Detailed Description

the class HessianLocallyLinearEmbedding used to preprocess data using Hessian Locally Linear Embedding algorithm described in

Donoho, D., & Grimes, C. (2003). Hessian eigenmaps: new tools for nonlinear dimensionality reduction. Proceedings of National Academy of Science (Vol. 100, pp. 5591-5596).

Stated eigenproblem is solved in the same way as in CLocallyLinearEmbedding (LAPACK or ARPACK if available).

The hessian estimation step is parallel and neighborhood determination too as in CLocallyLinearEmbedding.

Be sure k value is set with at least 1+[target dim]+1/2 [target_dim]*[1 + target dim], e.g. greater than 6 for target dimensionality of 2.

Definition at line 42 of file HessianLocallyLinearEmbedding.h.

Inheritance diagram for CHessianLocallyLinearEmbedding:

[legend]

Public Member Functions
	CHessianLocallyLinearEmbedding ()

virtual	~CHessianLocallyLinearEmbedding ()

virtual const char *	get_name () const

Public Member Functions inherited from CLocallyLinearEmbedding
	CLocallyLinearEmbedding ()

virtual	~CLocallyLinearEmbedding ()

virtual CFeatures *	apply (CFeatures *features)

void	set_k (int32_t k)

int32_t	get_k () const

void	set_max_k (int32_t max_k)

int32_t	get_max_k () const

void	set_auto_k (bool auto_k)

bool	get_auto_k () const

void	set_reconstruction_shift (float64_t reconstruction_shift)

float64_t	get_reconstruction_shift () const

void	set_nullspace_shift (float64_t nullspace_shift)

float64_t	get_nullspace_shift () const

void	set_use_arpack (bool use_arpack)

bool	get_use_arpack () const

Public Member Functions inherited from CEmbeddingConverter
	CEmbeddingConverter ()

virtual	~CEmbeddingConverter ()

virtual CSimpleFeatures < float64_t > *	embed (CFeatures *features)

void	set_target_dim (int32_t dim)

int32_t	get_target_dim () const

void	set_distance (CDistance *distance)

CDistance *	get_distance () const

void	set_kernel (CKernel *kernel)

CKernel *	get_kernel () const

Public Member Functions inherited from CConverter
	CConverter ()

virtual	~CConverter ()

Public Member Functions inherited from CSGObject
	CSGObject ()

	CSGObject (const CSGObject &orig)

virtual	~CSGObject ()

virtual bool	is_generic (EPrimitiveType *generic) const

template<class T >
void	set_generic ()

void	unset_generic ()

virtual void	print_serializable (const char *prefix="")

virtual bool	save_serializable (CSerializableFile file, const char prefix="")

virtual bool	load_serializable (CSerializableFile file, const char prefix="")

void	set_global_io (SGIO *io)

SGIO *	get_global_io ()

void	set_global_parallel (Parallel *parallel)

Parallel *	get_global_parallel ()

void	set_global_version (Version *version)

Version *	get_global_version ()

SGVector< char * >	get_modelsel_names ()

char *	get_modsel_param_descr (const char *param_name)

index_t	get_modsel_param_index (const char *param_name)

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

Protected Member Functions
virtual SGMatrix< float64_t >	construct_weight_matrix (CSimpleFeatures< float64_t > simple_features, float64_t W_matrix, SGMatrix< int32_t > neighborhood_matrix)
	HELPER. More...

Protected Member Functions inherited from CLocallyLinearEmbedding
void	init ()
	HELPERS. More...

virtual SGMatrix< float64_t >	construct_embedding (SGMatrix< float64_t > matrix, int dimension)

virtual SGMatrix< int32_t >	get_neighborhood_matrix (SGMatrix< float64_t > distance_matrix, int32_t k)

int32_t	estimate_k (CSimpleFeatures< float64_t > *simple_features, SGMatrix< int32_t > neighborhood_matrix)

float64_t	compute_reconstruction_error (int32_t k, int dim, int N, float64_t feature_matrix, float64_t z_matrix, float64_t covariance_matrix, float64_t resid_vector, float64_t *id_vector, SGMatrix< int32_t > neighborhood_matrix)

Protected Member Functions inherited from CEmbeddingConverter
void	init ()

Protected Member Functions inherited from CSGObject
virtual void	load_serializable_pre () throw (ShogunException)

virtual void	load_serializable_post () throw (ShogunException)

virtual void	save_serializable_pre () throw (ShogunException)

virtual void	save_serializable_post () throw (ShogunException)

Static Protected Member Functions
static void *	run_hessianestimation_thread (void *p)
	THREAD. More...

Static Protected Member Functions inherited from CLocallyLinearEmbedding
static void *	run_neighborhood_thread (void *p)
	THREADS. More...

static void *	run_linearreconstruction_thread (void *p)

Additional Inherited Members
Public Attributes inherited from CSGObject
SGIO *	io

Parallel *	parallel

Version *	version

Parameter *	m_parameters

Parameter *	m_model_selection_parameters

Protected Attributes inherited from CLocallyLinearEmbedding
int32_t	m_k
	FIELDS. More...

int32_t	m_max_k

float64_t	m_reconstruction_shift

float64_t	m_nullspace_shift

bool	m_use_arpack

bool	m_auto_k

Protected Attributes inherited from CEmbeddingConverter
int32_t	m_target_dim

CDistance *	m_distance

CKernel *	m_kernel

Constructor & Destructor Documentation

CHessianLocallyLinearEmbedding ( )

constructor

Definition at line 74 of file HessianLocallyLinearEmbedding.cpp.

~CHessianLocallyLinearEmbedding ( )

virtual

destructor

Definition at line 79 of file HessianLocallyLinearEmbedding.cpp.

Member Function Documentation

SGMatrix< float64_t > construct_weight_matrix	(	CSimpleFeatures< float64_t > *	simple_features,
		float64_t *	W_matrix,
		SGMatrix< int32_t >	neighborhood_matrix
	)