Note
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Transform a signal as a sparse combination of Ricker wavelets. This example visually compares different sparse coding methods using the sklearn.decomposition.SparseCoder
estimator. The Ricker (also known as Mexican hat or the second derivative of a Gaussian) is not a particularly good kernel to represent piecewise constant signals like this one. It can therefore be seen how much adding different widths of atoms matters and it therefore motivates learning the dictionary to best fit your type of signals.
The richer dictionary on the right is not larger in size, heavier subsampling is performed in order to stay on the same order of magnitude.
print(__doc__) from distutils.version import LooseVersion import numpy as np import matplotlib.pyplot as plt from sklearn.decomposition import SparseCoder def ricker_function(resolution, center, width): """Discrete sub-sampled Ricker (Mexican hat) wavelet""" x = np.linspace(0, resolution - 1, resolution) x = ((2 / ((np.sqrt(3 * width) * np.pi ** 1 / 4))) * (1 - ((x - center) ** 2 / width ** 2)) * np.exp((-(x - center) ** 2) / (2 * width ** 2))) return x def ricker_matrix(width, resolution, n_components): """Dictionary of Ricker (Mexican hat) wavelets""" centers = np.linspace(0, resolution - 1, n_components) D = np.empty((n_components, resolution)) for i, center in enumerate(centers): D[i] = ricker_function(resolution, center, width) D /= np.sqrt(np.sum(D ** 2, axis=1))[:, np.newaxis] return D resolution = 1024 subsampling = 3 # subsampling factor width = 100 n_components = resolution // subsampling # Compute a wavelet dictionary D_fixed = ricker_matrix(width=width, resolution=resolution, n_components=n_components) D_multi = np.r_[tuple(ricker_matrix(width=w, resolution=resolution, n_components=n_components // 5) for w in (10, 50, 100, 500, 1000))] # Generate a signal y = np.linspace(0, resolution - 1, resolution) first_quarter = y < resolution / 4 y[first_quarter] = 3. y[np.logical_not(first_quarter)] = -1. # List the different sparse coding methods in the following format: # (title, transform_algorithm, transform_alpha, transform_n_nozero_coefs) estimators = [('OMP', 'omp', None, 15, 'navy'), ('Lasso', 'lasso_cd', 2, None, 'turquoise'), ] lw = 2 # Avoid FutureWarning about default value change when numpy >= 1.14 lstsq_rcond = None if LooseVersion(np.__version__) >= '1.14' else -1 plt.figure(figsize=(13, 6)) for subplot, (D, title) in enumerate(zip((D_fixed, D_multi), ('fixed width', 'multiple widths'))): plt.subplot(1, 2, subplot + 1) plt.title('Sparse coding against %s dictionary' % title) plt.plot(y, lw=lw, linestyle='--', label='Original signal') # Do a wavelet approximation for title, algo, alpha, n_nonzero, color in estimators: coder = SparseCoder(dictionary=D, transform_n_nonzero_coefs=n_nonzero, transform_alpha=alpha, transform_algorithm=algo) x = coder.transform(y.reshape(1, -1)) density = len(np.flatnonzero(x)) x = np.ravel(np.dot(x, D)) squared_error = np.sum((y - x) ** 2) plt.plot(x, color=color, lw=lw, label='%s: %s nonzero coefs,\n%.2f error' % (title, density, squared_error)) # Soft thresholding debiasing coder = SparseCoder(dictionary=D, transform_algorithm='threshold', transform_alpha=20) x = coder.transform(y.reshape(1, -1)) _, idx = np.where(x != 0) x[0, idx], _, _, _ = np.linalg.lstsq(D[idx, :].T, y, rcond=lstsq_rcond) x = np.ravel(np.dot(x, D)) squared_error = np.sum((y - x) ** 2) plt.plot(x, color='darkorange', lw=lw, label='Thresholding w/ debiasing:\n%d nonzero coefs, %.2f error' % (len(idx), squared_error)) plt.axis('tight') plt.legend(shadow=False, loc='best') plt.subplots_adjust(.04, .07, .97, .90, .09, .2) plt.show()
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