.. _clustering:

==========
Clustering
==========

`Clustering <http://en.wikipedia.org/wiki/Cluster_analysis>`__ of
unlabeled data can be performed with the module :mod:`sklearn.cluster`.

Each clustering algorithm comes in two variants: a class, that implements
the `fit` method to learn the clusters on train data, and a function,
that, given train data, returns an array of integer labels corresponding
to the different clusters. For the class, the labels over the training
data can be found in the `labels_` attribute.

.. currentmodule:: sklearn.cluster

.. topic:: Input data

    One important thing to note is that the algorithms implemented in
    this module take different kinds of matrix as input.  On one hand,
    :class:`MeanShift` and :class:`KMeans` take data matrices of shape
    [n_samples, n_features]. These can be obtained from the classes in
    the :mod:`sklearn.feature_extraction` module. On the other hand,
    :class:`AffinityPropagation` and :class:`SpectralClustering` take
    similarity matrices of shape [n_samples, n_samples].  These can be
    obtained from the functions in the :mod:`sklearn.metrics.pairwise`
    module. In other words, :class:`MeanShift` and :class:`KMeans` work
    with points in a vector space, whereas :class:`AffinityPropagation`
    and :class:`SpectralClustering` can work with arbitrary objects, as
    long as a similarity measure exists for such objects.

Overview of clustering methods
===============================

.. figure:: ../auto_examples/cluster/images/plot_cluster_comparison_1.png
   :target: ../auto_examples/cluster/plot_cluster_comparison.html
   :align: center
   :scale: 50

   A comparison of the clustering algorithms in scikit-learn


.. list-table::
   :header-rows: 1
   :widths: 14 15 19 25 20

   * - Method name
     - Parameters
     - Scalability
     - Usecase
     - Geometry (metric used)

   * - :ref:`K-Means <k_means>`
     - number of clusters
     - Very large `n_samples`, medium `n_clusters` with
       :ref:`MiniBatch code <mini_batch_kmeans>`
     - General-purpose, even cluster size, flat geometry, not too many clusters 
     - Distances between points 

   * - :ref:`Affinity propagation <affinity_propagation>`
     - damping, sample preference 
     - Not scalable with n_samples
     - Many clusters, uneven cluster size, non-flat geometry
     - Graph distance (e.g. nearest-neighbor graph)

   * - :ref:`Mean-shift <mean_shift>`
     - bandwidth 
     - Not scalable with n_samples
     - Many clusters, uneven cluster size, non-flat geometry
     - Distances between points 

   * - :ref:`Spectral clustering <spectral_clustering>`
     - number of clusters
     - Medium `n_samples`, small `n_clusters`
     - Few clusters, even cluster size, non-flat geometry
     - Graph distance (e.g. nearest-neighbor graph)

   * - :ref:`Hierarchical clustering <hierarchical_clustering>`
     - number of clusters
     - Large `n_samples` and `n_clusters`
     - Many clusters, possibly connectivity constraints
     - Distances between points 

   * - :ref:`DBSCAN <dbscan>`
     - neighborhood size
     - Very large `n_samples`, medium `n_clusters`
     - Non-flat geometry, uneven cluster sizes
     - Distances between nearest points 

   * - :ref:`Gaussian mixtures <mixture>`
     - many
     - Not scalable
     - Flat geometry, good for density estimation
     - Mahalanobis distances to  centers

Non-flat geometry clustering is useful when the clusters have a specific
shape, i.e. a non-flat manifold, and the standard euclidean distance is
not the right metric. This case arises in the two top rows of the figure
above.

Gaussian mixture models, useful for clustering, are described in
:ref:`another chapter of the documentation <mixture>` dedicated to
mixture models. KMeans can be seen as a special case of Gaussian mixture
model with equal covariance per component.

.. _k_means:

K-means
=======

The :class:`KMeans` algorithm clusters data by trying to separate samples
in n groups of equal variance, minimizing a criterion known as the
'inertia' of the groups. This algorithm requires the number of cluster to
be specified. It scales well to large number of samples, however its
results may be dependent on an initialisation. As a result, the computation is
often done several times, with different initialisation of the centroids.

K-means is often referred to as Lloyd's algorithm. After initialization,
k-means consists of looping between two major steps. First the Voronoi diagram
of the points is calculated using the current centroids. Each segment in the
Voronoi diagram becomes a separate cluster. Secondly, the centroids are updated
to the mean of each segment. The algorithm then repeats this until a stopping
criteria is fulfilled. Usually, as in this implementation, the algorithm
stops when the relative increment in the results between iterations is less than
the given tolerance value.

A parameter can be given to allow K-means to be run in parallel, called
`n_jobs`. Giving this parameter a positive value uses that many processors 
(default=1). A value of -1 uses all processors, with -2 using one less, and so 
on. Parallelization generally speeds up computation at the cost of memory (in
this case, multiple copies of centroids need to be stored, one for each job).

K-means can be used for vector quantization. This is achieved using the
transform method of a trained model of :class:`KMeans`.

.. topic:: Examples:

 * :ref:`example_cluster_plot_kmeans_digits.py`: Clustering handwritten digits


.. _mini_batch_kmeans:

Mini Batch K-Means
------------------

The :class:`MiniBatchKMeans` is a variant of the :class:`KMeans` algorithm
using mini-batches, random subset of the dataset, to compute the centroids.

Althought the :class:`MiniBatchKMeans` converge faster than the KMeans
version, the quality of the results, measured by the inertia, the sum of
the distance of each points to the nearest centroid, is not as good as
the :class:`KMeans` algorithm.

.. figure:: ../auto_examples/cluster/images/plot_mini_batch_kmeans_1.png
   :target: ../auto_examples/cluster/plot_mini_batch_kmeans.html
   :align: center
   :scale: 100


.. topic:: Examples:

 * :ref:`example_cluster_plot_mini_batch_kmeans.py`: Comparison of KMeans and
   MiniBatchKMeans

 * :ref:`example_document_clustering.py`: Document clustering using sparse
   MiniBatchKMeans


.. topic:: References:

 * `"Web Scale K-Means clustering"
   <http://www.eecs.tufts.edu/~dsculley/papers/fastkmeans.pdf>`_
   D. Sculley, *Proceedings of the 19th international conference on World
   wide web* (2010)

.. _affinity_propagation:

Affinity propagation
====================

:class:`AffinityPropagation` clusters data by diffusion in the similarity
matrix. This algorithm automatically sets its numbers of cluster. It
will have difficulties scaling to thousands of samples.

.. figure:: ../auto_examples/cluster/images/plot_affinity_propagation_1.png
   :target: ../auto_examples/cluster/plot_affinity_propagation.html
   :align: center
   :scale: 50

.. topic:: Examples:

 * :ref:`example_cluster_plot_affinity_propagation.py`: Affinity
   Propagation on a synthetic 2D datasets with 3 classes.

 * :ref:`example_applications_plot_stock_market.py` Affinity Propagation on
   Financial time series to find groups of companies


.. _mean_shift:

Mean Shift
==========

:class:`MeanShift` clusters data by estimating *blobs* in a smooth
density of points matrix. This algorithm automatically sets its numbers
of cluster. It will have difficulties scaling to thousands of samples.
The utility function :func:`estimate_bandwidth` can be used to guess
the optimal bandwidth for :class:`MeanShift` from the data.

.. figure:: ../auto_examples/cluster/images/plot_mean_shift_1.png
   :target: ../auto_examples/cluster/plot_mean_shift.html
   :align: center
   :scale: 50


.. topic:: Examples:

 * :ref:`example_cluster_plot_mean_shift.py`: Mean Shift clustering
   on a synthetic 2D datasets with 3 classes.

.. _spectral_clustering:

Spectral clustering
===================

:class:`SpectralClustering` does a low-dimension embedding of the
affinity matrix between samples, followed by a KMeans in the low
dimensional space. It is especially efficient if the affinity matrix is
sparse and the `pyamg <http://code.google.com/p/pyamg/>`_ module is
installed. SpectralClustering requires the number of clusters to be
specified. It works well for a small number of clusters but is not
advised when using many clusters.

For two clusters, it solves a convex relaxation of the `normalised
cuts <http://www.cs.berkeley.edu/~malik/papers/SM-ncut.pdf>`_ problem on
the similarity graph: cutting the graph in two so that the weight of the
edges cut is small compared to the weights in of edges inside each
cluster. This criteria is especially interesting when working on images:
graph vertices are pixels, and edges of the similarity graph are a
function of the gradient of the image.


.. |noisy_img| image:: ../auto_examples/cluster/images/plot_segmentation_toy_1.png
    :target: ../auto_examples/cluster/plot_segmentation_toy.html
    :scale: 50

.. |segmented_img| image:: ../auto_examples/cluster/images/plot_segmentation_toy_2.png
    :target: ../auto_examples/cluster/plot_segmentation_toy.html
    :scale: 50

.. centered:: |noisy_img| |segmented_img|

.. warning:: Shapeless isotropic data

   When the data is really shapeless (i.e. generated from a random
   distribution with no clusters), the spectral-clustering problem is
   ill-conditioned: the different choices are almost equivalent, and 
   the spectral clustering solver chooses an arbitrary one, putting 
   the first sample alone in one bin. 

.. topic:: Examples:

 * :ref:`example_cluster_plot_segmentation_toy.py`: Segmenting objects
   from a noisy background using spectral clustering.

 * :ref:`example_cluster_plot_lena_segmentation.py`: Spectral clustering
   to split the image of lena in regions.

.. topic:: References:

 * `"A Tutorial on Spectral Clustering"
   <http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.165.9323>`_
   Ulrike von Luxburg, 2007

 * `"Normalized cuts and image segmentation"
   <http://citeseer.ist.psu.edu/viewdoc/summary?doi=10.1.1.160.2324>`_
   Jianbo Shi, Jitendra Malik, 2000

 * `"A Random Walks View of Spectral Segmentation"
   <http://citeseer.ist.psu.edu/viewdoc/summary?doi=10.1.1.33.1501>`_
   Marina Meila, Jianbo Shi, 2001

 * `"On Spectral Clustering: Analysis and an algorithm"
   <http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.19.8100>`_
   Andrew Y. Ng, Michael I. Jordan, Yair Weiss, 2001


.. _hierarchical_clustering:

Hierarchical clustering
=======================

Hierarchical clustering is a general family of clustering algorithms that
build nested clusters by merging them successively. This hierarchy of
clusters represented as a tree (or dendrogram). The root of the tree is
the unique cluster that gathers all the samples, the leaves being the
clusters with only one sample. See the `Wikipedia page
<http://en.wikipedia.org/wiki/Hierarchical_clustering>`_ for more
details.

The :class:`Ward` object performs a hierarchical clustering based on
the Ward algorithm, that is a variance-minimizing approach. At each
step, it minimizes the sum of squared differences within all clusters
(inertia criterion).

This algorithm can scale to large number of samples when it is used jointly
with an connectivity matrix, but can be computationally expensive when no
connectivity constraints are added between samples: it considers at each step
all the possible merges.


Adding connectivity constraints
-------------------------------

An interesting aspect of the :class:`Ward` object is that connectivity
constraints can be added to this algorithm (only adjacent clusters can be
merged together), through an connectivity matrix that defines for each
sample the neighboring samples following a given structure of the data. For
instance, in the swiss-roll example below, the connectivity constraints
forbid the merging of points that are not adjacent on the swiss roll, and
thus avoid forming clusters that extend across overlapping folds of the
roll.

.. |unstructured| image:: ../auto_examples/cluster/images/plot_ward_structured_vs_unstructured_1.png
        :target: ../auto_examples/cluster/plot_ward_structured_vs_unstructured.html
        :scale: 49

.. |structured| image:: ../auto_examples/cluster/images/plot_ward_structured_vs_unstructured_2.png
        :target: ../auto_examples/cluster/plot_ward_structured_vs_unstructured.html
        :scale: 49

.. centered:: |unstructured| |structured|


The connectivity constraints are imposed via an connectivity matrix: a
scipy sparse matrix that has elements only at the intersection of a row
and a column with indices of the dataset that should be connected. This
matrix can be constructed from apriori information, for instance if you
whish to cluster web pages, but only merging pages with a link pointing
from one to another. It can also be learned from the data, for instance
using :func:`sklearn.neighbors.kneighbors_graph` to restrict
merging to nearest neighbors as in the :ref:`swiss roll
<example_cluster_plot_ward_structured_vs_unstructured.py>` example, or
using :func:`sklearn.feature_extraction.image.grid_to_graph` to
enable only merging of neighboring pixels on an image, as in the
:ref:`Lena <example_cluster_plot_lena_ward_segmentation.py>` example.

.. topic:: Examples:

 * :ref:`example_cluster_plot_lena_ward_segmentation.py`: Ward clustering
   to split the image of lena in regions.

 * :ref:`example_cluster_plot_ward_structured_vs_unstructured.py`: Example of
   Ward algorithm on a swiss-roll, comparison of structured approaches
   versus unstructured approaches.

 * :ref:`example_cluster_plot_feature_agglomeration_vs_univariate_selection.py`:
   Example of dimensionality reduction with feature agglomeration based on
   Ward hierarchical clustering.

.. _dbscan:

DBSCAN
======

The :class:`DBSCAN` algorithm clusters data by finding core points which have
many neighbours within a given radius. After a core point is found, the cluster
is expanded by adding its neighbours to the current cluster and recusively
checking if any are core points. Formally, a point is considered a core point
if it has more than min_points points which are of a similarity greater than
the given threshold eps. This is shown in the figure below, where the color
indicates cluster membership and large circles indicate core points found by
the algorithm. Moreover, the algorithm can detect outliers, indicated by black
points below. The outliers are defined as points which do not belong to
any current cluster and do not have enough close neighbours to start a
new cluster.

.. |dbscan_results| image:: ../auto_examples/cluster/images/plot_dbscan_1.png
        :target: ../auto_examples/cluster/plot_dbscan.html
        :scale: 50

.. centered:: |dbscan_results|

.. topic:: Examples:

 * :ref:`example_cluster_plot_dbscan.py`: Clustering synthetic data with DBSCAN

.. topic:: References:

 * "A Density-Based Algorithm for Discovering Clusters in Large Spatial Databases
   with Noise"
   Ester, M., H. P. Kriegel, J. Sander, and X. Xu,
   In Proceedings of the 2nd International Conference on Knowledge Discovery
   and Data Mining, Portland, OR, AAAI Press, pp. 226–231. 1996

.. _clustering_evaluation:

Clustering performance evaluation
=================================

Evaluating the performance of a clustering algorithm is not as trivial as
counting the number of errors or the precision and recall of a supervised
classification algorithm. In particular any evaluation metric should not
take the absolute values of the cluster labels into account but rather
if this clustering define separations of the data similar to some ground
truth set of classes or satisfying some assumption such that members
belong to the same class are more similar that members of different
classes according to some similarity metric.

.. currentmodule:: sklearn.metrics

Inertia
-------

Presentation and usage
~~~~~~~~~~~~~~~~~~~~~~

TODO: factorize inertia computation out of kmeans and then write me!


Advantages
~~~~~~~~~~

- No need for the ground truth knowledge of the "real" classes.

Drawbacks
~~~~~~~~~

- Inertia makes the assumption that clusters are convex and isotropic
  which is not always the case especially of the clusters are manifolds
  with weird shapes: for instance inertia is a useless metrics to evaluate
  clustering algorithm that tries to identify nested circles on a 2D plane.

- Inertia is not a normalized metrics: we just know that lower values are
  better and bounded by zero. One potential solution would be to adjust
  inertia for random clustering (assuming the number of ground truth classes
  is known).


Adjusted Rand index
-------------------

Presentation and usage
~~~~~~~~~~~~~~~~~~~~~~

Given the knowledge of the ground truth class assignments ``labels_true``
and our clustering algorithm assignments of the same samples
``labels_pred``, the **adjusted Rand index** is a function that measures
the **similarity** of the two assignements, ignoring permutations and **with
chance normalization**::

  >>> from sklearn import metrics
  >>> labels_true = [0, 0, 0, 1, 1, 1]
  >>> labels_pred = [0, 0, 1, 1, 2, 2]

  >>> metrics.adjusted_rand_score(labels_true, labels_pred)  # doctest: +ELLIPSIS
  0.24...

One can permute 0 and 1 in the predicted labels and rename `2` by `3` and get
the same score::

  >>> labels_pred = [1, 1, 0, 0, 3, 3]
  >>> metrics.adjusted_rand_score(labels_true, labels_pred)  # doctest: +ELLIPSIS
  0.24...

Furthermore, :func:`adjusted_rand_score` is **symmetric**: swapping the argument
does not change the score. It can thus be used as a **consensus
measure**::

  >>> metrics.adjusted_rand_score(labels_pred, labels_true)  # doctest: +ELLIPSIS
  0.24...

Perfect labeling is scored 1.0::

  >>> labels_pred = labels_true[:]
  >>> metrics.adjusted_rand_score(labels_true, labels_pred)
  1.0

Bad (e.g. independent labelings) have negative or close to 0.0 scores::

  >>> labels_true = [0, 1, 2, 0, 3, 4, 5, 1]
  >>> labels_pred = [1, 1, 0, 0, 2, 2, 2, 2]
  >>> metrics.adjusted_rand_score(labels_true, labels_pred)  # doctest: +ELLIPSIS
  -0.12...


Advantages
~~~~~~~~~~

- **Random (uniform) label assignements have a ARI score close to 0.0**
  for any value of ``n_clusters`` and ``n_samples`` (which is not the
  case for raw Rand index or the V-measure for instance).

- **Bounded range [-1, 1]**: negative values are bad (independent
  labelings), similar clusterings have a positve ARI, 1.0 is the perfect
  match score.

- **No assumption is made on the cluster structure**: can be used
  to compare clustering algorithms such as k-means which assumes isotropic
  blob shapes with results of spectral clustering algorithms which can
  find cluster with "folded" shapes.


Drawbacks
~~~~~~~~~

- Contrary to inertia, **ARI requires the knowlege of the ground truth
  classes** while almost never available in practice or requires manual
  assignment by human annotators (as in the supervised learning setting).

  However ARI can also be useful in purely unsupervised setting as a
  building block for a Consensus Index that can be used for clustering
  model selection (TODO).


.. topic:: Examples:

 * :ref:`example_cluster_plot_adjusted_for_chance_measures.py`: Analysis of
   the impact of the dataset size on the value of clustering measures
   for random assignements.


Mathematical formulation
~~~~~~~~~~~~~~~~~~~~~~~~

If C is a ground truth class assignement and K the clustering, let us
define :math:`a` and :math:`b` as:

- :math:`a`, the number of pairs of elements that are in the same set
  in C and in the same set in K

- :math:`b`, the number of pairs of elements that are in different sets
  in C and in different sets in K

The raw (unadjusted) Rand index is then given by:

.. math:: RI = \frac{a + b}{C_2^{n_{samples}}}

Where :math:`C_2^{n_{samples}}` is the total number of possible pairs
in the dataset (without ordering).

However the RI score does not guarantee that random label assignements
will get a value close to zero (esp. if the number of clusters is in
the same order of magnitude as the number of samples).

To counter this effect we can discount the expected RI of random labelings
by defining the adjusted Rand index as follows:

.. math:: ARI = \frac{RI - Expected\_RI}{max(RI) - Expected\_RI}

.. topic:: References

 * `Comparing Partitions
   <http://www.springerlink.com/content/x64124718341j1j0/>`_
   L. Hubert and P. Arabie, Journal of Classification 1985

 * `Wikipedia entry for the adjusted Rand index
   <http://en.wikipedia.org/wiki/Rand_index#Adjusted_Rand_index>`_


Adjusted Mutual Information
---------------------------

Presentation and usage
~~~~~~~~~~~~~~~~~~~~~~

Given the knowledge of the ground truth class assignments ``labels_true``
and our clustering algorithm assignments of the same samples
``labels_pred``, the **Adjusted Mutual Information** is a function that 
measures the **agreement** of the two assignements, ignoring permutations
and **with chance normalization**::

  >>> from sklearn import metrics
  >>> labels_true = [0, 0, 0, 1, 1, 1]
  >>> labels_pred = [0, 0, 1, 1, 2, 2]

  >>> metrics.adjusted_mutual_info_score(labels_true, labels_pred)  # doctest: +ELLIPSIS
  0.22504...

One can permute 0 and 1 in the predicted labels and rename `2` by `3` and get
the same score::

  >>> labels_pred = [1, 1, 0, 0, 3, 3]
  >>> metrics.adjusted_mutual_info_score(labels_true, labels_pred)  # doctest: +ELLIPSIS
  0.22504...

Furthermore, :func:`adjusted_mutual_info_score` is **symmetric**: swapping the
argument does not change the score. It can thus be used as a **consensus
measure**::

  >>> metrics.adjusted_mutual_info_score(labels_pred, labels_true)  # doctest: +ELLIPSIS
  0.22504...

Perfect labeling is scored 1.0::

  >>> labels_pred = labels_true[:]
  >>> metrics.adjusted_mutual_info_score(labels_true, labels_pred)
  1.0

Bad (e.g. independent labelings) have non-positive scores::

  >>> labels_true = [0, 1, 2, 0, 3, 4, 5, 1]
  >>> labels_pred = [1, 1, 0, 0, 2, 2, 2, 2]
  >>> metrics.adjusted_mutual_info_score(labels_true, labels_pred)  # doctest: +ELLIPSIS
  -0.10526...


Advantages
~~~~~~~~~~

- **Random (uniform) label assignements have a AMI score close to 0.0**
  for any value of ``n_clusters`` and ``n_samples`` (which is not the
  case for raw Mutual Information or the V-measure for instance).

- **Bounded range [0, 1]**:  Values close to zero indicate two label
  assignments that are largely independent, while values close to one
  indicate significant agreement. Further, values of exactly 0 indicate
  **purely** independent label assignments and a AMI of exactly 1 indicates
  that the two label assignments are equal (with or without permutation).

- **No assumption is made on the cluster structure**: can be used
  to compare clustering algorithms such as k-means which assumes isotropic
  blob shapes with results of spectral clustering algorithms which can
  find cluster with "folded" shapes.


Drawbacks
~~~~~~~~~

- Contrary to inertia, **AMI requires the knowlege of the ground truth
  classes** while almost never available in practice or requires manual
  assignment by human annotators (as in the supervised learning setting).

  However AMI can also be useful in purely unsupervised setting as a
  building block for a Consensus Index that can be used for clustering
  model selection.


.. topic:: Examples:

 * :ref:`example_cluster_plot_adjusted_for_chance_measures.py`: Analysis of
   the impact of the dataset size on the value of clustering measures
   for random assignements. This example also includes the Adjusted Rand 
   Index.


Mathematical formulation
~~~~~~~~~~~~~~~~~~~~~~~~
Assume two label assignments (of the same data), :math:`U` with :math:`R`
classes and :math:`V` with :math:`C` classes. The entropy of either is the
amount of uncertaintly for an array, and can be calculated as:

.. math:: H(U) = \sum_{i=1}^{|R|}P(i)log(P(i))

Where P(i) is the number of instances in U that are in class :math:`R_i`.
Likewise, for :math:`V`:

.. math:: H(V) = \sum_{j=1}^{|C|}P'(j)log(P'(j))

Where P'(j) is the number of instances in V that are in class :math:`C_j`.

The (non-adjusted) mutual information between :math:`U` and :math:`V` is
calculated by:

.. math:: MI(U, V) = \sum_{i=1}^{|R|}\sum_{j=1}^{|C|}P(i, j)log(\frac{P(i,j)}{P(i)P'(j)})

Where P(i, j) is the number of instances with label :math:`R_i` 
and also with label :math:`C_j`.

This value of the mutual information is not adjusted cfor chance and will tend
to increase as the number of different labels (clusters) increases, regardless
of the actual amount of "mutual information" between the label assignments.

The expected value for the mutual information can be calculated using the
following equation, from Vinh, Epps, and Bailey, (2009). In this equation,
:math:`a_i` is the number of instances with label :math:`U_i` and
:math:`b_j` is the number of instances with label :math:`V_j`.


.. math:: E\{MI(U,V)\}=\sum_{i=1}^R \sum_{j=1}^C \sum_{n_{ij}=(a_i+b_j-N)^+
   }^{\min(a_i, b_j)} \frac{n_{ij}}{N}\log ( \frac{ N.n_{ij}}{a_i b_j})
   \frac{a_i!b_j!(N-a_i)!(N-b_j)!}{N!n_{ij}!(a_i-n_{ij})!(b_j-n_{ij})!
   (N-a_i-b_j+n_{ij})!}

Using the expected value, the adjusted mutual information can then be 
calculated using a similar form to that of the adjusted Rand index:

.. math:: AMI = \frac{MI - Expected\_MI}{max(H(U), H(V)) - Expected\_MI}

.. topic:: References

 * Vinh, Epps, and Bailey, (2009). "Information theoretic measures 
   for clusterings comparison". Proceedings of the 26th Annual International
   Conference on Machine Learning - ICML '09.
   doi:10.1145/1553374.1553511. ISBN 9781605585161.

 * Vinh, Epps, and Bailey, (2010). Information Theoretic Measures for
   Clusterings Comparison: Variants, Properties, Normalization and
   Correction for Chance}, JMLR
   http://jmlr.csail.mit.edu/papers/volume11/vinh10a/vinh10a.pdf

 * `Wikipedia entry for the Adjusted Mutual Information
   <http://en.wikipedia.org/wiki/Adjusted_Mutual_Information>`_

Homogeneity, completeness and V-measure
---------------------------------------

Presentation and usage
~~~~~~~~~~~~~~~~~~~~~~

Given the knowledge of the ground truth class assignments of the samples,
it is possible to define some intuitive metric using conditional entropy
analysis.

In particular Rosenberg and Hirschberg (2007) define the following two
desirable objectives for any cluster assignment:

- **homogeneity**: each cluster contains only members of a single class.

- **completeness**: all members of a given class are assigned to the same
  cluster.

We can turn those concept as scores :func:`homogeneity_score` and
:func:`completeness_score`. Both are bounded below by 0.0 and above by
1.0 (higher is better)::

  >>> from sklearn import metrics
  >>> labels_true = [0, 0, 0, 1, 1, 1]
  >>> labels_pred = [0, 0, 1, 1, 2, 2]

  >>> metrics.homogeneity_score(labels_true, labels_pred)  # doctest: +ELLIPSIS
  0.66...

  >>> metrics.completeness_score(labels_true, labels_pred) # doctest: +ELLIPSIS
  0.42...

Their harmonic mean called **V-measure** is computed by
:func:`v_measure_score`::

  >>> metrics.v_measure_score(labels_true, labels_pred)    # doctest: +ELLIPSIS
  0.51...

All three metrics can be computed at once using
:func:`homogeneity_completeness_v_measure` as follows::

  >>> metrics.homogeneity_completeness_v_measure(labels_true, labels_pred)
  ...                                                      # doctest: +ELLIPSIS
  (0.66..., 0.42..., 0.51...)

The following clustering assignment is slighlty better, since it is
homogeneous but not complete::

  >>> labels_pred = [0, 0, 0, 1, 2, 2]
  >>> metrics.homogeneity_completeness_v_measure(labels_true, labels_pred)
  ...                                                      # doctest: +ELLIPSIS
  (1.0, 0.68..., 0.81...)

.. note::

  :func:`v_measure_score` is **symmetric**: it can be used to evaluate
  the **agreement** of two independent assignements on the same dataset.

  This is not the case for :func:`completeness_score` and
  :func:`homogeneity_score`: both are bound by the relationship::

    homogeneity_score(a, b) == completeness_score(b, a)


Advantages
~~~~~~~~~~

- **Bounded scores**: 0.0 is as bad as it can be, 1.0 is a perfect score

- Intuitive interpretation: clustering with bad V-measure can be
  **qualitatively analyzed in terms of homogeneity and completeness**
  to better feel what 'kind' of mistakes is done by the assigmenent.

- **No assumption is made on the cluster structure**: can be used
  to compare clustering algorithms such as k-means which assumes isotropic
  blob shapes with results of spectral clustering algorithms which can
  find cluster with "folded" shapes.


Drawbacks
~~~~~~~~~

- The previously introduced metrics are **not normalized w.r.t. random
  labeling**: this means that depending on the number of samples,
  clusters and ground truth classes, a completely random labeling will
  not always yield the same values for homogeneity, completeness and
  hence v-measure. In particular **random labeling won't yield zero
  scores especially when the number of clusters is large**.

  This problem can safely be ignored when the number of samples is more
  than a thousand and the number of clusters is less than 10. **For
  smaller sample sizes or larger number of clusters it is safer to use
  an adjusted index such as the Adjusted Rand Index (ARI)**.

.. figure:: ../auto_examples/cluster/images/plot_adjusted_for_chance_measures_1.png
   :target: ../auto_examples/cluster/plot_adjusted_for_chance_measures.html
   :align: center
   :scale: 100

- These metrics **require the knowlege of the ground truth classes** while
  almost never available in practice or requires manual assignment by
  human annotators (as in the supervised learning setting).


.. topic:: Examples:

 * :ref:`example_cluster_plot_adjusted_for_chance_measures.py`: Analysis of
   the impact of the dataset size on the value of clustering measures
   for random assignements.


Mathematical formulation
~~~~~~~~~~~~~~~~~~~~~~~~

Homogeneity and completeness scores are formally given by:

.. math:: h = 1 - \frac{H(C|K)}{H(C)}

.. math:: c = 1 - \frac{H(K|C)}{H(K)}

where :math:`H(C|K)` is the **conditional entropy of the classes given
the cluster assignments** and is given by:

.. math:: H(C|K) = - \sum_{c=1}^{|C|} \sum_{k=1}^{|K|} \frac{n_{c,k}}{n}
          \cdot log(\frac{n_{c,k}}{n_k})

and :math:`H(C)` is the **entropy of the classes** and is given by:

.. math:: H(C) = - \sum_{c=1}^{|C|} \frac{n_c}{n} \cdot log(\frac{n_c}{n})

with :math:`n` the total number of samples, :math:`n_c` and :math:`n_k`
the number of samples respectively belonging to class :math:`c` and
cluster :math:`k`, and finally :math:`n_{c,k}` the number of samples
from class :math:`c` assigned to cluster :math:`k`.

The **conditional entropy of clusters given class** :math:`H(K|C)` and the
**entropy of clusters** :math:`H(K)` are defined in a symmetric manner.

Rosenberg and Hirschberg further define **V-measure** as the **harmonic
mean of homogeneity and completeness**:

.. math:: v = 2 \cdot \frac{h \cdot c}{h + c}

.. topic:: References

 * `V-Measure: A conditional entropy-based external cluster evaluation
   measure <http://acl.ldc.upenn.edu/D/D07/D07-1043.pdf>`_
   Andrew Rosenberg and Julia Hirschberg, 2007

.. _silhouette_coefficient:

Silhouette Coefficient
----------------------

Presentation and usage
~~~~~~~~~~~~~~~~~~~~~~

If the ground truth labels are not known, evaluation must be performed using
the model itself. The Silhouette Coefficient
(:func:`sklearn.metrics.silhouette_score`)
is an example of such an evaluation, where a
higher Silhouette Coefficient score relates to a model with better defined
clusters. The Silhouette Coefficient is defined for each sample and is composed
of two scores:

- **a**: The mean distance between a sample and all other points in the same
  class.

- **b**: The mean distance between a sample and all other points in the *next
  nearest cluster*.

The Silhoeutte Coefficient *s* for a single sample is then given as:

.. math:: s = \frac{b - a}{max(a, b)}

The Silhouette Coefficient for a set of samples is given as the mean of the 
Silhouette Coefficient for each sample.


  >>> from sklearn import metrics
  >>> from sklearn.metrics import pairwise_distances
  >>> from sklearn import datasets
  >>> dataset = datasets.load_iris()
  >>> X = dataset.data
  >>> y = dataset.target

In normal usage, the Silhouette Coefficient is applied to the results of a
cluster analysis.

  >>> import numpy as np
  >>> from sklearn.cluster import KMeans
  >>> kmeans_model = KMeans(k=3, random_state=1).fit(X)
  >>> labels = kmeans_model.labels_
  >>> metrics.silhouette_score(X, labels, metric='euclidean')  
  ...                                                      # doctest: +ELLIPSIS
  0.55...

.. topic:: References

 * Peter J. Rousseeuw (1987). "Silhouettes: a Graphical Aid to the
   Interpretation and Validation of Cluster Analysis". Computational
   and Applied Mathematics 20: 53–65. doi:10.1016/0377-0427(87)90125-7.


Advantages
~~~~~~~~~~

- The score is bounded between -1 for incorrect clustering and +1 for highly
  dense clustering. Scores around zero indicate overlapping clusters.

- The score is higher when clusters are dense and well separated, which relates
  to a standard concept of a cluster.


Drawbacks
~~~~~~~~~

- The Silhouette Coefficient is generally higher for convex clusters than other
  concepts of clusters, such as density based clusters like those obtained
  through DBSCAN.