IRIS
Project description
IRIS: Time-structured Manifold Projections
IRIS performs nonlinear dimension reduction (similar to UMAP, t-SNE, or LargeVis), but incorporates timestamps of data points to stucture the layout, with earlier points near the center and later points near the perimeter.
fit_transform(data, time, **kwargs)
Perform time-structured manifold projection.
Parameters
----------
data : array-like
The high-dimensional data points to project. Should be a 2D numpy array with shape (n_samples, n_features).
time : array-like
Timestamps for each sample. Should be a 1D numpy array with shape (n_samples,).
**kwargs :
n_iterations : int, optional
The number of stochastic gradient descent steps to perform, in millions. Defaults to `n_samples // 100`.
sample_time : float, str, optional
If a scalar, resample each time point `t_i` uniformly within `[t_i, t_i + sample_time).
If 'hetero', resample each time point `t_i` uniformly within `[t_i, t_i + (t_i+1 - t_i) / 2].
If None (default), no resampling is performed.
return_polar : bool, optional
If True, return the layout in polar coordinates (radius, angle). Defaults to False.
zeta : float, optional
The ratio of inner diameter to outer diameter. Should be in [0, 1]. Defaults to 0.1.
rho : float, optional
The exponential parameter for computing radii from [0, 1]-normalized time values, with 0 being direct mapping. Defaults to the optimal value for the given time points. Use values below 0 for left-skewed distributions and values above 0 for right-skewed distributions. Optimal values typically lie within [-4, 4].
alpha : float, optional
The learning rate. Should be in [0, 1]. Defaults to 0.1.
beta : float, optional
The weight of the polar component of loss. Should be in [0, 1]. Defaults to 0.95. Higher values allow less overloading of classes within different time ranges of the same sector, resulting in tighter, more radial clusters.
gamma : int, optional
The weights assigned to negative edges. Defaults to 128. Higher values assign more weight to negative edges, resulting in more repulsion between points.
n_neighbors : int, optional
The number of neighbors to consider for each point. Defaults to 32.
n_trees : int, optional
The number of trees to build for the Annoy index. Defaults to 32.
n_propagations : int, optional
The number of propagations to perform. Defaults to 3.
n_negatives : int, optional
The number of negative samples to use for each positive sample. Defaults to 5.
normalize : bool, optional
Whether to normalize the high-dimensional data. Defaults to False.
Returns
-------
layout : ndarray
The layout of the data points, shape (n_samples, 2). If return_polar is True, the layout is in polar coordinates (radius, angle). Otherwise, the layout is in Cartesian coordinates (x, y).
get_rho(t, zeta=0.1, bins=100)
Find the optimal rho value for the given time points.
Parameters
----------
t : array-like
The time points to find the optimal rho value for. Should be a 1D numpy array with shape (n_samples,).
zeta : float, optional
The ratio of inner diameter to outer diameter. Should be in [0, 1]. Defaults to 0.1.
bins : int, optional
The number of bins to use for computing KL divergence. Defaults to 100.
Returns
-------
rho : float
The optimal rho value for the given time points.
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