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// KlustaKwik.C
//
// Fast clustering using the CEM algorithm.
#include "KlustaKwik.h"
#define M_PI 3.14159265358979323846
char HelpString[] = "\
\
KlustaKwik\
\
Uses the CEM algorithm to do automatic clustering.\n\n\
";
// PARAMETERS
char FileBase[STRLEN] = "tetrode";
int ElecNo = 1;
int MinClusters = 20; // Min and MaxClusters includes cluster 1, the noise cluster
int MaxClusters = 30;
int MaxPossibleClusters = 100; // splitting can't make it exceed this
int nStarts = 1; // number of times to start count from each number of clusters
int RandomSeed = 1;
char Debug = 0;
int Verbose = 1;
char UseFeatures[STRLEN] = "11111111111100001";
int DistDump = 0;
float DistThresh = (float)log(1000); // Points with at least this much difference from
// the best do not get E-step recalculated - and that's most of them
int FullStepEvery = 20; // But there is always a full estep this every this many iterations
float ChangedThresh = (float).05; // Or if at least this fraction of points changed class last time
char Log = 1;
char Screen = 1; // log output to screen
int MaxIter = 500; // max interations
char StartCluFile[STRLEN] = "";
int SplitEvery=40; // allow cluster splitting every this many iterations
float PenaltyMix = 1.0; // amount of BIC to use as penalty, rather than AIC
int Subset = 1; // do clustering on this fraction of points, then generalize to whole data set
// GLOBAL VARIABLES
FILE *logfp, *Distfp;
float HugeScore = (float)1e32;
void SetupParams(int argc, char **argv) {
char fname[STRLEN];
init_params(argc, argv);
// PARAMETER DEFINITIONS GO HERE
STRING_PARAM(FileBase);
INT_PARAM(ElecNo);
INT_PARAM(MinClusters);
INT_PARAM(MaxClusters);
INT_PARAM(MaxPossibleClusters);
INT_PARAM(nStarts);
INT_PARAM(RandomSeed);
BOOLEAN_PARAM(Debug);
INT_PARAM(Verbose);
STRING_PARAM(UseFeatures);
INT_PARAM(DistDump);
FLOAT_PARAM(DistThresh);
INT_PARAM(FullStepEvery);
FLOAT_PARAM(ChangedThresh);
BOOLEAN_PARAM(Log);
BOOLEAN_PARAM(Screen);
INT_PARAM(MaxIter);
STRING_PARAM(StartCluFile);
INT_PARAM(SplitEvery);
FLOAT_PARAM(PenaltyMix);
INT_PARAM(Subset);
if (argc<3) {
fprintf(stderr, "Usage: KlustaKwik FileBase ElecNo [Arguments]\n\n");
fprintf(stderr, "Default Parameters: \n");
print_params(stderr);
exit(1);
}
strcpy(FileBase, argv[1]);
ElecNo = atoi(argv[2]);
if (Screen) print_params(stdout);
// open log file, if required
if (Log) {
sprintf(fname, "%s.klg.%d", FileBase, ElecNo);
logfp = fopen_safe(fname, "w");
print_params(logfp);
}
}
// Print an error message and abort
void Error(char *fmt, ...) {
va_list arg;
va_start(arg, fmt);
vfprintf(stderr, fmt, arg);
va_end(arg);
abort();
}
// Write to screen and log file
void Output(char *fmt, ...) {
va_list arg;
char str[STRLEN];
if (!Screen && !Log) return;
va_start(arg, fmt);
vsnprintf(str,STRLEN,fmt,arg);
va_end(arg);
if (Screen) printf("%s", str);
if (Log) fprintf(logfp, "%s", str);
}
/* integer random number between min and max*/
int irand(int min, int max)
{
return (rand() % (max - min + 1) + min);
}
FILE *fopen_safe(char *fname, char *mode) {
FILE *fp;
fp = fopen(fname, mode);
if (!fp) {
fprintf(stderr, "Could not open file %s\n", fname);
abort();
}
return fp;
}
// Print a matrix
void MatPrint(FILE *fp, float *Mat, int nRows, int nCols) {
int i, j;
for (i=0; i<nRows; i++) {
for (j=0; j<nCols; j++) {
fprintf(fp, "%.5g ", Mat[i*nCols + j]);
}
fprintf(fp, "\n");
}
}
// write output to .clu file - with 1 added to cluster numbers, and empties removed.
void SaveOutput(Array<int> &OutputClass) {
int p, c;
char fname[STRLEN];
FILE *fp;
int MaxClass = 0;
Array<int> NotEmpty(MaxPossibleClusters);
Array<int> NewLabel(MaxPossibleClusters);
// find non-empty clusters
for(c=0;c<MaxPossibleClusters;c++) NewLabel[c] = NotEmpty[c] = 0;
for(p=0; p<OutputClass.size(); p++) NotEmpty[OutputClass[p]] = 1;
// make new cluster labels so we don't have empty ones
NewLabel[0] = 1;
MaxClass = 1;
for(c=1;c<MaxPossibleClusters;c++) {
if (NotEmpty[c]) {
MaxClass++;
NewLabel[c] = MaxClass;
}
}
// print file
sprintf(fname, "%s.clu.%d", FileBase, ElecNo);
fp = fopen_safe(fname, "w");
fprintf(fp, "%d\n", MaxClass);
for (p=0; p<OutputClass.size(); p++) fprintf(fp, "%d\n", NewLabel[OutputClass[p]]);
fclose(fp);
}
// Cholesky Decomposition
// In provides upper triangle of input matrix (In[i*D + j] >0 if j>=i);
// which is the top half of a symmetric matrix
// Out provides lower triange of output matrix (Out[i*D + j] >0 if j<=i);
// such that Out' * Out = In.
// D is number of dimensions
//
// returns 0 if OK, returns 1 if matrix is not positive definite
int Cholesky(float *m_In, float *m_Out, int D) {
int i, j, k;
float sum;
// go from float * inputs to Array<float>'s
// probably unnecessary if I knew C++ better
Array<float> In(m_In, D*D);
Array<float> Out(D*D);
// empty output array
for (i=0; i<D*D; i++) Out[i] = 0;
// main bit
for (i=0; i<D; i++) {
for (j=i; j<D; j++) { // j>=i
sum = In[i*D + j];
for (k=i-1; k>=0; k--) sum -= Out[i*D + k] * Out[j*D + k]; // i,j >= k
if (i==j) {
if (sum <=0) return(1); // Cholesky decomposition has failed
Out[i*D + i] = (float)sqrt(sum);
}
else {
Out[j*D + i] = sum/Out[i*D + i];
}
}
}
// copy output to output array - it sucks i know
for(i=0; i<D*D; i++) m_Out[i] = Out[i];
return 0; // for sucess
}
// Solve a set of linear equations M*Out = x.
// Where M is lower triangular (M[i*D + j] >0 if j>=i);
// D is number of dimensions
void TriSolve(float *M, float *x, float *Out, int D) {
int i, j;
float sum;
for(i=0; i<D; i++) {
sum = x[i];
for (j=i-1; j>=0; j--) sum -= M[i*D + j] * Out[j]; // j<i
// for (pM=M + i*D + i-1, pOut = Out + i-1; pOut>=Out; pM--, pOut--) sum -= *pM * *pOut;
Out[i] = sum / M[i*D + i];
}
}
// Sets storage for KK class. Needs to have nDims and nPoints defined
void KK::AllocateArrays() {
nDims2 = nDims*nDims;
NoisePoint = 1;
// Set sizes for arrays
Data.SetSize(nPoints * nDims);
Weight.SetSize(MaxPossibleClusters);
Mean.SetSize(MaxPossibleClusters*nDims);
Cov.SetSize(MaxPossibleClusters*nDims2);
LogP.SetSize(MaxPossibleClusters*nPoints);
Class.SetSize(nPoints);
OldClass.SetSize(nPoints);
Class2.SetSize(nPoints);
BestClass.SetSize(nPoints);
ClassAlive.SetSize(MaxPossibleClusters);
AliveIndex.SetSize(MaxPossibleClusters);
}
// recompute index of alive clusters (including 0, the noise cluster)
// should be called after anything that changes ClassAlive
void KK::Reindex() {
int c;
AliveIndex[0] = 0;
nClustersAlive=1;
for(c=1;c<MaxPossibleClusters;c++) {
if (ClassAlive[c]) {
AliveIndex[nClustersAlive] = c;
nClustersAlive++;
}
}
}
// Loads in Fet file. Also allocates storage for other arrays
void KK::LoadData() {
char fname[STRLEN];
char line[STRLEN];
int p, i, j;
int nFeatures; // not the same as nDims! we don't use all features.
FILE *fp;
int status;
float val;
int UseLen;
float max, min;
// open file
sprintf(fname, "%s.fet.%d", FileBase, ElecNo);
fp = fopen_safe(fname, "r");
// count lines;
nPoints=-1; // subtract 1 because first line is number of features
while(fgets(line, STRLEN, fp)) {
nPoints++;
}
// rewind file
fseek(fp, 0, SEEK_SET);
// read in number of features
fscanf(fp, "%d", &nFeatures);
// calculate number of dimensions
UseLen = strlen(UseFeatures);
nDims=0;
for(i=0; i<nFeatures; i++) {
nDims += (i<UseLen && UseFeatures[i]=='1');
}
AllocateArrays();
// load data
for (p=0; p<nPoints; p++) {
j=0;
for(i=0; i<nFeatures; i++) {
status = fscanf(fp, "%f", &val);
if (status==EOF) Error("Error reading feature file");
if (i<UseLen && UseFeatures[i]=='1') {
Data[p*nDims + j] = val;
j++;
}
}
}
fclose(fp);
// normalize data so that range is 0 to 1: This is useful in case of v. large inputs
for(i=0; i<nDims; i++) {
//calculate min and max
min = HugeScore; max=-HugeScore;
for(p=0; p<nPoints; p++) {
val = Data[p*nDims + i];
if (val > max) max = val;
if (val < min) min = val;
}
// now normalize
for(p=0; p<nPoints; p++) Data[p*nDims+i] = (Data[p*nDims+i] - min) / (max-min);
}
Output("Loaded %d data points of dimension %d.\n", nPoints, nDims);
}
// Penalty(nAlive) returns the complexity penalty for that many clusters
// bearing in mind that cluster 0 has no free params except p.
float KK::Penalty(int n) {
int nParams;
if(n==1) return 0;
nParams = (nDims*(nDims+1)/2 + nDims + 1)*(n-1); // each has cov, mean, &p
// Use AIC
//return nParams*2;
// BIC is too harsh
//return nParams*log(nPoints)/2;
// return mixture of AIC and BIC
return (float)(1.0 - penaltyMix) * nParams * 2 + penaltyMix * (nParams * log(nPoints)/2);
}
// M-step: Calculate mean, cov, and weight for each living class
// also deletes any classes with less points than nDim
void KK::MStep() {
int p, c, cc, i, j;
Array<int> nClassMembers(MaxPossibleClusters);
Array<float> Vec2Mean(nDims);
// clear arrays
for(c=0; c<MaxPossibleClusters; c++) {
nClassMembers[c] = 0;
for(i=0; i<nDims; i++) Mean[c*nDims + i] = 0;
for(i=0; i<nDims; i++) for(j=i; j<nDims; j++) {
Cov[c*nDims2 + i*nDims + j] = 0;
}
}
// Accumulate total number of points in each class
for (p=0; p<nPoints; p++) nClassMembers[Class[p]]++;
// check for any dead classes
for (cc=0; cc<nClustersAlive; cc++) {
c = AliveIndex[cc];
if (c>0 && nClassMembers[c]<=nDims) {
ClassAlive[c]=0;
Output("Deleted class %d: not enough members\n", c);
}
}
Reindex();
// Normalize by total number of points to give class weight
// Also check for dead classes
for (cc=0; cc<nClustersAlive; cc++) {
c = AliveIndex[cc];
// add "noise point" to make sure Weight for noise cluster never gets to zero
if(c==0) {
Weight[c] = ((float)nClassMembers[c]+NoisePoint) / (nPoints+NoisePoint);
} else {
Weight[c] = ((float)nClassMembers[c]) / (nPoints+NoisePoint);
}
}
Reindex();
// Accumulate sums for mean caculation
for (p=0; p<nPoints; p++) {
c = Class[p];
for(i=0; i<nDims; i++) {
Mean[c*nDims + i] += Data[p*nDims + i];
}
}
// and normalize
for (cc=0; cc<nClustersAlive; cc++) {
c = AliveIndex[cc];
for (i=0; i<nDims; i++) Mean[c*nDims + i] /= nClassMembers[c];
}
// Accumulate sums for covariance calculation
for (p=0; p<nPoints; p++) {
c = Class[p];
// calculate distance from mean
for(i=0; i<nDims; i++) Vec2Mean[i] = Data[p*nDims + i] - Mean[c*nDims + i];
for(i=0; i<nDims; i++) for(j=i; j<nDims; j++) {
Cov[c*nDims2 + i*nDims + j] += Vec2Mean[i] * Vec2Mean[j];
}
}
// and normalize
for (cc=0; cc<nClustersAlive; cc++) {
c = AliveIndex[cc];
for(i=0; i<nDims; i++) for(j=i; j<nDims; j++) {
Cov[c*nDims2 + i*nDims + j] /= (nClassMembers[c]-1);
}
}
// That's it!
// Diagnostics
if (Debug) {
for (cc=0; cc<nClustersAlive; cc++) {
c = AliveIndex[cc];
Output("Class %d - Weight %.2g\n", c, Weight[c]);
Output("Mean: ");
MatPrint(stdout, Mean.m_Data + c*nDims, 1, nDims);
Output("\nCov:\n");
MatPrint(stdout, Cov.m_Data + c*nDims2, nDims, nDims);
Output("\n");
}
}
}
// E-step. Calculate Log Probs for each point to belong to each living class
// will delete a class if covariance matrix is singular
// also counts number of living classes
void KK::EStep() {
int p, c, cc, i;
int nSkipped;
float LogRootDet; // log of square root of covariance determinant
float Mahal; // Mahalanobis distance of point from cluster center
Array<float> Chol(nDims2); // to store choleski decomposition
Array<float> Vec2Mean(nDims); // stores data point minus class mean
Array<float> Root(nDims); // stores result of Chol*Root = Vec
float *OptPtrLogP;
int *OptPtrClass = Class.m_Data;
int *OptPtrOldClass = OldClass.m_Data;
nSkipped = 0;
// start with cluster 0 - uniform distribution over space
// because we have normalized all dims to 0...1, density will be 1.
for (p=0; p<nPoints; p++) LogP[p*MaxPossibleClusters + 0] = (float)-log(Weight[0]);
for (cc=1; cc<nClustersAlive; cc++) {
c = AliveIndex[cc];
// calculate cholesky decomposition for class c
if (Cholesky(Cov.m_Data+c*nDims2, Chol.m_Data, nDims)) {
// If Cholesky returns 1, it means the matrix is not positive definite.
// So kill the class.
Output("Deleting class %d: covariance matrix is singular\n", c);
ClassAlive[c] = 0;
continue;
}
// LogRootDet is given by log of product of diagonal elements
LogRootDet = 0;
for(i=0; i<nDims; i++) LogRootDet += (float)log(Chol[i*nDims + i]);
for (p=0; p<nPoints; p++) {
// optimize for speed ...
OptPtrLogP = LogP.m_Data + (p*MaxPossibleClusters);
// to save time -- only recalculate if the last one was close
if (
!FullStep
// Class[p] == OldClass[p]
// && LogP[p*MaxPossibleClusters+c] - LogP[p*MaxPossibleClusters+Class[p]] > DistThresh
&& OptPtrClass[p] == OptPtrOldClass[p]
&& OptPtrLogP[c] - OptPtrLogP[OptPtrClass[p]] > DistThresh
) {
nSkipped++;
continue;
}
// Compute Mahalanobis distance
Mahal = 0;
// calculate data minus class mean
for(i=0; i<nDims; i++) Vec2Mean[i] = Data[p*nDims + i] - Mean[c*nDims + i];
// calculate Root vector - by Chol*Root = Vec2Mean
TriSolve(Chol.m_Data, Vec2Mean.m_Data, Root.m_Data, nDims);
// add half of Root vector squared to log p
for(i=0; i<nDims; i++) Mahal += Root[i]*Root[i];
// Score is given by Mahal/2 + log RootDet - log weight
// LogP[p*MaxPossibleClusters + c] = Mahal/2
OptPtrLogP[c] = Mahal/2
+ LogRootDet
- log(Weight[c])
+ (float)log(2*M_PI)*nDims/2;
/* if (Debug) {
if (p==0) {
Output("Cholesky\n");
MatPrint(stdout, Chol.m_Data, nDims, nDims);
Output("root vector:\n");
MatPrint(stdout, Root.m_Data, 1, nDims);
Output("First point's score = %.3g + %.3g - %.3g = %.3g\n", Mahal/2, LogRootDet
, log(Weight[c]), LogP[p*MaxPossibleClusters + c]);
}
}
*/
}
}
// Output("Skipped %d ", nSkipped);
}
// Choose best class for each point (and second best) out of those living
void KK::CStep() {
int p, c, cc, TopClass, SecondClass;
float ThisScore, BestScore, SecondScore;
for (p=0; p<nPoints; p++) {
OldClass[p] = Class[p];
BestScore = HugeScore;
SecondScore = HugeScore;
TopClass = SecondClass = 0;
for (cc=0; cc<nClustersAlive; cc++) {
c = AliveIndex[cc];
ThisScore = LogP[p*MaxPossibleClusters + c];
if (ThisScore < BestScore) {
SecondClass = TopClass;
TopClass = c;
SecondScore = BestScore;
BestScore = ThisScore;
}
else if (ThisScore < SecondScore) {
SecondClass = c;
SecondScore = ThisScore;
}
}
Class[p] = TopClass;
Class2[p] = SecondClass;
}
}
// Sometimes deleting a cluster will improve the score, when you take into accout
// the BIC. This function sees if this is the case. It will not delete more than
// one cluster at a time.
void KK::ConsiderDeletion() {
int c, p, CandidateClass;
float Loss, DeltaPen;
Array<float> DeletionLoss(MaxPossibleClusters); // the increase in log P by deleting the cluster
for(c=1; c<MaxPossibleClusters; c++) {
if (ClassAlive[c]) DeletionLoss[c] = 0;
else DeletionLoss[c] = HugeScore; // don't delete classes that are already there
}
// compute losses by deleting clusters
for(p=0; p<nPoints; p++) {
DeletionLoss[Class[p]] += LogP[p*MaxPossibleClusters + Class2[p]] - LogP[p*MaxPossibleClusters + Class[p]];
}
// find class with least to lose
Loss = HugeScore;
for(c=1; c<MaxPossibleClusters; c++) {
if (DeletionLoss[c]<Loss) {
Loss = DeletionLoss[c];
CandidateClass = c;
}
}
// what is the change in penalty?
DeltaPen = Penalty(nClustersAlive) - Penalty(nClustersAlive-1);
//Output("cand Class %d would lose %f gain is %f\n", CandidateClass, Loss, DeltaPen);
// is it worth it?
if (Loss<DeltaPen) {
Output("Deleting Class %d. Lose %f but Gain %f\n", CandidateClass, Loss, DeltaPen);
// set it to dead
ClassAlive[CandidateClass] = 0;
// re-allocate all of its points
for(p=0;p<nPoints; p++) if(Class[p]==CandidateClass) Class[p] = Class2[p];
}
Reindex();
}
// LoadClu(CluFile)
void KK::LoadClu(char *CluFile) {
FILE *fp;
int p, c, val;
int status;
fp = fopen_safe(CluFile, "r");
status = fscanf(fp, "%d", &nStartingClusters);
nClustersAlive = nStartingClusters;// -1;
for(c=0; c<MaxPossibleClusters; c++) ClassAlive[c]=(c<nStartingClusters);
for(p=0; p<nPoints; p++) {
status = fscanf(fp, "%d", &val);
if (status==EOF) Error("Error reading cluster file");
Class[p] = val-1;
}
}
// for each cluster, try to split it in two. if that improves the score, do it.
// returns 1 if split was successful
int KK::TrySplits() {
int i, c, cc, c2, p, p2, d, DidSplit = 0;
float Score, NewScore, UnsplitScore, SplitScore;
int UnusedCluster;
KK K2; // second KK structure for sub-clustering
KK K3; // third one for comparison
if(nClustersAlive>=MaxPossibleClusters-1) {
Output("Won't try splitting - already at maximum number of clusters\n");
return 0;
}
// set up K3
K3.nDims = nDims; K3.nPoints = nPoints;
K3.penaltyMix = PenaltyMix;
K3.AllocateArrays();
for(i=0; i<nDims*nPoints; i++) K3.Data[i] = Data[i];
Score = ComputeScore();
// loop thu clusters, trying to split
for (cc=1; cc<nClustersAlive; cc++) {
c = AliveIndex[cc];
// set up K2 strucutre to contain points of this cluster only
// count number of points and allocate memory
K2.nPoints = 0;
K2.penaltyMix = PenaltyMix;
for(p=0; p<nPoints; p++) if(Class[p]==c) K2.nPoints++;
if(K2.nPoints==0) continue;
K2.nDims = nDims;
K2.AllocateArrays();
K2.NoisePoint = 0;
// put data into K2
p2=0;
for(p=0; p<nPoints; p++) if(Class[p]==c) {
for(d=0; d<nDims; d++) K2.Data[p2*nDims + d] = Data[p*nDims + d];
p2++;
}
// find an unused cluster
UnusedCluster = -1;
for(c2=1; c2<MaxPossibleClusters; c2++) {
if (!ClassAlive[c2]) {
UnusedCluster = c2;
break;
}
}
if (UnusedCluster==-1) {
Output("No free clusters, abandoning split");
return DidSplit;
}
// do it
if (Verbose>=1) Output("Trying to split cluster %d (%d points) \n", c, K2.nPoints);
K2.nStartingClusters=2; // (2 = 1 clusters + 1 unused noise cluster)
UnsplitScore = K2.CEM(NULL, 0, 1);
K2.nStartingClusters=3; // (3 = 2 clusters + 1 unused noise cluster)
SplitScore = K2.CEM(NULL, 0, 1);
// Fix by Michaƫl Zugaro: replace next line with following two lines
// if(SplitScore<UnsplitScore) {
if(K2.nClustersAlive<2) Output("Split failed - leaving alone\n");
if(SplitScore<UnsplitScore&K2.nClustersAlive>=2) {
// will splitting improve the score in the whole data set?
// assign clusters to K3
for(c2=0; c2<MaxPossibleClusters; c2++) K3.ClassAlive[c2]=0;
p2 = 0;
for(p=0; p<nPoints; p++) {
if(Class[p]==c) {
if(K2.Class[p2]==1) K3.Class[p] = c;
else if(K2.Class[p2]==2) K3.Class[p] = UnusedCluster;
else Error("split should only produce 2 clusters");
p2++;
} else K3.Class[p] = Class[p];
K3.ClassAlive[K3.Class[p]] = 1;
}
K3.Reindex();
// compute scores
K3.MStep();
K3.EStep();
NewScore = K3.ComputeScore();
Output("Splitting cluster %d changes total score from %f to %f\n", c, Score, NewScore);
if (NewScore<Score) {
DidSplit = 1;
Output("So it's getting split into cluster %d.\n", UnusedCluster);
// so put clusters from K3 back into main KK struct (K1)
for(c2=0; c2<MaxPossibleClusters; c2++) ClassAlive[c2] = K3.ClassAlive[c2];
for(p=0; p<nPoints; p++) Class[p] = K3.Class[p];
} else {
Output("So it's not getting split.\n");
}
}
}
return DidSplit;
}
// ComputeScore() - computes total score. Requires M, E, and C steps to have been run
float KK::ComputeScore() {
int p;
float Score = Penalty(nClustersAlive);
for(p=0; p<nPoints; p++) {
Score += LogP[p*MaxPossibleClusters + Class[p]];
// Output("point %d: cumulative score %f\n", p, Score);
}
if (Debug) {
int c, cc;
float tScore;
for(cc=0; cc<nClustersAlive; cc++) {
c = AliveIndex[cc];
tScore = 0;
for(p=0; p<nPoints; p++) if(Class[p]==c) tScore += LogP[p*MaxPossibleClusters + Class[p]];
Output("class %d has subscore %f\n", c, tScore);
}
}
return Score;
}
// CEM(StartFile) - Does a whole CEM algorithm from a random start
// optional start file loads this cluster file to start iteration
// if Recurse is 0, it will not try and split.
// if InitRand is 0, use cluster assignments already in structure
float KK::CEM(char *CluFile /*= NULL*/, int Recurse /*=1*/, int InitRand /*=1*/) {
int p, c, i;
int nChanged;
int Iter;
Array<int> OldClass(nPoints);
float Score, OldScore;
int LastStepFull; // stores whether the last step was a full one
int DidSplit;
if (CluFile && *CluFile) LoadClu(CluFile);
else if (InitRand) {
// initialize data to random
if (nStartingClusters>1)
for(p=0; p<nPoints; p++) Class[p] = irand(1, nStartingClusters-1);
else
for(p=0; p<nPoints; p++) Class[p] = 0;
for(c=0; c<MaxPossibleClusters; c++) ClassAlive[c] = (c<nStartingClusters);
}
// set all clases to alive
Reindex();
// main loop
Iter = 0;
FullStep = 1;
do {
// Store old classifications
for(p=0; p<nPoints; p++) OldClass[p] = Class[p];
// M-step - calculate class weights, means, and covariance matrices for each class
MStep();
// E-step - calculate scores for each point to belong to each class
EStep();
// dump distances if required
if (DistDump) MatPrint(Distfp, LogP.m_Data, DistDump, MaxPossibleClusters);
// C-step - choose best class for each
CStep();
// Would deleting any classes improve things?
if(Recurse) ConsiderDeletion();
// Calculate number changed
nChanged = 0;
for(p=0; p<nPoints; p++) nChanged += (OldClass[p] != Class[p]);
// Calculate score
OldScore = Score;
Score = ComputeScore();
if(Verbose>=1) {
if(Recurse==0) Output("\t");
Output("Iteration %d%c: %d clusters Score %.7g nChanged %d\n",
Iter, FullStep ? 'F' : 'Q', nClustersAlive, Score, nChanged);
}
Iter++;
if (Debug) {
for(p=0;p<nPoints;p++) BestClass[p] = Class[p];
SaveOutput(BestClass);
Output("Press return");
getchar();
}
// Next step a full step?
LastStepFull = FullStep;
FullStep = (
nChanged>ChangedThresh*nPoints
|| nChanged == 0
|| Iter%FullStepEvery==0
// || Score > OldScore Doesn't help!
// Score decreases are not because of quick steps!
) ;
if (Iter>MaxIter) {
Output("Maximum iterations exceeded\n");
break;
}
// try splitting
if ((Recurse && SplitEvery>0) && (Iter%SplitEvery==SplitEvery-1 || (nChanged==0 && LastStepFull))) {
DidSplit = TrySplits();
} else DidSplit = 0;
} while (nChanged > 0 || !LastStepFull || DidSplit);
if (DistDump) fprintf(Distfp, "\n");
return Score;
}
// does the two-step clustering algorithm:
// first make a subset of the data, to SubPoints points
// then run CEM on this
// then use these clusters to do a CEM on the full data
float KK::Cluster(char *StartCluFile=NULL) {
KK KKSub;
int i, d, p, c;
float StepSize; // for resampling
int sPoints; // number of points to subset to
if (Subset<=1) { // don't subset
Output("--- Clustering full data set of %d points ---\n", nPoints);
return CEM(NULL, 1, 1);
} else { // run on a subset of points
sPoints = nPoints/Subset; // number of subset points - integer division will round down
// set up KKSub object
KKSub.nDims = nDims;
KKSub.nPoints = sPoints;
KKSub.penaltyMix = PenaltyMix;
KKSub.nStartingClusters = nStartingClusters;
KKSub.AllocateArrays();
// fill KKSub with a subset of SubPoints from full data set.
for (i=0; i<sPoints; i++) {
// choose point to include, evenly spaced plus a random offset
p= Subset*i + irand(0,Subset-1);
// copy data
for (d=0; d<nDims; d++) KKSub.Data[i*nDims + d] = Data[p*nDims + d];
}
// run CEM algorithm on KKSub
Output("--- Running on subset of %d points ---\n", sPoints);
KKSub.CEM(NULL, 1, 1);
// now copy cluster shapes from KKSub to main KK
Weight = KKSub.Weight;
Mean = KKSub.Mean;
Cov = KKSub.Cov;
ClassAlive = KKSub.ClassAlive;
nClustersAlive = KKSub.nClustersAlive;
AliveIndex = KKSub.AliveIndex;
// Run E and C steps on full data set
Output("--- Evaluating fit on full set of %d points ---\n", nPoints);
EStep();
CStep();
// compute score on full data set and leave
return ComputeScore();
}
}
int main(int argc, char **argv) {
float Score;
float BestScore = HugeScore;
int p, i;
SetupParams(argc, argv);
clock_t Clock0;
KK K1; // main KK class, for all data
K1.penaltyMix = PenaltyMix;
Clock0 = clock(); // start timer
K1.LoadData(); // load .fet file
// Seed random number generator
srand(RandomSeed);
// open distance dump file if required
if (DistDump) Distfp = fopen("DISTDUMP", "w");
// start with provided file, if required
if (*StartCluFile) {
Output("Starting from cluster file %s\n", StartCluFile);
BestScore = K1.CEM(StartCluFile, 1, 1);
Output("%d->%d Clusters: Score %f\n\n", K1.nStartingClusters, K1.nClustersAlive, BestScore);
for(p=0; p<K1.nPoints; p++) K1.BestClass[p] = K1.Class[p];
SaveOutput(K1.BestClass);
}
// loop through numbers of clusters ...
for(K1.nStartingClusters=MinClusters; K1.nStartingClusters<=MaxClusters; K1.nStartingClusters++) for(i=0; i<nStarts; i++) {
// do CEM iteration
Output("Starting from %d clusters...\n", K1.nStartingClusters);
Score = K1.Cluster();
Output("%d->%d Clusters: Score %f, best is %f\n", K1.nStartingClusters, K1.nClustersAlive, Score, BestScore);
if (Score < BestScore) {
Output("THE BEST YET!\n");
// New best classification found
BestScore = Score;
for(p=0; p<K1.nPoints; p++) K1.BestClass[p] = K1.Class[p];
SaveOutput(K1.BestClass);
}
Output("\n");
}
SaveOutput(K1.BestClass);
Output("That took %f seconds.\n", (clock()-Clock0)/(float) CLOCKS_PER_SEC);
if (DistDump) fclose(Distfp);
return 0;
}
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