"""Align All and Compute for Graph Space.
Lead author: Anna Calissano.
"""
import logging
import random
from sklearn.base import BaseEstimator
import geomstats.backend as gs
from geomstats.errors import check_parameter_accepted_values
from geomstats.learning._sklearn import PCA, LinearRegression
from geomstats.learning.frechet_mean import FrechetMean
def _warn_max_iterations(iteration, max_iter):
if iteration + 1 == max_iter:
logging.warning(
f"Maximum number of iterations {max_iter} reached. "
"The estimate may be inaccurate"
)
class _AACFrechetMean(BaseEstimator):
r"""Class AAC for Frechet Mean on Graph Space.
The Align All and Compute (AAC) algorithm for Frechet Mean (FM)estimation is
introduced in [Calissano2020]_ and it estimates the Frechet Mean for a set of
labeled or unlabeled graphs. The idea is to optimally aligned the graphs to the
current mean estimator using the optimal alignment between the graphs and the mean
(graph matching between two graphs) and compute the mean estimation between the
aligned adjacency matrices (the arithmetic mean in the euclidean space of dimension
:math:`nodes \times nodes`). The algorithm stops as soon as the distance between two
consecutive estimations is lower then :math:`\epsilon` or the maximum number of
iterations is reached. The initialization step consists in aligning the data
with respect to an initial point.
Parameters
----------
space : GraphSpace
Graph space total space with a quotient structure.
epsilon: float, default=1e-6
Stopping criterion for the estimation step, i.e., the distance between two
consecutive estimators.
max_iter: int, default = 20
Stopping criterion on the maximum number of iterations.
init_point: array-like, shape=[n_nodes, n_nodes] or GraphPoint, default random.
Algorithm initialization.
save_last_X: bool, default = True
Flag to save the data as aligned in the last algorithm iteration.
total_space_estimator_kwargs : dict
Total space estimator keyword arguments.
Attributes
----------
total_space_estimator : BaseEstimator
Frechet mean estimator in total space.
estimate_ : array-like, mean=[n_nodes, n_nodes]
Mean.
n_iter_ : int
Number of performed iterations.
aligned_X_: array-like, shape=[n_samples, n_nodes, n_nodes] or set of GraphPoint.
Set of aligned data as after the last call of fit.
Saved if ``save_last_X is True``.
References
----------
.. [Calissano2020] Calissano, A., Feragen, A., Vantini, S.
“Graph Space: Geodesic Principal Components for a Population of
Network-valued Data.” Mox report 14, 2020.
https://mox.polimi.it/reports-and-theses/publication-results/?id=855.
"""
def __init__(
self,
space,
*,
epsilon=1e-3,
max_iter=20,
init_point=None,
total_space_estimator_kwargs=None,
save_last_X=True,
):
self.space = space
self.epsilon = epsilon
self.max_iter = max_iter
self.init_point = init_point
self.save_last_X = save_last_X
self.total_space_estimator_kwargs = total_space_estimator_kwargs or {}
self.total_space_estimator = FrechetMean(
self.space, **self.total_space_estimator_kwargs
)
self.estimate_ = None
self.n_iter_ = None
self.aligned_X_ = None
def fit(self, X, y=None):
"""Fit the Frechet Mean.
Parameters
----------
X : array-like, shape=[n_samples, n_nodes, n_nodes].
Dataset to estimate the FM.
y : Ignored
Ignored.
Returns
-------
self : object
Returns self.
"""
previous_estimate = (
random.choice(X) if self.init_point is None else self.init_point
)
aligned_X = X
for iteration in range(self.max_iter):
aligned_X = self.space.aligner.align(aligned_X, previous_estimate)
new_estimate = self.total_space_estimator.fit(aligned_X).estimate_
error = self.space.metric.dist(previous_estimate, new_estimate)
if error < self.epsilon:
break
previous_estimate = new_estimate
else:
_warn_max_iterations(iteration, self.max_iter)
if self.save_last_X:
self.aligned_X_ = aligned_X
self.estimate_ = new_estimate
self.n_iter_ = iteration
return self
class _AACGGPCA(BaseEstimator):
r"""Class AAC for Generalized Geodesic Principal Components (GGPCA) on Graph Space.
The Align All and Compute (AAC) algorithm for GGPCA estimation is
introduced in [Calissano2020]_ and it estimates the GGPCA for a set of
labeled or unlabeled graphs. The idea is to optimally aligned the graphs to the
current GGPCA estimator using the optimal alignment between the graphs and the
geodesics and then compute the GGPCA estimation between the aligned adjacency
matrices (the PCA in the euclidean space of dimension :math:`nodes \times nodes`).
The algorithm stops as soon as the percentage of variance explained by PCA in two
consecutive estimations is lower then :math:`\epsilon` or the maximum number of
iteration is reached. The initialization step consists in aligning all the data with
respect to an initial point.
Parameters
----------
space : GraphSpace
Graph space total space with a quotient structure.
epsilon: float, default=1e-6
Stopping criterion for the estimation step, i.e., the distance between two
consecutive estimators.
max_iter: int, default = 20
Stopping criterion on the maximum number of iterations.
init_point: array-like, shape=[n_nodes, n_nodes] or GraphPoint, default random.
Algorithm initialization.
n_components: int
Number of principal components to be estimated. Notice that the convergence is
ensured only for the first principal component.
save_last_X: bool, default = True
Flag to save the data as aligned in the last algorithm iteration.
Attributes
----------
total_space_estimator: BaseEstimator
Method for the estimation of the PCA for a set of flattened adjacency matrices
in the total space. Check geomstats.learning._sklearn_wrapper for details.
Default: ``sklearn.decomposition.PCA``.
n_iter_ : int
Number of performed iterations.
aligned_X_: array-like, shape=[n_samples, n_nodes, n_nodes] or set of GraphPoint.
Set of aligned data as after the last call of fit.
Saved if ``save_last_X is True``.
References
----------
.. [Calissano2020] Calissano, A., Feragen, A., Vantini, S.
“Graph Space: Geodesic Principal Components for a Population of
Network-valued Data.” Mox report 14, 2020.
https://mox.polimi.it/reports-and-theses/publication-results/?id=855.
"""
def __init__(
self,
space,
*,
n_components=2,
epsilon=1e-3,
max_iter=20,
init_point=None,
save_last_X=True,
):
self.space = space
self.epsilon = epsilon
self.max_iter = max_iter
self.init_point = init_point
self.n_components = n_components
self.save_last_X = save_last_X
self.total_space_estimator = PCA(n_components=self.n_components)
self.n_iter_ = None
self.aligned_X_ = None
@property
def components_(self):
"""Principal Components in the total space.
GGPCA expressed as vectors in the total space.
"""
return self.total_space_estimator.reshaped_components_
@property
def explained_variance_(self):
"""Variance Explained along the GGPCA."""
return self.total_space_estimator.explained_variance_
@property
def explained_variance_ratio_(self):
"""Percentage of Variance Explained along the GGPCA."""
return self.total_space_estimator.explained_variance_ratio_
@property
def mean_(self):
"""Mean at the last iteration."""
return self.total_space_estimator.reshaped_mean_
def fit(self, X, y=None):
"""Fit the GGPCA.
Parameters
----------
X : array-like, shape=[n_samples, n_nodes, n_nodes] or set of GraphPoint.
Dataset to estimate the GGPCA.
y : Ignored
Ignored.
Returns
-------
self : object
Returns self.
Note: Default method in the total space is sklearn.decomposition.PCA where
the input data are centered but not scaled for each feature.
"""
x = random.choice(X) if self.init_point is None else self.init_point
aligned_X = self.space.aligner.align(X, x)
self.total_space_estimator.fit(aligned_X)
previous_expl = self.total_space_estimator.explained_variance_ratio_[0]
for iteration in range(self.max_iter):
mean = self.total_space_estimator.reshaped_mean_
direc = self.total_space_estimator.reshaped_components_[0]
geodesic = self.space.metric.geodesic(
initial_point=mean, initial_tangent_vec=direc
)
aligned_X = self.space.aligner.align_point_to_geodesic(geodesic, aligned_X)
self.total_space_estimator.fit(aligned_X)
expl_ = self.total_space_estimator.explained_variance_ratio_[0]
error = gs.abs(expl_ - previous_expl)
if error < self.epsilon:
break
previous_expl = expl_
else:
_warn_max_iterations(iteration, self.max_iter)
if self.save_last_X:
self.aligned_X_ = aligned_X
self.n_iter_ = iteration
return self
class _AACRegression(BaseEstimator):
r"""Class AAC for Generalized Geodesic Regression (GGR) on Graph Space.
The Align All and Compute (AAC) algorithm for GGR estimation is
introduced in [Calissano2022] and it estimates the GGR for
:math:`\{(s_i, X_i)\in \mathbb{R}^p\times X/T\}` a set of labeled or unlabeled
graphs as output and a set of scalar or vector as input:
:math:`f: \mathbb{R}^p \rightarrow X/T`. The idea is to iteratively estimate a OLS
regression model between a set of regressors and a set of flattened adjacency
matrices and align the graphs to the current GGR estimator using the optimal
alignment for regression. The optimal alignment for regression consists in aligning
the graph with the corresponding predicted graph along the regression model to
decrease the prediction error. The algorithm stops as soon as the loss in two
consecutive estimations is lower then math:`\epsilon` or the maximum number of
iteration is reached. The initialization step consists in aligning all the data with
respect to a initial point.
Parameters
----------
space : GraphSpace
Graph space total space with a quotient structure.
epsilon: float, default=1e-6
Stopping criterion for the estimation step, i.e., the distance between loss
function in two consecutive estimation steps.
max_iter: int, default = 20
Stopping criterion on the maximum number of iterations.
init_point: array-like, shape=[n_nodes, n_nodes] or GraphPoint, default random.
Algorithm initialization.
save_last_y: bool, default=True
Flag to save the data as aligned in the last algorithm iteration.
total_space_estimator_kwargs : dict
Total space estimator keyword arguments.
Attributes
----------
total_space_estimator: BaseEstimator
Method for the estimation of the OLS Regression for a set of flattened adjacency
matrices in the total space.
Check geomstats.learning._sklearn_wrapper for details.
Default: ``sklearn.linear_model.LinearRegression``.
aligned_y_: array-like, shape=[n_samples, n_nodes, n_nodes] or set of GraphPoint.
Set of aligned data as after the last call of fit.
Saved if ``self.save_last_y is True``.
References
----------
.. [Calissano2022] Calissano, A., Feragen, A., Vantini, S.
“Graph-valued regression: prediction of unlabelled networks in a non-Euclidean
Graph Space.”Journal of Multivariate Analysis 190 - 104950, (2022).
https://doi.org/10.1016/j.jmva.2022.104950.
"""
def __init__(
self,
space,
*,
epsilon=1e-3,
max_iter=20,
init_point=None,
total_space_estimator_kwargs=None,
save_last_y=True,
):
self.space = space
self.epsilon = epsilon
self.max_iter = max_iter
self.init_point = init_point
self.save_last_y = save_last_y
self.total_space_estimator_kwargs = total_space_estimator_kwargs or {}
self.total_space_estimator = LinearRegression(
**self.total_space_estimator_kwargs
)
self.n_iter_ = None
self.aligned_y_ = None
def fit(self, X, y):
"""Fit the Generalized Geodesic Regression.
Parameters
----------
X : array-like, shape=[n_samples, p].
Dataset of regressors to estimate the GGR.
y : array-like, shape=[n_samples, n_nodes, n_nodes] or set of GraphPoint.
Dataset to estimate the GGR.
Returns
-------
self : object
Returns self.
"""
y_ = random.choice(y) if self.init_point is None else self.init_point
aligned_y = self.space.aligner.align(y, y_)
previous_pred_dist = 1e6
for iteration in range(self.max_iter):
self.total_space_estimator.fit(X, aligned_y)
y_pred = self.total_space_estimator.predict(X)
aligned_y = self.space.aligner.align(aligned_y, y_pred)
pred_dist = gs.sum(self.space.metric.dist(y_pred, aligned_y))
dist_diff = gs.abs(previous_pred_dist - pred_dist)
if dist_diff < self.epsilon:
break
previous_pred_dist = pred_dist
else:
_warn_max_iterations(iteration, self.max_iter)
if self.save_last_y:
self.aligned_y_ = aligned_y
self.n_iter_ = iteration
return self
def predict(self, X):
"""Predict using the generalized geodesic regression.
Predict a graph or a set of graphs corresponding to the given regressors. It
uses the total space prediction.
Parameters
----------
X : array-like, shape=[n_samples, n_nodes, n_nodes] or set of GraphPoint
Dataset to estimate the GGR.
Returns
-------
prediction : array-like, shape=[n_samples, n_nodes, n_nodes] or set of
GraphPoint
Predicted unlabeled graphs.
"""
return self.total_space_estimator.predict(X)
[docs]
class AAC:
r"""Class for Align all and Compute algorithm on Graph Space.
The Align All and Compute (AAC) algorithm is introduced in [Calissano2020]_ and it
allows to compute different statistical estimators: the Frechet Mean, the
Generalized Geodesic Principal components and the Regression for a set of labeled or
unlabeled graphs.
The idea is to optimally aligned the graphs to the current
estimator using the correct alignment technique and compute the current estimation
using the geometrical property of the total space, i.e., the Euclidean space of
adjacency matrices.
Parameters
----------
space : GraphSpace
Graph space total space with a quotient structure.
estimate : str
Desired estimator. One of the following:
- "frechet_mean": Frechet Mean estimation [Calissano2020]_
- "ggpca": Generalized Geodesic Principal Components [Calissano2020]_
- "regression": Graph-on-vector regression model [Calissano2022]_
Examples
--------
Available example on Graph Space:
:mod:`notebooks.19_practical_methods__aac`
Available example on Graph Space with real world data:
:mod:`notebooks.20_real_world_application__graph_space`
References
----------
.. [Calissano2020] Calissano, A., Feragen, A., Vantini, S.
“Graph Space: Geodesic Principal Components for a Population of
Network-valued Data.” Mox report 14, 2020.
https://mox.polimi.it/reports-and-theses/publication-results/?id=855.
.. [Calissano2022] Calissano, A., Feragen, A., Vantini, S.
“Graph-valued regression: prediction of unlabelled networks in a non-Euclidean
Graph Space.”Journal of Multivariate Analysis 190 - 104950, (2022).
https://doi.org/10.1016/j.jmva.2022.104950.
"""
MAP_ESTIMATE = {
"frechet_mean": _AACFrechetMean,
"ggpca": _AACGGPCA,
"regression": _AACRegression,
}
def __new__(cls, space, *, estimate="frechet_mean", **kwargs):
"""Class for Align all and Compute algorithm on Graph Space."""
check_parameter_accepted_values(
estimate, "estimate", list(cls.MAP_ESTIMATE.keys())
)
return cls.MAP_ESTIMATE[estimate](space, **kwargs)