% % [idx,netsim,dpsim,expref]=apcluster(s,p) % % APCLUSTER uses affinity propagation (Frey and Dueck, Science, % 2007) to identify data clusters, using a set of real-valued % pair-wise data point similarities as input. Each cluster is % represented by a data point called a cluster center, and the % method searches for clusters so as to maximize a fitness % function called net similarity. The method is iterative and % stops after maxits iterations (default of 500 - see below for % how to change this value) or when the cluster centers stay % constant for convits iterations (default of 50). The command % apcluster(s,p,'plot') can be used to plot the net similarity % during operation of the algorithm. % % For N data points, there may be as many as N^2-N pair-wise % similarities (note that the similarity of data point i to k % need not be equal to the similarity of data point k to i). % These may be passed to APCLUSTER in an NxN matrix s, where % s(i,k) is the similarity of point i to point k. In fact, only % a smaller number of relevant similarities are needed for % APCLUSTER to work. If only M similarity values are known, % where M < N^2-N, they can be passed to APCLUSTER in an Mx3 % matrix s, where each row of s contains a pair of data point % indices and a corresponding similarity value: s(j,3) is the % similarity of data point s(j,1) to data point s(j,2). % % APCLUSTER automatically determines the number of clusters, % based on the input p, which is an Nx1 matrix of real numbers % called preferences. p(i) indicates the preference that data % point i be chosen as a cluster center. A good choice is to % set all preference values to the median of the similarity % values. The number of identified clusters can be increased or % decreased by changing this value accordingly. If p is a % scalar, APCLUSTER assumes all preferences are equal to p. % % The fitness function (net similarity) used to search for % solutions equals the sum of the preferences of the the data % centers plus the sum of the similarities of the other data % points to their data centers. % % The identified cluster centers and the assignments of other % data points to these centers are returned in idx. idx(j) is % the index of the data point that is the cluster center for % data point j. If idx(j) equals j, then point j is itself a % cluster center. The sum of the similarities of the data % points to their cluster centers is returned in dpsim, the % sum of the preferences of the identified cluster centers is % returned in expref and the net similarity (sum of the data % point similarities and preferences) is returned in netsim. % % EXAMPLE % % N=100; x=rand(N,2); % Create N, 2-D data points % M=N*N-N; s=zeros(M,3); % Make ALL N^2-N similarities % j=1; % for i=1:N % for k=[1:i-1,i+1:N] % s(j,1)=i; s(j,2)=k; s(j,3)=-sum((x(i,:)-x(k,:)).^2); % j=j+1; % end; % end; % p=median(s(:,3)); % Set preference to median similarity % [idx,netsim,dpsim,expref]=apcluster(s,p,'plot'); % fprintf('Number of clusters: %d\n',length(unique(idx))); % fprintf('Fitness (net similarity): %f\n',netsim); % figure; % Make a figures showing the data and the clusters % for i=unique(idx)' % ii=find(idx==i); h=plot(x(ii,1),x(ii,2),'o'); hold on; % col=rand(1,3); set(h,'Color',col,'MarkerFaceColor',col); % xi1=x(i,1)*ones(size(ii)); xi2=x(i,2)*ones(size(ii)); % line([x(ii,1),xi1]',[x(ii,2),xi2]','Color',col); % end; % axis equal tight; % % PARAMETERS % % [idx,netsim,dpsim,expref]=apcluster(s,p,'NAME',VALUE,...) % % The following parameters can be set by providing name-value % pairs, eg, apcluster(s,p,'maxits',1000): % % Parameter Value % 'sparse' No value needed. Use when the number of data % points is large (eg, >3000). Normally, % APCLUSTER passes messages between every pair % of data points. This flag causes APCLUSTER % to pass messages between pairs of points only % if their input similarity is provided and % is not equal to -Inf. % 'maxits' Any positive integer. This specifies the % maximum number of iterations performed by % affinity propagation. Default: 500. % 'convits' Any positive integer. APCLUSTER decides that % the algorithm has converged if the estimated % cluster centers stay fixed for convits % iterations. Increase this value to apply a % more stringent convergence test. Default: 50. % 'dampfact' A real number that is less than 1 and % greater than or equal to 0.5. This sets the % damping level of the message-passing method, % where values close to 1 correspond to heavy % damping which may be needed if oscillations % occur. % 'plot' No value needed. This creates a figure that % plots the net similarity after each iteration % of the method. If the net similarity fails to % converge, consider increasing the values of % dampfact and maxits. % 'details' No value needed. This causes idx, netsim, % dpsim and expref to be stored after each % iteration. % 'nonoise' No value needed. Degenerate input similarities % (eg, where the similarity of i to k equals the % similarity of k to i) can prevent convergence. % To avoid this, APCLUSTER adds a small amount % of noise to the input similarities. This flag % turns off the addition of noise. % % Copyright (c) Brendan J. Frey and Delbert Dueck (2006). This % software may be freely used and distributed for % non-commercial purposes. function [idx,netsim,dpsim,expref]=apcluster(s,p,varargin); % Handle arguments to function if nargin<2 error('Too few input arguments'); else maxits=500; convits=50; lam=0.5; plt=0; details=0; nonoise=0; i=1; while i<=length(varargin) if strcmp(varargin{i},'plot') plt=1; i=i+1; elseif strcmp(varargin{i},'details') details=1; i=i+1; elseif strcmp(varargin{i},'sparse') [idx,netsim,dpsim,expref]=apcluster_sparse(s,p,varargin{:}); return; elseif strcmp(varargin{i},'nonoise') nonoise=1; i=i+1; elseif strcmp(varargin{i},'maxits') maxits=varargin{i+1}; i=i+2; if maxits<=0 error('maxits must be a positive integer'); end; elseif strcmp(varargin{i},'convits') convits=varargin{i+1}; i=i+2; if convits<=0 error('convits must be a positive integer'); end; elseif strcmp(varargin{i},'dampfact') lam=varargin{i+1}; i=i+2; if (lam<0.5)||(lam>=1) error('dampfact must be >= 0.5 and < 1'); end; else i=i+1; end; end; end; if lam>0.9 fprintf('\n*** Warning: Large damping factor in use. Turn on plotting\n'); fprintf(' to monitor the net similarity. The algorithm will\n'); fprintf(' change decisions slowly, so consider using a larger value\n'); fprintf(' of convits.\n\n'); end; % Check that standard arguments are consistent in size if length(size(s))~=2 error('s should be a 2D matrix'); elseif length(size(p))>2 error('p should be a vector or a scalar'); elseif size(s,2)==3 tmp=max(max(s(:,1)),max(s(:,2))); if length(p)==1 N=tmp; else N=length(p); end; if tmp>N error('data point index exceeds number of data points'); elseif min(min(s(:,1)),min(s(:,2)))<=0 error('data point indices must be >= 1'); end; elseif size(s,1)==size(s,2) N=size(s,1); if (length(p)~=N)&&(length(p)~=1) error('p should be scalar or a vector of size N'); end; else error('s must have 3 columns or be square'); end; % Construct similarity matrix if N>3000 fprintf('\n*** Warning: Large memory request. Consider activating\n'); fprintf(' the sparse version of APCLUSTER.\n\n'); end; if size(s,2)==3 S=-Inf*ones(N,N); for j=1:size(s,1) S(s(j,1),s(j,2))=s(j,3); end; else S=s; end; % In case user did not remove degeneracies from the input similarities, % avoid degenerate solutions by adding a small amount of noise to the % input similarities if ~nonoise rns=randn('state'); randn('state',0); S=S+(eps*S+realmin*100).*rand(N,N); randn('state',rns); end; % Place preferences on the diagonal of S if length(p)==1 for i=1:N S(i,i)=p; end; else for i=1:N S(i,i)=p(i); end; end; % Allocate space for messages, etc dS=diag(S); A=zeros(N,N); R=zeros(N,N); t=1; if plt netsim=zeros(1,maxits+1); end; if details idx=zeros(N,maxits+1); netsim=zeros(1,maxits+1); dpsim=zeros(1,maxits+1); expref=zeros(1,maxits+1); end; % Execute parallel affinity propagation updates e=zeros(N,convits); dn=0; i=0; while ~dn i=i+1; % Compute responsibilities Rold=R; AS=A+S; [Y,I]=max(AS,[],2); for k=1:N AS(k,I(k))=-realmax; end; [Y2,I2]=max(AS,[],2); R=S-repmat(Y,[1,N]); for k=1:N R(k,I(k))=S(k,I(k))-Y2(k); end; R=(1-lam)*R+lam*Rold; % Damping % Compute availabilities Aold=A; Rp=max(R,0); for k=1:N Rp(k,k)=R(k,k); end; A=repmat(sum(Rp,1),[N,1])-Rp; dA=diag(A); A=min(A,0); for k=1:N A(k,k)=dA(k); end; A=(1-lam)*A+lam*Aold; % Damping % Check for convergence E=((diag(A)+diag(R))>0); e(:,mod(i-1,convits)+1)=E; K=sum(E); if i>=convits || i>=maxits se=sum(e,2); unconverged=(sum((se==convits)+(se==0))~=N); if (~unconverged&&(K>0))||(i==maxits) dn=1; end; end; % Handle plotting and storage of details, if requested if plt||details if K==0 tmpnetsim=nan; tmpdpsim=nan; tmpexpref=nan; tmpidx=nan; else I=find(E); [tmp c]=max(S(:,I),[],2); c(I)=1:K; tmpidx=I(c); tmpnetsim=sum(S((tmpidx-1)*N+[1:N]')); tmpexpref=sum(dS(I)); tmpdpsim=tmpnetsim-tmpexpref; end; end; if details netsim(i)=tmpnetsim; dpsim(i)=tmpdpsim; expref(i)=tmpexpref; idx(:,i)=tmpidx; end; if plt netsim(i)=tmpnetsim; figure(234); tmp=1:i; tmpi=find(~isnan(netsim(1:i))); plot(tmp(tmpi),netsim(tmpi),'r-'); xlabel('# Iterations'); ylabel('Fitness (net similarity) of quantized intermediate solution'); drawnow; end; end; I=find(diag(A+R)>0); K=length(I); % Identify exemplars if K>0 [tmp c]=max(S(:,I),[],2); c(I)=1:K; % Identify clusters % Refine the final set of exemplars and clusters and return results for k=1:K ii=find(c==k); [y j]=max(sum(S(ii,ii),1)); I(k)=ii(j(1)); end; [tmp c]=max(S(:,I),[],2); c(I)=1:K; tmpidx=I(c); tmpnetsim=sum(S((tmpidx-1)*N+[1:N]')); tmpexpref=sum(dS(I)); else tmpidx=nan*ones(N,1); tmpnetsim=nan; tmpexpref=nan; end; if details netsim(i+1)=tmpnetsim; netsim=netsim(1:i+1); dpsim(i+1)=tmpnetsim-tmpexpref; dpsim=dpsim(1:i+1); expref(i+1)=tmpexpref; expref=expref(1:i+1); idx(:,i+1)=tmpidx; idx=idx(:,1:i+1); else netsim=tmpnetsim; dpsim=tmpnetsim-tmpexpref; expref=tmpexpref; idx=tmpidx; end; if plt||details fprintf('\nNumber of identified clusters: %d\n',K); fprintf('Fitness (net similarity): %f\n',tmpnetsim); fprintf(' Similarities of data points to exemplars: %f\n',dpsim(end)); fprintf(' Preferences of selected exemplars: %f\n',tmpexpref); fprintf('Number of iterations: %d\n\n',i); end; if unconverged fprintf('\n*** Warning: Algorithm did not converge. The similarities\n'); fprintf(' may contain degeneracies - add noise to the similarities\n'); fprintf(' to remove degeneracies. To monitor the net similarity,\n'); fprintf(' activate plotting. Also, consider increasing maxits and\n'); fprintf(' if necessary dampfact.\n\n'); end;