Input to function seriate

[DeepaMahm]

Hi,

In the set of comments given in seritae.py, it is mentioned that :param dists: Either a condensed pdist-like or a symmetric square distance matrix.

Does that mean a correlation matrix shouldn't be used as input? Should the correlation matrix be converted to a distance matrix?

[Guillemdb]

The fact that correlations can be negative could influence the calculation of the TSP using ortools, but you can do something like seriate(pdist(corr_matrix)) to solve that problem.

In the docs, pdist-like referes to using scipy.spatial.distance.pdist to process non-square distance matrix input before seriation.

[vmarkovtsev]

The TSP does not have a solution with negative values: we follow the corresponding cycle and reach the infinitely negative optimal loss.

The triangle inequality does not have to hold, though. So I don't think that the matrix must be positively defined.

[DeepaMahm]

@Guillemdb I tried the followig

import os
import pickle
import matplotlib.pyplot as plt
from pprint import pprint
from seriate import seriate
from scipy.spatial.distance import pdist

def serialize_data(f_input):
    if os.path.exists(f_input):
        with open(f_input, "rb") as f:
            # prior to seriation
            df = pickle.load(f)
            pprint(df.head())
            input_np = df.values   #np nd array correlation matrix
            dist = pdist(input_np)  #distance matrix

            # matplotlib
            fig, ax = plt.subplots()
            im = ax.imshow(input_np)
            fig.tight_layout()
            plt.show()

            # seriation
            idx = seriate(dist, timeout=50)
            fig1, ax1 = plt.subplots()
            im1 = ax1.imshow(input_np[idx])
            fig1.tight_layout()
            plt.show()

if __name__ == '__main__':
    f_input = #input
    serialize_data(f_input)

This is the plot of the input data containing the correlation matrix.

This is the plot of the seriated data. I could observe streaks of blue patterns. However, these streaks aren't grouped together. I expect these streaks to be grouped :(

[Guillemdb]

To me your output looks fine. Probably this is as grouped as they should be, it is normal to have this kind of results when working with such big matrices.

[DeepaMahm]

@Guillemdb Many thanks for the response. Shouldn't the diagonal remain unchanged? Before seriation, I could see a yellow pattern. After seriation, the rows are sorted according to the Euclidean distance.

Would it be a good idea to sort the columns as well? Since the diagonal entries of the correlation matrix are expected to exhibit high correlation, I am a bit confused.

[DeepaMahm]

I came across a post on SO that suggests sorting both columns and rows of the correlation matrix.