neighborpreservembedd.m

一种邻域保护嵌入算法

function [mappedX, mapping] = NeighborPreservEmbedd(X, no_dims, k, eig_impl)
%Neighborhood Preserving Embedding algorithm
%
%       [mappedX, mapping] = npe(X, no_dims, k)
%       [mappedX, mapping] = npe(X, no_dims, k, eig_impl)
% 
% Runs the Neighborhood Preserving Embedding algorithm on dataset X to 
% reduce it to dimensionality no_dims. The number of neighbors that is used
% by LPP is specified by k (default = 12).
%


    if size(X, 2) > size(X, 1)
        error('Number of samples should be higher than number of dimensions.');
    end
    if ~exist('no_dims', 'var')
        no_dims = 2; 
    end
    if ~exist('k', 'var')
        k = 12;
    end
    if ~exist('eig_impl', 'var')
        eig_impl = 'Matlab';
    end
    
    % Copy old data
    tmp_mean = mean(X, 1);
	X = X - repmat(tmp_mean, [size(X, 1) 1]);
    old_X = X;
    
    % Compute affinity matrix W
    W = find_nn(X, k);

    % Perform PCA on the data
    [X, mapping] = pca(X, size(X, 2));
    mapping.mean = tmp_mean;
    
    % Compute (I - W) matrix
    W = sparse(eye(size(W)) - W);

    % Compute XWX and XX and make sure these are symmetric
    WP = X' * W * X;
    DP = X' * X;
    DP = (DP + DP') / 2;
    WP = (WP + WP') / 2;

    % Solve generalized eigenproblem
    if size(X, 1) > 1500 && no_dims < (size(X, 1) / 10)
        if strcmp(eig_impl, 'JDQR')
            options.Disp = 0;
            options.LSolver = 'bicgstab';
            [eigvector, eigvalue] = jdqz(WP, DP, no_dims, 'LR', options);
        else
            options.disp = 0;
            options.issym = 1;
            options.isreal = 0;
            [eigvector, eigvalue] = eigs(WP, DP, no_dims, 'LA', options);
        end
    else
        [eigvector, eigvalue] = eig(WP, DP);
    end
    
    % Sort eigenvalues in descending order and get largest eigenvectors
    [eigvalue, ind] = sort(diag(eigvalue), 'descend');
    eigvector = eigvector(:,ind(1:no_dims));

    % Normalize eigenvectors
    for i=1:size(eigvector, 2)
        eigvector(:,i) = eigvector(:,i) ./ norm(eigvector(:,i));
    end
    
    % Compute final linear basis and map data
    eigvector = mapping.M * eigvector;
    mappedX = old_X * eigvector;
    mapping.M = eigvector;