djNMF
)In this vignette, we consider approximating non-negative multiple matrices as a product of binary (or non-negative) low-rank matrices (a.k.a., factor matrices).
Test data is available from toyModel
.
library("dcTensor")
suppressMessages(library("nnTensor"))
<- nnTensor::toyModel("siNMF_Hard") X
You will see that there are some blocks in the data matrices as follows.
suppressMessages(library("fields"))
layout(t(1:3))
image.plot(X[[1]], main="X1", legend.mar=8)
image.plot(X[[2]], main="X2", legend.mar=8)
image.plot(X[[3]], main="X3", legend.mar=8)
Here, we consider the approximation of \(K\) binary data matrices \(X_{k}\) (\(N \times M_{k}\)) as the matrix product of \(W\) (\(N \times J\)) and \(V_{k}\) (J \(M_{k}\)):
\[ X_{k} \approx (W + V_{k}) H_{k} \ \mathrm{s.t.}\ W,V_{k},H_{k} \in \{0,1\} \]
This is the combination of binary matrix factorization (BMF (Zhang 2007)) and joint non-negative matrix
decomposition (jNMF (Zi 2016; CICHOCK
2009)), which is implemented by adding binary regularization
against jNMF. See also jNMF
function of nnTensor
package.
In SBSMF, a rank parameter \(J\)
(\(\leq \min(N, M)\)) is needed to be
set in advance. Other settings such as the number of iterations
(num.iter
) or factorization algorithm
(algorithm
) are also available. For the details of
arguments of djNMF, see ?djNMF
. After the calculation,
various objects are returned by djNMF
. SBSMF is achieved by
specifying the binary regularization parameter as a large value like the
below:
set.seed(123456)
<- djNMF(X, Bin_W=1E-1, J=4)
out_djNMF str(out_djNMF, 2)
## List of 7
## $ W : num [1:100, 1:4] 0.343 0.338 0.346 0.344 0.342 ...
## $ V :List of 3
## ..$ : num [1:100, 1:4] 2.02e-56 4.10e-56 2.26e-54 2.47e-55 7.54e-56 ...
## ..$ : num [1:100, 1:4] 1.65e-63 2.33e-64 2.07e-60 2.49e-62 6.55e-61 ...
## ..$ : num [1:100, 1:4] 0.156 0.143 0.157 0.155 0.15 ...
## $ H :List of 3
## ..$ : num [1:300, 1:4] 4.16e-06 3.30e-06 3.38e-06 3.85e-06 7.51e-07 ...
## ..$ : num [1:200, 1:4] 7.05e-20 7.47e-20 2.01e-20 4.32e-19 4.83e-20 ...
## ..$ : num [1:150, 1:4] 95.3 95.9 96.4 94.1 94.9 ...
## $ RecError : Named num [1:101] 1.00e-09 1.14e+04 1.03e+04 9.94e+03 9.98e+03 ...
## ..- attr(*, "names")= chr [1:101] "offset" "1" "2" "3" ...
## $ TrainRecError: Named num [1:101] 1.00e-09 1.14e+04 1.03e+04 9.94e+03 9.98e+03 ...
## ..- attr(*, "names")= chr [1:101] "offset" "1" "2" "3" ...
## $ TestRecError : Named num [1:101] 1e-09 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 0e+00 ...
## ..- attr(*, "names")= chr [1:101] "offset" "1" "2" "3" ...
## $ RelChange : Named num [1:101] 1.00e-09 1.95e-01 1.12e-01 3.46e-02 3.95e-03 ...
## ..- attr(*, "names")= chr [1:101] "offset" "1" "2" "3" ...
The reconstruction error (RecError
) and relative error
(RelChange
, the amount of change from the reconstruction
error in the previous step) can be used to diagnose whether the
calculation is converged or not.
layout(t(1:2))
plot(log10(out_djNMF$RecError[-1]), type="b", main="Reconstruction Error")
plot(log10(out_djNMF$RelChange[-1]), type="b", main="Relative Change")
The products of \(W\) and \(H_{k}\)s show whether the original data
matrices are well-recovered by djNMF
.
<- lapply(seq_along(X), function(x){
recX1 $W %*% t(out_djNMF$H[[x]])
out_djNMF
})<- lapply(seq_along(X), function(x){
recX2 $V[[x]] %*% t(out_djNMF$H[[x]])
out_djNMF
})layout(rbind(1:3, 4:6, 7:9))
image.plot(X[[1]], legend.mar=8, main="X1")
image.plot(X[[2]], legend.mar=8, main="X2")
image.plot(X[[3]], legend.mar=8, main="X3")
image.plot(recX1[[1]], legend.mar=8, main="Reconstructed X1 (Common Factor)")
image.plot(recX1[[2]], legend.mar=8, main="Reconstructed X2 (Common Factor)")
image.plot(recX1[[3]], legend.mar=8, main="Reconstructed X3 (Common Factor)")
image.plot(recX2[[1]], legend.mar=8, main="Reconstructed X1 (Specific Factor)")
image.plot(recX2[[2]], legend.mar=8, main="Reconstructed X2 (Specific Factor)")
image.plot(recX2[[3]], legend.mar=8, main="Reconstructed X3 (Specific Factor)")
The histogram of \(W\) shows that the factor matrix \(W\) looks binary.
layout(rbind(1:4, 5:8))
hist(out_djNMF$W, main="W", breaks=100)
hist(out_djNMF$H[[1]], main="H1", breaks=100)
hist(out_djNMF$H[[2]], main="H2", breaks=100)
hist(out_djNMF$H[[3]], main="H3", breaks=100)
hist(out_djNMF$V[[1]], main="V1", breaks=100)
hist(out_djNMF$V[[2]], main="V2", breaks=100)
hist(out_djNMF$V[[3]], main="V3", breaks=100)
## R version 3.6.3 (2020-02-29)
## Platform: x86_64-conda-linux-gnu (64-bit)
## Running under: CentOS Linux 7 (Core)
##
## Matrix products: default
## BLAS/LAPACK: /home/koki/miniconda3/lib/libopenblasp-r0.3.17.so
##
## locale:
## [1] LC_CTYPE=en_US.UTF-8 LC_NUMERIC=C
## [3] LC_TIME=en_US.UTF-8 LC_COLLATE=en_US.UTF-8
## [5] LC_MONETARY=en_US.UTF-8 LC_MESSAGES=en_US.UTF-8
## [7] LC_PAPER=en_US.UTF-8 LC_NAME=C
## [9] LC_ADDRESS=C LC_TELEPHONE=C
## [11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C
##
## attached base packages:
## [1] stats graphics grDevices utils datasets methods base
##
## other attached packages:
## [1] nnTensor_1.1.12 fields_13.3 viridis_0.6.2 viridisLite_0.4.0
## [5] spam_2.8-0 dcTensor_1.0.1
##
## loaded via a namespace (and not attached):
## [1] Rcpp_1.0.8 highr_0.9 RColorBrewer_1.1-2 rTensor_1.4.8
## [5] bslib_0.3.1 compiler_3.6.3 pillar_1.7.0 jquerylib_0.1.4
## [9] tools_3.6.3 dotCall64_1.0-1 digest_0.6.29 jsonlite_1.8.0
## [13] evaluate_0.15 lifecycle_1.0.1 tibble_3.1.2 gtable_0.3.0
## [17] pkgconfig_2.0.3 rlang_0.4.11 DBI_1.1.2 yaml_2.3.5
## [21] xfun_0.29 fastmap_1.1.0 gridExtra_2.3 stringr_1.4.0
## [25] dplyr_1.0.6 knitr_1.37 generics_0.1.2 sass_0.4.0
## [29] vctrs_0.3.8 maps_3.4.0 plot3D_1.4 tidyselect_1.1.1
## [33] grid_3.6.3 glue_1.4.2 R6_2.5.1 fansi_1.0.2
## [37] tcltk_3.6.3 rmarkdown_2.11 purrr_0.3.4 ggplot2_3.3.5
## [41] magrittr_2.0.2 scales_1.1.1 htmltools_0.5.2 ellipsis_0.3.2
## [45] MASS_7.3-55 tagcloud_0.6 misc3d_0.9-1 assertthat_0.2.1
## [49] colorspace_2.0-3 utf8_1.2.2 stringi_1.7.6 munsell_0.5.0
## [53] crayon_1.5.0