diff --git a/machine_learning/tsne.py b/machine_learning/tsne.py new file mode 100644 index 000000000000..ca8409e0f8db --- /dev/null +++ b/machine_learning/tsne.py @@ -0,0 +1,181 @@ +""" +t-Distributed Stochastic Neighbor Embedding (t-SNE) +--------------------------------------------------- + +t-SNE is a nonlinear dimensionality reduction algorithm for visualizing +high-dimensional data in a low-dimensional space (2D or 3D). + +It computes pairwise similarities in both spaces and minimizes the +Kullback-Leibler divergence using gradient descent. + +References: +- van der Maaten, L. & Hinton, G. (2008), JMLR. +- https://lvdmaaten.github.io/tsne/ +""" + +import doctest + +import numpy as np +from numpy import ndarray +from sklearn.datasets import load_iris + + +def collect_dataset() -> tuple[ndarray, ndarray]: + """ + Load Iris dataset and return features and labels. + + Returns: + tuple[ndarray, ndarray]: feature matrix and target labels + + Example: + >>> x, y = collect_dataset() + >>> x.shape + (150, 4) + >>> y.shape + (150,) + """ + data = load_iris() + return np.array(data.data), np.array(data.target) + + +def compute_pairwise_affinities(data_x: ndarray, sigma: float = 1.0) -> ndarray: + """ + Compute high-dimensional affinities (P matrix) using Gaussian kernel. + + Args: + data_x: Input data of shape (n_samples, n_features) + sigma: Gaussian kernel bandwidth + + Returns: + ndarray: Symmetrized probability matrix + + Example: + >>> x = np.array([[0.0, 0.0], [1.0, 0.0]]) + >>> p = compute_pairwise_affinities(x) + >>> float(round(p[0, 1], 3)) + 0.25 + """ + n_samples = data_x.shape[0] + sum_x = np.sum(np.square(data_x), axis=1) + dist_sq = np.add(np.add(-2 * np.dot(data_x, data_x.T), sum_x).T, sum_x) + p = np.exp(-dist_sq / (2 * sigma**2)) + np.fill_diagonal(p, 0) + p /= np.sum(p) + return (p + p.T) / (2 * n_samples) + + +def compute_low_dim_affinities(low_dim_embedding: ndarray) -> tuple[ndarray, ndarray]: + """ + Compute low-dimensional affinities (Q matrix) using Student-t distribution. + + Args: + low_dim_embedding: shape (n_samples, n_components) + + Returns: + tuple[ndarray, ndarray]: Q probability matrix and numerator + + Example: + >>> y = np.array([[0.0, 0.0], [1.0, 0.0]]) + >>> q, num = compute_low_dim_affinities(y) + >>> q.shape + (2, 2) + """ + sum_y = np.sum(np.square(low_dim_embedding), axis=1) + numerator = 1 / ( + 1 + + np.add( + np.add(-2 * np.dot(low_dim_embedding, low_dim_embedding.T), sum_y).T, + sum_y, + ) + ) + np.fill_diagonal(numerator, 0) + q = numerator / np.sum(numerator) + return q, numerator + + +def apply_tsne( + data_x: ndarray, + n_components: int = 2, + learning_rate: float = 200.0, + n_iter: int = 500, +) -> ndarray: + """ + Apply t-SNE for dimensionality reduction. + + Args: + data_x: Original dataset (features) + n_components: Target dimension (2D or 3D) + learning_rate: Step size for gradient descent + n_iter: Number of iterations + + Returns: + ndarray: Low-dimensional embedding of the data + + Example: + >>> x, _ = collect_dataset() + >>> y_emb = apply_tsne(x, n_components=2, n_iter=50) + >>> y_emb.shape + (150, 2) + """ + if n_components < 1 or n_iter < 1: + raise ValueError("n_components and n_iter must be >= 1") + + n_samples = data_x.shape[0] + rng = np.random.default_rng() + y = rng.standard_normal((n_samples, n_components)) * 1e-4 + + p = compute_pairwise_affinities(data_x) + p = np.maximum(p, 1e-12) + + y_inc = np.zeros_like(y) + momentum = 0.5 + + for i in range(n_iter): + q, num = compute_low_dim_affinities(y) + q = np.maximum(q, 1e-12) + + pq = p - q + d_y = 4 * ( + np.dot((pq * num), y) + - np.multiply(np.sum(pq * num, axis=1)[:, np.newaxis], y) + ) + + y_inc = momentum * y_inc - learning_rate * d_y + y += y_inc + + if i == int(n_iter / 4): + momentum = 0.8 + + return y + + +def main() -> None: + """ + Run t-SNE on Iris dataset and display the first 5 embeddings. + + Example: + >>> main() # doctest: +ELLIPSIS + t-SNE embedding (first 5 points): + [[... + """ + data_x, _ = collect_dataset() + y_emb = apply_tsne(data_x, n_components=2, n_iter=300) + + if not isinstance(y_emb, np.ndarray): + raise TypeError("t-SNE embedding must be an ndarray") + + print("t-SNE embedding (first 5 points):") + print(y_emb[:5]) + + # Optional visualization (commented out for automated testing) + # import matplotlib.pyplot as plt + # plt.scatter(y_emb[:, 0], y_emb[:, 1], c=labels, cmap="viridis") + # plt.title("t-SNE Visualization of Iris Dataset") + # plt.xlabel("Dimension 1") + # plt.ylabel("Dimension 2") + # plt.show() + + +if __name__ == "__main__": + doctest.testmod() + main()