An R package for small-scale dimensionality reduction using neighborhood-preservation dimensionality reduction methods, including t-Distributed Stochastic Neighbor Embedding, and a non-stochastic version of the LargeVis and UMAP cost functions.
The purpose of this package is to make it easier to experiment with different
dimensionality reduction methods while having more control over things like
input scaling, nearest neighbor calculations, initialization and optimization,
which can make comparisons between different packages difficult. Be warned,
most implementations are not optimized for speed and scale like O(N^2), but see
below for my dream to upgrade smallvis to more of a mediumvis.
August 11 2024 The Turbo Championship Edition Update. I have briefly
brought smallvis back from the dead to speed it up a bit. I have added:
- Barnes-Hut t-SNE. This will scale up to larger datasets and it is feasible
to run it on the full MNIST digits dataset (i.e. 70,000 items). This uses a
(2D only) C++ translation of the cython implementation in the Python
openTSNE package originally
authored by Pavlin Poličar. It's BSD
3-clause licensed (and can be found in
src/bh.h). Use it withmethod = "bhtsne". The degree of approximation can be controlled withtheta. Be aware that it's not as fast as e.g. Rtsne, at least during the optimization step. That package uses Laurens van der Maaten's original C++ code which I am very unsure can be redistributed with R code due to its BSD 4-clause license. I would love to be wrong about that though! The Quad Tree implementation could be used with other embedding methods, but I haven't got round to implementing that yet. - A C++ multi-threaded perplexity search using only the nearest neighbors of each point (3 times the perplexity) is used with BH t-SNE.
- My own rnndescent package
replaces FNN for nearest neighbor search. Apart from being a monument to my ego,
it can be faster than FNN for brute force search because it can be
multi-threaded (use
n_threadsto control this). Also, approximate nearest neighbor search becomes quite important with larger datasets. - For exact search, I have started adding multi-threaded C++ code to calculate
the gradient. Set
use_cpp = TRUEto use this. It's not as big a win in speed up as you might hope because the R code is using some very optimized linear algebra for some steps which will blow my puny C++ code out of the water. However in many cases the linear algebra libraries won't be mult-threaded so sheer brute force threads can overcome this. Just don't expect settingnthreads to give yountimes the speed. Like Barnes-Hut, this requires me to implement the gradients in C++ for each method and I haven't done that yet. - irlba is now a dependency for doing PCA on larger datasets.
I will probably at least attempt to apply Barnes-Hut and multi-threading to some other methods. On the other hand, it's taken me five years to get back to this, so don't hold your breath.
smallvis uses the vizier
package to plot the coordinates during optimization. It's not on CRAN, and
therefore requires a fairly new version of
devtools (1.9 or greater) to
install this as a dependency from github.
There is also an optional dependency on the
RSpectra package, which is used
only if you want to initialize from a spectral method (set Y_init = "laplacian" or Y_init = "normlaplacian" to do this and see the paper by
Linderman and Steinerberger for details on
why you might want to). If not present, then the standard R function eigen is
used, but this is much slower (because we only need the first few eigenvectors,
and eigen calculates all of them). On my Sandy Bridge-era laptop running R
3.4.2 on Windows 10, using Rspectra::eigs to fetch the top 3 eigenvectors from
a 6,000 x 6,000 affinity matrix takes about 6 seconds; using eigen takes
around 25 minutes.
install.packages("devtools")
devtools::install_github("jlmelville/smallvis", subdir = "smallvis")
library(smallvis)# By default, we use all numeric columns found in a data frame, so you don't need to filter out factor or strings
# set verbose = TRUE to log progress to the console
# Automatically plots the results during optimization
tsne_iris <- smallvis(iris, perplexity = 25, verbose = TRUE)
# Barnes-Hut recommended settings:
bhtsne_iris <- smallvis(iris, bh = TRUE, n_threads = 4, perplexity = 30,
nn = "approximate", inp_kernel = "knn", theta = 1.0,
exaggeration_factor = 12, stop_lying_iter = 250,
Y_init = "spca")
# Using a custom epoch_callback
uniq_spec <- unique(iris$Species)
colors <- rainbow(length(uniq_spec))
names(colors) <- uniq_spec
iris_plot <- function(x) {
plot(x, col = colors[iris$Species])
}
tsne_iris <- smallvis(iris, perplexity = 25, epoch_callback = iris_plot, verbose = TRUE)
# Default method is t-SNE, use largevis cost function instead
# Also needs a gamma value specified, and not as easy to optimize as t-SNE:
# reduce learning rate (eta) and increase maximum iterations
largevis_iris <- smallvis(iris, method = "largevis", perplexity = 25, epoch_callback = iris_plot,
eta = 0.1, max_iter = 5000, verbose = TRUE)
# For extra control over method-specific parameters pass a list as the "method" parameter:
# In largevis, gamma controls the balance of repulsion vs attraction
# The smallvis man page lists the method-specific parameters which can be controlled in this way
largevis_iris <- smallvis(iris, method = list("largevis", gamma = 1), perplexity = 25, epoch_callback = iris_plot,
eta = 0.1, max_iter = 5000, verbose = TRUE)
# UMAP: see https://github.com/lmcinnes/umap
# UMAP also has extra parameters, but we use the defaults here
umap_iris <- smallvis(iris, method = "umap", perplexity = 25, eta = 0.01)
# use (scaled) PCA initialization so embedding is repeatable
tsne_iris_spca <- smallvis(iris, perplexity = 25, epoch_callback = iris_plot, Y_init = "spca")
# or initialize from Laplacian Eigenmap (similar to UMAP initialization)
tsne_iris_lap <- smallvis(iris, perplexity = 25, epoch_callback = iris_plot, Y_init = "lap")
# or initialize from normalized Laplacian eigenvectors (even closer to UMAP initialization)
tsne_iris_nlap <- smallvis(iris, perplexity = 25, epoch_callback = iris_plot, Y_init = "normlap")
# return extra information in a list, like with Rtsne
tsne_iris_extra <- smallvis(iris, perplexity = 25, epoch_callback = iris_plot, ret_extra = TRUE)
# more (potentially large and expensive to calculate) return values, but you have to ask for them specifically
tsne_iris_extra_extra <- smallvis(iris, perplexity = 25, epoch_callback = iris_plot,
ret_extra = c("P", "Q", "DX", "DY", "X"))
# Repeat embedding 10 times and keep the one with the best cost
tsne_iris_best <- smallvis_rep(nrep = 10, X = iris, perplexity = 25, ret_extra = TRUE)
iris_plot(tsne_iris_best$Y)
# Let smallvis pick a perplexity for you, using the Intrinsic Dimensionality Perplexity
tsne_iris_idp <- smallvis(iris, epoch_callback = ecb, perplexity = "idp", Y_init = "spca",
exaggeration_factor = 4)
# Classical momentum optimization instead of delta-bar-delta
umap_iris_mom <- smallvis(iris, scale = FALSE, opt = list("mom", eta = 1e-2, mu = 0.8),
method = "umap", Y_init = "spca")
# L-BFGS optimization via the mize package
umap_iris_lbfgs <- smallvis(iris, scale = FALSE, opt = list("l-bfgs", c1 = 1e-4, c2 = 0.9),
method = "umap", Y_init = "spca", max_iter = 300)
# Early Exaggeration
tsne_iris_ex <- smallvis(iris, eta = 100, exaggeration_factor = 4, stop_lying_iter = 100)
# and Late Exaggeration as suggested by Linderman and co-workers
tsne_iris_lex <- smallvis(iris, eta = 100, exaggeration_factor = 4, stop_lying_iter = 100,
late_exaggeration_factor = 1.5, start_late_lying_iter = 900) - t-Distributed Stochastic Neighbor Embedding.
- Sammon mapping and metric Multidimensional Scaling.
- Metric MDS with geodesic distances, like an iterative version of Isomap.
- SNE and Symmetric SNE (PDF)
- Heavy-Tailed Symmetric SNE (HSSNE).
- Neighbor Retrieval Visualizer (NeRV).
- Jensen-Shannon Embedding (JSE).
- Weighted SNE using degree centrality (wt-SSNE).
- Elastic Embedding (PDF).
- LargeVis (the cost function, not the stochastic gradient descent part).
- UMAP (the cost function and calibration method): see uwot for a more functional version.
- Alpha-Beta-SNE (ABSNE) and ft-SNE which generalize t-SNE to a family of divergences.
- Global t-SNE (GSNE).
- March 23 2019: Methods that use the exponential function (e.g. NeRV, JSE, SSNE, ASNE) are now more robust, but sadly a lot slower, due to me implementing the log-sum-exp "trick" to avoid numeric underflow. This mainly helps JSE, which showed a tendency to have its gradients suddenly explode. It's still difficult to optimize, though. Perhaps symmetric JSE can help under those circumstances.
- Feb 13 2018: the UMAP paper is out, but I
have yet to read and understand it fully, so the implementation in
smallviscurrently relies on my examination of the UMAP source code, with some much-appreciated clarification from UMAP creator Leland McInnes. Expect some bugs, and any horrifically bogus results should be double-checked with the output of the official UMAP implementation before casting calumnies on the quality of UMAP itself. - LargeVis requires the use of a
gammaparameter, which weights the contribution of attractive and repulsive contributions to the cost function. In the real LargeVis, it is recommended to set this value to7, but this relies on the specifics of the stochastic gradient descent method. Insmallvis, this value is very dataset dependent: the more data you have, the smaller gamma should be to avoid over-emphasising repulsive interactions. - LargeVis partitions each pairwise interaction into either an attractive or repulsive
contribution. In
smallvis, each interaction is a combination of both. - Both UMAP and LargeVis use a classic stochastic gradient descent approach
with a decaying learning rate. The implementation in
smallvisuses the same delta-bar-delta optimization method used in t-SNE. It works well in my experience, but may require some tuning and more iterations compared to optimizing t-SNE. - In this setting, LargeVis and UMAP gradient requires quite a large value of
epsilon to avoid division by zero and get decent results. It's hard-coded to
0.1 in the LargeVis source code, so I have used the same value by default in
smallvis. It can be controlled by thelvepsparameter. - Mainly for my own benefit, there is also a theory page showing a comparison of cost functions and gradients. Also, some material on the various spectral methods, which justifies the use of Laplacian Eigenmaps (a bit).
smallvis exists mainly to satisfy my urge to answer the various, minor,
stamp-collecting questions
that have occurred to me as I have read the dimensionality reduction literature.
Those that I have cobbled together into something that demonstrates the use of
smallvis can be found at the
documentation page.
For large scale visualization in R see:
Also of relevance are:
- UMAP (in Python)
- uwot a package implementing LargeVis and UMAP.
- LargeVis (in C++)
- Spectra, the C++ library that RSpectra wraps.
- FIt-SNE, an FFT-based t-SNE library. I have implemented the "late exaggeration" method that it uses. See their paper for more details.
Much of the code here is based on my fork of Justin Donaldson's R package for t-SNE.
GPLv2 or later. Any LargeVis-specific code (e.g. cost and gradient calculation) can also be considered Apache 2.0. Similarly, Barnes-Hut and UMAP-related code is also licensed as BSD 3-clause.