Introduction to Numpy, Scipy, SciKit-Learn

In this tutorial we will look into the Numpy library: http://www.numpy.org/

Numpy is a very important library for numerical computations and matrix manipulation. It has a lot of the functionality of Matlab, and some of the functionality of Pandas

We will also use the Scipy library for scientific computation: http://docs.scipy.org/doc/numpy/reference/index.html

import numpy as np
import scipy as sp
import pandas as pd

import matplotlib.pyplot as plt

import seaborn as sns
%matplotlib inline

import scipy.sparse as sp_sparse
import scipy.spatial.distance as sp_dist
import sklearn as sk
import sklearn.datasets as sk_data
import sklearn.metrics as metrics
from sklearn import preprocessing
import scipy.sparse.linalg as linalg

Why Numpy?

To demonstrate the benefits of using numpy we will perform the addition of two vectors using two different ways, one using lists, one using numpy and for loops, and one using the built-in addition operator of numpy

import time

def trad_version():
    t1 = time.time()
    X = range(10000000)
    Y = range(10000000)
    Z = [x+y for x,y in zip(X,Y)]
    return time.time() - t1

def naive_numpy_version():
    t1 = time.time()
    X = np.arange(10000000)
    Y = np.arange(10000000)
    Z = np.zeros(10000000)
    for i in range(10000000):
        Z[i] = X[i]+Y[i]
    return time.time() - t1

def numpy_version():
    t1 = time.time()
    X = np.arange(10000000)
    Y = np.arange(10000000)
    Z = X + Y
    return time.time() - t1


traditional_time = trad_version()
naive_numpy_time = naive_numpy_version()
numpy_time = numpy_version()
print ("Traditional time = "+ str(traditional_time))
print ("Naive numpy time = "+ str(naive_numpy_time))
print ("Numpy time       = "+ str(numpy_time))

Traditional time = 1.245307207107544
Naive numpy time = 5.399410963058472
Numpy time       = 0.09222745895385742

Arrays

Creating Arrays

In Numpy data is organized into arrays. There are many different ways to create a numpy array.

For the following we will use the random library of Numpy: http://docs.scipy.org/doc/numpy-1.10.0/reference/routines.random.html

Creating arrays from lists

#1-dimensional arrays
x = np.array([2,5,18,14,4])
print ("\n Deterministic 1-dimensional array \n")
print (x)

#2-dimensional arrays
x = np.array([[2,5,18,14,4], [12,15,1,2,8]])
print ("\n Deterministic 2-dimensional array \n")
print (x)

 Deterministic 1-dimensional array 

[ 2  5 18 14  4]

 Deterministic 2-dimensional array 

[[ 2  5 18 14  4]
 [12 15  1  2  8]]

We can also create Numpy arrays from Pandas DataFrames

d = {'A':[1., 2., 3., 4.],
     'B':[4., 3., 2., 1.]}
df = pd.DataFrame(d)
x = np.array(df)
print(x)

[[1. 4.]
 [2. 3.]
 [3. 2.]
 [4. 1.]]

Creating random arrays

#1-dimensional arrays
x = np.random.rand(5)
print ("\n Random 1-dimensional array \n")
print (x)

#2-dimensional arrays

x = np.random.rand(5,5)
print ("\n Random 5x5 2-dimensional array \n")
print (x)

x = np.random.randint(10,size=(2,3))
print("\n Random 2x3 array with integers")
print(x)

 Random 1-dimensional array 

[0.49099602 0.91064379 0.71043661 0.13940421 0.29914724]

 Random 5x5 2-dimensional array 

[[0.00541619 0.73529302 0.18650485 0.41589755 0.11189038]
 [0.40646779 0.12266741 0.81782302 0.40342583 0.07142324]
 [0.24911343 0.99484185 0.71630743 0.19996326 0.28899052]
 [0.519806   0.40881907 0.65696129 0.57753493 0.34645183]
 [0.78938307 0.56299184 0.53884058 0.22560672 0.56223818]]

 Random 2x3 array with integers
[[7 1 5]
 [7 8 0]]

Transpose and get array dimensions

print("\n Matrix Dimensions \n")
print(x.shape)
print ("\n Transpose of the matrix \n")
print (x.T)
print ("\n Transpose matrix Dimensions \n")
print (x.T.shape)

 Matrix Dimensions 

(2, 3)

 Transpose of the matrix 

[[7 7]
 [1 8]
 [5 0]]

 Transpose matrix Dimensions 

(3, 2)

Special Arrays

x = np.zeros((4,4))
print ("\n 4x4 array with zeros \n")
print(x)

x = np.ones((4,4))
print ("\n 4x4 array with ones \n")
print (x)

x = np.eye(4)
print ("\n Identity matrix of size 4\n")
print(x)

x = np.diag([1,2,3])
print ("\n Diagonal matrix\n")
print(x)

 4x4 array with zeros 

[[0. 0. 0. 0.]
 [0. 0. 0. 0.]
 [0. 0. 0. 0.]
 [0. 0. 0. 0.]]

 4x4 array with ones 

[[1. 1. 1. 1.]
 [1. 1. 1. 1.]
 [1. 1. 1. 1.]
 [1. 1. 1. 1.]]

 Identity matrix of size 4

[[1. 0. 0. 0.]
 [0. 1. 0. 0.]
 [0. 0. 1. 0.]
 [0. 0. 0. 1.]]

 Diagonal matrix

[[1 0 0]
 [0 2 0]
 [0 0 3]]

Diagonal matrices are useful because we can use them to mutliply the rows or columns of a matrix by a value. For example below we will multiply the first row of matrix A with 2 and the second row with 3.

A = np.random.randint(10,size=(2,3))
A

array([[0, 1, 4],
       [0, 9, 7]])

v = np.array([4,5])
D = np.diag(v)
print(D@A)

[[ 0  4 16]
 [ 0 45 35]]

Operations on arrays.

These are very similar to what we did with Pandas

x = np.random.randint(10, size = (2,4))
print (x)
print('\n mean value of all elements')
print (np.mean(x))
print('\n vector of mean values for columns')
print (np.mean(x,0)) #0 signifies the dimension meaning columns, similar to axis in pandas
print('\n vector of mean values for rows')
print (np.mean(x,1)) #1 signifies the dimension meaning rows, similar to axis in pandas

[[7 7 7 0]
 [7 3 1 8]]

 mean value of all elements
5.0

 vector of mean values for columns
[7. 5. 4. 4.]

 vector of mean values for rows
[5.25 4.75]

print('\n standard deviation of all elements')
print (np.std(x))
print('\n vector of std values for rows')
print (np.std(x,1)) #1 signifies the dimension meaning rows
print('\n median value of all elements')
print (np.median(x))
print('\n vector of median values for rows')
print (np.median(x,1))
print('\n sum of all elements')
print (np.sum(x))
print('\n vector of column sums')
print (np.sum(x,0))
print('\n product of all elements')
print (np.prod(x))
print('\n vector of row products')
print (np.prod(x,1))

 standard deviation of all elements
2.958039891549808

 vector of std values for rows
[3.03108891 2.86138079]

 median value of all elements
7.0

 vector of median values for rows
[7. 5.]

 sum of all elements
40

 vector of column sums
[14 10  8  8]

 product of all elements
0

 vector of row products
[  0 168]

x

array([[7, 7, 7, 0],
       [7, 3, 1, 8]])

s = np.sum(x,1)
s = np.diag(1/s)
s@x

array([[0.33333333, 0.33333333, 0.33333333, 0.        ],
       [0.36842105, 0.15789474, 0.05263158, 0.42105263]])

Manipulating arrays

Accessing and Slicing

Here the operations are similar to those used in lists, or in Matlab

x = np.random.rand(4,3)
print(x)
print("\n element\n")
print(x[1,2])
print("\n row zero \n")
print(x[0,:])
print(x[0])
print('\nfirst two rows\n')
print(x[0:2])
print("\n column 2 \n")
print(x[:,2])
print("\n submatrix \n")
print(x[1:3,0:2])
print("\n entries > 0.5 \n")
print(x[x>0.5])

[[0.81890423 0.92385671 0.69106527]
 [0.0119096  0.63765518 0.0782286 ]
 [0.36878059 0.64664594 0.27896897]
 [0.49344704 0.55123512 0.46926471]]

 element

0.07822859705613627

 row zero 

[0.81890423 0.92385671 0.69106527]
[0.81890423 0.92385671 0.69106527]

first two rows

[[0.81890423 0.92385671 0.69106527]
 [0.0119096  0.63765518 0.0782286 ]]

 column 2 

[0.69106527 0.0782286  0.27896897 0.46926471]

 submatrix 

[[0.0119096  0.63765518]
 [0.36878059 0.64664594]]

 entries > 0.5 

[0.81890423 0.92385671 0.69106527 0.63765518 0.64664594 0.55123512]

Changing entries

x = np.random.rand(4,3)
print(x)

x[2,0] = -5      #change an entry
x[:2,:] += 1     #change a set of rows: add 1 to all the elements of the first two rows
x[2:4,1:3] = 0.5 #change a block
print('\n')
print(x)

print('\n Set entries > 0.5 to zero')
x[x>0.5] = 0
print(x)

[[0.17265396 0.37410032 0.88153288]
 [0.26991096 0.58855742 0.41793555]
 [0.27296378 0.19710328 0.35454239]
 [0.36349169 0.6119733  0.92001733]]


[[ 1.17265396  1.37410032  1.88153288]
 [ 1.26991096  1.58855742  1.41793555]
 [-5.          0.5         0.5       ]
 [ 0.36349169  0.5         0.5       ]]

 Set entries > 0.5 to zero
[[ 0.          0.          0.        ]
 [ 0.          0.          0.        ]
 [-5.          0.5         0.5       ]
 [ 0.36349169  0.5         0.5       ]]

Manipulating the diagonal

x = np.random.rand(4,4)
print(x)
print('\n Read Diagonal \n')
print(x.diagonal())
print('\n Fill Diagonal with 1s \n')
np.fill_diagonal(x,1)
print(x)
print('\n Fill Diagonal with vector \n')
x[np.diag_indices_from(x)] = [1,2,3,4]
print(x)

[[0.48323675 0.61275566 0.58744828 0.84647565]
 [0.73637488 0.29894126 0.40728027 0.43329871]
 [0.01232427 0.82412163 0.22230007 0.37504653]
 [0.35625428 0.9281761  0.79315754 0.65680669]]

 Read Diagonal 

[0.48323675 0.29894126 0.22230007 0.65680669]

 Fill Diagonal with 1s 

[[1.         0.61275566 0.58744828 0.84647565]
 [0.73637488 1.         0.40728027 0.43329871]
 [0.01232427 0.82412163 1.         0.37504653]
 [0.35625428 0.9281761  0.79315754 1.        ]]

 Fill Diagonal with vector 

[[1.         0.61275566 0.58744828 0.84647565]
 [0.73637488 2.         0.40728027 0.43329871]
 [0.01232427 0.82412163 3.         0.37504653]
 [0.35625428 0.9281761  0.79315754 4.        ]]

Quiz

We want to create a dataset of 10 users and 5 items, where each user i has selects an item j with probability 0.3.

How can we do this with matrix operations?

x = np.random.rand(10,5)
x[x<0.3]=1
x[x!=1]=0
x

array([[0., 0., 1., 0., 0.],
       [1., 0., 0., 0., 0.],
       [1., 1., 0., 0., 0.],
       [0., 0., 0., 0., 0.],
       [0., 1., 0., 1., 0.],
       [0., 0., 1., 0., 0.],
       [0., 1., 0., 0., 0.],
       [1., 0., 0., 0., 0.],
       [1., 1., 0., 0., 1.],
       [0., 0., 1., 0., 0.]])

D = np.random.rand(10,5)
print(D)
D[D>=0.7] = 1     # 30% chance
D[D< 0.7] = 0     # 70% chance
#D[D <= 0.3] = 1
#D[D != 1] = 0
D

[[9.42232100e-01 3.58425633e-01 8.12084228e-02 7.51008492e-01
  7.58442267e-01]
 [9.67184463e-01 2.05657043e-02 4.41283704e-01 2.63702534e-01
  6.41301101e-01]
 [3.62625425e-01 8.80997243e-01 2.57877426e-01 4.57516425e-01
  9.49020558e-01]
 [4.75770577e-01 1.94059407e-01 5.38914226e-01 8.07661611e-01
  5.76720613e-01]
 [5.33703898e-01 9.39634586e-01 3.00815283e-01 4.17611434e-01
  2.55799710e-01]
 [8.53317070e-01 8.89848496e-04 5.40931044e-01 9.19885347e-01
  7.22101884e-01]
 [7.84254762e-01 3.52064496e-01 9.81325338e-01 4.36361615e-01
  8.95081513e-01]
 [7.15024069e-01 5.41803194e-01 9.71342622e-01 1.69731407e-01
  9.22796382e-01]
 [9.67642596e-01 9.79062265e-01 6.20071364e-01 6.04244640e-01
  5.80263800e-02]
 [2.84286306e-01 8.63639561e-02 6.48245848e-01 4.47694870e-01
  7.34820971e-01]]

array([[1., 0., 0., 1., 1.],
       [1., 0., 0., 0., 0.],
       [0., 1., 0., 0., 1.],
       [0., 0., 0., 1., 0.],
       [0., 1., 0., 0., 0.],
       [1., 0., 0., 1., 1.],
       [1., 0., 1., 0., 1.],
       [1., 0., 1., 0., 1.],
       [1., 1., 0., 0., 0.],
       [0., 0., 0., 0., 1.]])

Operations with Arrays

Multiplication and addition with scalar

x = np.random.rand(4,3)
print(x)

#multiplication and addition with scalar value
print("\n Matrix 2x+1 \n")
print(2*x+1)

[[0.70237892 0.48148116 0.93862939]
 [0.95091672 0.70373017 0.687826  ]
 [0.48222859 0.49723812 0.06310646]
 [0.47443025 0.88864703 0.07837167]]

 Matrix 2x+1 

[[2.40475783 1.96296233 2.87725877]
 [2.90183344 2.40746035 2.37565199]
 [1.96445718 1.99447623 1.12621293]
 [1.94886049 2.77729407 1.15674335]]

Vector-vector dot product

There are three ways to get the dot product of two vectors:

Using the method .dot of an array

Using the method dot of the numpy library

Using the '@' operator

y = np.array([2,-1,3])
z = np.array([-1,2,2])
print('\n y:',y)
print(' z:',z)
print('\n vector-vector dot product')
print(y.dot(z))
print(np.dot(y,z))
print(y@z)

 y: [ 2 -1  3]
 z: [-1  2  2]

 vector-vector dot product
2
2
2

External product

The external product between two vectors x,y of size (n,1) and (m,1) results in a matrix M of size (n,m) with entries M(i,j) = x(i)*y(j)

print('\n y:',y)
print(' z:',z)
print('\n vector-vector external product')
print(np.outer(y,z))

 y: [ 2 -1  3]
 z: [-1  2  2]

 vector-vector external product
[[-2  4  4]
 [ 1 -2 -2]
 [-3  6  6]]

Element-wise operations

print('\n y:',y)
print(' z:',z)
print('\n element-wise addition')
print(y+z)
print('\n element-wise product')
print(y*z)
print('\n element-wise division')
print(y/z)
print('\n element-wise inversion')
print(1/y)

 y: [ 2 -1  3]
 z: [-1  2  2]

 element-wise addition
[1 1 5]

 element-wise product
[-2 -2  6]

 element-wise division
[-2.  -0.5  1.5]

 element-wise inversion
[ 0.5        -1.          0.33333333]

Matrix-Vector multiplication

Again we can do the multiplication either using the dot method or the '@' operator

X = np.random.randint(10, size = (4,3))
print('Matrix X:\n',X)
y = np.array([1,0,0])
print("\n Matrix-vector right multiplication with",y,"\n")
print(X.dot(y))
print(np.dot(X,y))
print(X@y)
y = np.array([1,0,1,0])
print("\n Matrix-vector left multiplication with",y,"\n")
print(y.dot(X),'\n')
print(np.dot(y,X),'\n')
print(y@X,'\n')
print(y.shape)

Matrix X:
 [[0 7 4]
 [3 3 0]
 [6 7 7]
 [8 3 1]]

 Matrix-vector right multiplication with [1 0 0] 

[0 3 6 8]
[0 3 6 8]
[0 3 6 8]

 Matrix-vector left multiplication with [1 0 1 0] 

[ 6 14 11] 

[ 6 14 11] 

[ 6 14 11] 

(4,)

Matrix-Matrix multiplication

Same for the matrix-matrix operation

Y = np.random.randint(10, size=(3,2))
print("\n Matrix-matrix multiplication\n")
print('Matrix X:\n',X)
print('Matrix Y:\n',Y)
print('Product:\n',X.dot(Y))
print('Product:\n',np.dot(X,Y))
print('Product:\n',X@Y)

 Matrix-matrix multiplication

Matrix X:
 [[0 7 4]
 [3 3 0]
 [6 7 7]
 [8 3 1]]
Matrix Y:
 [[2 4]
 [0 5]
 [0 3]]
Product:
 [[ 0 47]
 [ 6 27]
 [12 80]
 [16 50]]
Product:
 [[ 0 47]
 [ 6 27]
 [12 80]
 [16 50]]
Product:
 [[ 0 47]
 [ 6 27]
 [12 80]
 [16 50]]

Matrix-Matrix element-wise operations

Z = np.random.randint(10, size=(3,2))+1
print('Matrix Y:\n',Y)
print('Matrix Z:\n',Z)
print("\n Matrix-matrix element-wise addition\n")
print(Y+Z)
print("\n Matrix-matrix element-wise multiplication\n")
print(Y*Z)
print("\n Matrix-matrix element-wise division\n")
print(Y/Z)

Matrix Y:
 [[2 4]
 [0 5]
 [0 3]]
Matrix Z:
 [[ 6 10]
 [ 3  6]
 [ 3  9]]

 Matrix-matrix element-wise addition

[[ 8 14]
 [ 3 11]
 [ 3 12]]

 Matrix-matrix element-wise multiplication

[[12 40]
 [ 0 30]
 [ 0 27]]

 Matrix-matrix element-wise division

[[0.33333333 0.4       ]
 [0.         0.83333333]
 [0.         0.33333333]]

Inverting a matrix

M = np.random.randint(10,size=(3,3))
print(M)
print('\nInversion\n')
print(np.invert(M))

[[9 3 3]
 [1 5 1]
 [3 5 0]]

Inversion

[[-10  -4  -4]
 [ -2  -6  -2]
 [ -4  -6  -1]]

Creating Sparse Arrays

For sparse arrays we need to use the sp_sparse library from SciPy: http://docs.scipy.org/doc/scipy/reference/sparse.html

There are three types of sparse matrices:

• csr: compressed row format
• csc: compressed column format
• lil: list of lists format
• coo: coordinates format

These different types have to do with the matrix implementation and the data structures used.

The csr and csc formats are fast for arithmetic operations, but slow for slicing and incremental changes.

The lil format is fast for slicing and incremental construction, but slow for arithmetic operations.

The coo format does not support arithmetic operations and slicing, but it is very fast for constructing a matrix incrementally. You should then transform it to some other format for operations.

Creation of matrix from triplets

Triplets are of the form (row, column, value)

import scipy.sparse as sp_sparse

d = np.array([[0, 0, 12],
              [0, 1, 1],
              [0, 5, 34],
              [1, 3, 12],
              [1, 2, 6],
              [2, 0, 23],
              [3, 4, 14],
              ])
row = d[:,0]
col = d[:,1]
data = d[:,2]
# a matrix M with M[row[i],col[i]] = data[i] will be created
M = sp_sparse.csr_matrix((data,(row,col)), shape=(5,6))
print(M)
print('\n')
print(M.toarray()) #transforms back to full matrix

  (0, 0)	12
  (0, 1)	1
  (0, 5)	34
  (1, 2)	6
  (1, 3)	12
  (2, 0)	23
  (3, 4)	14


[[12  1  0  0  0 34]
 [ 0  0  6 12  0  0]
 [23  0  0  0  0  0]
 [ 0  0  0  0 14  0]
 [ 0  0  0  0  0  0]]

The method toarray() creates a dense matrix. If you need a sparse matrix you should not use it.

Making a full matrix sparse

x = np.random.randint(2,size = (3,4))
print(x)
print('\n make x sparce')
A = sp_sparse.csr_matrix(x)
print(A)

[[1 0 0 1]
 [0 1 1 1]
 [0 1 1 1]]

 make x sparce
  (0, 0)	1
  (0, 3)	1
  (1, 1)	1
  (1, 2)	1
  (1, 3)	1
  (2, 1)	1
  (2, 2)	1
  (2, 3)	1

Creating a sparse matrix incrementally

# Use lil (list of lists) representation, you can also use coo (coordinates)
A = sp_sparse.lil_matrix((10, 10))
A[0, :5] = np.random.randint(10,size = 5)
A[1, 5:10] = A[0, :5]
A.setdiag(np.random.randint(10,size = 10))
A[9,9] = 99
A[9,0]=1
print(A)
print('\n')
print(A.toarray())
print('\n')
print(A.diagonal())
A = A.tocsr() # makes it a compressed sparce row format. better for dot product.
B = A.dot(np.ones(10))
print('\n')
print(B)

  (0, 0)	7.0
  (0, 1)	2.0
  (0, 2)	2.0
  (0, 3)	8.0
  (0, 4)	7.0
  (1, 1)	7.0
  (1, 5)	7.0
  (1, 6)	2.0
  (1, 7)	2.0
  (1, 8)	8.0
  (1, 9)	7.0
  (2, 2)	5.0
  (3, 3)	1.0
  (4, 4)	7.0
  (6, 6)	3.0
  (7, 7)	5.0
  (8, 8)	7.0
  (9, 0)	1.0
  (9, 9)	99.0


[[ 7.  2.  2.  8.  7.  0.  0.  0.  0.  0.]
 [ 0.  7.  0.  0.  0.  7.  2.  2.  8.  7.]
 [ 0.  0.  5.  0.  0.  0.  0.  0.  0.  0.]
 [ 0.  0.  0.  1.  0.  0.  0.  0.  0.  0.]
 [ 0.  0.  0.  0.  7.  0.  0.  0.  0.  0.]
 [ 0.  0.  0.  0.  0.  0.  0.  0.  0.  0.]
 [ 0.  0.  0.  0.  0.  0.  3.  0.  0.  0.]
 [ 0.  0.  0.  0.  0.  0.  0.  5.  0.  0.]
 [ 0.  0.  0.  0.  0.  0.  0.  0.  7.  0.]
 [ 1.  0.  0.  0.  0.  0.  0.  0.  0. 99.]]


[ 7.  7.  5.  1.  7.  0.  3.  5.  7. 99.]


[ 26.  33.   5.   1.   7.   0.   3.   5.   7. 100.]

All operations work like before

print(A.dot(A.T))

  (0, 4)	49.0
  (0, 3)	8.0
  (0, 2)	10.0
  (0, 1)	14.0
  (0, 9)	7.0
  (0, 0)	170.0
  (1, 9)	693.0
  (1, 8)	56.0
  (1, 7)	10.0
  (1, 6)	6.0
  (1, 1)	219.0
  (1, 0)	14.0
  (2, 2)	25.0
  (2, 0)	10.0
  (3, 3)	1.0
  (3, 0)	8.0
  (4, 4)	49.0
  (4, 0)	49.0
  (6, 6)	9.0
  (6, 1)	6.0
  (7, 7)	25.0
  (7, 1)	10.0
  (8, 8)	49.0
  (8, 1)	56.0
  (9, 1)	693.0
  (9, 9)	9802.0
  (9, 0)	7.0

A[0].mean()

2.6

Singluar Value Decomposition

For the singular value decomposition we will use the libraries from Numpy and SciPy and SciKit Learn

We use sklearn to create a low-rank matrix (https://scikit-learn.org/stable/modules/generated/sklearn.datasets.make_low_rank_matrix.html). We will create a matrix with effective rank 2.

import sklearn.datasets as sk_data

data = sk_data.make_low_rank_matrix(n_samples=100, n_features=50, effective_rank=2, tail_strength=0.0, random_state=None)
sns.heatmap(data, xticklabels=False, yticklabels=False, linewidths=0)

<Axes: >

We will use the numpy.linalg.svd function to compute the Singular Value Decomposition of the matrix we created (http://docs.scipy.org/doc/numpy/reference/generated/numpy.linalg.svd.html).

U, s, V = np.linalg.svd(data,full_matrices = False)
print (U.shape, s.shape, V.shape)
print('\n')
print(s)
print('\n')
print(s[0:10])
plt.plot(s[0:10])
plt.ylabel('singular value')
plt.xlabel('number of singular values')

(100, 50) (50,) (50, 50)


[1.00000000e+00 7.78800783e-01 3.67879441e-01 1.05399225e-01
 1.83156389e-02 1.93045414e-03 1.23409804e-04 4.78511739e-06
 1.12535175e-07 1.60522805e-09 1.38879469e-11 7.28775707e-14
 2.30977233e-16 8.80606104e-17 8.80606104e-17 8.80606104e-17
 8.80606104e-17 8.80606104e-17 8.80606104e-17 8.80606104e-17
 8.80606104e-17 8.80606104e-17 8.80606104e-17 8.80606104e-17
 8.80606104e-17 8.80606104e-17 8.80606104e-17 8.80606104e-17
 8.80606104e-17 8.80606104e-17 8.80606104e-17 8.80606104e-17
 8.80606104e-17 8.80606104e-17 8.80606104e-17 8.80606104e-17
 8.80606104e-17 8.80606104e-17 8.80606104e-17 8.80606104e-17
 8.80606104e-17 8.80606104e-17 8.80606104e-17 8.80606104e-17
 8.80606104e-17 8.80606104e-17 8.80606104e-17 8.80606104e-17
 8.80606104e-17 2.79258251e-17]


[1.00000000e+00 7.78800783e-01 3.67879441e-01 1.05399225e-01
 1.83156389e-02 1.93045414e-03 1.23409804e-04 4.78511739e-06
 1.12535175e-07 1.60522805e-09]

Text(0.5, 0, 'number of singular values')

We can also use the scipy.sparse.linalg libary to compute the SVD for sparse matrices (http://docs.scipy.org/doc/scipy-0.14.0/reference/generated/scipy.sparse.linalg.svds.html)

We need to specify the number of components, otherwise it is by default k = 6. The singular values are in increasing order.

import scipy.sparse.linalg as sp_linalg

data2 = sp_sparse.csc_matrix(data)    # Convers dense matrix into sparce
print(data2.shape)
U,s,V = sp_linalg.svds(data2, k = 10) # By default returns k=6 singular values (truncated)
print (U.shape, s.shape, V.shape)     # Shapes now with 10
print(s)
plt.plot(s[::-1]) #invert the order of the singular values
plt.ylabel('eigenvalue value')
plt.xlabel('number of eigenvalues')

(100, 50)
(100, 10) (10,) (10, 50)
[7.19243037e-11 1.12535172e-07 4.78511739e-06 1.23409804e-04
 1.93045414e-03 1.83156389e-02 1.05399225e-01 3.67879441e-01
 7.78800783e-01 1.00000000e+00]

Text(0.5, 0, 'number of eigenvalues')

We can also compute SVD using the library of SciKit Learn (https://scikit-learn.org/stable/modules/generated/sklearn.decomposition.TruncatedSVD.html)

from sklearn.decomposition import TruncatedSVD

K = 10
svd = TruncatedSVD(n_components=K)
svd.fit(data2)
print(svd.components_.shape) # the V vectors
print(svd.transform(data2).shape) # the U vectors
print(svd.singular_values_)

(10, 50)
(100, 10)
[1.00000000e+00 7.78800783e-01 3.67879441e-01 1.05399225e-01
 1.83156389e-02 1.93045414e-03 1.23409804e-04 4.78511739e-06
 1.12535175e-07 1.60522806e-09]

Obtaining a low rank approximation of the data

To obtain a rank-k approximation of the matrix we multiplty the k first columns of U, with the diagonal matrix with the k first (largest) singular values, with the matrix with the first k rows of V transpose

K = 6
U_k,s_k,V_k = sp_linalg.svds(data2, K, which = 'LM')  # LM = Largest Magnitude
print (U_k.shape, s_k.shape, V_k.shape)
print(s_k)
plt.plot(s_k[::-1])
plt.ylabel('eigenvalue value')
plt.xlabel('number of eigenvalues')
S_k = np.diag(s_k)
k=K
S_k[k:,k:]

(100, 6) (6,) (6, 50)
[0.00193045 0.01831564 0.10539922 0.36787944 0.77880078 1.        ]

array([], shape=(0, 0), dtype=float64)

reconstruction_error = []
for k in range(K-1,-1,-1): #iterate from end to start
    r = K-k
    #print(S_k[k:,k:])
    data_k = U_k[:,k:].dot(S_k[k:,k:]).dot(V_k[k:,:]) #here we obtain the rank-r matrix
    error = np.linalg.norm(data_k-data2,ord='fro')
    reconstruction_error.append(error)
    print(r,error)
data_k = U_k.dot(S_k).dot(V_k)
print(np.linalg.norm(data_k-data2,ord='fro'))

plt.plot(1+np.array(range(6)),reconstruction_error)
plt.ylabel('rank-k reconstruction error')
plt.xlabel('rank')

1 0.867936716599461
2 0.38312332780557673
3 0.10699626662742331
4 0.018417506182009283
5 0.001934400698365924
6 0.0001235025900939399
0.0001235025900939399

Text(0.5, 0, 'rank')

An example

We will create a block diagonal matrix, with blocks of different "intensity" of values

import numpy as np

M1 = np.random.randint(1,50,(50,20))
M2 = np.random.randint(1,10,(50,20))
M3 = np.random.randint(1,10,(50,20))
M4 = np.random.randint(1,50,(50,20))

T = np.concatenate((M1,M2),axis=1)
B = np.concatenate((M3,M4),axis=1)
M = np.concatenate((T,B),axis = 0)

plt.imshow(M, cmap='hot')
plt.show()

We observe that there is a correlation between the column and row sums and the left and right singular vectors

Note: The values of the vectors are negative. We would get the same result if we make them positive.

import scipy.stats as stats
import matplotlib.pyplot as plt

(U,S,V) = np.linalg.svd(M,full_matrices = False)
#print(S)
c = M.sum(0)
r = M.sum(1)
print(stats.pearsonr(r,U[:,0]))
print(stats.pearsonr(c,V[0]))
plt.scatter(r,U[:,0])
plt.figure()
plt.scatter(c,V[0])

PearsonRResult(statistic=-0.9970663433878887, pvalue=3.378751487702053e-111)
PearsonRResult(statistic=-0.9974163998658231, pvalue=4.4817009076071554e-45)

<matplotlib.collections.PathCollection at 0x7abb75e03490>

Using the first two signular vectors we can clearly differentiate the two blocks of rows

plt.scatter(U[:,0],U[:,1])

<matplotlib.collections.PathCollection at 0x7abb7602c1c0>

plt.scatter(x = U[:50,0],y = U[:50,1], color = 'r')
plt.scatter(x = U[50:,0],y = U[50:,1], color = 'b')

<matplotlib.collections.PathCollection at 0x7abb7ac45030>

plt.plot(S)

[<matplotlib.lines.Line2D at 0x7abb752bc610>]

PCA using SciKit Learn

We will now use the PCA package from the SciKit Learn (sklearn) library. PCA is the same as SVD but now the matrix is centered: the mean is removed from the columns of the matrix.

You can read more here: https://scikit-learn.org/stable/modules/generated/sklearn.decomposition.PCA.html

from sklearn.decomposition import PCA
pca = PCA(n_components=2)
pca.fit(M)

PCA(n_components=2)

In a Jupyter environment, please rerun this cell to show the HTML representation or trust the notebook.
On GitHub, the HTML representation is unable to render, please try loading this page with nbviewer.org.

pca.components_

array([[ 0.14306541,  0.14487534,  0.18067289,  0.17552506,  0.15029528,
         0.17138462,  0.14508232,  0.15626947,  0.17196136,  0.14519418,
         0.17969753,  0.14678201,  0.1441037 ,  0.1345826 ,  0.18730451,
         0.15489532,  0.17924409,  0.13505082,  0.1368683 ,  0.16500907,
        -0.15827515, -0.16218406, -0.13480385, -0.13759941, -0.13540814,
        -0.14028941, -0.16462207, -0.14624149, -0.16677923, -0.15058234,
        -0.17726763, -0.17309603, -0.16824696, -0.13713112, -0.16492346,
        -0.14675898, -0.17549603, -0.17515781, -0.17248733, -0.15801875],
       [ 0.11803008, -0.20279266, -0.18448435,  0.00786422,  0.13712627,
         0.14498563,  0.04517913, -0.14512324,  0.07083928,  0.16662868,
        -0.09869157, -0.14462244,  0.01899539,  0.35485067, -0.18172827,
         0.34138432, -0.17229436,  0.26509572, -0.10632316, -0.307703  ,
        -0.03928568, -0.08798147,  0.0138625 ,  0.12876915, -0.05114553,
         0.12582067, -0.09659234, -0.07648754, -0.06089009, -0.04394221,
        -0.09978427,  0.13250641,  0.09411536,  0.01104493,  0.23778638,
         0.02127305, -0.11018378,  0.20352861, -0.05370611, -0.2956784 ]])

plt.scatter(pca.components_[0],pca.components_[1])

<matplotlib.collections.PathCollection at 0x7abb752fa770>

Using the operation transform we can transform the data directly to the lower-dimensional space

MPCA = pca.transform(M)
print(MPCA.shape)

(100, 2)

plt.scatter(MPCA[:,0],MPCA[:,1])

<matplotlib.collections.PathCollection at 0x7abb751c27d0>

We will now experiment with a well-known dataset of data analysis, the iris dataset:

https://scikit-learn.org/stable/auto_examples/datasets/plot_iris_dataset.html

from sklearn import datasets
iris = datasets.load_iris()  # 4 Features: Sepal length/width , Petal length/width
X = iris.data
y = iris.target              # contains the labels of the data

pca = PCA(n_components=3)
pca.fit(X)
X = pca.transform(X)
pca.components_

array([[ 0.36138659, -0.08452251,  0.85667061,  0.3582892 ],
       [ 0.65658877,  0.73016143, -0.17337266, -0.07548102],
       [-0.58202985,  0.59791083,  0.07623608,  0.54583143]])

pca.explained_variance_

array([4.22824171, 0.24267075, 0.0782095 ])

plt.scatter(X[:,0],X[:,1])

<matplotlib.collections.PathCollection at 0x7abb743f9750>

plt.scatter(X[y==0,0],X[y==0,1], color='b')
plt.scatter(X[y==1,0],X[y==1,1], color='r')
plt.scatter(X[y==2,0],X[y==2,1], color='g')

<matplotlib.collections.PathCollection at 0x7abb74790d00>

from mpl_toolkits.mplot3d import Axes3D
fig = plt.figure()
ax = fig.add_subplot(111, projection='3d')

ax.scatter(X[y==0,0],X[y==0,1], X[y==0,2], color='b')
ax.scatter(X[y==1,0],X[y==1,1], X[y==1,2], color='r')
ax.scatter(X[y==2,0],X[y==2,1], X[y==2,2], color='g')

import plotly.express as px
import pandas as pd

# Convert data to a DataFrame for Plotly
df = pd.DataFrame(X, columns=['PC1', 'PC2', 'PC3'])
df['label'] = y

# Create an interactive 3D scatter plot
fig = px.scatter_3d(
    df,
    x='PC1',
    y='PC2',
    z='PC3',
    color='label',
    title='3D PCA Plot',
    labels={'label': 'Class'}
)

fig.update_traces(marker=dict(size=5))
fig.show()

from sklearn.datasets import fetch_20newsgroups

categories = ['comp.os.ms-windows.misc', 'sci.space','rec.sport.baseball']
news_data = fetch_20newsgroups(subset='train', categories=categories)

from sklearn.feature_extraction.text import TfidfVectorizer

vectorizer = TfidfVectorizer(stop_words='english', min_df=4,max_df=0.8)
dtm = vectorizer.fit_transform(news_data.data)

import nltk
nltk.download('punkt')
nltk.download('stopwords')
from nltk.stem.snowball import SnowballStemmer
from nltk.tokenize import word_tokenize, sent_tokenize


stemmed_data = [" ".join(SnowballStemmer("english", ignore_stopwords=True).stem(word)
       for sent in sent_tokenize(message)
        for word in word_tokenize(sent))
        for message in news_data.data]

# stemmed_data = news_data.data

dtm = vectorizer.fit_transform(stemmed_data)
terms = vectorizer.get_feature_names()
print(terms)

dtm_dense = dtm.todense()
centered_dtm = dtm_dense - np.mean(dtm_dense, axis=0)
np.sum(centered_dtm,axis=0)[:,:10]

matrix([[ 9.68843061e-16, -5.26054894e-15,  2.83258660e-15,
          5.48389459e-16,  4.95209342e-15,  2.94935517e-15,
          1.01882478e-15, -6.34345007e-15,  1.35613092e-14,
          6.73457600e-15]])

u, s, vt = np.linalg.svd(centered_dtm)

plt.xlim([0,50])
plt.plot(range(1,len(s)+1),s)

k=2
vectorsk = np.array(u[:,:k] @ np.diag(s[:k]))
labels = [news_data.target_names[i] for i in news_data.target]
sns.scatterplot(x=vectorsk[:,0], y=vectorsk[:, 1], hue=labels)

<AxesSubplot:>

import seaborn as sns
k = 5
Xk = u[:,:k] @ np.diag(s[:k])
X_df = pd.DataFrame(Xk)
g = sns.PairGrid(X_df)
g.map(plt.scatter)

<seaborn.axisgrid.PairGrid at 0x15c297b2be0>

terms = vectorizer.get_feature_names()
for i in range(6):
    top = np.argsort(np.abs(vt[i]))
    topterms = [terms[top[0,f]] for f in range(12)]
    print (i, topterms)