""" ========================================= Comparison of Manifold Learning methods ========================================= An illustration of dimensionality reduction on the S-curve dataset with various manifold learning methods. For a discussion and comparison of these algorithms, see the :ref:`manifold module page ` For a similar example, where the methods are applied to a sphere dataset, see :ref:`sphx_glr_auto_examples_manifold_plot_manifold_sphere.py` Note that the purpose of the MDS is to find a low-dimensional representation of the data (here 2D) in which the distances respect well the distances in the original high-dimensional space, unlike other manifold-learning algorithms, it does not seeks an isotropic representation of the data in the low-dimensional space. """ # Author: Jake Vanderplas -- # %% # Dataset preparation # ------------------- # # We start by generating the S-curve dataset. import matplotlib.pyplot as plt # unused but required import for doing 3d projections with matplotlib < 3.2 import mpl_toolkits.mplot3d # noqa: F401 from matplotlib import ticker from sklearn import datasets, manifold n_samples = 1500 S_points, S_color = datasets.make_s_curve(n_samples, random_state=0) # %% # Let's look at the original data. Also define some helping # functions, which we will use further on. def plot_3d(points, points_color, title): x, y, z = points.T fig, ax = plt.subplots( figsize=(6, 6), facecolor="white", tight_layout=True, subplot_kw={"projection": "3d"}, ) fig.suptitle(title, size=16) col = ax.scatter(x, y, z, c=points_color, s=50, alpha=0.8) ax.view_init(azim=-60, elev=9) ax.xaxis.set_major_locator(ticker.MultipleLocator(1)) ax.yaxis.set_major_locator(ticker.MultipleLocator(1)) ax.zaxis.set_major_locator(ticker.MultipleLocator(1)) fig.colorbar(col, ax=ax, orientation="horizontal", shrink=0.6, aspect=60, pad=0.01) plt.show() def plot_2d(points, points_color, title): fig, ax = plt.subplots(figsize=(3, 3), facecolor="white", constrained_layout=True) fig.suptitle(title, size=16) add_2d_scatter(ax, points, points_color) plt.show() def add_2d_scatter(ax, points, points_color, title=None): x, y = points.T ax.scatter(x, y, c=points_color, s=50, alpha=0.8) ax.set_title(title) ax.xaxis.set_major_formatter(ticker.NullFormatter()) ax.yaxis.set_major_formatter(ticker.NullFormatter()) plot_3d(S_points, S_color, "Original S-curve samples") # %% # Define algorithms for the manifold learning # ------------------------------------------- # # Manifold learning is an approach to non-linear dimensionality reduction. # Algorithms for this task are based on the idea that the dimensionality of # many data sets is only artificially high. # # Read more in the :ref:`User Guide `. n_neighbors = 12 # neighborhood which is used to recover the locally linear structure n_components = 2 # number of coordinates for the manifold # %% # Locally Linear Embeddings # ^^^^^^^^^^^^^^^^^^^^^^^^^ # # Locally linear embedding (LLE) can be thought of as a series of local # Principal Component Analyses which are globally compared to find the # best non-linear embedding. # Read more in the :ref:`User Guide `. params = { "n_neighbors": n_neighbors, "n_components": n_components, "eigen_solver": "auto", "random_state": 0, } lle_standard = manifold.LocallyLinearEmbedding(method="standard", **params) S_standard = lle_standard.fit_transform(S_points) lle_ltsa = manifold.LocallyLinearEmbedding(method="ltsa", **params) S_ltsa = lle_ltsa.fit_transform(S_points) lle_hessian = manifold.LocallyLinearEmbedding(method="hessian", **params) S_hessian = lle_hessian.fit_transform(S_points) lle_mod = manifold.LocallyLinearEmbedding(method="modified", **params) S_mod = lle_mod.fit_transform(S_points) # %% fig, axs = plt.subplots( nrows=2, ncols=2, figsize=(7, 7), facecolor="white", constrained_layout=True ) fig.suptitle("Locally Linear Embeddings", size=16) lle_methods = [ ("Standard locally linear embedding", S_standard), ("Local tangent space alignment", S_ltsa), ("Hessian eigenmap", S_hessian), ("Modified locally linear embedding", S_mod), ] for ax, method in zip(axs.flat, lle_methods): name, points = method add_2d_scatter(ax, points, S_color, name) plt.show() # %% # Isomap Embedding # ^^^^^^^^^^^^^^^^ # # Non-linear dimensionality reduction through Isometric Mapping. # Isomap seeks a lower-dimensional embedding which maintains geodesic # distances between all points. Read more in the :ref:`User Guide `. isomap = manifold.Isomap(n_neighbors=n_neighbors, n_components=n_components, p=1) S_isomap = isomap.fit_transform(S_points) plot_2d(S_isomap, S_color, "Isomap Embedding") # %% # Multidimensional scaling # ^^^^^^^^^^^^^^^^^^^^^^^^ # # Multidimensional scaling (MDS) seeks a low-dimensional representation # of the data in which the distances respect well the distances in the # original high-dimensional space. # Read more in the :ref:`User Guide `. md_scaling = manifold.MDS( n_components=n_components, max_iter=50, n_init=4, random_state=0, normalized_stress=False, ) S_scaling = md_scaling.fit_transform(S_points) plot_2d(S_scaling, S_color, "Multidimensional scaling") # %% # Spectral embedding for non-linear dimensionality reduction # ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ # # This implementation uses Laplacian Eigenmaps, which finds a low dimensional # representation of the data using a spectral decomposition of the graph Laplacian. # Read more in the :ref:`User Guide `. spectral = manifold.SpectralEmbedding( n_components=n_components, n_neighbors=n_neighbors, random_state=42 ) S_spectral = spectral.fit_transform(S_points) plot_2d(S_spectral, S_color, "Spectral Embedding") # %% # T-distributed Stochastic Neighbor Embedding # ^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ # # 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. Read more in the :ref:`User Guide `. t_sne = manifold.TSNE( n_components=n_components, perplexity=30, init="random", max_iter=250, random_state=0, ) S_t_sne = t_sne.fit_transform(S_points) plot_2d(S_t_sne, S_color, "T-distributed Stochastic \n Neighbor Embedding") # %%