[SciPy-User] sparse distance matrix ?

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[SciPy-User] sparse distance matrix ?

josef.pktd
(sunday morning puzzle)

Is there a way to get thresholded distance matrices as sparse matrices
without going through the full dense distance array or explicit
looping?

I didn't see anything in scipy.spatial or in scikit-learn.

usecase is linear algebra not nearest neighbor search

example converts 2d score levels into 1d score levels.
The example could be done with kronecker product, but not in the general case.

>>> ng, ni = 5, 4
>>> x = 100 * np.repeat(np.arange(1,ng+1), ni) + np.tile(np.arange(ni), ng)
>>> x
array([100, 101, 102, 103, 200, 201, 202, 203, 300, 301, 302, 303, 400,
       401, 402, 403, 500, 501, 502, 503])

dense absolute distance

>>> dx1 = np.abs(x[:,None] - x)
>>> dx1[:10, :10]
array([[  0,   1,   2,   3, 100, 101, 102, 103, 200, 201],
       [  1,   0,   1,   2,  99, 100, 101, 102, 199, 200],
       [  2,   1,   0,   1,  98,  99, 100, 101, 198, 199],
       [  3,   2,   1,   0,  97,  98,  99, 100, 197, 198],
       [100,  99,  98,  97,   0,   1,   2,   3, 100, 101],
       [101, 100,  99,  98,   1,   0,   1,   2,  99, 100],
       [102, 101, 100,  99,   2,   1,   0,   1,  98,  99],
       [103, 102, 101, 100,   3,   2,   1,   0,  97,  98],
       [200, 199, 198, 197, 100,  99,  98,  97,   0,   1],
       [201, 200, 199, 198, 101, 100,  99,  98,   1,   0]])

I'd like to get the following as scipy.sparse matrices:

close distances

>>> (dx1) * (dx1 < 3)
array([[0, 1, 2, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
       [1, 0, 1, 2, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
       [2, 1, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
       [0, 2, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
       [0, 0, 0, 0, 0, 1, 2, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
       [0, 0, 0, 0, 1, 0, 1, 2, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
       [0, 0, 0, 0, 2, 1, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
       [0, 0, 0, 0, 0, 2, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
       [0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 2, 0, 0, 0, 0, 0, 0, 0, 0, 0],
       [0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 1, 2, 0, 0, 0, 0, 0, 0, 0, 0],
       [0, 0, 0, 0, 0, 0, 0, 0, 2, 1, 0, 1, 0, 0, 0, 0, 0, 0, 0, 0],
       [0, 0, 0, 0, 0, 0, 0, 0, 0, 2, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0],
       [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 2, 0, 0, 0, 0, 0],
       [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 1, 2, 0, 0, 0, 0],
       [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 2, 1, 0, 1, 0, 0, 0, 0],
       [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 2, 1, 0, 0, 0, 0, 0],
       [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 2, 0],
       [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 0, 1, 2],
       [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 2, 1, 0, 1],
       [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 2, 1, 0]])

reversed

>>> (5 - dx1) * (dx1 < 3)
array([[5, 4, 3, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
       [4, 5, 4, 3, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
       [3, 4, 5, 4, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
       [0, 3, 4, 5, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
       [0, 0, 0, 0, 5, 4, 3, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
       [0, 0, 0, 0, 4, 5, 4, 3, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
       [0, 0, 0, 0, 3, 4, 5, 4, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
       [0, 0, 0, 0, 0, 3, 4, 5, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
       [0, 0, 0, 0, 0, 0, 0, 0, 5, 4, 3, 0, 0, 0, 0, 0, 0, 0, 0, 0],
       [0, 0, 0, 0, 0, 0, 0, 0, 4, 5, 4, 3, 0, 0, 0, 0, 0, 0, 0, 0],
       [0, 0, 0, 0, 0, 0, 0, 0, 3, 4, 5, 4, 0, 0, 0, 0, 0, 0, 0, 0],
       [0, 0, 0, 0, 0, 0, 0, 0, 0, 3, 4, 5, 0, 0, 0, 0, 0, 0, 0, 0],
       [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 5, 4, 3, 0, 0, 0, 0, 0],
       [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 4, 5, 4, 3, 0, 0, 0, 0],
       [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 3, 4, 5, 4, 0, 0, 0, 0],
       [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 3, 4, 5, 0, 0, 0, 0],
       [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 5, 4, 3, 0],
       [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 4, 5, 4, 3],
       [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 3, 4, 5, 4],
       [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 3, 4, 5]])

boolean

>>> (dx1 < 3).astype(int)
array([[1, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
       [1, 1, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
       [1, 1, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
       [0, 1, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
       [0, 0, 0, 0, 1, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
       [0, 0, 0, 0, 1, 1, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
       [0, 0, 0, 0, 1, 1, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
       [0, 0, 0, 0, 0, 1, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0],
       [0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0, 0],
       [0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0],
       [0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0],
       [0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 0, 0, 0, 0, 0, 0, 0, 0],
       [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 0, 0, 0, 0, 0],
       [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 1, 0, 0, 0, 0],
       [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 1, 0, 0, 0, 0],
       [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 0, 0, 0, 0],
       [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 0],
       [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 1],
       [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 1],
       [0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1]])
>>>

Josef
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Re: sparse distance matrix ?

Sturla Molden-3
<[hidden email]> wrote:
> (sunday morning puzzle)
>
> Is there a way to get thresholded distance matrices as sparse matrices
> without going through the full dense distance array or explicit
> looping?

scipy.spatial.cKDTree can do this.

Sturla

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Re: sparse distance matrix ?

josef.pktd
On Sun, Apr 6, 2014 at 2:41 PM, Sturla Molden <[hidden email]> wrote:
> <[hidden email]> wrote:
>> (sunday morning puzzle)
>>
>> Is there a way to get thresholded distance matrices as sparse matrices
>> without going through the full dense distance array or explicit
>> looping?
>
> scipy.spatial.cKDTree can do this.

Thanks Sturla, I forgot to look there, because I don't need repeated look-up.

Josef

>
> Sturla
>
> _______________________________________________
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Re: sparse distance matrix ?

Sturla Molden-3
<[hidden email]> wrote:

>> scipy.spatial.cKDTree can do this.
>
> Thanks Sturla, I forgot to look there, because I don't need repeated look-up.

You do need repeated lookups in the case of distance matrix. There are
potentially n*(n-1)/2 distances to compute. But you don't need all of
these, if they are out of the bound you specity. So with a kd-tree you can
avoid computing distances you don't need, by rejecting a whole branch of
the tree at once. That can be considerably faster than brute-forcing all
pair-wise distances.

Sturla

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Re: sparse distance matrix ?

Emanuele Olivetti-3
In reply to this post by josef.pktd
On 04/06/2014 02:34 PM, [hidden email] wrote:
> (sunday morning puzzle)
>
> Is there a way to get thresholded distance matrices as sparse matrices
> without going through the full dense distance array or explicit
> looping?
>
>

There is something like that in scikit.learn: kneighbors_graph() and
radius_neighbors_graph(), with the argument mode='distance':

http://scikit-learn.org/stable/modules/generated/sklearn.neighbors.kneighbors_graph.html#sklearn.neighbors.kneighbors_graph
http://scikit-learn.org/stable/modules/generated/sklearn.neighbors.radius_neighbors_graph.html#sklearn.neighbors.radius_neighbors_graph

Best,

Emanuele


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