sklearn.manifold
.smacof¶
- sklearn.manifold.smacof(dissimilarities, *, metric=True, n_components=2, init=None, n_init=8, n_jobs=None, max_iter=300, verbose=0, eps=0.001, random_state=None, return_n_iter=False, normalized_stress='warn')[source]¶
Compute multidimensional scaling using the SMACOF algorithm.
The SMACOF (Scaling by MAjorizing a COmplicated Function) algorithm is a multidimensional scaling algorithm which minimizes an objective function (the stress) using a majorization technique. Stress majorization, also known as the Guttman Transform, guarantees a monotone convergence of stress, and is more powerful than traditional techniques such as gradient descent.
The SMACOF algorithm for metric MDS can be summarized by the following steps:
Set an initial start configuration, randomly or not.
Compute the stress
Compute the Guttman Transform
Iterate 2 and 3 until convergence.
The nonmetric algorithm adds a monotonic regression step before computing the stress.
- Parameters:
- dissimilaritiesndarray of shape (n_samples, n_samples)
Pairwise dissimilarities between the points. Must be symmetric.
- metricbool, default=True
Compute metric or nonmetric SMACOF algorithm. When
False
(i.e. non-metric MDS), dissimilarities with 0 are considered as missing values.- n_componentsint, default=2
Number of dimensions in which to immerse the dissimilarities. If an
init
array is provided, this option is overridden and the shape ofinit
is used to determine the dimensionality of the embedding space.- initndarray of shape (n_samples, n_components), default=None
Starting configuration of the embedding to initialize the algorithm. By default, the algorithm is initialized with a randomly chosen array.
- n_initint, default=8
Number of times the SMACOF algorithm will be run with different initializations. The final results will be the best output of the runs, determined by the run with the smallest final stress. If
init
is provided, this option is overridden and a single run is performed.- n_jobsint, default=None
The number of jobs to use for the computation. If multiple initializations are used (
n_init
), each run of the algorithm is computed in parallel.None
means 1 unless in ajoblib.parallel_backend
context.-1
means using all processors. See Glossary for more details.- max_iterint, default=300
Maximum number of iterations of the SMACOF algorithm for a single run.
- verboseint, default=0
Level of verbosity.
- epsfloat, default=1e-3
Relative tolerance with respect to stress at which to declare convergence. The value of
eps
should be tuned separately depending on whether or notnormalized_stress
is being used.- random_stateint, RandomState instance or None, default=None
Determines the random number generator used to initialize the centers. Pass an int for reproducible results across multiple function calls. See Glossary.
- return_n_iterbool, default=False
Whether or not to return the number of iterations.
- normalized_stressbool or “auto” default=False
Whether use and return normed stress value (Stress-1) instead of raw stress calculated by default. Only supported in non-metric MDS.
New in version 1.2.
- Returns:
- Xndarray of shape (n_samples, n_components)
Coordinates of the points in a
n_components
-space.- stressfloat
The final value of the stress (sum of squared distance of the disparities and the distances for all constrained points). If
normalized_stress=True
, andmetric=False
returns Stress-1. A value of 0 indicates “perfect” fit, 0.025 excellent, 0.05 good, 0.1 fair, and 0.2 poor [1].- n_iterint
The number of iterations corresponding to the best stress. Returned only if
return_n_iter
is set toTrue
.
References
[1]“Nonmetric multidimensional scaling: a numerical method” Kruskal, J. Psychometrika, 29 (1964)
[2]“Multidimensional scaling by optimizing goodness of fit to a nonmetric hypothesis” Kruskal, J. Psychometrika, 29, (1964)
[3]“Modern Multidimensional Scaling - Theory and Applications” Borg, I.; Groenen P. Springer Series in Statistics (1997)