of features seen during :term:`fit`. Defined only when `X` has feature names that are all strings. .. versionadded:: 1.0 learning_rate_ : float Effective learning rate. .. versionadded:: 1.2 n_iter_ : int Number of iterations run. See Also -------- sklearn.decomposition.PCA : Principal component analysis that is a linear dimensionality reduction method. sklearn.decomposition.KernelPCA : Non-linear dimensionality reduction using kernels and PCA. MDS : Manifold learning using multidimensional scaling. Isomap : Manifold learning based on Isometric Mapping. LocallyLinearEmbedding : Manifold learning using Locally Linear Embedding. SpectralEmbedding : Spectral embedding for non-linear dimensionality. References ---------- [1] van der Maaten, L.J.P.; Hinton, G.E. Visualizing High-Dimensional Data Using t-SNE. Journal of Machine Learning Research 9:2579-2605, 2008. [2] van der Maaten, L.J.P. t-Distributed Stochastic Neighbor Embedding https://lvdmaaten.github.io/tsne/ [3] L.J.P. van der Maaten. Accelerating t-SNE using Tree-Based Algorithms. Journal of Machine Learning Research 15(Oct):3221-3245, 2014. https://lvdmaaten.github.io/publications/papers/JMLR_2014.pdf [4] Belkina, A. C., Ciccolella, C. O., Anno, R., Halpert, R., Spidlen, J., & Snyder-Cappione, J. E. (2019). Automated optimized parameters for T-distributed stochastic neighbor embedding improve visualization and analysis of large datasets. Nature Communications, 10(1), 1-12. [5] Kobak, D., & Berens, P. (2019). The art of using t-SNE for single-cell transcriptomics. Nature Communications, 10(1), 1-14. Examples -------- >>> import numpy as np >>> from sklearn.manifold import TSNE >>> X = np.array([[0, 0, 0], [0, 1, 1], [1, 0, 1], [1, 1, 1]]) >>> X_embedded = TSNE(n_components=2, learning_rate='auto', ... init='random', perplexity=3).fit_transform(X) >>> X_embedded.shape (4, 2) """ _parameter_constraints: dict = { "n_components": [Interval(Integral, 1, None, closed="left")], "perplexity": [Interval(Real, 0, None, closed="neither")], "early_exaggeration": [Interval(Real, 1, None, closed="left")], "learning_rate": [ StrOptions({"auto"}), Interval(Real, 0, None, closed="neither"), ], "n_iter": [Interval(Integral, 250, None, closed="left")], "n_iter_without_progress": [Interval(Integral, -1, None, closed="left")], "min_grad_norm": [Interval(Real, 0, None, closed="left")], "metric": [StrOptions(set(_VALID_METRICS) | {"precomputed"}), callable], "metric_params": [dict, None], "init": [ StrOptions({"pca", "random"}), np.ndarray, ], "verbose": ["verbose"], "random_state": ["random_state"], "method": [StrOptions({"barnes_hut", "exact"})], "angle": [Interval(Real, 0, 1, closed="both")], "n_jobs": [None, Integral], "square_distances": ["boolean", Hidden(StrOptions({"deprecated"}))], } # Control the number of exploration iterations with early_exaggeration on _EXPLORATION_N_ITER = 250 # Control the number of iterations between progress checks _N_ITER_CHECK = 50 def __init__( self, n_components=2, *, perplexity=30.0, early_exaggeration=12.0, learning_rate="auto", n_iter=1000, n_iter_without_progress=300, min_grad_norm=1e-7, metric="euclidean", metric_params=None, init="pca", verbose=0, random_state=None, method="barnes_hut", angle=0.5, n_jobs=None, square_distances="deprecated", ): self.n_components = n_components self.perplexity = perplexity self.early_exaggeration = early_exaggeration self.learning_rate = learning_rate self.n_iter = n_iter self.n_iter_without_progress = n_iter_without_progress self.min_grad_norm = min_grad_norm self.metric = metric self.metric_params = metric_params self.init = init self.verbose = verbose self.random_state = random_state self.method = method self.angle = angle self.n_jobs = n_jobs self.square_distances = square_distances def _check_params_vs_input(self, X): if self.perplexity >= X.shape[0]: raise ValueError("perplexity must be less than n_samples") def _fit(self, X, skip_num_points=0): """Private function to fit the model using X as training data.""" if isinstance(self.init, str) and self.init == "pca" and issparse(X): raise TypeError( "PCA initialization is currently not supported " "with the sparse input matrix. Use " 'init="random" instead.' ) if self.square_distances != "deprecated": warnings.warn( "The parameter `square_distances` has not effect and will be " "removed in version 1.3.", FutureWarning, ) if self.learning_rate == "auto": # See issue #18018 self.learning_rate_ = X.shape[0] / self.early_exaggeration / 4 self.learning_rate_ = np.maximum(self.learning_rate_, 50) else: self.learning_rate_ = self.learning_rate if self.method == "barnes_hut": X = self._validate_data( X, accept_sparse=["csr"], ensure_min_samples=2, dtype=[np.float32, np.float64], ) else: X = self._validate_data( X, accept_sparse=["csr", "csc", "coo"], dtype=[np.float32, np.float64] ) if self.metric == "precomputed": if isinstance(self.init, str) and self.init == "pca": raise ValueError( 'The parameter init="pca" cannot be used with metric="precomputed".' ) if X.shape[0] != X.shape[1]: raise ValueError("X should be a square distance matrix") check_non_negative( X, "TSNE.fit(). With metric='precomputed', X " "should contain positive distances.", ) if self.method == "exact" and issparse(X): raise TypeError( 'TSNE with method="exact" does not accept sparse ' 'precomputed distance matrix. Use method="barnes_hut" ' "or provide the dense distance matrix." ) if self.method == "barnes_hut" and self.n_components > 3: raise ValueError( "'n_components' should be inferior to 4 for the " "barnes_hut algorithm as it relies on " "quad-tree or oct-tree." ) random_state = check_random_state(self.random_state) n_samples = X.shape[0] neighbors_nn = None if self.method == "exact": # Retrieve the distance matrix, either using the precomputed one or # computing it. if self.metric == "precomputed": distances = X else: if self.verbose: print("[t-SNE] Computing pairwise distances...") if self.metric == "euclidean": # Euclidean is squared here, rather than using **= 2, # because euclidean_distances already calculates # squared distances, and returns np.sqrt(dist) for # squared=False. # Also, Euclidean is slower for n_jobs>1, so don't set here distances = pairwise_distances(X, metric=self.metric, squared=True) else: metric_params_ = self.metric_params or {} distances = pairwise_distances( X, metric=self.metric, n_jobs=self.n_jobs, **metric_params_ ) if np.any(distances < 0): raise ValueError( "All distances should be positive, the metric given is not correct" ) if self.metric != "euclidean": distances **= 2 # compute the joint probability distribution for the input space P = _joint_probabilities(distances, self.perplexity, self.verbose) assert np.all(np.isfinite(P)), "All probabilities should be finite" assert np.all(P >= 0), "All probabilities should be non-negative" assert np.all( P <= 1 ), "All probabilities should be less or then equal to one" else: # Compute the number of nearest neighbors to find. # LvdM uses 3 * perplexity as the number of neighbors. # In the event that we have very small # of points # set the neighbors to n - 1. n_neighbors = min(n_samples - 1, int(3.0 * self.perplexity + 1)) if self.verbose: print("[t-SNE] Computing {} nearest neighbors...".format(n_neighbors)) # Find the nearest neighbors for every point knn = NearestNeighbors( algorithm="auto", n_jobs=self.n_jobs, n_neighbors=n_neighbors, metric=self.metric, metric_params=self.metric_params, ) t0 = time() knn.fit(X) duration = time() - t0 if self.verbose: print( "[t-SNE] Indexed {} samples in {:.3f}s...".format( n_samples, duration ) ) t0 = time() distances_nn = knn.kneighbors_graph(mode="distance") duration = time() - t0 if self.verbose: print( "[t-SNE] Computed neighbors for {} samples in {:.3f}s...".format( n_samples, duration ) ) # Free the memory used by the ball_tree del knn # knn return the euclidean distance but we need it squared # to be consistent with the 'exact' method. Note that the # the method was derived using the euclidean method as in the # input space. Not sure of the implication of using a different # metric. distances_nn.data **= 2 # compute the joint probability distribution for the input space P = _joint_probabilities_nn(distances_nn, self.perplexity, self.verbose) if isinstance(self.init, np.ndarray): X_embedded = self.init elif self.init == "pca": pca = PCA( n_components=self.n_components, svd_solver="randomized", random_state=random_state, ) # Always output a numpy array, no matter what is configured globally pca.set_output(transform="default") X_embedded = pca.fit_transform(X).astype(np.float32, copy=False) # PCA is rescaled so that PC1 has standard deviation 1e-4 which is # the default value for random initialization. See issue #18018. X_embedded = X_embedded / np.std(X_embedded[:, 0]) * 1e-4 elif self.init == "random": # The embedding is initialized with iid samples from Gaussians with # standard deviation 1e-4. X_embedded = 1e-4 * random_state.standard_normal( size=(n_samples, self.n_components) ).astype(np.float32) # Degrees of freedom of the Student's t-distribution. The suggestion # degrees_of_freedom = n_components - 1 comes from # "Learning a Parametric Embedding by Preserving Local Structure" # Laurens van der Maaten, 2009. degrees_of_freedom = max(self.n_components - 1, 1) return self._tsne( P, degrees_of_freedom, n_samples, X_embedded=X_embedded, neighbors=neighbors_nn, skip_num_points=skip_num_points, ) def _tsne( self, P, degrees_of_freedom, n_samples, X_embedded, neighbors=None, skip_num_points=0, ): """Runs t-SNE.""" # t-SNE minimizes the Kullback-Leiber divergence of the Gaussians P # and the Student's t-distributions Q. The optimization algorithm that # we use is batch gradient descent with two stages: # * initial optimization with early exaggeration and momentum at 0.5 # * final optimization with momentum at 0.8 params = X_embedded.ravel() opt_args = { "it": 0, "n_iter_check": self._N_ITER_CHECK, "min_grad_norm": self.min_grad_norm, "learning_rate": self.learning_rate_, "verbose": self.verbose, "kwargs": dict(skip_num_points=skip_num_points), "args": [P, degrees_of_freedom, n_samples, self.n_components], "n_iter_without_progress": self._EXPLORATION_N_ITER, "n_iter": self._EXPLORATION_N_ITER, "momentum": 0.5, } if self.method == "barnes_hut": obj_func = _kl_divergence_bh opt_args["kwargs"]["angle"] = self.angle # Repeat verbose argument for _kl_divergence_bh opt_args["kwargs"]["verbose"] = self.verbose # Get the number of threads for gradient computation here to # avoid recomputing it at each iteration. opt_args["kwargs"]["num_threads"] = _openmp_effective_n_threads() else: obj_func = _kl_divergence # Learning schedule (part 1): do 250 iteration with lower momentum but # higher learning rate controlled via the early exaggeration parameter P *= self.early_exaggeration params, kl_divergence, it = _gradient_descent(obj_func, params, **opt_args) if self.verbose: print( "[t-SNE] KL divergence after %d iterations with early exaggeration: %f" % (it + 1, kl_divergence) ) # Learning schedule (part 2): disable early exaggeration and finish # optimization with a higher momentum at 0.8 P /= self.early_exaggeration remaining = self.n_iter - self._EXPLORATION_N_ITER if it < self._EXPLORATION_N_ITER or remaining > 0: opt_args["n_iter"] = self.n_iter opt_args["it"] = it + 1 opt_args["momentum"] = 0.8 opt_args["n_iter_without_progress"] = self.n_iter_without_progress params, kl_divergence, it = _gradient_descent(obj_func, params, **opt_args) # Save the final number of iterations self.n_iter_ = it if self.verbose: print( "[t-SNE] KL divergence after %d iterations: %f" % (it + 1, kl_divergence) ) X_embedded = params.reshape(n_samples, self.n_components) self.kl_divergence_ = kl_divergence return X_embedded def fit_transform(self, X, y=None): """Fit X into an embedded space and return that transformed output. Parameters ---------- X : {array-like, sparse matrix} of shape (n_samples, n_features) or \ (n_samples, n_samples) If the metric is 'precomputed' X must be a square distance matrix. Otherwise it contains a sample per row. If the method is 'exact', X may be a sparse matrix of type 'csr', 'csc' or 'coo'. If the method is 'barnes_hut' and the metric is 'precomputed', X may be a precomputed sparse graph. y : None Ignored. Returns ------- X_new : ndarray of shape (n_samples, n_components) Embedding of the training data in low-dimensional space. """ self._validate_params() self._check_params_vs_input(X) embedding = self._fit(X) self.embedding_ = embedding return self.embedding_ def fit(self, X, y=None): """Fit X into an embedded space. Parameters ---------- X : {array-like, sparse matrix} of shape (n_samples, n_features) or \ (n_samples, n_samples) If the metric is 'precomputed' X must be a square distance matrix. Otherwise it contains a sample per row. If the method is 'exact', X may be a sparse matrix of type 'csr', 'csc' or 'coo'. If the method is 'barnes_hut' and the metric is 'precomputed', X may be a precomputed sparse graph. y : None Ignored. Returns ------- X_new : array of shape (n_samples, n_components) Embedding of the training data in low-dimensional space. """ self._validate_params() self.fit_transform(X) return self def _more_tags(self): return {"pairwise": self.metric == "precomputed"}