Locally Linear Embedding

Locally linear embedding is one of the methods implemented in the megaman package. Locally Linear Embedding uses reconstruction weights estiamted on the original data set to produce an embedding that preserved the original reconstruction weights.

For more information see:

  • Roweis, S. & Saul, L. Nonlinear dimensionality reduction by locally linear embedding. Science 290:2323 (2000).
This class is used to interface with locally linear embedding function. Like all embedding functions in megaman it operates using a Geometry object. The Locally Linear class allows you to optionally pass an exiting Geometry object, otherwise it creates one.

API of Locally Linear Embedding

The Locally Linear model, along with all the other models in megaman, have an API designed to follow in the same vein of scikit-learn API.

Consequentially, the Locally Linear class functions as follows

  1. At class instantiation .LocallyLinear() parameters are passed. See API documementation for more information. An existing Geometry object can be passed to .LocallyLinear().
  2. The .fit() method creates a Geometry object if one was not already passed and then calculates th embedding. The number of components and eigen solver can also be passed to the .fit() function. WARNING: NOT COMPLETED Since LocallyLinear caches important quantities (like the barycenter weight matrix) which do not change by selecting different eigen solvers and embeding dimension these can be passed and a new embedding computed without re-computing existing quantities. the .fit() function does not return anything but it does create the attribute self.embedding_ only one self.embedding_ exists at a given time. If a new embedding is computed the old one is overwritten.
  3. The .fit_transform() function calls the fit() function and returns the embedding. It does not allow for changing parameters.

See the API documentation for further information.

Example Usage

Here is an example using the function on a random data set:

import numpy as np
from megaman.geometry import Geometry
from megaman.embedding import (Isomap, LocallyLinearEmbedding, LTSA, SpectralEmbedding)

X = np.random.randn(100, 10)
radius = 5
adjacency_method = 'cyflann'
adjacency_kwds = {'radius':radius} # ignore distances above this radius

geom  = Geometry(adjacency_method=adjacency_method, adjacency_kwds=adjacency_kwds)
lle = LocallyLinearEmbedding(n_components=n_components, eigen_solver='arpack', geom=geom)
embed_lle = lle.fit_transform(X)