hdsp2/dist/MDSSGD.js

High-Dimensional Space Projections

"use strict";
var __importDefault = (this && this.__importDefault) || function (mod) {
    return (mod && mod.__esModule) ? mod : { "default": mod };
};
Object.defineProperty(exports, "__esModule", { value: true });
exports.MDSSGD = void 0;
var Utils_1 = require("./Utils");
var seedrandom_1 = __importDefault(require("seedrandom"));
var MDSSGD = (function () {
    function MDSSGD() {
    }
    MDSSGD.project = function (featureVectors, D, threshold, max_iter, maxmax_iter, seed) {
        if (threshold === void 0) { threshold = 1e-5; }
        if (max_iter === void 0) { max_iter = 10; }
        if (maxmax_iter === void 0) { maxmax_iter = 50; }
        if (seed === void 0) { seed = 42; }
        if (featureVectors == null) {
            return null;
        }
        var rng = (0, seedrandom_1.default)(seed.toString());
        var N = featureVectors.length;
        if (N == 0) {
            return [];
        }
        var distances = Utils_1.Utils.distance(featureVectors);
        var result = Utils_1.Utils.random2D(N, D, rng);
        var constraints = [];
        var w;
        var w_min = Number.MAX_VALUE;
        var w_max = Number.MIN_VALUE;
        var eps = Number.EPSILON;
        for (var i = 0; i < N; i++) {
            for (var j = i + 1; j < N; j++) {
                w = 1 / (Math.pow(distances[i][j], 2) + eps);
                w_min = Math.min(w_min, w);
                w_max = Math.max(w_max, w);
                constraints.push([i, j, w]);
            }
        }
        var epsilon = 0.1;
        var eta_max = 1 / (w_min + eps);
        var eta_min = epsilon / (w_max + eps);
        var eta_switch = 1.0 / (w_max);
        var lambda = Math.log((eta_max + eps) / (eta_min + eps)) / (max_iter - 1);
        var schedule = [];
        var tau = 0;
        for (var t = 0; t < maxmax_iter; t++) {
            var eta = eta_max * Math.exp(-lambda * t);
            if (eta <= eta_switch) {
                tau = t;
                break;
            }
            schedule.push(eta);
        }
        for (var t = tau; t < maxmax_iter; t++) {
            var eta = eta_switch / (1 + lambda * (t - tau));
            schedule.push(eta);
        }
        var wc;
        var pq;
        var mag;
        var r;
        var m;
        for (var _i = 0, schedule_1 = schedule; _i < schedule_1.length; _i++) {
            var c = schedule_1[_i];
            constraints = Utils_1.Utils.fisheryates_shuffle(constraints, rng);
            var Delta_max = 0;
            for (var _a = 0, constraints_1 = constraints; _a < constraints_1.length; _a++) {
                var _b = constraints_1[_a], i = _b[0], j = _b[1], w_1 = _b[2];
                wc = w_1 * c;
                if (wc > 1) {
                    wc = 1;
                }
                pq = Utils_1.Utils.sub(result[i], result[j]);
                mag = Utils_1.Utils.norm(pq);
                r = (mag - distances[i][j]) / (2 * mag + eps);
                if (threshold != null) {
                    var Delta = Math.abs(wc * (mag - distances[i][j]) / 2);
                    if (Delta > Delta_max) {
                        Delta_max = Delta;
                    }
                }
                m = Utils_1.Utils.mult(pq, Utils_1.Utils.fillArray(D, wc * r));
                result[i] = Utils_1.Utils.sub(result[i], m);
                result[j] = Utils_1.Utils.add(result[j], m);
            }
            if (threshold != null) {
                if (Delta_max < threshold) {
                    return result;
                }
            }
        }
        return result;
    };
    return MDSSGD;
}());
exports.MDSSGD = MDSSGD;
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