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ELSC.m
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134 lines (106 loc) · 4.32 KB
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%##############################################################################%
% Created Date: Monday December 30th 2019 %
% Author: Li Hongmin (li.hongmin.xa@alumni.tsukuba.ac.jp) %
%##############################################################################%
function [label_consensus, alpha0, consensus_eigenvector, basic_paritions_eigenvectors, ...
obj_start, obj_val] = ELSC(kernels, n_cluster, n_iters, lambda, alpha, kmeans_rep)
alpha0 =0;
if ~exist('n_iters', 'var')
n_iters = 10;
end
if ~exist('lambda', 'var')
lambda = 1;
end
if ~exist('kmeans_rep', 'var')
kmeans_rep = 10;
end
if ~exist('alpha', 'var')
alpha = 0.01;
end
n_instaces = size(kernels{1}, 1);
n_kernel = numel(kernels);
L = cell(n_kernel, 1);
% n_eigenvetors = round(sqrt(n_instaces));
n_eigenvetors = n_cluster;
basic_paritions_eigenvectors(n_instaces, n_eigenvetors, n_kernel, n_iters) = 0;
obj_val = zeros(n_kernel, n_iters);
opts.disp = 0;
% opts.MaxIterations =550;
%% obtain L matrix and its eigenvector basic_paritions_eigenvectors
% from each kernel
for i = 1:n_kernel
% fprintf('computing kernel for X(%d)\n', i);
K = kernels{i};
D = diag(sum(K, 1));
sD = sqrt((D));
L{i} = sD \ K / sD;
[eigVectors, eigValues] = eig(full(L{i}));
eigValues = diag(eigValues);
[eigValues, idx] = sort(eigValues, 'descend');
nEigVec = eigVectors(:, idx(1:n_eigenvetors));
sq_sum = sqrt(sum(nEigVec .* nEigVec, 2)) + 1e-20;
nEigVec = nEigVec ./ repmat(sq_sum, 1, n_eigenvetors);
basic_paritions_eigenvectors(:, :, i, 1) = real(nEigVec);
obj_val(i, 1) = sum(eigValues(1:n_eigenvetors));
end
%% check NaNs
[~, TF] = rmmissing(obj_val(:, 1));
if sum(TF) > 0
fprintf("kernel %d did not coverge, remove it!\n", find(TF));
n_kernel = n_kernel - sum(TF);
L(TF) = [];
basic_paritions_eigenvectors(:, :, TF, :) = [];
obj_val(TF, :) = [];
end
%% initialization of optimaztion
n_kernel = numel(L);
l_start = L{1};
for j = 2:n_kernel
l_start = l_start + L{j};
end
%
obj = sum(obj_val(:, 1));
oldobj = obj - 1;
obj_start(1:n_iters) = 0;
%% start iterative optimaztion
consensus_eigenvector(n_instaces, n_eigenvetors, n_iters) = 0;
i = 1;
while obj > oldobj && i < n_iters
% fprintf('Running iteration %d\n', i - 1);
% find consensusbasic_paritions_eigenvectorsU
[consensus_eigenvector(:,:,i), Estar] = eigs(l_start, n_eigenvetors, 'LA', opts);
obj_start(i) = sum(diag(Estar));
% trun lambda
lambda0 = std(real(obj_val(1:n_kernel, i)))^2 * alpha;
i = i + 1;
% optimaze basic_paritions_eigenvectors u
for j = 1:n_kernel
tmp = L{j} + lambda0 * l_start;
[eigVectors, eigValues] = eig(full(tmp));
eigValues = diag(eigValues);
[eigValues, idx] = sort(eigValues, 'descend');
nEigVec = eigVectors(:, idx(1:n_eigenvetors));
sq_sum = sqrt(sum(nEigVec .* nEigVec, 2)) + 1e-20;
nEigVec = nEigVec ./ repmat(sq_sum, 1, n_eigenvetors);
basic_paritions_eigenvectors(:, :, j, i) = real(nEigVec);
obj_val(j, i) = sum(eigValues(1:n_eigenvetors));
end
l_start(1:n_instaces, 1:n_instaces) = 0;
for j = 1:n_kernel
l_start = l_start + ...
basic_paritions_eigenvectors(:, :, j, i) * basic_paritions_eigenvectors(:, :, j, i)';
end
oldobj = obj;
obj = lambda *sum(obj_val(:, i)) + sum(diag(Estar));
end
[consensus_eigenvector(:,:,i), Estar] = eigs(l_start, n_eigenvetors, 'LA', opts);
consensus_eigenvector(:,:,i) = real(consensus_eigenvector(:,:,i));
normvect = sqrt(diag(consensus_eigenvector(:,:,i) * consensus_eigenvector(:,:,i)'));
normvect((normvect == 0.0)) = 1;
consensus_eigenvector(:,:,i) = diag(normvect) \ consensus_eigenvector(:,:,i);
label_consensus = kmeans(consensus_eigenvector(:,:,i) , n_cluster, 'Replicates',3);
consensus_eigenvector(:,:,i:end) = [];
basic_paritions_eigenvectors(:, :, :, i:end) = [];
obj_start(i:end) = [];
obj_val(:,i:end)= [];
end