39 lines
1.1 KiB
Cython
39 lines
1.1 KiB
Cython
# Author: Mathieu Blondel, Tom Dupre la Tour
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# License: BSD 3 clause
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from cython cimport floating
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from libc.math cimport fabs
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def _update_cdnmf_fast(floating[:, ::1] W, floating[:, :] HHt,
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floating[:, :] XHt, Py_ssize_t[::1] permutation):
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cdef:
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floating violation = 0
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Py_ssize_t n_components = W.shape[1]
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Py_ssize_t n_samples = W.shape[0] # n_features for H update
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floating grad, pg, hess
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Py_ssize_t i, r, s, t
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with nogil:
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for s in range(n_components):
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t = permutation[s]
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for i in range(n_samples):
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# gradient = GW[t, i] where GW = np.dot(W, HHt) - XHt
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grad = -XHt[i, t]
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for r in range(n_components):
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grad += HHt[t, r] * W[i, r]
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# projected gradient
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pg = min(0., grad) if W[i, t] == 0 else grad
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violation += fabs(pg)
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# Hessian
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hess = HHt[t, t]
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if hess != 0:
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W[i, t] = max(W[i, t] - grad / hess, 0.)
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return violation
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