--- title: "4. Discretized Simultaneous Non-negative Matrix Factrozation (`dsiNMF`)" author: - name: Koki Tsuyuzaki affiliation: Laboratory for Bioinformatics Research, RIKEN Center for Biosystems Dynamics Research email: k.t.the-answer@hotmail.co.jp date: "`r Sys.Date()`" bibliography: bibliography.bib package: dcTensor output: rmarkdown::html_vignette vignette: | %\VignetteIndexEntry{3. Discretized Simultaneous Non-negative Matrix Factrozation (`dsiNMF`)} %\VignetteEngine{knitr::rmarkdown} %\VignetteEncoding{UTF-8} --- # Introduction In this vignette, we consider approximating non-negative multiple matrices as a product of binary (or non-negative) low-rank matrices (a.k.a., factor matrices). Test data is available from `toyModel`. ```{r data, echo=TRUE} library("dcTensor") X <- dcTensor::toyModel("dsiNMF_Easy") ``` You will see that there are some blocks in the data matrices as follows. ```{r data2, echo=TRUE, fig.height=2.7, fig.width=8} suppressMessages(library("fields")) layout(t(1:3)) image.plot(X[[1]], main="X1", legend.mar=8) image.plot(X[[2]], main="X2", legend.mar=8) image.plot(X[[3]], main="X3", legend.mar=8) ``` # Binary Simultaneous Matrix Factorization (BSMF) Here, we consider the approximation of $K$ binary data matrices $X_{k}$ ($N \times M_{k}$) as the matrix product of $W$ ($N \times J$) and $V_{k}$ (J \times $M_{k}$): $$ X_{k} \approx W H_{k} \ \mathrm{s.t.}\ W,H_{k} \in \{0,1\} $$ This is the combination of binary matrix factorization (BMF [@bmf]) and simultaneous non-negative matrix decomposition (siNMF [@sinmf1; @sinmf2; @sinmf3; @amari]), which is implemented by adding binary regularization against siNMF. For the details of arguments of dsiNMF, see `?dsiNMF`. After the calculation, various objects are returned by `dsiNMF`. See also `siNMF` function of [nnTensor](https://cran.r-project.org/package=nnTensor) package. ## Basic Usage In BSMF, a rank parameter $J$ ($\leq \min(N, M)$) is needed to be set in advance. Other settings such as the number of iterations (`num.iter`) or factorization algorithm (`algorithm`) are also available. For the details of arguments of dsiNMF, see `?dsiNMF`. After the calculation, various objects are returned by `dsiNMF`. BSMF is achieved by specifying the binary regularization parameter as a large value like the below: ```{r bmf, echo=TRUE} set.seed(123456) out_dsiNMF <- dsiNMF(X, Bin_W=1E+1, Bin_H=c(1E+1, 1E+1, 1E+1), J=3) str(out_dsiNMF, 2) ``` The reconstruction error (`RecError`) and relative error (`RelChange`, the amount of change from the reconstruction error in the previous step) can be used to diagnose whether the calculation is converged or not. ```{r conv_bmf, echo=TRUE, fig.height=4, fig.width=8} layout(t(1:2)) plot(log10(out_dsiNMF$RecError[-1]), type="b", main="Reconstruction Error") plot(log10(out_dsiNMF$RelChange[-1]), type="b", main="Relative Change") ``` The products of $W$ and $H_{k}$s show whether the original data marices are well-recovered by `dsiNMF`. ```{r rec_bmf, echo=TRUE, fig.height=5, fig.width=8} recX <- lapply(seq_along(X), function(x){ out_dsiNMF$W %*% t(out_dsiNMF$H[[x]]) }) layout(rbind(1:3, 4:6)) image.plot(X[[1]], main="X1", legend.mar=8) image.plot(X[[2]], main="X2", legend.mar=8) image.plot(X[[3]], main="X3", legend.mar=8) image.plot(recX[[1]], main="Reconstructed X1", legend.mar=8) image.plot(recX[[2]], main="Reconstructed X2", legend.mar=8) image.plot(recX[[3]], main="Reconstructed X3", legend.mar=8) ``` The histograms of $H_{k}$s show that $H_{k}$s look binary. ```{r w_h_bmf, echo=TRUE, fig.height=4, fig.width=8} layout(rbind(1:2, 3:4)) hist(out_dsiNMF$W, main="W", breaks=100) hist(out_dsiNMF$H[[1]], main="H1", breaks=100) hist(out_dsiNMF$H[[2]], main="H2", breaks=100) hist(out_dsiNMF$H[[3]], main="H3", breaks=100) ``` # Semi-Binary Simultaneous Matrix Factorization (SBSMF) Semi-Binary Simultaneous Matrix Factorization (SBSMF) is an extension of BSMF; we can select specific factor matrix (or matrices). To demonstrate SBSMF, next we use non-negative matrices from the `nnTensor` package. ```{r data3, echo=TRUE, fig.height=3.5, fig.width=8} suppressMessages(library("nnTensor")) X2 <- nnTensor::toyModel("siNMF_Easy") layout(t(1:3)) image.plot(X2[[1]], main="X1", legend.mar=8) image.plot(X2[[2]], main="X2", legend.mar=8) image.plot(X2[[3]], main="X3", legend.mar=8) ``` ## Basic Usage In SBSMF, a rank parameter $J$ ($\leq \min(N, M)$) is needed to be set in advance. Other settings such as the number of iterations (`num.iter`) or factorization algorithm (`algorithm`) are also available. For the details of arguments of dsiNMF, see `?dsiNMF`. After the calculation, various objects are returned by `dsiNMF`. SBSMF is achieved by specifying the binary regularization parameter as a large value like the below: ```{r sbmf, echo=TRUE} set.seed(123456) out_dsiNMF2 <- dsiNMF(X2, Bin_W=1E+2, J=3) str(out_dsiNMF2, 2) ``` `RecError` and `RelChange` can be used to diagnose whether the calculation is converged or not. ```{r conv_sbmf, echo=TRUE, fig.height=4, fig.width=8} layout(t(1:2)) plot(log10(out_dsiNMF2$RecError[-1]), type="b", main="Reconstruction Error") plot(log10(out_dsiNMF2$RelChange[-1]), type="b", main="Relative Change") ``` The products of $W$ and $H_{k}$s show whether the original data is well-recovered by `dsiNMF`. ```{r rec_sbmf, echo=TRUE, fig.height=5, fig.width=8} recX <- lapply(seq_along(X2), function(x){ out_dsiNMF2$W %*% t(out_dsiNMF2$H[[x]]) }) layout(rbind(1:3, 4:6)) image.plot(X2[[1]], main="X1", legend.mar=8) image.plot(X2[[2]], main="X2", legend.mar=8) image.plot(X2[[3]], main="X3", legend.mar=8) image.plot(recX[[1]], main="Reconstructed X1", legend.mar=8) image.plot(recX[[2]], main="Reconstructed X2", legend.mar=8) image.plot(recX[[3]], main="Reconstructed X3", legend.mar=8) ``` The histograms of $H_{k}$s show that all the factor matrices $H_{k}$s look binary. ```{r w_h_sbmf, echo=TRUE, fig.height=4, fig.width=8} layout(rbind(1:2, 3:4)) hist(out_dsiNMF2$W, breaks=100) hist(out_dsiNMF2$H[[1]], main="H1", breaks=100) hist(out_dsiNMF2$H[[2]], main="H2", breaks=100) hist(out_dsiNMF2$H[[3]], main="H3", breaks=100) ``` # Session Information {.unnumbered} ```{r sessionInfo, echo=FALSE} sessionInfo() ``` # References