Source code for graspy.inference.latent_position_test

# Copyright 2019 NeuroData (
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# See the License for the specific language governing permissions and
# limitations under the License.

import numpy as np
from scipy.linalg import orthogonal_procrustes

from ..embed import AdjacencySpectralEmbed, OmnibusEmbed, select_dimension
from ..simulations import rdpg
from ..utils import import_graph, is_symmetric
from .base import BaseInference

[docs]class LatentPositionTest(BaseInference): r""" Two-sample hypothesis test for the problem of determining whether two random dot product graphs have the same latent positions. This test assumes that the two input graphs are vertex aligned, that is, there is a known mapping between vertices in the two graphs and the input graphs have their vertices sorted in the same order. Currently, the function only supports undirected graphs. Read more in the :ref:`tutorials <inference_tutorials>` Parameters ---------- embedding : string, { 'ase' (default), 'omnibus'} String describing the embedding method to use: - 'ase' Embed each graph separately using adjacency spectral embedding and use Procrustes to align the embeddings. - 'omnibus' Embed all graphs simultaneously using omnibus embedding. n_components : None (default), or int Number of embedding dimensions. If None, the optimal embedding dimensions are found by the Zhu and Godsi algorithm. test_case : string, {'rotation' (default), 'scalar-rotation', 'diagonal-rotation'} describes the exact form of the hypothesis to test when using 'ase' or 'lse' as an embedding method. Ignored if using 'omnibus'. Given two latent positions, :math:`X_1` and :math:`X_2`, and an orthogonal rotation matrix :math:`R` that minimizes :math:`||X_1 - X_2 R||_F`: - 'rotation' .. math:: H_o: X_1 = X_2 R - 'scalar-rotation' .. math:: H_o: X_1 = c X_2 R where :math:`c` is a scalar, :math:`c > 0` - 'diagonal-rotation' .. math:: H_o: X_1 = D X_2 R where :math:`D` is an arbitrary diagonal matrix n_bootstraps : int, optional (default 500) Number of bootstrap simulations to run to generate the null distribution Attributes ---------- null_distribution_1_, null_distribution_2_ : np.ndarray (n_bootstraps,) The distribution of T statistics generated under the null, using the first and and second input graph, respectively. The latent positions of each sample graph are used independently to sample random dot product graphs, so two null distributions are generated sample_T_statistic_ : float The observed difference between the embedded positions of the two input graphs after an alignment (the type of alignment depends on ``test_case``) p_value_1_, p_value_2_ : float The p value estimated from the null distributions from sample 1 and sample 2. p_ : float The overall p value from the test; this is the max of p_value_1_ and p_value_2_ See also -------- graspy.embed.AdjacencySpectralEmbed graspy.embed.OmnibusEmbed graspy.embed.selectSVD References ---------- .. [1] Tang, M., A. Athreya, D. Sussman, V. Lyzinski, Y. Park, Priebe, C.E. "A Semiparametric Two-Sample Hypothesis Testing Problem for Random Graphs" Journal of Computational and Graphical Statistics, Vol. 26(2), 2017 """ def __init__( self, embedding="ase", n_components=None, n_bootstraps=500, test_case="rotation" ): if type(n_bootstraps) is not int: raise TypeError() if type(test_case) is not str: raise TypeError() if n_bootstraps < 1: raise ValueError( "{} is invalid number of bootstraps, must be greater than 1".format( n_bootstraps ) ) if test_case not in ["rotation", "scalar-rotation", "diagonal-rotation"]: raise ValueError( "test_case must be one of 'rotation', 'scalar-rotation'," + "'diagonal-rotation'" ) super().__init__(embedding=embedding, n_components=n_components) self.n_bootstraps = n_bootstraps self.test_case = test_case # paper uses these always, but could be kwargs eventually. need to test self.rescale = False self.loops = False def _bootstrap(self, X_hat): t_bootstrap = np.zeros(self.n_bootstraps) for i in range(self.n_bootstraps): A1_simulated = rdpg(X_hat, rescale=self.rescale, loops=self.loops) A2_simulated = rdpg(X_hat, rescale=self.rescale, loops=self.loops) X1_hat_simulated, X2_hat_simulated = self._embed( A1_simulated, A2_simulated, check_lcc=False ) t_bootstrap[i] = self._difference_norm(X1_hat_simulated, X2_hat_simulated) return t_bootstrap def _difference_norm(self, X1, X2): if self.embedding in ["ase"]: if self.test_case == "rotation": R = orthogonal_procrustes(X1, X2)[0] return np.linalg.norm(X1 @ R - X2) elif self.test_case == "scalar-rotation": R, s = orthogonal_procrustes(X1, X2) return np.linalg.norm(s / np.sum(X1 ** 2) * X1 @ R - X2) elif self.test_case == "diagonal-rotation": normX1 = np.sum(X1 ** 2, axis=1) normX2 = np.sum(X2 ** 2, axis=1) normX1[normX1 <= 1e-15] = 1 normX2[normX2 <= 1e-15] = 1 X1 = X1 / np.sqrt(normX1[:, None]) X2 = X2 / np.sqrt(normX2[:, None]) R = orthogonal_procrustes(X1, X2)[0] return np.linalg.norm(X1 @ R - X2) else: # in the omni case we don't need to align return np.linalg.norm(X1 - X2) def _embed(self, A1, A2, check_lcc=True): if self.embedding == "ase": X1_hat = AdjacencySpectralEmbed( n_components=self.n_components, check_lcc=check_lcc ).fit_transform(A1) X2_hat = AdjacencySpectralEmbed( n_components=self.n_components, check_lcc=check_lcc ).fit_transform(A2) elif self.embedding == "omnibus": X_hat_compound = OmnibusEmbed( n_components=self.n_components, check_lcc=check_lcc ).fit_transform((A1, A2)) X1_hat = X_hat_compound[0] X2_hat = X_hat_compound[1] return (X1_hat, X2_hat)
[docs] def fit(self, A1, A2): """ Fits the test to the two input graphs Parameters ---------- A1, A2 : nx.Graph, nx.DiGraph, nx.MultiDiGraph, nx.MultiGraph, np.ndarray The two graphs to run a hypothesis test on. If np.ndarray, shape must be ``(n_vertices, n_vertices)`` for both graphs, where ``n_vertices`` is the same for both Returns ------- p : float The p value corresponding to the specified hypothesis test """ A1 = import_graph(A1) A2 = import_graph(A2) if not is_symmetric(A1) or not is_symmetric(A2): raise NotImplementedError() # TODO asymmetric case if A1.shape != A2.shape: raise ValueError("Input matrices do not have matching dimensions") if self.n_components is None: # get the last elbow from ZG for each and take the maximum num_dims1 = select_dimension(A1)[0][-1] num_dims2 = select_dimension(A2)[0][-1] self.n_components = max(num_dims1, num_dims2) X_hats = self._embed(A1, A2) sample_T_statistic = self._difference_norm(X_hats[0], X_hats[1]) null_distribution_1 = self._bootstrap(X_hats[0]) null_distribution_2 = self._bootstrap(X_hats[1]) # Continuity correction - note that the +0.5 causes p > 1 sometimes # TODO p_value_1 = ( len(null_distribution_1[null_distribution_1 >= sample_T_statistic]) + 0.5 ) / self.n_bootstraps p_value_2 = ( len(null_distribution_2[null_distribution_2 >= sample_T_statistic]) + 0.5 ) / self.n_bootstraps if p_value_1 < 1 / self.n_bootstraps: p_value_1 = 1 / self.n_bootstraps if p_value_2 < 1 / self.n_bootstraps: p_value_2 = 1 / self.n_bootstraps p_value = max(p_value_1, p_value_2) self.null_distribution_1_ = null_distribution_1 self.null_distribution_2_ = null_distribution_2 self.sample_T_statistic_ = sample_T_statistic self.p_value_1_ = p_value_1 self.p_value_2_ = p_value_2 self.p_value_ = p_value return p_value