Embed test points in existing t-sne map

tsne-transform.py

# Author: HJ van Veen <[email protected]>
# Description: Experiment to learn a tSNE transformer for new 
#              test data with a multi-output GBM
#
# Idea first seen at lvdmaaten.github.io/tsne
# > [...] it is not possible to embed test points in an existing 
# > map [...]
# > A potential approach to deal with this would be to train 
# > a multivariate regressor to predict the map location from 
# > the input data.
#
# Part of code adapted from Fabian Pedregosa, Olivier Grisel, 
#                           Mathieu Blondel, Gael Varoquaux,
# originally licensed under "BSD 3 clause (C) INRIA 2011".

from sklearn import (manifold, datasets, preprocessing, model_selection, 
                     decomposition, metrics, multioutput)
from xgboost import XGBRegressor
import matplotlib.pyplot as plt
import numpy as np

# For data we use 6 different digit classes of 8x8 pixels
digits = datasets.load_digits(n_class=6)
X = digits.data # (1083, 64)
y = digits.target # (1083, )

# Split the data into 66% train and 33% test set.
X_train, X_test, y_train, y_test = model_selection.train_test_split(X, 
                                                                    y, 
                                                                    test_size=0.33, 
                                                                    random_state=0)

# First, PCA 2-D (which has .transform()) to illustrate and evaluate
lens = decomposition.PCA(n_components=2, random_state=0)
X_lens_train = lens.fit_transform(X_train)
X_lens_test = lens.transform(X_test)

# Normalize the lens within 0-1
scaler = preprocessing.MinMaxScaler()
X_lens_train = scaler.fit_transform(X_lens_train)
X_lens_test = scaler.transform(X_lens_test)

# Fit a model and predict the lens values from the original features
model = XGBRegressor(n_estimators=2000, max_depth=20, learning_rate=0.01)
model = multioutput.MultiOutputRegressor(model)
model.fit(X_train, X_lens_train)
preds = model.predict(X_test)

# Evaluate exhaustively
print("PREDICTION\t\tGROUND TRUTH")
for p, g in zip(preds, X_lens_test):
    print(p, g)
print("MAE", metrics.mean_absolute_error(X_lens_test, preds))

# Now TSNE (which has no .transform()) and a visual evaluation
lens = manifold.TSNE(n_components=2, init='pca', random_state=0)
X_lens_train = lens.fit_transform(X_train)

# Normalize the lens within 0-1
X_lens_train = scaler.fit_transform(X_lens_train)

# Fit a model and predict the lens values from the original features
model.fit(X_train, X_lens_train)
X_tsne = model.predict(X_test)

# Visualize predictions
plt.figure()
for i in range(X_tsne.shape[0]):
    plt.text(X_tsne[i, 0], X_tsne[i, 1], str(y_test[i]), 
             color=plt.cm.Set1(y_test[i] / 10.),
             fontdict={'weight': 'bold', 'size': 9})
plt.title("Predicting t-SNE transformations with GBM")
plt.savefig("tsne-predictions.png")