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Project description
K-Tensors: Clustering Positive Semi-Definite Matrices
Install the Package from PyPI
- Go to the terminal (mac) or command line (windows), copy and paste:
pip3 install KTensors
orpip3 install KTensors==0.1.0
for a specific version
install the Package from GitHub
- Go to the terminal (mac) or command line (windows), copy and paste:
pip3 install git+https://github.com/Hanchao-Zhang/KTensors.git
- Open a python console, copy and paste:
from KTensors import KTensors
About the Package
KTensors
KTensors(Psis, K, max_iter=1000).clustering()
input:
- Psis: a 3D array of size (n, p, p) where n is the number of matrices and p is the dimension of the positive semi-definite matrices.
- K: number of clusters
- max_iter: maximum number of iterations, default is 1000, usually finish within 10 iterations
return:
- group: a vector of length n, each element is an index of group membership
- CPCs: K orthonormal basis matrices of size p by p for each cluster
- $\mathbf F$: $\mathbf F = \mathbf B^\top \mathbf\Psi \mathbf B$
- $\text{diag}(\mathbf F)$: $\text{diag}(\mathbf F) = (\mathbf B^\top \mathbf\Psi \mathbf B) \circ \mathbf I$ the diagonal of matrix $\mathbf F$
- centers: Mean of each cluster
- loss: loss function for each iteration
Some Tecnical Details
Loss Function
$$\begin{aligned}\mathcal L(\mathbf \Psi, \mathcal P_{\mathbf B} (\mathbf \Psi) ) = \Vert \mathbf \Psi - \mathbf B((\mathbf B^\top \mathbf \Psi \mathbf B) \circ \mathbb I )\mathbf B^\top \Vert_F^2 = \Vert\mathbf B^\top \mathbf \Psi \mathbf B - (\mathbf B^\top \mathbf \Psi \mathbf B)\circ \mathbb I \Vert_F^2 \end{aligned}$$
where $\mathbb I$ is a identity matrix, and $\circ$ is the Hadamard product.
For more technical details, please refer to the paper.
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