LLE算法代码 % LLE ALGORITHM (using K nearest neighbors) % % [Y] = lle(X,K,dmax) % % X = data as D x N matrix (D = dimensionality, N = #points) % K = number of neighbors(领域点的个数) % dmax = max embedding dimensionality(最大嵌入维数) % Y = embedding as dmax x N matrix
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% function [Y] = lle(X,K,d) [D,N] = size(X); %D是矩阵的行数，N是矩阵的列数 fprintf(1,'LLE running on %d points in %d dimensions\\n',N,D); % STEP1: COMPUTE PAIRWISE DISTANCES & FIND NEIGHBORS %寻找邻居数据点 fprintf(1,'-->Finding %d nearest neighbours.\\n',K); X2 = sum(X.^2,1); %矩阵X中的每个元素以2为指数求幂值，并且竖向相加 %if two point X=(x1,x2),Y=(y1,y2) %than the distance between X and Y is sqtr(x1-y1)+sqtr(x2-y2) distance = repmat(X2,N,1)+repmat(X2',1,N)-2*X'*X; %repmat就是在行方向把X2复制成N份,列方向为1份 [sorted,index] = sort(distance); %sort是对矩阵排序,sorted是返回对每列排序的结果,index是返回排序后矩阵中每个数在矩阵未排序前每列中的位置 neighborhood = index(2:(1+K),:); % STEP2: SOLVE FOR RECONSTRUCTION WEIGHTS %计算重构权 fprintf(1,'-->Solving for reconstruction weights.\\n'); if(K>D) fprintf(1,' [note: K>D; regularization will be used]\\n'); tol=1e-3; % regularlizer in case constrained fits are ill conditioned else
tol=0; end W = zeros(K,N); for ii=1:N z = X(:,neighborhood(:,ii))-repmat(X(:,ii),1,K); % shift ith pt to origin C = z'*z; % local covariance C = C + eye(K,K)*tol*trace(C); % regularlization (K>D) eye()产生k*k的单位矩阵 W(:,ii) = C\\ones(K,1); % solve Cw=1 W(:,ii) = W(:,ii)/sum(W(:,ii)); % enforce sum(w)=1 end; % STEP 3: COMPUTE EMBEDDING FROM EIGENVECTS OF COST MATRIX M=(I-W)'(I-W) %计算矩阵M=(I-W)'(I-W)的最小d个非零特征值对应的特征向量 fprintf(1,'-->Computing embedding.\\n'); % M=eye(N,N); % use a sparse matrix with storage for 4KN nonzero elements M = sparse(1:N,1:N,ones(1,N),N,N,4*K*N); for ii=1:N w = W(:,ii); jj = neighborhood(:,ii); M(ii,jj) = M(ii,jj) - w'; M(jj,ii) = M(jj,ii) - w; M(jj,jj) = M(jj,jj) + w*w'; end; % CALCULATION OF EMBEDDING options.disp = 0; options.isreal = 1; options.issym = 1; [Y,eigenvals] = eigs(M,d+1,0,options); %[Y,eigenvals] = jdqr(M,d+1);%change in using JQDR func Y = Y(:,2:d+1)'*sqrt(N); % bottom evect is [1,1,1,1...] with eval 0 fprintf(1,'Done.\\n');
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % other possible regularizers for K>D % C = C + tol*diag(diag(C)); % regularlization % C = C + eye(K,K)*tol*trace(C)*K; % regularlization
