import torch import numpy as np from sklearn.decomposition import KernelPCA from tqdm import tqdm from sklearn.covariance import MinCovDet DOUBLE_INFO = torch.finfo(torch.double) JITTERS = [10**exp for exp in range(-15, 0, 1)] def mahalanobis_distance_with_known_centroids_sigma_inv( centroids, centroids_mask, sigma_inv, eval_features ): """ - This function takes in centroids, centroids_mask, sigma_inv, and eval_features. - tensor of Mahalanobis distances is returned. """ # step 1: calculate the difference (diff) between each evaluation feature and each centroid by subtracting the centoids from the features. diff = eval_features.unsqueeze(1) - centroids.unsqueeze( 0 ) # bs (b), num_labels (c / s), dim (d / a) # step 2: the Mahalanobis distance is computed using the formula: sqrt(diff @ sigmainv @ diff), # where diff is reshaped to match the dimensions of sigmainv. dists = torch.sqrt(torch.einsum("bcd,da,bsa->bcs", diff, sigma_inv, diff)) device = dists.device # step 3: obtain a tensor of distances for each evaluation feature and centroid pair. dists = torch.stack([torch.diag(dist).cpu() for dist in dists], dim=0) # If centroids_mask is not None, the distances corresponding to masked centroids are filled with infinity. if centroids_mask is not None: dists = dists.masked_fill_(centroids_mask, float("inf")).to(device) return dists # np.min(dists, axis=1) def mahalanobis_distance_marginal( train_features, train_labels, eval_features, centroids=None, covariance=None ): if centroids is None: centroids = compute_centroids(train_features, train_labels, class_cond=False) if covariance is None: covariance = compute_covariance( centroids, train_features, train_labels, class_cond=False ) diff = eval_features - centroids[None, :] dists = np.matmul(np.matmul(diff, covariance), diff.T) return np.diag(dists) def compute_centroids(train_features, train_labels, class_cond=True): if class_cond: centroids = [] for label in np.sort(np.unique(train_labels)): centroids.append(train_features[train_labels == label].mean(axis=0)) return np.asarray(centroids) else: return train_features.mean(axis=0) def compute_covariance(centroids, train_features, train_labels, class_cond=True): cov = np.zeros((train_features.shape[1], train_features.shape[1])) if class_cond: for c, mu_c in tqdm(enumerate(centroids)): for x in train_features[train_labels == c]: d = (x - mu_c)[:, None] cov += d @ d.T else: for x in train_features: d = (x - centroids)[:, None] cov += d @ d.T cov /= train_features.shape[0] try: sigma_inv = np.linalg.inv(cov) except: sigma_inv = np.linalg.pinv(cov) print("Compute pseudo-inverse matrix") return sigma_inv def mahalanobis_distance_relative( train_features, train_labels, eval_features, centroids=None, covariance=None, train_centroid=None, train_covariance=None, ): if centroids is None: centroids = compute_centroids(train_features, train_labels) if covariance is None: covariance = compute_covariance(centroids, train_features, train_labels) diff = eval_features[:, None, :] - centroids[None, :, :] dists = np.matmul(np.matmul(diff, covariance), diff.transpose(0, 2, 1)) dists = np.asarray([np.diag(dist) for dist in dists]) md_marginal = mahalanobis_distance_marginal( train_features, train_labels, eval_features, train_centroid, train_covariance ) return np.min(dists - md_marginal[:, None], axis=1) def mahalanobis_distance( train_features, train_labels, eval_features, centroids=None, covariance=None, return_full=False, ): if centroids is None: centroids = compute_centroids(train_features, train_labels) if covariance is None: covariance = compute_covariance(centroids, train_features, train_labels) diff = eval_features[:, None, :] - centroids[None, :, :] dists = np.matmul(np.matmul(diff, covariance), diff.transpose(0, 2, 1)) dists = np.asarray([np.diag(dist) for dist in dists]) if return_full: return dists else: return np.min(dists, axis=1) def MCD_covariance(X, y=None, label=None, seed=42, support_fraction=None): try: if label is None: cov = MinCovDet(random_state=seed, support_fraction=support_fraction).fit(X) else: cov = MinCovDet(random_state=seed, support_fraction=support_fraction).fit(X[y == label]) except ValueError: print( "****************Try fitting covariance with support_fraction=0.9 **************" ) try: if label is None: cov = MinCovDet(random_state=seed, support_fraction=0.9).fit(X) else: cov = MinCovDet(random_state=seed, support_fraction=0.9).fit( X[y == label] ) except ValueError: print( "****************Try fitting covariance with support_fraction=1.0 **************" ) if label is None: cov = MinCovDet(random_state=seed, support_fraction=1.0).fit(X) else: cov = MinCovDet(random_state=seed, support_fraction=1.0).fit( X[y == label] ) return cov def rde_distance( train_features, test_features, n_components=256, support_fraction=None ): pca = KernelPCA(n_components=n_components, kernel="rbf", random_state=42) train_features_pca = pca.fit_transform(train_features.float().cpu().numpy()) test_features_pca = pca.transform(test_features.float().cpu().numpy()) mcd = MCD_covariance(train_features_pca, seed=42, support_fraction=support_fraction) rde_distance = mcd.mahalanobis(test_features_pca) return rde_distance