updating simulations

latimerk · May 28, 2019 · 2aaa081 · 2aaa081
1 parent 34e2928
commit 2aaa081
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diff --git a/HighDimension_scaling.m b/HighDimension_scaling.m
@@ -0,0 +1,274 @@
+rng(20190512);
+saveFig = false;
+
+D =  6;
+N = 50;
+T_0 = 10;
+T = T_0*D;
+NE = 8;
+
+ms = 6;
+lw  = 1.5;
+lw2 = 1;
+
+lambda = 1;
+lambda_k = 1;
+lengthScale = 5;
+R = 4;
+
+fontSize_axis = 10;
+fontSize_label = 12;
+fontSize_title = 12;
+
+sig = 1;
+
+X_0 = zeros(D*T_0,D);
+
+for dd = 1:D
+    for tt = 1:T_0
+        ii = tt + (dd-1)*T_0;
+
+        X_0(ii,dd) = tt;
+        X_0(ii,1:(dd-1)) = T_0;
+
+
+%         X_0(ii,1:(dd-2)) = 0;
+%         if(dd > 1)
+%             X_0(ii,(dd-1)) = max(0,T_0-tt);
+%         end
+%         
+%         
+%         X_0(ii,1:(dd-3)) = 0;
+%         if(dd > 1)
+%             X_0(ii,(dd-1)) = T_0;
+%         end
+%         if(dd > 2)
+%             X_0(ii,(dd-2)) = max(0,T_0-tt);
+%         end
+    end
+end
+X_0 = X_0 - ones(1,D)*T_0/2;
+
+
+
+scales = [linspace(0.5 ,2   ,D);  
+          linspace(0.75,1.5 ,D);  
+          linspace(1   ,1   ,D);  
+          linspace(1.5 ,0.75,D);  
+          linspace(2   ,0.5 ,D)];
+
+
+% scales = repmat([0.5 0.75 1 1.5 2]',[1 D]);
+
+Ls = zeros(3*D*T_0,D);
+
+Ls((1:(T_0*D)) + (T_0*D)*0,:) = X_0.*scales(1,:);
+Ls((1:(T_0*D)) + (T_0*D)*1,:) = X_0.*scales(3,:);
+Ls((1:(T_0*D)) + (T_0*D)*2,:) = X_0.*scales(5,:);
+
+Ls_star = zeros(2*D*T_0,D);
+
+Ls_star((1:(T_0*D)) + (T_0*D)*0,:) = X_0.*scales(2,:);
+Ls_star((1:(T_0*D)) + (T_0*D)*1,:) = X_0.*scales(4,:);
+
+C_star = 2;
+C      = 3;
+
+if(D == N)
+    W = eye(N);
+else
+    W = randn(D,N);
+end
+Xs_0 = randn(C*T,N)*sig+Ls*W;
+Xs_star_0 = randn(C_star*T,N)*sig + Ls_star*W;
+
+[Ys,mu,st] = zscore(Xs_0);
+st(st==0) = 1;
+Ys_star = (Xs_star_0-mu)./st;
+
+Xs = Ys;
+Xs_star = Ys_star;
+N2 = size(Xs,2);
+
+%%
+
+
+X_gamma = zeros(T*C,N2,3);
+
+for ii = 1:C
+    tts_ii = (1:T)+(ii-1)*T;
+    X_gamma(tts_ii,:,2) = ones(length(tts_ii),1)*mean(Xs(tts_ii,:),1);
+end
+for ii = 1:T
+    b1 = ii:T:(C*T);
+    X_gamma(b1,:,1) = ones(length(b1),1)*mean(Xs(b1,:),1);
+end
+
+X_gamma(:,:,3) = Xs-sum(X_gamma(:,:,1:2),3);
+
+
+
+
+
+[COEFF1, SCORE1, LATENT1, TSQUARED1, EXPLAINED1,MU1] = pca(Xs);
+
+SCORE1_star = (Xs_star-MU1)*COEFF1;
+
+
+[results_kdPCA.X_d,results_kdPCA.X_star_d,results_kdPCA.X_hat_d,results_kdPCA.X_star_hat_d] = kdPCA_sqExp(Xs,X_gamma,lambda_k,lengthScale,Xs_star,R);
+[ results_dPCA.X_d, results_dPCA.X_star_d, results_dPCA.X_hat_d, results_dPCA.X_star_hat_d] = dPCA(Xs,X_gamma,lambda,Xs_star,R);
+
+figure(1);
+clf
+sets = [1 2;
+        1 3;
+        2 3];
+for gg = 1:size(sets,1)
+    subplot(3,4,gg);
+    hold on
+    L = SCORE1(:,sets(gg,:));
+    L_star = SCORE1_star(:,sets(gg,:));
+    min_c = min(min(min(L_star(:,1:2))),min(min(L(:,1:2))));
+    max_c = max(max(max(L_star(:,1:2))),max(max(L(:,1:2))));
+
+    colors_c = zeros(C,3);
+    colors_c_star = zeros(C_star,3);
+    for ii = 1:C
+        tts = (1:T) + (ii-1)*T;
+        pp = plot(L(tts,1),L(tts,2),'-','LineWidth',lw);
+        colors_c(ii,:) = pp.Color;
+    end
+    for ii = 1:C_star
+        tts = (1:T) + (ii-1)*T;
+        pp = plot(L_star(tts,1),L_star(tts,2),'--','LineWidth',lw);
+        colors_c_star(ii,:) = pp.Color;
+    end
+    for ii = 1:C_star
+        tts = (1:T) + (ii-1)*T;
+        pp = plot(L_star(tts(1),1),L_star(tts(1),2),'o','LineWidth',lw2,'Color',colors_c_star(ii,:),'MarkerFaceColor',[0 0 0],'MarkerSize',ms);
+    end
+    for ii = 1:C
+        tts = (1:T) + (ii-1)*T;
+        pp = plot(L(tts(1),1),L(tts(1),2),'o','LineWidth',lw2,'Color',colors_c(ii,:),'MarkerFaceColor',[0 0 0],'MarkerSize',ms);
+    end
+
+    lims = [floor(min_c*2)./2 ceil(max_c*2)./2];
+    xlim(lims);
+    ylim(lims);
+    set(gca,'TickDir','out','box','off','fontSize',fontSize_axis);
+
+    xlabel(sprintf('PC %d',sets(gg,1)),'FontSize',fontSize_label);
+    ylabel(sprintf('PC %d',sets(gg,2)),'FontSize',fontSize_label);
+
+    hold off
+end
+subplot(3,4,4)
+plot(1:min(NE,length(EXPLAINED1)),EXPLAINED1(1:min(NE,length(EXPLAINED1))),'o-');
+xlabel('PC','FontSize',fontSize_label);
+ylabel('% Variance Explained','FontSize',fontSize_label);
+set(gca,'TickDir','out','box','off','fontSize',fontSize_axis);
+xlim([1 min(NE,length(EXPLAINED1))]);
+
+lims = [-7.5  8.5;
+        -4.5 4;
+        -3   2];
+
+for gg = 1:3
+    %%
+    dds = [1 2];
+    subplot(3,4,4+gg);
+    hold on
+    L = results_dPCA.X_d(:,dds,gg);
+    L_star = results_dPCA.X_star_d(:,dds,gg);
+
+    min_c = min(min(min(L_star(:,1:2))),min(min(L(:,1:2))));
+    max_c = max(max(max(L_star(:,1:2))),max(max(L(:,1:2))));
+    fprintf('gg = %d\n',gg)
+    fprintf('   min = %.2f\n',min_c);
+    fprintf('   max = %.2f\n',max_c);
+
+    colors_c = zeros(C,3);
+    colors_c_star = zeros(C_star,3);
+    for ii = 1:C
+        tts = (1:T) + (ii-1)*T;
+        pp = plot(L(tts,1),L(tts,2),'-','LineWidth',lw);
+        colors_c(ii,:) = pp.Color;
+    end
+    for ii = 1:C_star
+        tts = (1:T) + (ii-1)*T;
+        pp = plot(L_star(tts,1),L_star(tts,2),'--','LineWidth',lw);
+        colors_c_star(ii,:) = pp.Color;
+    end
+    for ii = 1:C_star
+        tts = (1:T) + (ii-1)*T;
+        pp = plot(L_star(tts(1),1),L_star(tts(1),2),'o','LineWidth',lw2,'Color',colors_c_star(ii,:),'MarkerFaceColor',[0 0 0],'MarkerSize',ms);
+    end
+    for ii = 1:C
+        tts = (1:T) + (ii-1)*T;
+        pp = plot(L(tts(1),1),L(tts(1),2),'o','LineWidth',lw2,'Color',colors_c(ii,:),'MarkerFaceColor',[0 0 0],'MarkerSize',ms);
+    end
+    set(gca,'TickDir','out','box','off','fontSize',fontSize_axis);
+
+    lims(gg,:) = [floor(min_c*2)./2 ceil(max_c*2)./2];
+
+    xlim(lims(gg,:));
+    ylim(lims(gg,:));
+
+    hold off
+end
+
+lims = [-7 8;
+        -3 3;
+        -4.5 4];
+
+for gg = 1:3
+
+    %%
+    subplot(3,4,8+gg);
+    hold on
+
+    dds = [1 2];
+
+    L = results_kdPCA.X_d(:,dds,gg);
+    L_star = results_kdPCA.X_star_d(:,dds,gg);
+    colors_c = zeros(C,3);
+    colors_c_star = zeros(C_star,3);
+
+
+    min_c = min(min(min(L_star(:,1:2))),min(min(L(:,1:2))));
+    max_c = max(max(max(L_star(:,1:2))),max(max(L(:,1:2))));
+    fprintf('gg = %d\n',gg)
+    fprintf('   min = %.2f\n',min_c);
+    fprintf('   max = %.2f\n',max_c);
+    for ii = 1:C
+        tts = (1:T) + (ii-1)*T;
+        pp = plot(L(tts,1),L(tts,2),'-','LineWidth',lw);
+        colors_c(ii,:) = pp.Color;
+    end
+    for ii = 1:C_star
+        tts = (1:T) + (ii-1)*T;
+        pp = plot(L_star(tts,1),L_star(tts,2),'--','LineWidth',lw);
+        colors_c_star(ii,:) = pp.Color;
+    end
+    for ii = 1:C_star
+        tts = (1:T) + (ii-1)*T;
+        pp = plot(L_star(tts(1),1),L_star(tts(1),2),'o','LineWidth',lw2,'Color',colors_c_star(ii,:),'MarkerFaceColor',[0 0 0],'MarkerSize',ms);
+    end
+    for ii = 1:C
+        tts = (1:T) + (ii-1)*T;
+        pp = plot(L(tts(1),1),L(tts(1),2),'o','LineWidth',lw2,'Color',colors_c(ii,:),'MarkerFaceColor',[0 0 0],'MarkerSize',ms);
+    end
+    set(gca,'TickDir','out','box','off','fontSize',fontSize_axis);
+    lims(gg,:) = [floor(min_c*2)./2 ceil(max_c*2)./2];
+    xlim(lims(gg,:));
+    ylim(lims(gg,:));
+    hold off
+end
+
+if(saveFig)
+    set(gcf,'PaperSize',[12 9],'PaperPosition',[0 0 12 9]);
+    addpath ~/FigureComposer/
+    addpath ~/FigureComposer/matlab/
+    figDir = 'tex/figs_src';
+    matfig2fyp(gcf,sprintf('%s/HighDsim_raw.fyp',figDir));
+end
diff --git a/generateRotatedSimulation.m b/generateRotatedSimulation.m
@@ -3,8 +3,10 @@
 T = 9;
 % angles = [0 pi pi*3/2 ];
 % angles2 = pi/2;
-angles = [0 -pi/2 pi  pi/2];
-angles2 = [-pi/4 -pi*5/4];% pi*3/2];
+
+angles_all = linspace(0,-pi,6);
+angles = linspace(0,-3/2*pi,4);%angles_all([1 3 4 6]);
+angles2 = [mean(angles([1 2])) mean(angles([3 4]))];angles_all([2 5]);
 % angles = [0 pi/2  ];
 % angles2 = [pi];% pi*3/2];
 C = length(angles);
@@ -41,7 +43,7 @@
             R = [cos(aa) -sin(aa); sin(aa) cos(aa)];
             L(jj+(ii-1)*T,:) = L(jj,:)*R ;
         else
-            L(jj+(ii-1)*T,:) = [x y]*0.25;
+            L(jj+(ii-1)*T,:) = [x y]*0.5;
         end
     end
 end

diff --git a/runSimulationSet.m b/runSimulationSet.m
@@ -1,15 +1,16 @@
-rng(12122018);
+
 N = 50;
 
-saveResults = false;
-useFigureComposer = false;
+saveResults = true;
+useFigureComposer = true;
 figDir = 'tex/figs_src';
 mkdir(figDir);
 
 if(useFigureComposer)
     addpath ~/FigureComposer/matlab %saves our figures using FigureComposer/DataNav format
 end
 
+rng(12122018);
 figs_plainSimulation;
 if(saveResults)
     if(useFigureComposer)
@@ -54,9 +55,10 @@
     save('ResultsSummary_scaled.mat','ResultsSummary_scaled');
 end
 %%
-rng(12172018); 
+rng(04282019); 
 
 figs_rotatedSimulation;
+
 if(saveResults)
     if(useFigureComposer)
         drawnow;