Sparse Coding With Precomputed Dictionary

Introduction

In this lab, we will learn how to transform a signal as a sparse combination of Ricker wavelets using sparse coding methods. 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.

We will visually compare different sparse coding methods using the SparseCoder estimator. 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.

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Skills Graph

Import Libraries

We will begin by importing the necessary libraries.

import numpy as np
import matplotlib.pyplot as plt
from sklearn.decomposition import SparseCoder

Define Ricker Wavelet Functions

We will define functions to generate a Ricker wavelet and a dictionary of Ricker wavelets.

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**0.25))
        * (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

Generate a Signal

We will generate a signal and visualize it using Matplotlib.

resolution = 1024
subsampling = 3  ## subsampling factor
width = 100
n_components = resolution // subsampling

## Generate a signal
y = np.linspace(0, resolution - 1, resolution)
first_quarter = y < resolution / 4
y[first_quarter] = 3.0
y[np.logical_not(first_quarter)] = -1.0

## Visualize the signal
plt.figure()
plt.plot(y)
plt.title("Original Signal")
plt.show()

Compute a Wavelet Dictionary

We will compute a wavelet dictionary and visualize it using Matplotlib.

## 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)
    )
]

## Visualize the wavelet dictionary
plt.figure(figsize=(10, 5))
for i, D in enumerate((D_fixed, D_multi)):
    plt.subplot(1, 2, i + 1)
    plt.imshow(D, cmap=plt.cm.gray, interpolation="nearest")
    plt.title("Wavelet Dictionary (%s)" % ("fixed width" if i == 0 else "multiple widths"))
    plt.axis("off")
plt.show()

Sparse Coding

We will perform sparse coding on the signal using different methods and visualize the results.

## List the different sparse coding methods in the following format:
## (title, transform_algorithm, transform_alpha,
##  transform_n_nozero_coefs, color)
estimators = [
    ("OMP", "omp", None, 15, "navy"),
    ("Lasso", "lasso_lars", 2, None, "turquoise"),
]
lw = 2

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=None)
    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(0.04, 0.07, 0.97, 0.90, 0.09, 0.2)
plt.show()

Summary

In this lab, we learned how to transform a signal as a sparse combination of Ricker wavelets using sparse coding methods and the SparseCoder estimator. We also compared different sparse coding methods and visualized the results.