This R package contains function for simulating multi-view data,
calculating kernels from raw data, calculating graph Laplacians from
kernel functions, and estimating joint clustering spaces for multi-view
spectral clustering. The joint spaces are estimated using different
approaches both based on the flag manifold.
Data Simulation
clustStruct
We provide the clustStruct function (as in, “cluster
structure”) to simulate multi-view data sets. The data sets are all
simulated from a multivariate normal distribution using the
mvrnorm function from the MASS package. The
data sets will all have the same sample size, n. You can
control the number of features within each view using p and
the number of clusters in each view using k.
Data are simulated from a \(MVN(\mu,I)\) distribution. The mean \(\mu\) is drawn from the vector \([0, 2^{1:k-1}]\), e.g., if \(k=3\), we draw a third of the data from
\(MVN(0,\tau I)\), a third from \(MVN(2,\tau I)\), and a third from \(MVN(4,\tau I)\). In other words, each
subset is draw from an \(MVN\)
distribution with a mean 2 larger than the previous.
When noiseDat="random" extra random noise is added to
each view. This random noise is drawn from a \(MVN(0,\tau I)\) distribution where
randNoise \(= \tau\). The
final data supplied for each view is \(\tilde{Z}=Z+E\), where \(Z\sim MVN(\mu,I)\) and \(E \sim MVN(0,\tau I)\). The data are
generated using mapply for k, p,
and randNoise, meaning you can supply vectors for all three
to create views with different numbers of clusters, features, and noise
levels.
You may also supply an \(n\times p\)
data frame to the noiseDat argument, in this case all
simulated data must have p features.
Below is an example of simulating a three view study with 2, 3, and 4
clusters within each view, respectively. There are 60, 90, and 120
features in each view, respectively, and the same amount of random noise
is added to each view (rn=4).
n <- 120 # Sample size
k <- c(2,3,4) # Number of clusters
p <- c(60, 90, 120) # Number of features
rn <- 4 # Amount of extra noise added to each cluster
dd <- clustStruct(n=n, p=p, k=k)
trueGroups
We understand that the true clustering structure can be confusing
from our simulation procedure. We provide the trueGroups
function to help with this. It gives a breakdown of the different
clustering pairs from each view and gives the number of unique groupings
in the Grps column. The data we simulated above has 6
unique groups to estimate.
trueGroups(n,k)
#> V1 V2 V3 Grps
#> 1 1 1 1 1
#> 31 1 1 2 2
#> 41 1 2 2 3
#> 61 2 2 3 4
#> 81 2 3 3 5
#> 91 2 3 4 6
Graph Laplacians
We supply two functions to calculate graph Laplacians from real data
sets. The first, kernelLaplacian, first calculates a kernel
matrix to use as the graph adjacency matrix, \(A\). It then calculated the graph Laplacian
from this kernel using the Laplacian function. If you would
like to calculate your own adjacency matrix, you can use the
Laplacian function instead.
The kernelLaplacian function has four built in kernel
functions: the classic linear kernel \[A_{ij}
=\langle x_i, x_j\rangle,\] where \(\langle \cdot, \cdot \rangle\) is the dot
product, \(x_i\) is the vector of \(p\) features from subject \(i\); the classic Gaussian kernel \[A_{ij} =
e^\frac{-||x_i-x_j||_2^2}{\rho},\] where \(||\cdot||_2\) is the Euclidean norm and
\(\rho\) is a tuning parameter; the
Zelnik-Manor self-tuning kernel \[A_{ij} =
e^\frac{-||x_i-x_j||_2^2}{s_1s_2},\] where \(s_i\) is the Euclidean distance to the
\(k^{th}\) nearest neighbor of \(x_i\), and the adaptive density-aware
kernel from the Spectrum package \[A_{ij} =
exp\left(\frac{-||x_i-x_j||_2^2}{s_1s_2(CNN(x_i,x_j)+1)}\right),\]
where \(CNN(x_i,x_i)\) is the number of
points in the intersection between the two sets of nearest neighbors of
points \(x_i\) and \(x_j\). This kernel is state of the art at
the time of writing this vignette, and is our recommended kernel for
omics data.
We provide the functionality withing the these functions to transform
\(A\) into the adjacency matrix from
\(k\)-nearest neighbors (\(knn\)) graph, a mutual \(knn\) graph, or an \(\epsilon\)-graph with the
grf.type argument. These are all common graph structures,
and, in the right data sets, will help remove noise and reveal
underlying structures. The option to make any of these weighted
adjacency matrices into binary graphs using the binary.grf
argument is also available.
The Laplacian of a graph is defined as \(L
= D-A\) and there are multiple matrices referred to as
normalized Laplacians in the literature. The symmetric
normalized Laplacian, \(L_{sym}=D^{-\frac{1}{2}} L D^{-\frac{1}{2}} = I -
D^{-\frac{1}{2}}A D^{-\frac{1}{2}}\), named so because of its
form, and the random walk normalized Laplacian, \(L_{rw} = D^{-1}L = I - D^{-1}A\), named so
because of its close relation to random walks along a graph. These two
matrices are closely related to one another. The resulting clusters are
eigen-spaces are related through the degree matrix. I.e., a vector \(u\) is an eigenvector of \(L_{rw}\) if and only if \(w=D^{1/2}u\) is an eigenvector of \(L_{sym}\). Other common choices of
normalized Laplacians are Ng’s Laplacian, \(L_{Ng} = D^{-\frac{1}{2}}A
D^{-\frac{1}{2}}\) and Dhanjal’s shifted normalized
Laplacian \(L_{shift} = I + D^{-\frac{1}{2}}A
D^{-\frac{1}{2}}\). The laplacain argument is set to
shift by default. It will be important to keep
track of this argument when calculating the joint clustering
spaces
Finally plots=TRUE the functions will plot the adjacency
matrix as a heat map using the heatmap function in base R
and the spectra of the calculate graph Laplacian.
Below is an example of the output of the kernelLaplacian
function. This is the same output as the Laplacian function
as well. We only apply it to one of the simulated data sets as an
example, but below that we apply it to all three we simulated while
supressing the output plots and summaries.
## shifted Laplacians from a Spectrum Kernel on first data set
kl1 <- kernelLaplacian(dd[[1]], laplacian='shift')
#> Distances calculated with Spectrum kernel.
#> Returning shift Laplacian from a full graph.
#> Summary of parwise distances:
#> Min. 1st Qu. Median Mean 3rd Qu. Max.
#> 0.02966 0.11445 0.20756 0.31367 0.53278 0.85316
## shifted Laplacians from a Spectrum Kernel on every data set
LapList <- lapply(dd, kernelLaplacian, laplacian='shift', plots=FALSE, verbose=FALSE)
Joint Clustering Spaces
We provide two functions for estimating joint clustering spaces. The
first is the Lapprox function. This function takes a list
of Laplacians and a vector, k, to indicate the number of
groups in each data set. The function calculates the rank(\(k\)) approximation of each Laplacian
matrix, then sums each rank approixmate matrix together and divides by
the number of Laplacians. Note that we are indicating that we calculated
the shifted Laplacians in the section above. These arguments
should remain consistent in each step. We apply kmeans clustering within
our final space, but other clustering methods may be more appropriate
for the final estimations.
Approximate Laplacian
The function will output the eigen decomposition of this approximate
Laplacian and plot the spectra of the approximate Laplacian by default.
The final clustering can then be done on the first \(K\) eigenvectors. In this simulation we
know that there are a total of 6 groups.
## Calculating the approximate Laplacain
LR <- Lapprox(LapList, k=k, laplacian='shift')
#> Returning approximate shift Laplacians
## Clustering on the first K eigenvectors (K=6)
set.seed(234)
km <- kmeans(LR$vectors[,1:6], centers = 6, nstart = 25)
clusters <- factor(km$cluster)
## Plotting our estimated clusters in the first 3 eigenvectors
LR$vectors %>% as.data.frame %>%
mutate(clusters=clusters) %>%
plot_ly() %>%
add_markers(x=~V1, y=~V2, z=~V3,
color=~clusters, colors='Set1')
Flag mean
We also supply a function to calculate the flag mean as a joint
clustering space. This is a method for calculating the extrinsic mean of
multiple subspaces. Here we use it to calculate an “average subspace”
and use this for final clustering. The flag mean employs the singular
value decomposition algorithm and returns the standard output from the
svd function in base R. We cluster using the first \(K\) left singular vectors, i.e. the first
\(K\) vectors in the returned
u matrix. Please not that we again need to specify the type
of Laplacian calculated.
fm <- flagMean(LapList, k=k, laplacian = 'shift')
#> Returning flag mean from shift Laplacians
set.seed(234)
km <- kmeans(fm$u[,1:6], centers = 6, nstart = 25)
clusters <- factor(km$cluster)
## Plotting our estimated clusters in the first 3 left singular vectors
fm$u %>% as.data.frame %>%
mutate(clusters=clusters) %>%
plot_ly() %>%
add_markers(x=~V1, y=~V2, z=~V3,
color=~clusters, colors='Set1')
Estimating K
In this simulation we know that there are 6 groups in the joint data
set. Finding the true value of \(K\) in
your own data set can be very difficult. In our simulations, we found
the \(traceW\), \(Hartigan\), \(KL\), \(Tau\), and \(PtBiserial\) indices from the
NbClust package were the most reliable, though \(traceW\) was the most consistent in all
settings.
We recommend using the NbClust function to estimate how
many clusters are present in the joint space. For the approximate
Laplacian, we estimate \(K\) in the
complete joint space, i.e. estimating \(K\) using the first sum(k)
vectors. We estimate \(K\) using every
left singular vector in the flag mean. Examples of both of these are
below, although the code isn’t run. Once \(K\) is estimated, we only estimated the
final clusters using the first \(K\)
vectors of the approximated spaces.
LRk <- NbClust(LR$vectors[,1:sum(k)], method = 'keans',
index='alllong')
fmk <- NbClust(fm$u, method = 'keans', index='alllong')
Other Mulit-Omics Methods
Below we demonstrate the estimates from the methods Spectrum, NEMO,
and SNF.
library(Spectrum)
dt <- lapply(dd, t)
dt <- lapply(dt, function(x){
rownames(x) <- 1:nrow(x)
colnames(x) <- 1:ncol(x)
x
})
spec <- Spectrum(dt, method=2)
#> ***Spectrum***
#> detected views: 3
#> method: 2
#> kernel: density
#> calculating similarity matrix 1
#> done.
#> calculating similarity matrix 2
#> done.
#> calculating similarity matrix 3
#> done.
#> combining similarity matrices if > 1 and making kNN graph...
#> done.
#> diffusing on tensor product graph...
#> done.
#> calculating graph laplacian (L)...
#> getting eigensystem of L...
#> done.
#> examining eigenvector distributions to select K...
#> finding informative eigenvectors...
#> done.
#> optimal K: 2
#> doing GMM clustering...
#> done.
#> finished.
fm$u %>% as.data.frame %>%
mutate(clusters=factor(spec$assignments)) %>%
plot_ly() %>%
add_markers(x=~V1, y=~V2, z=~V3,
color=~clusters, colors='Set1')
library(SNFtool)
K <- 20; # number of neighbors, usually (10~30)
alpha <- 0.5; # hyperparameter, usually (0.3~0.8)
iters <- 20; # Number of Iterations, usually (10~20)
Wl <- lapply(dd, function(x){
d <- (dist2(as.matrix(x),as.matrix(x)))^(1/2)
affinityMatrix(d, K, alpha)
})
W <- SNF(Wl, K, iters)
## Telling SNF the true number of groups
snfGroup <- spectralClustering(W, K=6)
fm$u %>% as.data.frame %>%
mutate(clusters=factor(snfGroup)) %>%
plot_ly() %>%
add_markers(x=~V1, y=~V2, z=~V3,
color=~clusters, colors='Set1')
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.