orl*_*rlp 20
我实施了Yehuda Vardi和Cun-Hui Zhang的几何中值算法,在他们的论文"多变量L1中位数和相关数据深度"中有所描述.一切都是numpy矢量化,所以应该非常快.我没有实施重量 - 只有未加权点.
import numpy as np
from scipy.spatial.distance import cdist, euclidean
def geometric_median(X, eps=1e-5):
y = np.mean(X, 0)
while True:
D = cdist(X, [y])
nonzeros = (D != 0)[:, 0]
Dinv = 1 / D[nonzeros]
Dinvs = np.sum(Dinv)
W = Dinv / Dinvs
T = np.sum(W * X[nonzeros], 0)
num_zeros = len(X) - np.sum(nonzeros)
if num_zeros == 0:
y1 = T
elif num_zeros == len(X):
return y
else:
R = (T - y) * Dinvs
r = np.linalg.norm(R)
rinv = 0 if r == 0 else num_zeros/r
y1 = max(0, 1-rinv)*T + min(1, rinv)*y
if euclidean(y, y1) < eps:
return y1
y = y1
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除了默认的SO许可条款,如果您愿意,我还会在zlib许可下发布上述代码.
的几何平均与Weiszfeld的迭代算法计算是用Python实现本要旨或从下面的复制的功能OpenAlea软件(CeCILL-C许可证),
import numpy as np
import math
import warnings
def geometric_median(X, numIter = 200):
"""
Compute the geometric median of a point sample.
The geometric median coordinates will be expressed in the Spatial Image reference system (not in real world metrics).
We use the Weiszfeld's algorithm (http://en.wikipedia.org/wiki/Geometric_median)
:Parameters:
- `X` (list|np.array) - voxels coordinate (3xN matrix)
- `numIter` (int) - limit the length of the search for global optimum
:Return:
- np.array((x,y,z)): geometric median of the coordinates;
"""
# -- Initialising 'median' to the centroid
y = np.mean(X,1)
# -- If the init point is in the set of points, we shift it:
while (y[0] in X[0]) and (y[1] in X[1]) and (y[2] in X[2]):
y+=0.1
convergence=False # boolean testing the convergence toward a global optimum
dist=[] # list recording the distance evolution
# -- Minimizing the sum of the squares of the distances between each points in 'X' and the median.
i=0
while ( (not convergence) and (i < numIter) ):
num_x, num_y, num_z = 0.0, 0.0, 0.0
denum = 0.0
m = X.shape[1]
d = 0
for j in range(0,m):
div = math.sqrt( (X[0,j]-y[0])**2 + (X[1,j]-y[1])**2 + (X[2,j]-y[2])**2 )
num_x += X[0,j] / div
num_y += X[1,j] / div
num_z += X[2,j] / div
denum += 1./div
d += div**2 # distance (to the median) to miminize
dist.append(d) # update of the distance evolution
if denum == 0.:
warnings.warn( "Couldn't compute a geometric median, please check your data!" )
return [0,0,0]
y = [num_x/denum, num_y/denum, num_z/denum] # update to the new value of the median
if i > 3:
convergence=(abs(dist[i]-dist[i-2])<0.1) # we test the convergence over three steps for stability
#~ print abs(dist[i]-dist[i-2]), convergence
i += 1
if i == numIter:
raise ValueError( "The Weiszfeld's algoritm did not converged after"+str(numIter)+"iterations !!!!!!!!!" )
# -- When convergence or iterations limit is reached we assume that we found the median.
return np.array(y)
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或者,您可以使用本答案中提到的C实现,并将其与python接口,例如ctypes.