如何计算成对距离函数的雅可比行列式('scipy.spatial.pdist')

13z8s7eq  于 2023-01-20  发布在  其他
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    • bounty将在6天后过期**。回答此问题可获得+300声望奖励。Paul Brodersen希望引起更多人对此问题的关注:下面@adrianop01的答案推导并实现了约束函数的雅可比行列式。不幸的是,这并没有改善优化的运行时间。这个奖励是为了引起对我的问题的第二部分的注意,即推导并实现成本函数的雅可比行列式。我将奖励给一个答案,要么为成本函数构建当前形式的雅可比行列式,或者实质上改善优化的运行时间。

背景

我是netgraph的作者和维护者,netgraph是一个用来创建网络可视化的python库,我目前正在尝试优化一个例程,这个例程可以计算网络中每条边都有一个定义长度的一组N节点位置,在here中可以找到一个例子。

问题

在其核心,例程运行scipy.optimize.minimize来计算使节点之间的总距离最大化的位置:

def cost_function(positions):
    return 1. / np.sum((pdist(positions.reshape((-1, 2))))**power)

result = minimize(cost_function, initial_positions.flatten(), method='SLSQP',
                  jac="2-point", constraints=[nonlinear_constraint])
  • positions是(x,y)元组的(解开的)numpy数组。
  • power是限制大距离的影响(以鼓励紧凑的节点布局)的较小的数,但是为了该问题的目的,可以假设为1。
  • pdistscipy.spatial中的成对距离函数。

使用以下非线性约束条件对最小化(/最大化)进行约束:

lower_bounds = ... # (squareform of an) (N, N) distance matrix of the sum of node sizes (i.e. nodes should not overlap)
upper_bounds = ... # (squareform of an) (N, N) distance matrix constructed from the given edge lengths

def constraint_function(positions):
    positions = np.reshape(positions, (-1, 2))
    return pdist(positions)

nonlinear_constraint = NonlinearConstraint(constraint_function, lb=lower_bounds, ub=upper_bounds, jac='2-point')

对于玩具的例子,优化完成正确和快速。然而,即使是小网络,运行时间是相当糟糕的。我目前的实现使用有限差分近似梯度(jac='2-point')。为了加快计算,我想显式计算雅可比矩阵。
在几个Math Stackexchange帖子(12)之后,我计算了成对距离函数的雅可比行列式,如下所示:

def delta_constraint(positions):
        positions = np.reshape(positions, (-1, 2))
        total_positions = positions.shape[0]
        delta = positions[np.newaxis, :, :] - positions[:, np.newaxis, :]
        distance = np.sqrt(np.sum(delta ** 2, axis=-1))
        jac = delta / distance[:, :, np.newaxis]
        squareform_indices = np.triu_indices(total_positions, 1)
        return jac[squareform_indices]

nonlinear_constraint = NonlinearConstraint(constraint_function, lb=lower_bounds, ub=upper_bounds, jac=delta_constraint)

但是,这会导致ValueError,因为输出的形状不正确。对于三角形示例,预期的输出形状为(3,6),而上面的函数返回一个(3,2)阵列(即3对距离乘以2维)。对于正方形,预期输出为(6,8),而实际值是(6,2)。如果能帮助导出实现NonlinearConstraintminimizejac参数的正确可调用函数,我们将不胜感激。

注解

我希望避免使用autograd/jax/numdifftools(如在this question中),因为我希望保持我的库的依赖项数量较小。

最小工作示例

#!/usr/bin/env python
"""
Create a node layout with fixed edge lengths but unknown node positions.
"""

import numpy as np

from scipy.optimize import minimize, NonlinearConstraint
from scipy.spatial.distance import pdist, squareform

def get_geometric_node_layout(edges, edge_length, node_size=0., power=0.2, maximum_iterations=200, origin=(0, 0), scale=(1, 1)):
    """Node layout for defined edge lengths but unknown node positions.

    Node positions are determined through non-linear optimisation: the
    total distance between nodes is maximised subject to the constraint
    imposed by the edge lengths, which are used as upper bounds.
    If provided, node sizes are used to set lower bounds.

    Parameters
    ----------
    edges : list
        The edges of the graph, with each edge being represented by a (source node ID, target node ID) tuple.
    edge_lengths : dict
        Mapping of edges to their lengths.
    node_size : scalar or dict, default 0.
        Size (radius) of nodes.
        Providing the correct node size minimises the overlap of nodes in the graph,
        which can otherwise occur if there are many nodes, or if the nodes differ considerably in size.
    power : float, default 0.2.
        The cost being minimised is the inverse of the sum of distances.
        The power parameter is the exponent applied to each distance before summation.
        Large values result in positions that are stretched along one axis.
        Small values decrease the influence of long distances on the cost
        and promote a more compact layout.
    maximum_iterations : int
        Maximum number of iterations of the minimisation.
    origin : tuple, default (0, 0)
        The (float x, float y) coordinates corresponding to the lower left hand corner of the bounding box specifying the extent of the canvas.
    scale : tuple, default (1, 1)
        The (float x, float y) dimensions representing the width and height of the bounding box specifying the extent of the canvas.

    Returns
    -------
    node_positions : dict
        Dictionary mapping each node ID to (float x, float y) tuple, the node position.

    """
    # TODO: assert triangle inequality

    # TODO: assert that the edges fit within the canvas dimensions

    # ensure that graph is bi-directional
    edges = edges + [(target, source) for (source, target) in edges] # forces copy
    edges = list(set(edges))

    # upper bound: pairwise distance matrix with unknown distances set to the maximum possible distance given the canvas dimensions
    lengths = []
    for (source, target) in edges:
        if (source, target) in edge_length:
            lengths.append(edge_length[(source, target)])
        else:
            lengths.append(edge_length[(target, source)])

    sources, targets = zip(*edges)
    nodes = sources + targets
    unique_nodes = set(nodes)
    indices = range(len(unique_nodes))
    node_to_idx = dict(zip(unique_nodes, indices))
    source_indices = [node_to_idx[source] for source in sources]
    target_indices = [node_to_idx[target] for target in targets]

    total_nodes = len(unique_nodes)
    max_distance = np.sqrt(scale[0]**2 + scale[1]**2)
    distance_matrix = np.full((total_nodes, total_nodes), max_distance)
    distance_matrix[source_indices, target_indices] = lengths
    distance_matrix[np.diag_indices(total_nodes)] = 0
    upper_bounds = squareform(distance_matrix)

    # lower bound: sum of node sizes
    if isinstance(node_size, (int, float)):
        sizes = node_size * np.ones((total_nodes))
    elif isinstance(node_size, dict):
        sizes = np.array([node_size[node] if node in node_size else 0. for node in unique_nodes])

    sum_of_node_sizes = sizes[np.newaxis, :] + sizes[:, np.newaxis]
    sum_of_node_sizes -= np.diag(np.diag(sum_of_node_sizes)) # squareform requires zeros on diagonal
    lower_bounds = squareform(sum_of_node_sizes)

    def cost_function(positions):
        return 1. / np.sum((pdist(positions.reshape((-1, 2))))**power)

    def constraint_function(positions):
        positions = np.reshape(positions, (-1, 2))
        return pdist(positions)

    initial_positions = _initialise_geometric_node_layout(edges)
    nonlinear_constraint = NonlinearConstraint(constraint_function, lb=lower_bounds, ub=upper_bounds, jac='2-point')
    result = minimize(cost_function, initial_positions.flatten(), method='SLSQP',
                      jac="2-point", constraints=[nonlinear_constraint], options=dict(maxiter=maximum_iterations))

    if not result.success:
        print("Warning: could not compute valid node positions for the given edge lengths.")
        print(f"scipy.optimize.minimize: {result.message}.")

    node_positions_as_array = result.x.reshape((-1, 2))
    node_positions = dict(zip(unique_nodes, node_positions_as_array))
    return node_positions

def _initialise_geometric_node_layout(edges):
    sources, targets = zip(*edges)
    total_nodes = len(set(sources + targets))
    return np.random.rand(total_nodes, 2)

if __name__ == '__main__':

    import matplotlib.pyplot as plt

    def plot_graph(edges, node_layout):
        # poor man's graph plotting
        fig, ax = plt.subplots()
        for source, target in edges:
            x1, y1 = node_layout[source]
            x2, y2 = node_layout[target]
            ax.plot([x1, x2], [y1, y2], color='darkgray')
        ax.set_aspect('equal')

    ################################################################################
    # triangle with right angle

    edges = [
        (0, 1),
        (1, 2),
        (2, 0)
    ]

    lengths = {
        (0, 1) : 3,
        (1, 2) : 4,
        (2, 0) : 5,
    }

    pos = get_geometric_node_layout(edges, lengths, node_size=0)

    plot_graph(edges, node_layout=pos)

    plt.show()

    ################################################################################
    # square

    edges = [
        (0, 1),
        (1, 2),
        (2, 3),
        (3, 0),
    ]

    lengths = {
        (0, 1) : 0.5,
        (1, 2) : 0.5,
        (2, 3) : 0.5,
        (3, 0) : 0.5,
    }

    pos = get_geometric_node_layout(edges, lengths, node_size=0)

    plot_graph(edges, node_layout=pos)

    plt.show()

编辑:定时的实际用例

下面是一个更现实的用例,我用它来计算代码的时间。我已经加入了@adrianop01对约束的雅可比行列式的计算。它还包括一个更好的初始化。它需要额外的依赖项networkxnetgraph,这两个都可以通过pip安装。

#!/usr/bin/env python
"""
Create a node layout with fixed edge lengths but unknown node positions.
"""

import numpy as np

from itertools import combinations
from scipy.optimize import minimize, NonlinearConstraint
from scipy.spatial.distance import pdist, squareform

from netgraph._node_layout import _rescale_to_frame

def get_geometric_node_layout(edges, edge_length, node_size=0., power=0.2, maximum_iterations=200, origin=(0, 0), scale=(1, 1)):
    """Node layout for defined edge lengths but unknown node positions.

    Node positions are determined through non-linear optimisation: the
    total distance between nodes is maximised subject to the constraint
    imposed by the edge lengths, which are used as upper bounds.
    If provided, node sizes are used to set lower bounds.

    Parameters
    ----------
    edges : list
        The edges of the graph, with each edge being represented by a (source node ID, target node ID) tuple.
    edge_lengths : dict
        Mapping of edges to their lengths.
    node_size : scalar or dict, default 0.
        Size (radius) of nodes.
        Providing the correct node size minimises the overlap of nodes in the graph,
        which can otherwise occur if there are many nodes, or if the nodes differ considerably in size.
    power : float, default 0.2.
        The cost being minimised is the inverse of the sum of distances.
        The power parameter is the exponent applied to each distance before summation.
        Large values result in positions that are stretched along one axis.
        Small values decrease the influence of long distances on the cost
        and promote a more compact layout.
    maximum_iterations : int
        Maximum number of iterations of the minimisation.
    origin : tuple, default (0, 0)
        The (float x, float y) coordinates corresponding to the lower left hand corner of the bounding box specifying the extent of the canvas.
    scale : tuple, default (1, 1)
        The (float x, float y) dimensions representing the width and height of the bounding box specifying the extent of the canvas.

    Returns
    -------
    node_positions : dict
        Dictionary mapping each node ID to (float x, float y) tuple, the node position.

    """
    # TODO: assert triangle inequality

    # TODO: assert that the edges fit within the canvas dimensions

    # ensure that graph is bi-directional
    edges = edges + [(target, source) for (source, target) in edges] # forces copy
    edges = list(set(edges))

    # upper bound: pairwise distance matrix with unknown distances set to the maximum possible distance given the canvas dimensions
    lengths = []
    for (source, target) in edges:
        if (source, target) in edge_length:
            lengths.append(edge_length[(source, target)])
        else:
            lengths.append(edge_length[(target, source)])

    sources, targets = zip(*edges)
    nodes = sources + targets
    unique_nodes = set(nodes)
    indices = range(len(unique_nodes))
    node_to_idx = dict(zip(unique_nodes, indices))
    source_indices = [node_to_idx[source] for source in sources]
    target_indices = [node_to_idx[target] for target in targets]

    total_nodes = len(unique_nodes)
    max_distance = np.sqrt(scale[0]**2 + scale[1]**2)
    distance_matrix = np.full((total_nodes, total_nodes), max_distance)
    distance_matrix[source_indices, target_indices] = lengths
    distance_matrix[np.diag_indices(total_nodes)] = 0
    upper_bounds = squareform(distance_matrix)

    # lower bound: sum of node sizes
    if isinstance(node_size, (int, float)):
        sizes = node_size * np.ones((total_nodes))
    elif isinstance(node_size, dict):
        sizes = np.array([node_size[node] if node in node_size else 0. for node in unique_nodes])

    sum_of_node_sizes = sizes[np.newaxis, :] + sizes[:, np.newaxis]
    sum_of_node_sizes -= np.diag(np.diag(sum_of_node_sizes)) # squareform requires zeros on diagonal
    lower_bounds = squareform(sum_of_node_sizes)
    invalid = lower_bounds > upper_bounds
    lower_bounds[invalid] = upper_bounds[invalid] - 1e-8

    def cost_function(positions):
        # return -np.sum((pdist(positions.reshape((-1, 2))))**power)
        return 1. / np.sum((pdist(positions.reshape((-1, 2))))**power)

    def cost_jacobian(positions):
        # TODO
        pass

    def constraint_function(positions):
        positions = np.reshape(positions, (-1, 2))
        return pdist(positions)

    # adapted from https://stackoverflow.com/a/75154395/2912349
    total_pairs = int((total_nodes - 1) * total_nodes / 2)
    source_indices, target_indices = np.array(list(combinations(range(total_nodes), 2))).T # node order thus (0,1) ... (0,N-1), (1,2),...(1,N-1),...,(N-2,N-1)
    rows = np.repeat(np.arange(total_pairs).reshape(-1, 1), 2, axis=1)
    source_columns = np.vstack((source_indices*2, source_indices*2+1)).T
    target_columns = np.vstack((target_indices*2, target_indices*2+1)).T

    def constraint_jacobian(positions):
        positions = np.reshape(positions, (-1, 2))
        pairwise_distances = constraint_function(positions)
        jac = np.zeros((total_pairs, 2 * total_nodes))
        jac[rows, source_columns] = (positions[source_indices] - positions[target_indices]) / pairwise_distances.reshape((-1, 1))
        jac[rows, target_columns] = -jac[rows, source_columns]
        return jac

    initial_positions = _initialise_geometric_node_layout(edges, edge_length)
    nonlinear_constraint = NonlinearConstraint(constraint_function, lb=lower_bounds, ub=upper_bounds, jac=constraint_jacobian)
    result = minimize(cost_function, initial_positions.flatten(), method='SLSQP',
                      jac='2-point', constraints=[nonlinear_constraint], options=dict(maxiter=maximum_iterations))
    # result = minimize(cost_function, initial_positions.flatten(), method='trust-constr',
    #                   jac=cost_jacobian, constraints=[nonlinear_constraint])

    if not result.success:
        print("Warning: could not compute valid node positions for the given edge lengths.")
        print(f"scipy.optimize.minimize: {result.message}.")

    node_positions_as_array = result.x.reshape((-1, 2))
    node_positions_as_array = _rescale_to_frame(node_positions_as_array, np.array(origin), np.array(scale))
    node_positions = dict(zip(unique_nodes, node_positions_as_array))
    return node_positions

# # slow
# def _initialise_geometric_node_layout(edges, edge_length=None):
#     sources, targets = zip(*edges)
#     total_nodes = len(set(sources + targets))
#     return np.random.rand(total_nodes, 2)

# much faster
def _initialise_geometric_node_layout(edges, edge_length=None):
    """Initialises the node positions using the FR algorithm with weights.
    Shorter edges are given a larger weight such that the nodes experience a strong attractive force."""

    from netgraph import get_fruchterman_reingold_layout
    if edge_length:
        edge_weight = dict()
        for edge, length in edge_length.items():
            edge_weight[edge] = 1 / length
    else:
        edge_weight = None
    node_positions = get_fruchterman_reingold_layout(edges)
    return np.array(list(node_positions.values()))

if __name__ == '__main__':

    from time import time
    import matplotlib.pyplot as plt
    import networkx as nx # pip install networkx

    from netgraph import Graph # pip install netgraph

    fig, (ax1, ax2) = plt.subplots(1, 2)

    g = nx.random_geometric_graph(50, 0.3, seed=2)
    node_positions = nx.get_node_attributes(g, 'pos')
    plot_instance = Graph(g,
                          node_layout=node_positions,
                          node_size=1, # netgraph rescales node sizes by 0.01
                          node_edge_width=0.1,
                          edge_width=0.1,
                          ax=ax1,
    )
    ax1.axis([0, 1, 0, 1])
    ax1.set_title('Original node positions')

    def get_euclidean_distance(p1, p2):
        return np.sqrt(np.sum((np.array(p1)-np.array(p2))**2))

    edge_length = dict()
    for (source, target) in g.edges:
        edge_length[(source, target)] = get_euclidean_distance(node_positions[source], node_positions[target])

    tic = time()
    new_node_positions = get_geometric_node_layout(list(g.edges), edge_length, node_size=0.01)
    toc = time()

    print(f"Time elapsed : {toc-tic}")

    Graph(g,
          node_layout=new_node_positions,
          node_size=1,
          node_edge_width=0.1,
          edge_width=0.1,
          ax=ax2,
    )
    ax2.axis([0, 1, 0, 1])
    ax2.set_title('Reconstructed node positions')

    plt.show()
rxztt3cl

rxztt3cl1#

此实现根据与OP的讨论计算所有点对的雅可比矩阵。np阵列矢量化代码可能并不完美,因此欢迎对基于雅可比公式的代码优化进行进一步评论。

雅可比矩阵的推导

2d点可定义为向量:

雅可比矩阵为(M行,N列,M为唯一2点对的数量,N为唯一点的数量):

对于雅可比矩阵的每个单独元素,我们有以下三种情况:
1.特定点坐标x/y是2范数中的点1x/y。
1.特定点坐标x/y是2范数中的点2x/y。
1.特定点坐标x/y与当前2范数无关。

因此,我们期望雅可比矩阵是具有大量零的稀疏矩阵,每行最多有4个非零条目。
编号
该代码是不言自明的,我们将雅可比矩阵作为一个MxN np.zeros矩阵开始,并且只更新与当前2范数函数/点对相关的那些条目(因此,每行4次更新)。

from itertools import combinations

n_pt = len(initial_positions) #N
n_ptpair = len(upper_bounds) #total number of pointpairs, M

idx_pts= np.array(list(combinations(range(n_pt),2))) #point id order thus in (0,1) ... (0,N-1), (1,2),...(1,N-1),...,(N-2,N-1)
idx_pt1= np.array(idx_pts[:,0]) 
idx_pt2= np.array(idx_pts[:,1])

row_idx = np.repeat(np.arange(n_ptpair).reshape(-1,1),2,axis=1)
col1_idx = np.vstack((idx_pt1*2,idx_pt1*2+1)).T
col2_idx = np.vstack((idx_pt2*2,idx_pt2*2+1)).T

def delta_constraint(positions):
  positions = np.reshape(positions, (-1, 2))
  pairdist = constraint_function(positions) #pairwise R2 distance between each point pair
  jac = np.zeros((n_ptpair,2*n_pt)) #(M,(x0,y0,x1,y1,...,xc,yc...,xN,yN))
  jac[row_idx,col1_idx] = (positions[idx_pt1]-positions[idx_pt2])/pairdist.reshape((-1,1))
  jac[row_idx,col2_idx] = -jac[row_idx,col1_idx]
  return jac

结果

1.代码中的三角形

2.代码中的正方形x1c4d 1x
3.一个相当复杂的图

edges = [
        (0, 1),
        (1, 2),
        (2, 3),
        (3, 0),
        (3, 1),
        (4, 1),
        (5, 1),
        (5, 2),
    ]

    lengths = {
        (0, 1) : 0.5,
        (1, 2) : 0.5,
        (2, 3) : 0.5,
        (3, 0) : 0.5,
        (3, 1) : 0.8,
        (4, 1) : 0.8,
        (5, 1) : 0.2,
        (5, 2) : 1,
    }

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