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Rmd a63df84 Dave Tang 2023-10-05 Ordering objects using seriation

Introduction

From the seriation R package.

Seriation arranges a set of objects into a linear order given available data with the goal of revealing structural information. This package provides the infrastructure for ordering objects with an implementation of many seriation/sequencing/ordination techniques to reorder data matrices, dissimilarity matrices, correlation matrices, and dendrograms (see below for a complete list). The package provides several visualizations (grid and ggplot2) to reveal structural information, including permuted image plots, reordered heatmaps, Bertin plots, clustering visualizations like dissimilarity plots, and visual assessment of cluster tendency plots (VAT and iVAT).

Installation

Install stable CRAN version.

if(! "seriation" %in% installed.packages()[, 1]){
  install.packages("seriation", repos = c("https://mhahsler.r-universe.dev", "https://cloud.r-project.org/"))
}

library(seriation)
packageVersion("seriation")
[1] '1.5.1.1'

Getting started

Use the example dataset SupremeCourt, which:

Contains a (a subset of the) decisions for the stable 8-yr period 1995-2002 of the second Rehnquist Supreme Court. Decisions are aggregated to the joint probability for disagreement between judges.

data("SupremeCourt")
SupremeCourt
           Breyer Ginsburg Kennedy OConnor Rehnquist  Scalia  Souter Stevens
Breyer    0.00000  0.11966 0.25000 0.20940   0.29915 0.35256 0.11752 0.16239
Ginsburg  0.11966  0.00000 0.26790 0.25214   0.30769 0.36966 0.09615 0.14530
Kennedy   0.25000  0.26709 0.00000 0.15598   0.12179 0.18803 0.24786 0.32692
OConnor   0.20940  0.25214 0.15598 0.00000   0.16239 0.20726 0.22009 0.32906
Rehnquist 0.29915  0.30769 0.12179 0.16239   0.00000 0.14316 0.29274 0.40171
Scalia    0.35256  0.36966 0.18803 0.20726   0.14316 0.00000 0.33761 0.43803
Souter    0.11752  0.09615 0.24790 0.22009   0.29274 0.33761 0.00000 0.16880
Stevens   0.16239  0.14530 0.32692 0.32906   0.40171 0.43803 0.16880 0.00000
Thomas    0.35897  0.36752 0.17735 0.20513   0.13675 0.06624 0.33120 0.43590
           Thomas
Breyer    0.35897
Ginsburg  0.36752
Kennedy   0.17735
OConnor   0.20513
Rehnquist 0.13675
Scalia    0.06624
Souter    0.33120
Stevens   0.43590
Thomas    0.00000

Convert to distance matrix.

d <- as.dist(SupremeCourt)
d
           Breyer Ginsburg Kennedy OConnor Rehnquist  Scalia  Souter Stevens
Ginsburg  0.11966                                                           
Kennedy   0.25000  0.26709                                                  
OConnor   0.20940  0.25214 0.15598                                          
Rehnquist 0.29915  0.30769 0.12179 0.16239                                  
Scalia    0.35256  0.36966 0.18803 0.20726   0.14316                        
Souter    0.11752  0.09615 0.24790 0.22009   0.29274 0.33761                
Stevens   0.16239  0.14530 0.32692 0.32906   0.40171 0.43803 0.16880        
Thomas    0.35897  0.36752 0.17735 0.20513   0.13675 0.06624 0.33120 0.43590

Perform the default seriation method to reorder the objects.

my_order <- seriate(d)
get_order(my_order)
   Scalia    Thomas Rehnquist   Kennedy   OConnor    Souter    Breyer  Ginsburg 
        6         9         5         3         4         7         1         2 
  Stevens 
        8 

Plot heatmap.

p1 <- ggpimage(d, upper_tri = TRUE) +
  ggtitle("Judges (original order)")

p2 <- ggpimage(d, my_order, upper_tri = TRUE) +
  ggtitle("Judges (seriation order)")

p1 + p2 & scale_fill_gradientn(colours = c("darkgrey", "skyblue"))

Version Author Date
3bdf98e Dave Tang 2023-10-11
2e62b65 Dave Tang 2023-10-05

Return linear configuration where more similar objects are located closer to each other.

sort(get_config(my_order))
    Scalia     Thomas  Rehnquist    Kennedy    OConnor     Souter     Breyer 
-0.4159504 -0.4077896 -0.2656098 -0.1501451 -0.1051162  0.2139295  0.2362454 
  Ginsburg    Stevens 
 0.2814388  0.6129974 

Plot linear configuration.

plot_config(my_order)

Version Author Date
2e62b65 Dave Tang 2023-10-05

Hierarchical cluster with average linkage.

plot(hclust(d, method = "average"))

Version Author Date
3bdf98e Dave Tang 2023-10-11

Heatmaps with seriation

The Wood dataset consists of:

A data matrix containing a sample of the normalized gene expression data for 6 locations in the stem of Popla trees published in the study by Herzberg et al (2001). The sample of 136 genes selected by Caraux and Pinloche (2005).

data("Wood")
dim(Wood)
[1] 136   6

Check out Wood.

head(Wood)
                  P          A          B          C          D          E
AI161452 -0.7546223 -2.2447910 -2.4157241 -0.8181829  1.0121892  0.8839819
AI161500 -2.0621934  0.2127532  0.3556842  0.2219739 -0.6714808  0.3477471
AI161513  0.1708342  1.3265617  0.4093247 -1.2003526 -3.3316990 -2.0194944
AI161572 -1.1837279 -1.5292043 -2.1512254 -1.0145349  1.1844282 -0.4033869
AI161573 -1.8637857 -2.1495779 -2.5108412 -0.8444706  1.4952223 -1.7662259
AI161629  1.5917360  1.0212036 -0.1519370 -1.3543136 -2.7099315 -1.3129411

Methods of interest for heatmaps are dendrogram leaf order-based methods applied to rows and columns. This is done using method = "heatmap". The actual seriation method can be passed on as parameter seriation_method, but it has a suitable default if it is omitted.

wood_hc_complete <- seriate(Wood, method = "Heatmap", seriation_method = "HC_complete")
wood_olo_complete <- seriate(Wood, method = "Heatmap", seriation_method = "OLO_complete")
get_order(wood_olo_complete)
AI165492 AI166057 AI162004 AI164970 AI163151 AI166086 AI163756 AI162593 
     106      128       15       88       44      130       59       32 
AI165011 AI164136 AI166095 AI162370 AI165426 AI162652 AI162561 AI164684 
      91       69      131       26      105       34       31       80 
AI164612 AI165835 AI163485 AI162809 AI161513 AI163315 AI163528 AI166101 
      78      119       51       38        3       47       52      132 
AI163131 AI165913 AI166111 AI161629 AI164686 AI164884 AI165668 AI164585 
      43      123      133        6       81       86      111       76 
AI165041 AI164635 AI163821 AI162521 AI163812 AI163303 AI162216 AI163994 
      93       79       62       30       61       46       23       66 
AI163249 AI163617 AI164793 AI165990 AI165006 AI162997 AI163650 AI166068 
      45       56       85      126       90       41       58      129 
AI164101 AI165836 AI163012 AI165107 AI162249 AI163991 AI165062 AI161730 
      68      120       42       95       24       65       94       11 
AI164964 AI162452 AI165206 AI164435 AI165215 AI164711 AI161827 AI163941 
      87       29       99       73      100       82       13       64 
AI165320 AI165189 AI165691 AI163880 AI165690 AI161452 AI162402 AI163624 
     104       98      115       63      114        1       27       57 
AI164753 AI165949 AI164359 AI163594 AI166034 AI162940 AI162710 AI162318 
      84      124       71       54      127       40       36       25 
AI164979 AI164231 AI165974 AI161823 AI165520 AI162684 AI161697 AI162729 
      89       70      125       12      107       35       10       37 
AI165903 AI163580 AI164546 AI162060 AI162092 AI161674 AI161638 AI164604 
     122       53       75       16       17        8        7       77 
AI165021 AI163338 AI162215 AI165673 AI166128 AI161572 AI162094 AI162600 
      92       49       22      112      134        4       18       33 
AI161573 AI165868 AI162928 AI165529 AI165730 AI163758 AI164060 AI163328 
       5      121       39      108      116       60       67       48 
AI165803 AI165272 AI166182 AI165289 AI165247 AI162157 AI165826 AI165655 
     117      102      136      103      101       20      118      110 
AI162429 AI164730 AI165162 AI163474 AI161899 AI161694 AI162148 AI164370 
      28       83       96       50       14        9       19       72 
AI166167 AI165687 AI165175 AI162158 AI164450 AI163608 AI161500 AI165575 
     135      113       97       21       74       55        2      109 

Ignore the numbers of the order above; they indicate the index of the gene in Wood. AI165492 and AI166057 are the most similar to each other. If I use those values in Wood, I get their expression data.

Wood[c(106, 128), ]
                 P         A         B         C          D         E
AI165492 -0.825104 0.1972707 0.4277217 0.7228185 -0.8326557 -2.503835
AI166057 -1.005708 0.5118941 0.7032220 0.6993795 -1.1373152 -2.562734

We can clearly see the similar expression patterns for these subset of genes.

Wood[get_order(wood_olo_complete)[1:6], ] |>
  as.data.frame() |>
  tibble::rownames_to_column('gene') |>
  tidyr::pivot_longer(-gene) |>
  ggplot(data = _, aes(name, value, group = gene, colour = gene)) +
  geom_line() +
  geom_point() +
  theme_minimal() +
  labs(title = "Genes with similar expression patterns", y = "Normalised expression", x = "location")

Version Author Date
3bdf98e Dave Tang 2023-10-11

wood_olo_complete is also a hclust.

class(wood_olo_complete[[1]])
[1] "ser_permutation_vector" "hclust"                

Plot hierarchical clustering result.

as.dendrogram(wood_olo_complete[[1]]) %>%
  plot(horiz = TRUE)

Version Author Date
f8124bc Dave Tang 2023-10-05

Gene order of the dendrogram matches the order produced by seriation using OLO complete.

o <- wood_olo_complete[[1]]$order
identical(wood_olo_complete[[1]]$labels[o], names(get_order(wood_olo_complete)))
[1] TRUE

Location ordering.

get_order(wood_hc_complete, 2)
P A B E C D 
1 2 3 6 4 5 
get_order(wood_olo_complete, 2)
P A B C D E 
1 2 3 4 5 6 

Heatmap.

p1 <- ggpimage(Wood) +
  ggtitle("Wood (no order)") +
  theme(legend.position = "none")
  
p2 <- ggpimage(Wood, wood_hc_complete) +
  ggtitle("Wood (HC complete)") +
  theme(legend.position = "none")

p3 <- ggpimage(Wood, wood_olo_complete) +
  ggtitle("Wood (OLO complete)")

p1 + p2 + p3 & scale_fill_gradientn(colours = c("skyblue", "red"))

Version Author Date
2e62b65 Dave Tang 2023-10-05

Evaluate clusters using dissimilarity plots

Dissimilarity plots can be used to visually inspect the quality of a cluster solution. The plot uses image plots of the reordered dissimilarity matrix organised by the clusters to display the clustered data. This display allows the user to visually assess clustering quality.

The Ruspini dataset from package cluster is a popular dataset for illustrating clustering techniques. It consists of 75 points in two-dimensional space with four clearly distinguishable groups and thus is easy to cluster.

library(cluster)
data(ruspini)
set.seed(1234)
ruspini |> sample_frac() -> ruspini
head(ruspini)
    x   y
28 38 143
22 32 149
9  18  61
5  13  49
38 53 144
16 28  60

Plot.

plot(ruspini, pch = 16)

Version Author Date
d2aa2a2 Dave Tang 2023-10-11

Cluster with k-means and produce a dissimilarity plot.

set.seed(1234)
cl_ruspini <- kmeans(ruspini, centers=4, nstart=5)
d_ruspini  <- dist(ruspini)

ggdissplot(d_ruspini, cl_ruspini$cluster) + ggtitle("Dissimilarity Plot")

# labels= 4 = only the ellipses are labelled in the plot
clusplot(ruspini, cl_ruspini$cluster, labels = 4)

Version Author Date
d2aa2a2 Dave Tang 2023-10-11

Version Author Date
d2aa2a2 Dave Tang 2023-10-11

Dissimilarity plots visualise the distances between points in a distance matrix. A distance matrix for \(n\) objects is a \(n \times n\) matrix with pairwise distances as values. The diagonal contains the distances between each object and itself and therefore is always zero. In the dissimilarity plot above, low distance values are shown using a darker colour. The result of a “good” clustering should be a matrix with low dissimilarity values forming blocks around the main diagonal corresponding to the clusters.

Let’s manually recreate the lower triangle of the dissimilarity plot using base R.

my_mat <- as.matrix(d_ruspini)
my_clus <- as.integer(names(sort(cl_ruspini$cluster)))
my_order <- match(my_clus, colnames(my_mat))
my_mat <- my_mat[my_order, my_order]

image(my_mat, col = rev(RColorBrewer::brewer.pal(n = 9, name = "Blues")))

Version Author Date
d2aa2a2 Dave Tang 2023-10-11

The dissimilarity plot shows a good clustering structure with the clusters forming four dark squares. In the ggdissplot plot the lower triangle shows the pairwise distances and the upper triangle shows cluster averages. The clusters are ordered by similarity indicating that closer cluster are more similar and clusters further away from each other are the most dissimilar.

Deciding on the number of clusters is a difficult problem. Lets specify three clusters this time.

set.seed(1234)
cl_ruspini3 <- kmeans(ruspini, centers=3, nstart=5)

ggdissplot(d_ruspini, cl_ruspini3$cluster) + ggtitle("Dissimilarity Plot")
clusplot(ruspini, cl_ruspini3$cluster, labels = 4)

Version Author Date
d2aa2a2 Dave Tang 2023-10-11

Version Author Date
d2aa2a2 Dave Tang 2023-10-11

We can also use dissimilarity plots for exploring data without clustering.

ggdissplot(d_ruspini) + ggtitle("Dissimilarity plot without clustering")

Version Author Date
d2aa2a2 Dave Tang 2023-10-11

Dissimilarity plots scale well with the dimensionality of the data and by reordering clusters and objects within clusters, we can get a very concise structural representation of the clustering. Dissimiarlity plots are also helpful in spotting the mis-specification of the number of clusters used for partitioning.

Correlation matrix visualisation

A correlation matrix is a square, symmetric matrix showing the pairwise correlation coefficients between two sets of variables. Reordering the variables and plotting the matrix can help to find hidden patterns among the variables.

Use the mtcars dataset that contains data about fuel consumption and 10 aspects of automobile design and performance for 32 automobiles (1973-74 models).

data("mtcars")
head(mtcars)
                   mpg cyl disp  hp drat    wt  qsec vs am gear carb
Mazda RX4         21.0   6  160 110 3.90 2.620 16.46  0  1    4    4
Mazda RX4 Wag     21.0   6  160 110 3.90 2.875 17.02  0  1    4    4
Datsun 710        22.8   4  108  93 3.85 2.320 18.61  1  1    4    1
Hornet 4 Drive    21.4   6  258 110 3.08 3.215 19.44  1  0    3    1
Hornet Sportabout 18.7   8  360 175 3.15 3.440 17.02  0  0    3    2
Valiant           18.1   6  225 105 2.76 3.460 20.22  1  0    3    1

Calculate a correlation matrix.

m <- cor(mtcars)
round(m, 2)
       mpg   cyl  disp    hp  drat    wt  qsec    vs    am  gear  carb
mpg   1.00 -0.85 -0.85 -0.78  0.68 -0.87  0.42  0.66  0.60  0.48 -0.55
cyl  -0.85  1.00  0.90  0.83 -0.70  0.78 -0.59 -0.81 -0.52 -0.49  0.53
disp -0.85  0.90  1.00  0.79 -0.71  0.89 -0.43 -0.71 -0.59 -0.56  0.39
hp   -0.78  0.83  0.79  1.00 -0.45  0.66 -0.71 -0.72 -0.24 -0.13  0.75
drat  0.68 -0.70 -0.71 -0.45  1.00 -0.71  0.09  0.44  0.71  0.70 -0.09
wt   -0.87  0.78  0.89  0.66 -0.71  1.00 -0.17 -0.55 -0.69 -0.58  0.43
qsec  0.42 -0.59 -0.43 -0.71  0.09 -0.17  1.00  0.74 -0.23 -0.21 -0.66
vs    0.66 -0.81 -0.71 -0.72  0.44 -0.55  0.74  1.00  0.17  0.21 -0.57
am    0.60 -0.52 -0.59 -0.24  0.71 -0.69 -0.23  0.17  1.00  0.79  0.06
gear  0.48 -0.49 -0.56 -0.13  0.70 -0.58 -0.21  0.21  0.79  1.00  0.27
carb -0.55  0.53  0.39  0.75 -0.09  0.43 -0.66 -0.57  0.06  0.27  1.00

Visualise the matrix without reordering and ordering by Angle Of Eigenvectors (AOE), which was proposed for correlation matrices by Friendly (2002).

pimage(m)
pimage(m, order = "AOE")

The reordering clearly shows that there are two groups of highly correlated variables and these two groups have a strong negative correlation with each other.

Some options.

pimage(m, order = "AOE", col = rev(bluered()), diag = FALSE, upper_tri = FALSE)
pimage(m, order = "AOE", col = colorRampPalette(c("red", "white", "darkgreen"))(100))

We can apply any seriation method for distances to create an order. First, we convert the correlation matrix into a distance matrix using \(d_{ij} = \sqrt{1 - m_{ij}}\). Then we can use the distances for seriation and use the resulting order to rearrange the rows and columns of the correlation matrix.

d <- as.dist(sqrt(1 - m))

o <- seriate(d, "MDS")
pimage(m , order = c(o, o), main = "MDS", col = rev(bluered()))

o <- seriate(d, "ARSA")
pimage(m , order = c(o, o), main = "ARSA", col = rev(bluered()))

o <- seriate(d, "OLO")
pimage(m , order = c(o, o), main = "OLO", col = rev(bluered()))

o <- seriate(d, "R2E")
pimage(m , order = c(o, o), main = "R2E", col = rev(bluered()))


sessionInfo()
R version 4.3.0 (2023-04-21)
Platform: x86_64-pc-linux-gnu (64-bit)
Running under: Ubuntu 22.04.2 LTS

Matrix products: default
BLAS:   /usr/lib/x86_64-linux-gnu/openblas-pthread/libblas.so.3 
LAPACK: /usr/lib/x86_64-linux-gnu/openblas-pthread/libopenblasp-r0.3.20.so;  LAPACK version 3.10.0

locale:
 [1] LC_CTYPE=en_US.UTF-8       LC_NUMERIC=C              
 [3] LC_TIME=en_US.UTF-8        LC_COLLATE=en_US.UTF-8    
 [5] LC_MONETARY=en_US.UTF-8    LC_MESSAGES=en_US.UTF-8   
 [7] LC_PAPER=en_US.UTF-8       LC_NAME=C                 
 [9] LC_ADDRESS=C               LC_TELEPHONE=C            
[11] LC_MEASUREMENT=en_US.UTF-8 LC_IDENTIFICATION=C       

time zone: Etc/UTC
tzcode source: system (glibc)

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
 [1] cluster_2.1.4        seriation_1.5.1-1    dendextend_1.17.1   
 [4] patchwork_1.1.3.9000 lubridate_1.9.2      forcats_1.0.0       
 [7] stringr_1.5.0        dplyr_1.1.2          purrr_1.0.1         
[10] readr_2.1.4          tidyr_1.3.0          tibble_3.2.1        
[13] ggplot2_3.4.2        tidyverse_2.0.0      workflowr_1.7.0     

loaded via a namespace (and not attached):
 [1] gtable_0.3.3       xfun_0.39          bslib_0.5.0        processx_3.8.1    
 [5] callr_3.7.3        tzdb_0.4.0         vctrs_0.6.2        tools_4.3.0       
 [9] ps_1.7.5           generics_0.1.3     ca_0.71.1          fansi_1.0.4       
[13] highr_0.10         pkgconfig_2.0.3    RColorBrewer_1.1-3 lifecycle_1.0.3   
[17] farver_2.1.1       compiler_4.3.0     git2r_0.32.0       munsell_0.5.0     
[21] getPass_0.2-2      codetools_0.2-19   httpuv_1.6.11      htmltools_0.5.5   
[25] sass_0.4.6         yaml_2.3.7         later_1.3.1        pillar_1.9.0      
[29] jquerylib_0.1.4    whisker_0.4.1      cachem_1.0.8       iterators_1.0.14  
[33] viridis_0.6.3      TSP_1.2-4          foreach_1.5.2      tidyselect_1.2.0  
[37] digest_0.6.31      stringi_1.7.12     labeling_0.4.2     rprojroot_2.0.3   
[41] fastmap_1.1.1      grid_4.3.0         colorspace_2.1-0   cli_3.6.1         
[45] magrittr_2.0.3     utf8_1.2.3         withr_2.5.0        scales_1.2.1      
[49] promises_1.2.0.1   registry_0.5-1     timechange_0.2.0   rmarkdown_2.22    
[53] httr_1.4.6         gridExtra_2.3      hms_1.1.3          evaluate_0.21     
[57] knitr_1.43         viridisLite_0.4.2  rlang_1.1.1        Rcpp_1.0.10       
[61] glue_1.6.2         rstudioapi_0.14    jsonlite_1.8.5     R6_2.5.1          
[65] fs_1.6.2