Functional Alignment¶
Groupwise function alignment using SRSF framework and Dynamic Programming
moduleauthor:: J. Derek Tucker <jdtuck@sandia.gov>

time_warping.
align_fPCA
(f, time, num_comp=3, showplot=True, smoothdata=False, cores=1)[source]¶ aligns a collection of functions while extracting principal components. The functions are aligned to the principal components
Parameters:  f (np.ndarray) – numpy ndarray of shape (M,N) of N functions with M samples
 time (np.ndarray) – vector of size M describing the sample points
 num_comp – number of fPCA components
 showplot – Shows plots of results using matplotlib (default = T)
 smooth_data (bool) – Smooth the data using a box filter (default = F)
 cores – number of cores for parallel (default = 1 (all))
Return type: tuple of numpy array
Return fn: aligned functions  numpy ndarray of shape (M,N) of N functions with M samples
Return qn: aligned srvfs  similar structure to fn
Return q0: original srvf  similar structure to fn
Return mqn: srvf mean or median  vector of length M
Return gam: warping functions  similar structure to fn
Return q_pca: srsf principal directions
Return f_pca: functional principal directions
Return latent: latent values
Return coef: coefficients
Return U: eigenvectors
Return orig_var: Original Variance of Functions
Return amp_var: Amplitude Variance
Return phase_var: Phase Variance

time_warping.
align_fPLS
(f, g, time, comps=3, showplot=True, smoothdata=False, delta=0.01, max_itr=100)[source]¶ This function aligns a collection of functions while performing principal least squares
Parameters:  f (np.ndarray) – numpy ndarray of shape (M,N) of N functions with M samples
 g (np.ndarray) – numpy ndarray of shape (M,N) of N functions with M samples
 time (np.ndarray) – vector of size M describing the sample points
 comps – number of fPLS components
 showplot – Shows plots of results using matplotlib (default = T)
 smooth_data (bool) – Smooth the data using a box filter (default = F)
 delta – gradient step size
 max_itr – maximum number of iterations
Return type: tuple of numpy array
Return fn: aligned functions  numpy ndarray of shape (M,N) of N
functions with M samples :return gn: aligned functions  numpy ndarray of shape (M,N) of N functions with M samples :return qfn: aligned srvfs  similar structure to fn :return qgn: aligned srvfs  similar structure to fn :return qf0: original srvf  similar structure to fn :return qg0: original srvf  similar structure to fn :return gam: warping functions  similar structure to fn :return wqf: srsf principal weight functions :return wqg: srsf principal weight functions :return wf: srsf principal weight functions :return wg: srsf principal weight functions :return cost: cost function value

class
time_warping.
fdawarp
(f, time)[source]¶ This class provides alignment methods for functional data using the SRVF framework
Usage: obj = fdawarp(f,t)
Parameters:  f – (M,N): matrix defining N functions of M samples
 time – time vector of length M
 fn – aligned functions
 qn – aligned srvfs
 q0 – initial srvfs
 fmean – function mean
 mqn – mean srvf
 gam – warping functions
 psi – srvf of warping functions
 stats – alignment statistics
 qun – cost function
 lambda – lambda
 method – optimization method
 gamI – inverse warping function
 rsamps – random samples
 fs – random aligned functions
 gams – random warping functions
 ft – random warped functions
 qs – random aligned srvfs
 type – alignment type
 mcmc – mcmc output if bayesian
Author : J. D. Tucker (JDT) <jdtuck AT sandia.gov> Date : 15Mar2018

gauss_model
(n=1, sort_samples=False)[source]¶ This function models the functional data using a Gaussian model extracted from the principal components of the srvfs
Parameters:  n (integer) – number of random samples
 sort_samples (bool) – sort samples (default = T)

joint_gauss_model
(n=1, no=3)[source]¶ This function models the functional data using a joint Gaussian model extracted from the principal components of the srsfs
Parameters:  n (integer) – number of random samples
 no (integer) – number of principal components (default = 3)

multiple_align_functions
(mu, omethod='DP2', smoothdata=False, parallel=False, lam=0.0, cores=1, grid_dim=7)[source]¶ This function aligns a collection of functions using the elastic squareroot slope (srsf) framework.
 Usage: obj.multiple_align_functions(mu)
 obj.multiple_align_functions(lambda)
obj.multiple_align_functions(lambda, …)
Parameters:  mu – vector of function to align to
 omethod – optimization method (DP, DP2, RBFGS) (default = DP)
 smoothdata (bool) – Smooth the data using a box filter (default = F)
 parallel – run in parallel (default = F)
 lam (double) – controls the elasticity (default = 0)
 cores – number of cores for parallel (default = 1 (all))
 grid_dim – size of the grid, for the DP2 method only (default = 7)

srsf_align
(method='mean', omethod='DP2', smoothdata=False, parallel=False, lam=0.0, cores=1, grid_dim=7)[source]¶ This function aligns a collection of functions using the elastic squareroot slope (srsf) framework.
Parameters:  method – (string) warp calculate Karcher Mean or Median (options = “mean” or “median”) (default=”mean”)
 omethod – optimization method (DP, DP2, RBFGS) (default = DP2)
 smoothdata (bool) – Smooth the data using a box filter (default = F)
 parallel – run in parallel (default = F)
 lam (double) – controls the elasticity (default = 0)
 cores – number of cores for parallel (default = 1 (all))
 grid_dim – size of the grid, for the DP2 method only (default = 7)
Examples >>> import tables >>> fun=tables.open_file(“../Data/simu_data.h5”) >>> f = fun.root.f[:] >>> f = f.transpose() >>> time = fun.root.time[:] >>> obj = fs.fdawarp(f,time) >>> obj.srsf_align()

time_warping.
normal
(loc=0.0, scale=1.0, size=None)¶ Draw random samples from a normal (Gaussian) distribution.
The probability density function of the normal distribution, first derived by De Moivre and 200 years later by both Gauss and Laplace independently [2], is often called the bell curve because of its characteristic shape (see the example below).
The normal distributions occurs often in nature. For example, it describes the commonly occurring distribution of samples influenced by a large number of tiny, random disturbances, each with its own unique distribution [2].
Note
New code should use the
normal
method of adefault_rng()
instance instead; please see the randomquickstart. loc : float or array_like of floats
 Mean (“centre”) of the distribution.
 scale : float or array_like of floats
 Standard deviation (spread or “width”) of the distribution. Must be nonnegative.
 size : int or tuple of ints, optional
 Output shape. If the given shape is, e.g.,
(m, n, k)
, thenm * n * k
samples are drawn. If size isNone
(default), a single value is returned ifloc
andscale
are both scalars. Otherwise,np.broadcast(loc, scale).size
samples are drawn.
 out : ndarray or scalar
 Drawn samples from the parameterized normal distribution.
 scipy.stats.norm : probability density function, distribution or
 cumulative density function, etc.
Generator.normal: which should be used for new code.
The probability density for the Gaussian distribution is
\[p(x) = \frac{1}{\sqrt{ 2 \pi \sigma^2 }} e^{  \frac{ (x  \mu)^2 } {2 \sigma^2} },\]where \(\mu\) is the mean and \(\sigma\) the standard deviation. The square of the standard deviation, \(\sigma^2\), is called the variance.
The function has its peak at the mean, and its “spread” increases with the standard deviation (the function reaches 0.607 times its maximum at \(x + \sigma\) and \(x  \sigma\) [2]). This implies that normal is more likely to return samples lying close to the mean, rather than those far away.
[1] Wikipedia, “Normal distribution”, https://en.wikipedia.org/wiki/Normal_distribution [2] (1, 2, 3) P. R. Peebles Jr., “Central Limit Theorem” in “Probability, Random Variables and Random Signal Principles”, 4th ed., 2001, pp. 51, 51, 125. Draw samples from the distribution:
>>> mu, sigma = 0, 0.1 # mean and standard deviation >>> s = np.random.normal(mu, sigma, 1000)
Verify the mean and the variance:
>>> abs(mu  np.mean(s)) 0.0 # may vary
>>> abs(sigma  np.std(s, ddof=1)) 0.1 # may vary
Display the histogram of the samples, along with the probability density function:
>>> import matplotlib.pyplot as plt >>> count, bins, ignored = plt.hist(s, 30, density=True) >>> plt.plot(bins, 1/(sigma * np.sqrt(2 * np.pi)) * ... np.exp(  (bins  mu)**2 / (2 * sigma**2) ), ... linewidth=2, color='r') >>> plt.show()
Twobyfour array of samples from N(3, 6.25):
>>> np.random.normal(3, 2.5, size=(2, 4)) array([[4.49401501, 4.00950034, 1.81814867, 7.29718677], # random [ 0.39924804, 4.68456316, 4.99394529, 4.84057254]]) # random

time_warping.
pairwise_align_bayes
(f1i, f2i, time, mcmcopts=None)[source]¶ This function aligns two functions using Bayesian framework. It will align f2 to f1. It is based on mapping warping functions to a hypersphere, and a subsequent exponential mapping to a tangent space. In the tangent space, the Zmixture pCN algorithm is used to explore both local and global structure in the posterior distribution.
The Zmixture pCN algorithm uses a mixture distribution for the proposal distribution, controlled by input parameter zpcn. The zpcn$betas must be between 0 and 1, and are the coefficients of the mixture components, with larger coefficients corresponding to larger shifts in parameter space. The zpcn[“probs”] give the probability of each shift size.
 Usage: out = pairwise_align_bayes(f1i, f2i, time)
 out = pairwise_align_bayes(f1i, f2i, time, mcmcopts)
Parameters:  f1i – vector defining M samples of function 1
 f2i – vector defining M samples of function 2
 time – time vector of length M
 mcmopts – dict of mcmc parameters
default mcmc options: tmp = {“betas”:np.array([0.5,0.5,0.005,0.0001]),”probs”:np.array([0.1,0.1,0.7,0.1])} mcmcopts = {“iter”:2*(10**4) ,”burnin”:np.minimum(5*(10**3),2*(10**4)//2),
“alpha0”:0.1, “beta0”:0.1,”zpcn”:tmp,”propvar”:1, “initcoef”:np.repeat(0,20), “npoints”:200, “extrainfo”:True}:rtype collection containing :return f2_warped: aligned f2 :return gamma: warping function :return g_coef: final g_coef :return psi: final psi :return sigma1: final sigma
if extrainfo :return accept: accept of psi samples :return betas_ind :return logl: log likelihood :return gamma_mat: posterior gammas :return gamma_stats: posterior gamma stats :return xdist: phase distance posterior :return ydist: amplitude distance posterior)

time_warping.
rand
(d0, d1, ..., dn)¶ Random values in a given shape.
Note
This is a convenience function for users porting code from Matlab, and wraps random_sample. That function takes a tuple to specify the size of the output, which is consistent with other NumPy functions like numpy.zeros and numpy.ones.
Create an array of the given shape and populate it with random samples from a uniform distribution over
[0, 1)
. d0, d1, …, dn : int, optional
 The dimensions of the returned array, must be nonnegative. If no argument is given a single Python float is returned.
 out : ndarray, shape
(d0, d1, ..., dn)
 Random values.
random
>>> np.random.rand(3,2) array([[ 0.14022471, 0.96360618], #random [ 0.37601032, 0.25528411], #random [ 0.49313049, 0.94909878]]) #random