// Evaluate t-SNE cost function (approximately) double TSNE::evaluateError(int* row_P, int* col_P, double* val_P, double* Y, int N, double theta) { // Get estimate of normalization term const int QT_NO_DIMS = 2; QuadTree* tree = new QuadTree(Y, N); double buff[QT_NO_DIMS] = {.0, .0}; double sum_Q = .0; for(int n = 0; n < N; n++) tree->computeNonEdgeForces(n, theta, buff, &sum_Q); // Loop over all edges to compute t-SNE error int ind1, ind2; double C = .0, Q; for(int n = 0; n < N; n++) { ind1 = n * QT_NO_DIMS; for(int i = row_P[n]; i < row_P[n + 1]; i++) { Q = .0; ind2 = col_P[i] * QT_NO_DIMS; for(int d = 0; d < QT_NO_DIMS; d++) buff[d] = Y[ind1 + d]; for(int d = 0; d < QT_NO_DIMS; d++) buff[d] -= Y[ind2 + d]; for(int d = 0; d < QT_NO_DIMS; d++) Q += buff[d] * buff[d]; Q = (1.0 / (1.0 + Q)) / sum_Q; C += val_P[i] * log((val_P[i] + FLT_MIN) / (Q + FLT_MIN)); } } return C; }
// Compute gradient of the t-SNE cost function (using Barnes-Hut algorithm) void TSNE::computeGradient(double* P, int* inp_row_P, int* inp_col_P, double* inp_val_P, double* Y, int N, int D, double* dC, double theta) { // Construct quadtree on current map QuadTree* tree = new QuadTree(Y, N); // Compute all terms required for t-SNE gradient double sum_Q = .0; double* pos_f = (double*) calloc(N * D, sizeof(double)); double* neg_f = (double*) calloc(N * D, sizeof(double)); if(pos_f == NULL || neg_f == NULL) { printf("Memory allocation failed!\n"); exit(1); } tree->computeEdgeForces(inp_row_P, inp_col_P, inp_val_P, N, pos_f); for(int n = 0; n < N; n++) tree->computeNonEdgeForces(n, theta, neg_f + n * D, &sum_Q); // Compute final t-SNE gradient for(int i = 0; i < N * D; i++) { dC[i] = pos_f[i] - (neg_f[i] / sum_Q); } free(pos_f); free(neg_f); delete tree; }