1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514
|
# Standard NMF algorithms
#
# Author: Renaud Gaujoux
# Creation: 30 Apr 2012
###############################################################################
#' @include NMFstd-class.R
#' @include NMFOffset-class.R
#' @include NMFns-class.R
#' @include registry-algorithms.R
NULL
################################################################################
# BRUNET (standard KL-based NMF)
################################################################################
#' NMF Algorithm/Updates for Kullback-Leibler Divergence
#'
#' The built-in NMF algorithms described here minimise
#' the Kullback-Leibler divergence (KL) between an NMF model and a target matrix.
#' They use the updates for the basis and coefficient matrices (\eqn{W} and \eqn{H})
#' defined by \cite{Brunet2004}, which are essentially those from \cite{Lee2001},
#' with an stabilisation step that shift up all entries from zero every 10 iterations,
#' to a very small positive value.
#'
#' @param i current iteration number.
#' @param v target matrix.
#' @param x current NMF model, as an \code{\linkS4class{NMF}} object.
#' @param eps small numeric value used to ensure numeric stability, by shifting up
#' entries from zero to this fixed value.
#' @param ... extra arguments. These are generally not used and present
#' only to allow other arguments from the main call to be passed to the
#' initialisation and stopping criterion functions (slots \code{onInit} and
#' \code{Stop} respectively).
#' @inheritParams nmf_update.KL.h
#'
#' @author
#' Original implementation in MATLAB: Jean-Philippe Brunet \email{brunet@@broad.mit.edu}
#'
#' Port to R and optimisation in C++: Renaud Gaujoux
#'
#' @source
#'
#' Original MATLAB files and references can be found at:
#'
#' \url{http://www.broadinstitute.org/mpr/publications/projects/NMF/nmf.m}
#'
#' \url{http://www.broadinstitute.org/publications/broad872}
#'
#' Original license terms:
#'
#' This software and its documentation are copyright 2004 by the
#' Broad Institute/Massachusetts Institute of Technology. All rights are reserved.
#' This software is supplied without any warranty or guaranteed support whatsoever.
#' Neither the Broad Institute nor MIT can not be responsible for its use, misuse,
#' or functionality.
#'
#' @details
#' \code{nmf_update.brunet_R} implements in pure R a single update step, i.e. it updates
#' both matrices.
#'
#' @export
#' @rdname KL-nmf
#' @aliases KL-nmf
nmf_update.brunet_R <- function(i, v, x, eps=.Machine$double.eps, ...)
{
# retrieve each factor
w <- .basis(x); h <- .coef(x);
# standard divergence-reducing NMF update for H
h <- R_std.divergence.update.h(v, w, h)
# standard divergence-reducing NMF update for W
w <- R_std.divergence.update.w(v, w, h)
#every 10 iterations: adjust small values to avoid underflow
if( i %% 10 == 0 ){
#precision threshold for numerical stability
#eps <- .Machine$double.eps
h[h<eps] <- eps;
w[w<eps] <- eps;
}
#return the modified model
.basis(x) <- w; .coef(x) <- h;
return(x)
}
#' \code{nmf_update.brunet} implements in C++ an optimised version of the single update step.
#'
#' @export
#' @rdname KL-nmf
nmf_update.brunet <- function(i, v, x, copy=FALSE, eps=.Machine$double.eps, ...)
{
# retrieve each factor
w <- .basis(x); h <- .coef(x);
# fixed terms
nb <- nbterms(x); nc <- ncterms(x)
# standard divergence-reducing NMF update for H
h <- std.divergence.update.h(v, w, h, nbterms=nb, ncterms=nc, copy=copy)
# standard divergence-reducing NMF update for W
w <- std.divergence.update.w(v, w, h, nbterms=nb, ncterms=nc, copy=copy)
#every 10 iterations: adjust small values to avoid underflow
# NB: one adjusts in place even when copy=TRUE, as 'h' and 'w' are local variables
if( i %% 10 == 0 ){
#eps <- .Machine$double.eps
h <- pmax.inplace(h, eps, icterms(x))
w <- pmax.inplace(w, eps, ibterms(x))
}
# update object if the updates duplicated the model
if( copy ){
#return the modified model
.basis(x) <- w;
.coef(x) <- h;
}
return(x)
}
#' Algorithms \sQuote{brunet} and \sQuote{.R#brunet} provide the complete NMF algorithm from \cite{Brunet2004},
#' using the C++-optimised and pure R updates \code{\link{nmf_update.brunet}} and \code{\link{nmf_update.brunet_R}}
#' respectively.
#'
#' @inheritParams run,NMFStrategyIterative,matrix,NMFfit-method
#' @inheritParams nmf.stop.connectivity
#'
#' @rdname KL-nmf
#' @aliases brunet_R-nmf
nmfAlgorithm.brunet_R <- setNMFMethod('.R#brunet'
, objective='KL'
, Update=nmf_update.brunet_R
, Stop='connectivity')
# Optimised version
#' @rdname KL-nmf
#' @aliases brunet-nmf
nmfAlgorithm.brunet <- setNMFMethod('brunet', '.R#brunet', Update=nmf_update.brunet)
#' Algorithm \sQuote{KL} provides an NMF algorithm based on the C++-optimised version of
#' the updates from \cite{Brunet2004}, which uses the stationarity of the objective value
#' as a stopping criterion \code{\link{nmf.stop.stationary}}, instead of the
#' stationarity of the connectivity matrix \code{\link{nmf.stop.connectivity}} as used by
#' \sQuote{brunet}.
#'
#' @inheritParams nmf.stop.stationary
#'
#' @rdname KL-nmf
nmfAlgorithm.KL <- setNMFMethod('KL'
, objective='KL'
, Update=nmf_update.brunet
, Stop='stationary')
################################################################################
# LEE (standard Euclidean-based NMF)
################################################################################
#' NMF Algorithm/Updates for Frobenius Norm
#'
#' The built-in NMF algorithms described here minimise
#' the Frobenius norm (Euclidean distance) between an NMF model and a target matrix.
#' They use the updates for the basis and coefficient matrices (\eqn{W} and \eqn{H})
#' defined by \cite{Lee2001}.
#'
#' @inheritParams nmf_update.brunet
#' @inheritParams nmf_update.euclidean.h
#' @param rescale logical that indicates if the basis matrix \eqn{W} should be
#' rescaled so that its columns sum up to one.
#'
#' @author
#' Original update definition: D D Lee and HS Seung
#'
#' Port to R and optimisation in C++: Renaud Gaujoux
#'
#' @details
#' \code{nmf_update.lee_R} implements in pure R a single update step, i.e. it updates
#' both matrices.
#'
#' @export
#' @rdname Frobenius-nmf
#' @aliases Frobenius-nmf
nmf_update.lee_R <- function(i, v, x, rescale=TRUE, eps=10^-9, ...)
{
# retrieve each factor
w <- .basis(x); h <- .coef(x);
#precision threshold for numerical stability
#eps <- 10^-9
# compute the estimate WH
#wh <- estimate(x)
# euclidean-reducing NMF iterations
# H_au = H_au (W^T V)_au / (W^T W H)_au
#h <- pmax(h * (t(w) %*% v),eps) / ((t(w) %*% w) %*% h + eps);
h <- R_std.euclidean.update.h(v, w, h, eps=eps)
# update H and recompute the estimate WH
#metaprofiles(x) <- h
#wh <- estimate(x)
# W_ia = W_ia (V H^T)_ia / (W H H^T)_ia and columns are rescaled after each iteration
#w <- pmax(w * (v %*% t(h)), eps) / (w %*% (h %*% t(h)) + eps);
w <- R_std.euclidean.update.w(v, w, h, eps=eps)
#rescale columns TODO: effect of rescaling? the rescaling makes the update with offset fail
if( rescale ) w <- sweep(w, 2L, colSums(w), "/", check.margin=FALSE)
#return the modified model
.basis(x) <- w; .coef(x) <- h;
return(x)
}
#' \code{nmf_update.lee} implements in C++ an optimised version of the single update step.
#'
#' @export
#' @rdname Frobenius-nmf
nmf_update.lee <- function(i, v, x, rescale=TRUE, copy=FALSE, eps=10^-9, weight=NULL, ...)
{
# retrieve each factor
w <- .basis(x); h <- .coef(x);
# fixed terms
nb <- nbterms(x); nc <- ncterms(x)
#precision threshold for numerical stability
#eps <- 10^-9
# compute the estimate WH
#wh <- estimate(x)
# euclidean-reducing NMF iterations
# H_au = H_au (W^T V)_au / (W^T W H)_au
h <- std.euclidean.update.h(v, w, h, eps=eps, nbterms=nb, ncterms=nc, copy=copy)
# update original object if not modified in place
if( copy ) .coef(x) <- h
# W_ia = W_ia (V H^T)_ia / (W H H^T)_ia and columns are rescaled after each iteration
w <- std.euclidean.update.w(v, w, h, eps=eps, weight=weight, nbterms=nb, ncterms=nc, copy=copy)
#rescale columns TODO: effect of rescaling? the rescaling makes the update with offset fail
if( rescale ){
w <- sweep(w, 2L, colSums(w), "/", check.margin=FALSE)
}
#return the modified model
.basis(x) <- w;
return(x)
}
#' Algorithms \sQuote{lee} and \sQuote{.R#lee} provide the complete NMF algorithm from \cite{Lee2001},
#' using the C++-optimised and pure R updates \code{\link{nmf_update.lee}} and \code{\link{nmf_update.lee_R}}
#' respectively.
#'
#' @inheritParams run,NMFStrategyIterative,matrix,NMFfit-method
#' @inheritParams nmf.stop.connectivity
#'
#' @rdname Frobenius-nmf
#' @aliases lee_R-nmf
nmfAlgorithm.lee_R <- setNMFMethod('.R#lee', objective='euclidean'
, Update=nmf_update.lee_R
, Stop='connectivity')
# Optimised version
#' @rdname Frobenius-nmf
#' @aliases lee-nmf
nmfAlgorithm.lee <- setNMFMethod('lee', '.R#lee', Update=nmf_update.lee)
#' Algorithm \sQuote{Frobenius} provides an NMF algorithm based on the C++-optimised version of
#' the updates from \cite{Lee2001}, which uses the stationarity of the objective value
#' as a stopping criterion \code{\link{nmf.stop.stationary}}, instead of the
#' stationarity of the connectivity matrix \code{\link{nmf.stop.connectivity}} as used by
#' \sQuote{lee}.
#'
#' @inheritParams nmf.stop.stationary
#'
#' @rdname Frobenius-nmf
nmfAlgorithm.Frobenius <- setNMFMethod('Frobenius', objective='euclidean'
, Update=nmf_update.lee
, Stop='stationary')
################################################################################
# OFFSET (Euclidean-based NMF with offset) [Badea (2008)]
################################################################################
#' NMF Multiplicative Update for NMF with Offset Models
#'
#' These update rules proposed by \cite{Badea2008} are modified version of
#' the updates from \cite{Lee2001}, that include an offset/intercept vector,
#' which models a common baseline for each feature accross all samples:
#' \deqn{V \approx W H + I}
#'
#' \code{nmf_update.euclidean_offset.h} and \code{nmf_update.euclidean_offset.w}
#' compute the updated NMFOffset model, using the optimized \emph{C++} implementations.
#'
#' @details
#' The associated model is defined as an \code{\linkS4class{NMFOffset}} object.
#' The details of the multiplicative updates can be found in \cite{Badea2008}.
#' Note that the updates are the ones defined for a single datasets, not the
#' simultaneous NMF model, which is fit by algorithm \sQuote{siNMF} from
#' formula-based NMF models.
#'
#' @inheritParams nmf_update.brunet
#' @inheritParams nmf_update.euclidean.h
#'
#' @param offset current value of the offset/intercept vector.
#' It must be of length equal to the number of rows in the target matrix.
#'
#' @author
#' Original update definition: Liviu Badea
#'
#' Port to R and optimisation in C++: Renaud Gaujoux
#'
#' @return an \code{\linkS4class{NMFOffset}} model object.
#'
#' @export
#' @rdname offset-nmf
nmf_update.euclidean_offset.h <- function(v, w, h, offset, eps=10^-9, copy=TRUE){
.Call("offset_euclidean_update_H", v, w, h, offset, eps, copy, PACKAGE='NMF')
}
#' @export
#' @rdname offset-nmf
nmf_update.euclidean_offset.w <- function(v, w, h, offset, eps=10^-9, copy=TRUE){
.Call("offset_euclidean_update_W", v, w, h, offset, eps, copy, PACKAGE='NMF')
}
#' \code{nmf_update.offset_R} implements a complete single update step,
#' using plain R updates.
#' @export
#' @rdname offset-nmf
nmf_update.offset_R <- function(i, v, x, eps=10^-9, ...)
{
# retrieve each factor
w <- .basis(x); h <- .coef(x);
# retrieve offset and fill it if necessary (with mean of rows)
off <- offset(x)
if( i == 1 && length(off) == 0 )
off <- rowMeans(v)
#precision threshold for numerical stability
#eps <- 10^-9
# compute standard lee update (it will take the offset into account) without rescaling W's columns
h <- R_std.euclidean.update.h(v, w, h, wh=w%*%h + off, eps=eps)
w <- R_std.euclidean.update.w(v, w, h, wh=w%*%h + off, eps=eps)
#x <- nmf_update.lee(i, v, x, rescale=FALSE, ...)
# update the offset
# V0_i = V0_i ( sum_j V_ij ) / ( sum_j (V.off + W H)_ij )
x@offset <- off * pmax(rowSums(v), eps) / (rowSums(w%*%h + off) + eps)
#return the modified model
.basis(x) <- w; .coef(x) <- h;
return(x)
}
#' \code{nmf_update.offset} implements a complete single update step,
#' using C++-optimised updates.
#' @export
#' @rdname offset-nmf
nmf_update.offset <- function(i, v, x, copy=FALSE, eps=10^-9, ...)
{
# retrieve each factor
w <- .basis(x); h <- .coef(x);
# retrieve offset and fill it if necessary (with mean of rows)
off <- offset(x)
if( i == 1 && length(off) == 0 )
off <- rowMeans(v)
#precision threshold for numerical stability
#eps <- 10^-9
# compute standard offset updates
h <- nmf_update.euclidean_offset.h(v, w, h, off, eps=eps, copy=copy)
w <- nmf_update.euclidean_offset.w(v, w, h, off, eps=eps, copy=copy)
# update the offset
# V0_i = V0_i ( sum_j V_ij ) / ( sum_j (V.off + W H)_ij )
x@offset <- off * pmax(rowSums(v), eps) / (rowSums(w%*%h + off) + eps)
# update the original object if not modified in place
if( copy ){
.basis(x) <- w;
.coef(x) <- h;
}
return(x)
}
#' Algorithms \sQuote{offset} and \sQuote{.R#offset} provide the complete NMF-with-offset algorithm
#' from \cite{Badea2008}, using the C++-optimised and pure R updates \code{\link{nmf_update.offset}}
#' and \code{\link{nmf_update.offset_R}} respectively.
#'
#' @inheritParams run,NMFStrategyIterative,matrix,NMFfit-method
#' @inheritParams nmf.stop.connectivity
#'
#' @rdname offset-nmf
#' @aliases offset_R-nmf
nmfAlgorithm.offset_R <- setNMFMethod('.R#offset', objective='euclidean'
, model = 'NMFOffset'
, Update=nmf_update.offset_R
, Stop='connectivity')
# NMF with offset (optimised version)
#' @rdname offset-nmf
nmfAlgorithm.offset <- setNMFMethod('offset', '.R#offset', Update=nmf_update.offset)
################################################################################
# Non-smooth NMF (KL-based NMF) [Pascual-Montano (2006)]
################################################################################
#' NMF Multiplicative Update for Nonsmooth Nonnegative Matrix Factorization (nsNMF).
#'
#' These update rules, defined for the \code{\linkS4class{NMFns}} model \eqn{V \approx W S H} from
#' \cite{Pascual-Montano2006}, that introduces an intermediate smoothing matrix to enhance
#' sparsity of the factors.
#'
#' \code{nmf_update.ns} computes the updated nsNMF model.
#' It uses the optimized \emph{C++} implementations \code{\link{nmf_update.KL.w}} and
#' \code{\link{nmf_update.KL.h}} to update \eqn{W} and \eqn{H} respectively.
#'
#' @details
#' The multiplicative updates are based on the updates proposed by \cite{Brunet2004},
#' except that the NMF estimate \eqn{W H} is replaced by \eqn{W S H} and \eqn{W}
#' (resp. \eqn{H}) is replaced by \eqn{W S} (resp. \eqn{S H}) in the update of
#' \eqn{H} (resp. \eqn{W}).
#'
#' See \code{\link{nmf_update.KL}} for more details on the update formula.
#'
#' @inheritParams nmf_update.brunet
#'
#' @return an \code{\linkS4class{NMFns}} model object.
#'
#' @export
#' @rdname nsNMF-nmf
nmf_update.ns <- function(i, v, x, copy=FALSE, ...)
{
# retrieve and alter the factors for updating H
S <- smoothing(x)
w <- .basis(x)
h <- .coef(x);
# standard divergence-reducing update for H with modified W
h <- std.divergence.update.h(v, w %*% S, h, copy=copy)
# update H if not modified in place
if( copy ) .coef(x) <- h
# standard divergence-reducing update for W with modified H
w <- std.divergence.update.w(v, w, S %*% h, copy=copy)
# rescale columns of W
w <- sweep(w, 2L, colSums(w), '/', check.margin=FALSE)
#return the modified model
.basis(x) <- w;
return(x)
}
#' \code{nmf_update.ns_R} implements the same updates in \emph{plain R}.
#'
#' @export
#' @rdname nsNMF-nmf
nmf_update.ns_R <- function(i, v, x, ...)
{
# retrieve and alter the factors for updating H
S <- smoothing(x)
w <- .basis(x)
#w <- metagenes(x) %*% smoothing(fit(x)); # W <- WS
h <- .coef(x);
# compute the estimate WH
#wh <- estimate(x, W=w.init, H=h, S=S)
# standard divergence-reducing update for H with modified W
h <- R_std.divergence.update.h(v, w %*% S, h)
# update H and recompute the estimate WH
.coef(x) <- h
# retrieve and alter the factors for updating W
#w <- tmp;
#h <- smoothing(fit(x)) %*% metaprofiles(x); # H <- SH
#h <- S %*% h; # H <- SH
# standard divergence-reducing update for W with modified H
w <- R_std.divergence.update.w(v, w, S %*% h)
# rescale columns of W
w <- sweep(w, 2L, colSums(w), '/', check.margin=FALSE)
#return the modified model
.basis(x) <- w; #metaprofiles(x) <- h;
return(x)
}
## REGISTRATION
#' Algorithms \sQuote{nsNMF} and \sQuote{.R#nsNMF} provide the complete NMF algorithm from \cite{Pascual-Montano2006},
#' using the C++-optimised and plain R updates \code{\link{nmf_update.brunet}} and \code{\link{nmf_update.brunet_R}}
#' respectively.
#' The stopping criterion is based on the stationarity of the connectivity matrix.
#'
#' @inheritParams run,NMFStrategyIterative,matrix,NMFfit-method
#' @inheritParams nmf.stop.connectivity
#'
#' @rdname nsNMF-nmf
#' @aliases nsNMF_R-nmf
nmfAlgorithm.nsNMF_R <- setNMFMethod('.R#nsNMF', objective='KL'
, model='NMFns'
, Update=nmf_update.ns_R
, Stop='connectivity')
# Optmized version
#' @rdname nsNMF-nmf
nmfAlgorithm.nsNMF <- setNMFMethod('nsNMF', '.R#nsNMF', Update=nmf_update.ns)
|