1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695 696 697 698 699 700 701 702 703 704 705 706 707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 722 723 724 725 726 727 728 729 730 731 732 733 734 735 736 737 738 739 740 741 742 743 744 745 746 747 748 749 750 751 752 753 754 755 756 757 758 759 760 761 762 763 764 765 766 767 768 769 770 771 772 773 774 775 776 777 778 779 780 781 782 783 784 785 786 787 788 789 790 791 792 793 794 795 796 797 798 799 800 801 802 803 804 805 806 807 808 809 810 811 812 813 814 815 816 817 818 819 820 821 822 823 824 825 826 827 828 829 830 831 832 833 834 835 836 837 838 839 840 841 842 843 844 845 846 847 848 849 850 851 852 853 854 855 856 857 858 859 860 861 862 863 864 865 866 867 868 869 870 871 872 873 874 875 876 877 878 879 880 881 882 883 884 885 886 887 888 889 890 891 892 893 894 895 896 897 898 899 900 901 902 903 904 905 906 907 908 909 910 911 912 913 914 915 916 917 918 919 920 921 922 923 924 925 926 927 928 929 930 931 932 933 934 935 936 937 938 939 940 941 942 943 944 945 946 947 948 949 950 951 952 953 954 955 956 957 958 959 960 961 962 963 964 965 966 967 968 969 970 971 972 973 974 975 976 977 978 979 980 981 982 983 984 985 986 987 988 989 990 991 992 993 994 995 996 997 998 999 1000 1001 1002 1003 1004 1005 1006 1007 1008 1009 1010 1011 1012 1013 1014 1015 1016 1017 1018 1019 1020 1021 1022 1023 1024 1025 1026 1027 1028 1029 1030 1031 1032 1033 1034 1035 1036 1037 1038 1039 1040 1041 1042 1043 1044 1045 1046 1047 1048 1049 1050 1051 1052 1053 1054 1055 1056 1057 1058 1059 1060 1061 1062 1063 1064 1065 1066 1067 1068 1069 1070 1071 1072 1073 1074 1075 1076 1077 1078 1079 1080 1081 1082 1083 1084 1085 1086 1087 1088 1089 1090 1091 1092 1093 1094 1095 1096 1097 1098 1099 1100 1101 1102 1103 1104 1105 1106 1107 1108 1109 1110 1111 1112 1113 1114 1115 1116 1117 1118 1119 1120 1121 1122 1123 1124 1125 1126 1127 1128 1129 1130 1131 1132 1133 1134 1135 1136 1137 1138 1139 1140 1141 1142 1143 1144 1145 1146 1147 1148 1149 1150 1151 1152 1153 1154 1155 1156 1157 1158 1159 1160 1161 1162 1163 1164 1165 1166 1167 1168 1169 1170 1171 1172 1173 1174 1175 1176 1177 1178 1179 1180 1181 1182 1183 1184 1185 1186 1187 1188 1189 1190 1191 1192 1193 1194 1195 1196 1197 1198 1199
|
"""K-means clustering"""
# Authors: Gael Varoquaux <gael.varoquaux@normalesup.org>
# Thomas Rueckstiess <ruecksti@in.tum.de>
# James Bergstra <james.bergstra@umontreal.ca>
# Jan Schlueter <scikit-learn@jan-schlueter.de>
# Nelle Varoquaux
# Peter Prettenhofer <peter.prettenhofer@gmail.com>
# Olivier Grisel <olivier.grisel@ensta.org>
# Mathieu Blondel <mathieu@mblondel.org>
# Robert Layton <robertlayton@gmail.com>
# License: BSD
import warnings
import numpy as np
import scipy.sparse as sp
from ..base import BaseEstimator
from ..metrics.pairwise import euclidean_distances
from ..utils.sparsefuncs import mean_variance_axis0
from ..utils import check_arrays
from ..utils import check_random_state
from ..utils import atleast2d_or_csr
from ..utils import as_float_array
from ..externals.joblib import Parallel
from ..externals.joblib import delayed
from . import _k_means
###############################################################################
# Initialization heuristic
def k_init(X, k, n_local_trials=None, random_state=None, x_squared_norms=None):
"""Init k seeds according to k-means++
Parameters
-----------
X: array or sparse matrix, shape (n_samples, n_features)
The data to pick seeds for. To avoid memory copy, the input data
should be double precision (dtype=np.float64).
k: integer
The number of seeds to choose
n_local_trials: integer, optional
The number of seeding trials for each center (except the first),
of which the one reducing inertia the most is greedily chosen.
Set to None to make the number of trials depend logarithmically
on the number of seeds (2+log(k)); this is the default.
random_state: integer or numpy.RandomState, optional
The generator used to initialize the centers. If an integer is
given, it fixes the seed. Defaults to the global numpy random
number generator.
x_squared_norms: array, shape (n_samples,), optional
Squared euclidean norm of each data point. Pass it if you have it at
hands already to avoid it being recomputed here. Default: None
Notes
-----
Selects initial cluster centers for k-mean clustering in a smart way
to speed up convergence. see: Arthur, D. and Vassilvitskii, S.
"k-means++: the advantages of careful seeding". ACM-SIAM symposium
on Discrete algorithms. 2007
Version ported from http://www.stanford.edu/~darthur/kMeansppTest.zip,
which is the implementation used in the aforementioned paper.
"""
n_samples, n_features = X.shape
random_state = check_random_state(random_state)
centers = np.empty((k, n_features))
# Set the number of local seeding trials if none is given
if n_local_trials is None:
# This is what Arthur/Vassilvitskii tried, but did not report
# specific results for other than mentioning in the conclusion
# that it helped.
n_local_trials = 2 + int(np.log(k))
# Pick first center randomly
center_id = random_state.randint(n_samples)
if sp.issparse(X):
centers[0] = X[center_id].toarray()
else:
centers[0] = X[center_id]
# Initialize list of closest distances and calculate current potential
if x_squared_norms is None:
x_squared_norms = _squared_norms(X)
closest_dist_sq = euclidean_distances(
centers[0], X, Y_norm_squared=x_squared_norms, squared=True)
current_pot = closest_dist_sq.sum()
# Pick the remaining k-1 points
for c in xrange(1, k):
# Choose center candidates by sampling with probability proportional
# to the squared distance to the closest existing center
rand_vals = random_state.random_sample(n_local_trials) * current_pot
candidate_ids = np.searchsorted(closest_dist_sq.cumsum(), rand_vals)
# Compute distances to center candidates
distance_to_candidates = euclidean_distances(
X[candidate_ids], X, Y_norm_squared=x_squared_norms, squared=True)
# Decide which candidate is the best
best_candidate = None
best_pot = None
best_dist_sq = None
for trial in xrange(n_local_trials):
# Compute potential when including center candidate
new_dist_sq = np.minimum(closest_dist_sq,
distance_to_candidates[trial])
new_pot = new_dist_sq.sum()
# Store result if it is the best local trial so far
if (best_candidate is None) or (new_pot < best_pot):
best_candidate = candidate_ids[trial]
best_pot = new_pot
best_dist_sq = new_dist_sq
# Permanently add best center candidate found in local tries
if sp.issparse(X):
centers[c] = X[best_candidate].toarray()
else:
centers[c] = X[best_candidate]
current_pot = best_pot
closest_dist_sq = best_dist_sq
return centers
###############################################################################
# K-means batch estimation by EM (expectation maximization)
def _tolerance(X, tol):
"""Return a tolerance which is independent of the dataset"""
if sp.issparse(X):
variances = mean_variance_axis0(X)[1]
else:
variances = np.var(X, axis=0)
return np.mean(variances) * tol
def k_means(X, k, init='k-means++', precompute_distances=True,
n_init=10, max_iter=300, verbose=False,
tol=1e-4, random_state=None, copy_x=True, n_jobs=1):
"""K-means clustering algorithm.
Parameters
----------
X: array-like of floats, shape (n_samples, n_features)
The observations to cluster.
k: int
The number of clusters to form as well as the number of
centroids to generate.
max_iter: int, optional, default 300
Maximum number of iterations of the k-means algorithm to run.
n_init: int, optional, default: 10
Number of time the k-means algorithm will be run with different
centroid seeds. The final results will be the best output of
n_init consecutive runs in terms of inertia.
init: {'k-means++', 'random', or ndarray, or a callable}, optional
Method for initialization, default to 'k-means++':
'k-means++' : selects initial cluster centers for k-mean
clustering in a smart way to speed up convergence. See section
Notes in k_init for more details.
'random': generate k centroids from a Gaussian with mean and
variance estimated from the data.
If an ndarray is passed, it should be of shape (k, p) and gives
the initial centers.
If a callable is passed, it should take arguments X, k and
and a random state and return an initialization.
tol: float, optional
The relative increment in the results before declaring convergence.
verbose: boolean, optional
Verbosity mode
random_state: integer or numpy.RandomState, optional
The generator used to initialize the centers. If an integer is
given, it fixes the seed. Defaults to the global numpy random
number generator.
copy_x: boolean, optional
When pre-computing distances it is more numerically accurate to center
the data first. If copy_x is True, then the original data is not
modified. If False, the original data is modified, and put back before
the function returns, but small numerical differences may be introduced
by subtracting and then adding the data mean.
n_jobs: int
The number of jobs to use for the computation. This works by breaking
down the pairwise matrix into n_jobs even slices and computing them in
parallel.
If -1 all CPUs are used. If 1 is given, no parallel computing code is
used at all, which is useful for debuging. For n_jobs below -1,
(n_cpus + 1 - n_jobs) are used. Thus for n_jobs = -2, all CPUs but one
are used.
Returns
-------
centroid: float ndarray with shape (k, n_features)
Centroids found at the last iteration of k-means.
label: integer ndarray with shape (n_samples,)
label[i] is the code or index of the centroid the
i'th observation is closest to.
inertia: float
The final value of the inertia criterion (sum of squared distances to
the closest centroid for all observations in the training set).
"""
random_state = check_random_state(random_state)
best_inertia = np.infty
X = as_float_array(X, copy=copy_x)
tol = _tolerance(X, tol)
# subtract of mean of x for more accurate distance computations
if not sp.issparse(X):
X_mean = X.mean(axis=0)
if copy_x:
X = X.copy()
X -= X_mean
if hasattr(init, '__array__'):
init = np.asarray(init).copy()
init -= X_mean
if not n_init == 1:
warnings.warn(
'Explicit initial center position passed: '
'performing only one init in the k-means instead of %d'
% n_init, RuntimeWarning, stacklevel=2)
n_init = 1
# precompute squared norms of data points
x_squared_norms = _squared_norms(X)
best_labels, best_inertia, best_centers = None, None, None
if n_jobs == 1:
# For a single thread, less memory is needed if we just store one set
# of the best results (as opposed to one set per run per thread).
for it in range(n_init):
# run a k-means once
labels, inertia, centers = _kmeans_single(
X, k, max_iter=max_iter, init=init, verbose=verbose,
precompute_distances=precompute_distances, tol=tol,
x_squared_norms=x_squared_norms, random_state=random_state)
# determine if these results are the best so far
if best_inertia is None or inertia < best_inertia:
best_labels = labels.copy()
best_centers = centers.copy()
best_inertia = inertia
else:
# parallelisation of k-means runs
seeds = random_state.randint(np.iinfo(np.int32).max, size=n_init)
results = Parallel(n_jobs=n_jobs, verbose=0)(
delayed(_kmeans_single)(X, k, max_iter=max_iter, init=init,
verbose=verbose, tol=tol,
precompute_distances=precompute_distances,
x_squared_norms=x_squared_norms,
# Change seed to ensure variety
random_state=seed)
for seed in seeds)
# Get results with the lowest inertia
labels, inertia, centers = zip(*results)
best = np.argmin(inertia)
best_labels = labels[best]
best_inertia = inertia[best]
best_centers = centers[best]
if not sp.issparse(X):
if not copy_x:
X += X_mean
best_centers += X_mean
return best_centers, best_labels, best_inertia
def _kmeans_single(X, k, max_iter=300, init='k-means++', verbose=False,
x_squared_norms=None, random_state=None, tol=1e-4,
precompute_distances=True):
"""A single run of k-means, assumes preparation completed prior.
Parameters
----------
X: array-like of floats, shape (n_samples, n_features)
The observations to cluster.
k: int
The number of clusters to form as well as the number of
centroids to generate.
max_iter: int, optional, default 300
Maximum number of iterations of the k-means algorithm to run.
init: {'k-means++', 'random', or ndarray, or a callable}, optional
Method for initialization, default to 'k-means++':
'k-means++' : selects initial cluster centers for k-mean
clustering in a smart way to speed up convergence. See section
Notes in k_init for more details.
'random': generate k centroids from a Gaussian with mean and
variance estimated from the data.
If an ndarray is passed, it should be of shape (k, p) and gives
the initial centers.
If a callable is passed, it should take arguments X, k and
and a random state and return an initialization.
tol: float, optional
The relative increment in the results before declaring convergence.
verbose: boolean, optional
Verbosity mode
x_squared_norms: array, optional
Precomputed x_squared_norms. Calculated if not given.
random_state: integer or numpy.RandomState, optional
The generator used to initialize the centers. If an integer is
given, it fixes the seed. Defaults to the global numpy random
number generator.
Returns
-------
centroid: float ndarray with shape (k, n_features)
Centroids found at the last iteration of k-means.
label: integer ndarray with shape (n_samples,)
label[i] is the code or index of the centroid the
i'th observation is closest to.
inertia: float
The final value of the inertia criterion (sum of squared distances to
the closest centroid for all observations in the training set).
"""
random_state = check_random_state(random_state)
if x_squared_norms is None:
x_squared_norms = _squared_norms(X)
best_labels, best_inertia, best_centers = None, None, None
# init
centers = _init_centroids(X, k, init, random_state=random_state,
x_squared_norms=x_squared_norms)
if verbose:
print 'Initialization complete'
# Allocate memory to store the distances for each sample to its
# closer center for reallocation in case of ties
distances = np.zeros(shape=(X.shape[0],), dtype=np.float64)
# iterations
for i in range(max_iter):
centers_old = centers.copy()
# labels assignement is also called the E-step of EM
labels, inertia = \
_labels_inertia(X, x_squared_norms, centers,
precompute_distances=precompute_distances,
distances=distances)
# computation of the means is also called the M-step of EM
centers = _centers(X, labels, k, distances)
if verbose:
print 'Iteration %i, inertia %s' % (i, inertia)
if best_inertia is None or inertia < best_inertia:
best_labels = labels.copy()
best_centers = centers.copy()
best_inertia = inertia
if np.sum((centers_old - centers) ** 2) < tol:
if verbose:
print 'Converged to similar centers at iteration', i
break
return best_labels, best_inertia, best_centers
def _squared_norms(X):
"""Compute the squared euclidean norms of the rows of X"""
if sp.issparse(X):
return _k_means.csr_row_norm_l2(X, squared=True)
else:
# TODO: implement a cython version to avoid the memory copy of the
# input data
return (X ** 2).sum(axis=1)
def _labels_inertia_precompute_dense(X, x_squared_norms, centers):
n_samples = X.shape[0]
k = centers.shape[0]
distances = euclidean_distances(centers, X, x_squared_norms,
squared=True)
labels = np.empty(n_samples, dtype=np.int)
labels.fill(-1)
mindist = np.empty(n_samples)
mindist.fill(np.infty)
for center_id in range(k):
dist = distances[center_id]
labels[dist < mindist] = center_id
mindist = np.minimum(dist, mindist)
inertia = mindist.sum()
return labels, inertia
def _labels_inertia(X, x_squared_norms, centers,
precompute_distances=True, distances=None):
"""E step of the K-means EM algorithm
Compute the labels and the inertia of the given samples and centers
Parameters
----------
X: float64 array-like or CSR sparse matrix, shape (n_samples, n_features)
The input samples to assign to the labels.
x_squared_norms: array, shape (n_samples,)
Precomputed squared euclidean norm of each data point, to speed up
computations.
centers: float64 array, shape (k, n_features)
The cluster centers.
distances: float64 array, shape (n_samples,)
Distances for each sample to its closest center.
Returns
-------
labels: int array of shape(n)
The resulting assignment
inertia: float
The value of the inertia criterion with the assignment
"""
n_samples = X.shape[0]
# set the default value of centers to -1 to be able to detect any anomaly
# easily
labels = - np.ones(n_samples, np.int32)
if distances is None:
distances = np.zeros(shape=(0,), dtype=np.float64)
if sp.issparse(X):
inertia = _k_means._assign_labels_csr(
X, x_squared_norms, centers, labels, distances=distances)
else:
if precompute_distances:
return _labels_inertia_precompute_dense(X, x_squared_norms,
centers)
inertia = _k_means._assign_labels_array(
X, x_squared_norms, centers, labels, distances=distances)
return labels, inertia
def _centers(X, labels, n_clusters, distances):
"""M step of the K-means EM algorithm
Computation of cluster centers / means.
Parameters
----------
X: array, shape (n_samples, n_features)
labels: array of integers, shape (n_samples)
Current label assignment
n_clusters: int
Number of desired clusters
Returns
-------
centers: array, shape (n_clusters, n_features)
The resulting centers
"""
# TODO: add support for CSR input
n_features = X.shape[1]
# TODO: explicit dtype handling
centers = np.empty((n_clusters, n_features))
far_from_centers = None
reallocated_idx = 0
for center_id in range(n_clusters):
center_mask = labels == center_id
if sp.issparse(X):
center_mask = np.arange(len(labels))[center_mask]
if not np.any(center_mask):
# Reassign empty cluster center to sample far from any cluster
if far_from_centers is None:
far_from_centers = distances.argsort()[::-1]
centers[center_id] = X[far_from_centers[reallocated_idx]]
reallocated_idx += 1
else:
centers[center_id] = X[center_mask].mean(axis=0)
return centers
def _init_centroids(X, k, init, random_state=None, x_squared_norms=None,
init_size=None):
"""Compute the initial centroids
Parameters
----------
X: array, shape (n_samples, n_features)
k: int
number of centroids
init: {'k-means++', 'random' or ndarray or callable} optional
Method for initialization
random_state: integer or numpy.RandomState, optional
The generator used to initialize the centers. If an integer is
given, it fixes the seed. Defaults to the global numpy random
number generator.
x_squared_norms: array, shape (n_samples,), optional
Squared euclidean norm of each data point. Pass it if you have it at
hands already to avoid it being recomputed here. Default: None
init_size : int, optional
Number of samples to randomly sample for speeding up the
initialization (sometimes at the expense of accurracy): the
only algorithm is initialized by running a batch KMeans on a
random subset of the data. This needs to be larger than k.
Returns
-------
centers: array, shape(k, n_features)
"""
random_state = check_random_state(random_state)
n_samples = X.shape[0]
if init_size is not None and init_size < n_samples:
if init_size < k:
warnings.warn(
"init_size=%d should be larger than k=%d. "
"Setting it to 3*k" % (init_size, k),
RuntimeWarning, stacklevel=2)
init_size = 3 * k
init_indices = random_state.random_integers(
0, n_samples - 1, init_size)
X = X[init_indices]
x_squared_norms = x_squared_norms[init_indices]
n_samples = X.shape[0]
elif n_samples < k:
raise ValueError(
"n_samples=%d should be larger than k=%d" % (init_size, k))
if init == 'k-means++':
centers = k_init(X, k,
random_state=random_state,
x_squared_norms=x_squared_norms)
elif init == 'random':
seeds = random_state.permutation(n_samples)[:k]
centers = X[seeds]
elif hasattr(init, '__array__'):
centers = init
elif callable(init):
centers = init(X, k, random_state=random_state)
else:
raise ValueError("the init parameter for the k-means should "
"be 'k-means++' or 'random' or an ndarray, "
"'%s' (type '%s') was passed." % (init, type(init)))
if sp.issparse(centers):
centers = centers.toarray()
return centers
class KMeans(BaseEstimator):
"""K-Means clustering
Parameters
----------
k : int, optional, default: 8
The number of clusters to form as well as the number of
centroids to generate.
max_iter : int
Maximum number of iterations of the k-means algorithm for a
single run.
n_init: int, optional, default: 10
Number of time the k-means algorithm will be run with different
centroid seeds. The final results will be the best output of
n_init consecutive runs in terms of inertia.
init : {'k-means++', 'random' or an ndarray}
Method for initialization, defaults to 'k-means++':
'k-means++' : selects initial cluster centers for k-mean
clustering in a smart way to speed up convergence. See section
Notes in k_init for more details.
'random': choose k observations (rows) at random from data for
the initial centroids.
if init is an 2d array, it is used as a seed for the centroids
precompute_distances : boolean
Precompute distances (faster but takes more memory).
tol: float, optional default: 1e-4
Relative tolerance w.r.t. inertia to declare convergence
n_jobs: int
The number of jobs to use for the computation. This works by breaking
down the pairwise matrix into n_jobs even slices and computing them in
parallel.
If -1 all CPUs are used. If 1 is given, no parallel computing code is
used at all, which is useful for debuging. For n_jobs below -1,
(n_cpus + 1 - n_jobs) are used. Thus for n_jobs = -2, all CPUs but one
are used.
random_state: integer or numpy.RandomState, optional
The generator used to initialize the centers. If an integer is
given, it fixes the seed. Defaults to the global numpy random
number generator.
Attributes
----------
`cluster_centers_`: array, [n_clusters, n_features]
Coordinates of cluster centers
`labels_`:
Labels of each point
`inertia_`: float
The value of the inertia criterion associated with the chosen
partition.
Notes
------
The k-means problem is solved using Lloyd's algorithm.
The average complexity is given by O(k n T), were n is the number of
samples and T is the number of iteration.
The worst case complexity is given by O(n^(k+2/p)) with
n = n_samples, p = n_features. (D. Arthur and S. Vassilvitskii,
'How slow is the k-means method?' SoCG2006)
In practice, the k-means algorithm is very fast (one of the fastest
clustering algorithms available), but it falls in local minima. That's why
it can be useful to restart it several times.
See also
--------
MiniBatchKMeans:
Alternative online implementation that does incremental updates
of the centers positions using mini-batches.
For large scale learning (say n_samples > 10k) MiniBatchKMeans is
probably much faster to than the default batch implementation.
"""
def __init__(self, k=8, init='k-means++', n_init=10, max_iter=300,
tol=1e-4, precompute_distances=True,
verbose=0, random_state=None, copy_x=True, n_jobs=1):
if hasattr(init, '__array__'):
k = init.shape[0]
init = np.asanyarray(init, dtype=np.float64)
self.k = k
self.init = init
self.max_iter = max_iter
self.tol = tol
self.precompute_distances = precompute_distances
self.n_init = n_init
self.verbose = verbose
self.random_state = random_state
self.copy_x = copy_x
self.n_jobs = n_jobs
def _check_fit_data(self, X):
"""Verify that the number of samples given is larger than k"""
X = atleast2d_or_csr(X, dtype=np.float64)
if X.shape[0] < self.k:
raise ValueError("n_samples=%d should be >= k=%d" % (
X.shape[0], self.k))
return X
def _check_test_data(self, X):
X = atleast2d_or_csr(X)
n_samples, n_features = X.shape
expected_n_features = self.cluster_centers_.shape[1]
if not n_features == expected_n_features:
raise ValueError("Incorrect number of features. "
"Got %d features, expected %d" % (
n_features, expected_n_features))
if not X.dtype.kind is 'f':
warnings.warn("Got data type %s, converted to float "
"to avoid overflows" % X.dtype,
RuntimeWarning, stacklevel=2)
X = X.astype(np.float)
return X
def _check_fitted(self):
if not hasattr(self, "cluster_centers_"):
raise AttributeError("Model has not been trained yet.")
def fit(self, X, y=None):
"""Compute k-means"""
self.random_state = check_random_state(self.random_state)
X = self._check_fit_data(X)
self.cluster_centers_, self.labels_, self.inertia_ = k_means(
X, k=self.k, init=self.init, n_init=self.n_init,
max_iter=self.max_iter, verbose=self.verbose,
precompute_distances=self.precompute_distances,
tol=self.tol, random_state=self.random_state, copy_x=self.copy_x,
n_jobs=self.n_jobs)
return self
def fit_predict(self, X):
"""Compute cluster centers and predict cluster index for each sample.
Convenience method; equivalent to calling fit(X) followed by
predict(X).
"""
return self.fit(X).labels_
def transform(self, X, y=None):
"""Transform the data to a cluster-distance space
In the new space, each dimension is the distance to the cluster
centers. Note that even if X is sparse, the array returned by
`transform` will typically be dense.
Parameters
----------
X: {array-like, sparse matrix}, shape = [n_samples, n_features]
New data to transform.
Returns
-------
X_new : array, shape [n_samples, k]
X transformed in the new space.
"""
self._check_fitted()
X = self._check_test_data(X)
return euclidean_distances(X, self.cluster_centers_)
def predict(self, X):
"""Predict the closest cluster each sample in X belongs to.
In the vector quantization literature, `cluster_centers_` is called
the code book and each value returned by `predict` is the index of
the closest code in the code book.
Parameters
----------
X: {array-like, sparse matrix}, shape = [n_samples, n_features]
New data to predict.
Returns
-------
Y : array, shape [n_samples,]
Index of the closest center each sample belongs to.
"""
self._check_fitted()
X = self._check_test_data(X)
x_squared_norms = _squared_norms(X)
return _labels_inertia(X, x_squared_norms, self.cluster_centers_)[0]
def score(self, X):
"""Opposite of the value of X on the K-means objective.
Parameters
----------
X: {array-like, sparse matrix}, shape = [n_samples, n_features]
New data.
Returns
-------
score: float
Opposite of the value of X on the K-means objective.
"""
self._check_fitted()
X = self._check_test_data(X)
x_squared_norms = _squared_norms(X)
return -_labels_inertia(X, x_squared_norms, self.cluster_centers_)[1]
def _mini_batch_step(X, x_squared_norms, centers, counts,
old_center_buffer, compute_squared_diff,
distances=None):
"""Incremental update of the centers for the Minibatch K-Means algorithm
Parameters
----------
X: array, shape (n_samples, n_features)
The original data array.
x_squared_norms: array, shape (n_samples,)
Squared euclidean norm of each data point.
centers: array, shape (k, n_features)
The cluster centers. This array is MODIFIED IN PLACE
counts: array, shape (k,)
The vector in which we keep track of the numbers of elements in a
cluster. This array is MODIFIED IN PLACE
distances: array, dtype float64, shape (n_samples), optional
If not None, should be a pre-allocated array that will be used to store
the distances of each sample to it's closest center.
"""
# Perform label assignement to nearest centers
nearest_center, inertia = _labels_inertia(X, x_squared_norms, centers,
distances=distances)
# implementation for the sparse CSR reprensation completely written in
# cython
if sp.issparse(X):
return inertia, _k_means._mini_batch_update_csr(
X, x_squared_norms, centers, counts, nearest_center,
old_center_buffer, compute_squared_diff)
# dense variant in mostly numpy (not as memory efficient though)
k = centers.shape[0]
squared_diff = 0.0
for center_idx in range(k):
# find points from minibatch that are assigned to this center
center_mask = nearest_center == center_idx
count = center_mask.sum()
if count > 0:
if compute_squared_diff:
old_center_buffer[:] = centers[center_idx]
# inplace remove previous count scaling
centers[center_idx] *= counts[center_idx]
# inplace sum with new points members of this cluster
centers[center_idx] += np.sum(X[center_mask], axis=0)
# update the count statistics for this center
counts[center_idx] += count
# inplace rescale to compute mean of all points (old and new)
centers[center_idx] /= counts[center_idx]
# update the squared diff if necessary
if compute_squared_diff:
squared_diff += np.sum(
(centers[center_idx] - old_center_buffer) ** 2)
return inertia, squared_diff
def _mini_batch_convergence(model, iteration_idx, n_iterations, tol,
n_samples, centers_squared_diff, batch_inertia,
context, verbose=0):
"""Helper function to encapsulte the early stopping logic"""
# Normalize inertia to be able to compare values when
# batch_size changes
batch_inertia /= model.batch_size
centers_squared_diff /= model.batch_size
# Compute an Exponentially Weighted Average of the squared
# diff to monitor the convergence while discarding
# minibatch-local stochastic variability:
# https://en.wikipedia.org/wiki/Moving_average
ewa_diff = context.get('ewa_diff')
ewa_inertia = context.get('ewa_inertia')
if ewa_diff is None:
ewa_diff = centers_squared_diff
ewa_inertia = batch_inertia
else:
alpha = float(model.batch_size) * 2.0 / (n_samples + 1)
alpha = 1.0 if alpha > 1.0 else alpha
ewa_diff = ewa_diff * (1 - alpha) + centers_squared_diff * alpha
ewa_inertia = ewa_inertia * (1 - alpha) + batch_inertia * alpha
# Log progress to be able to monitor convergence
if verbose:
progress_msg = (
'Minibatch iteration %d/%d:'
'mean batch inertia: %f, ewa inertia: %f ' % (
iteration_idx + 1, n_iterations, batch_inertia,
ewa_inertia))
print progress_msg
# Early stopping based on absolute tolerance on squared change of
# centers postion (using EWA smoothing)
if tol > 0.0 and ewa_diff < tol:
if verbose:
print 'Converged (small centers change) at iteration %d/%d' % (
iteration_idx + 1, n_iterations)
return True
# Early stopping heuristic due to lack of improvement on smoothed inertia
ewa_inertia_min = context.get('ewa_inertia_min')
no_improvement = context.get('no_improvement', 0)
if (ewa_inertia_min is None or ewa_inertia < ewa_inertia_min):
no_improvement = 0
ewa_inertia_min = ewa_inertia
else:
no_improvement += 1
if (model.max_no_improvement is not None
and no_improvement >= model.max_no_improvement):
if verbose:
print ('Converged (lack of improvement in inertia)'
' at iteration %d/%d' % (
iteration_idx + 1, n_iterations))
return True
# update the convergence context to maintain state across sucessive calls:
context['ewa_diff'] = ewa_diff
context['ewa_inertia'] = ewa_inertia
context['ewa_inertia_min'] = ewa_inertia_min
context['no_improvement'] = no_improvement
return False
class MiniBatchKMeans(KMeans):
"""Mini-Batch K-Means clustering
Parameters
----------
k : int, optional, default: 8
The number of clusters to form as well as the number of
centroids to generate.
max_iter : int, optional
Maximum number of iterations over the complete dataset before
stopping independently of any early stopping criterion heuristics.
max_no_improvement : int, optional
Control early stopping based on the consecutive number of mini
batches that does not yield an improvement on the smoothed inertia.
To disable convergence detection based on inertia, set
max_no_improvement to None.
tol : float, optional
Control early stopping based on the relative center changes as
measured by a smoothed, variance-normalized of the mean center
squared position changes. This early stopping heuristics is
closer to the one used for the batch variant of the algorithms
but induces a slight computational and memory overhead over the
inertia heuristic.
To disable convergence detection based on normalized center
change, set tol to 0.0 (default).
batch_size: int, optional, default: 100
Size of the mini batches.
init_size: int, optional, default: 3 * batch_size
Number of samples to randomly sample for speeding up the
initialization (sometimes at the expense of accurracy): the
only algorithm is initialized by running a batch KMeans on a
random subset of the data. This needs to be larger than k.
init : {'k-means++', 'random' or an ndarray}
Method for initialization, defaults to 'k-means++':
'k-means++' : selects initial cluster centers for k-mean
clustering in a smart way to speed up convergence. See section
Notes in k_init for more details.
'random': choose k observations (rows) at random from data for
the initial centroids.
if init is an 2d array, it is used as a seed for the centroids
compute_labels: boolean
Compute label assignements and inertia for the complete dataset
once the minibatch optimization has converged in fit.
random_state: integer or numpy.RandomState, optional
The generator used to initialize the centers. If an integer is
given, it fixes the seed. Defaults to the global numpy random
number generator.
Attributes
----------
`cluster_centers_`: array, [n_clusters, n_features]
Coordinates of cluster centers
`labels_`:
Labels of each point (if compute_labels is set to True).
`inertia_`: float
The value of the inertia criterion associated with the chosen
partition (if compute_labels is set to True). The inertia is
defined as the sum of square distances of samples to their nearest
neighbor.
Notes
-----
See http://www.eecs.tufts.edu/~dsculley/papers/fastkmeans.pdf
"""
def __init__(self, k=8, init='k-means++', max_iter=100,
batch_size=100, verbose=0, compute_labels=True,
random_state=None, tol=0.0, max_no_improvement=10,
init_size=None, n_init=3, chunk_size=None):
super(MiniBatchKMeans, self).__init__(k=k, init=init,
max_iter=max_iter, verbose=verbose, random_state=random_state,
tol=tol, n_init=n_init)
self.max_no_improvement = max_no_improvement
if chunk_size is not None:
warnings.warn(
"chunk_size is deprecated in 0.10, use batch_size instead",
PendingDeprecationWarning, stacklevel=2)
batch_size = chunk_size
self.batch_size = batch_size
self.compute_labels = compute_labels
self.init_size = init_size
def fit(self, X, y=None):
"""Compute the centroids on X by chunking it into mini-batches.
Parameters
----------
X: array-like, shape = [n_samples, n_features]
Coordinates of the data points to cluster
"""
self.random_state = check_random_state(self.random_state)
X = check_arrays(X, sparse_format="csr", copy=False,
check_ccontiguous=True, dtype=np.float64)[0]
n_samples, n_features = X.shape
if n_samples < self.k:
raise ValueError("Number of samples smaller than number "\
"of clusters.")
if hasattr(self.init, '__array__'):
self.init = np.ascontiguousarray(self.init, dtype=np.float64)
x_squared_norms = _squared_norms(X)
if self.tol > 0.0:
tol = _tolerance(X, self.tol)
# using tol-based early stopping needs the allocation of a
# dedicated before which can be expensive for high dim data:
# hence we allocate it outside of the main loop
old_center_buffer = np.zeros(n_features, np.double)
else:
tol = 0.0
# no need for the center buffer if tol-based early stopping is
# disabled
old_center_buffer = np.zeros(0, np.double)
distances = np.zeros(self.batch_size, dtype=np.float64)
n_batches = int(np.ceil(float(n_samples) / self.batch_size))
n_iterations = int(self.max_iter * n_batches)
init_size = self.init_size
if init_size is None:
init_size = 3 * self.batch_size
if init_size > n_samples:
init_size = n_samples
self.init_size_ = init_size
validation_indices = self.random_state.random_integers(
0, n_samples - 1, init_size)
X_valid = X[validation_indices]
x_squared_norms_valid = x_squared_norms[validation_indices]
# perform several inits with random sub-sets
best_inertia = None
for init_idx in range(self.n_init):
if self.verbose:
print "Init %d/%d with method: %s" % (
init_idx + 1, self.n_init, self.init)
counts = np.zeros(self.k, dtype=np.int32)
# TODO: once the `k_means` function works with sparse input we
# should refactor the following init to use it instead.
# Initialize the centers using only a fraction of the data as we
# expect n_samples to be very large when using MiniBatchKMeans
cluster_centers = _init_centroids(
X, self.k, self.init,
random_state=self.random_state,
x_squared_norms=x_squared_norms,
init_size=init_size)
# Compute the label assignement on the init dataset
batch_inertia, centers_squared_diff = _mini_batch_step(
X_valid, x_squared_norms[validation_indices],
cluster_centers, counts, old_center_buffer, False,
distances=distances)
# Keep only the best cluster centers across independent inits on
# the common validation set
_, inertia = _labels_inertia(X_valid, x_squared_norms_valid,
cluster_centers)
if self.verbose:
print "Inertia for init %d/%d: %f" % (
init_idx + 1, self.n_init, inertia)
if best_inertia is None or inertia < best_inertia:
self.cluster_centers_ = cluster_centers
self.counts_ = counts
best_inertia = inertia
# Empty context to be used inplace by the convergence check routine
convergence_context = {}
# Perform the iterative optimization untill the final convergence
# criterion
for iteration_idx in xrange(n_iterations):
# Sample the minibatch from the full dataset
minibatch_indices = self.random_state.random_integers(
0, n_samples - 1, self.batch_size)
# Perform the actual update step on the minibatch data
batch_inertia, centers_squared_diff = _mini_batch_step(
X[minibatch_indices], x_squared_norms[minibatch_indices],
self.cluster_centers_, self.counts_,
old_center_buffer, tol > 0.0, distances=distances)
# Monitor the convergence and do early stopping if necessary
if _mini_batch_convergence(
self, iteration_idx, n_iterations, tol, n_samples,
centers_squared_diff, batch_inertia, convergence_context,
verbose=self.verbose):
break
if self.compute_labels:
if self.verbose:
print 'Computing label assignements and total inertia'
self.labels_, self.inertia_ = _labels_inertia(
X, x_squared_norms, self.cluster_centers_)
return self
def partial_fit(self, X, y=None):
"""Update k means estimate on a single mini-batch X.
Parameters
----------
X: array-like, shape = [n_samples, n_features]
Coordinates of the data points to cluster.
"""
self.random_state = check_random_state(self.random_state)
X = check_arrays(X, sparse_format="csr", copy=False)[0]
n_samples, n_features = X.shape
if hasattr(self.init, '__array__'):
self.init = np.ascontiguousarray(self.init, dtype=np.float64)
if n_samples == 0:
return self
x_squared_norms = _squared_norms(X)
if (not hasattr(self, 'counts_')
or not hasattr(self, 'cluster_centers_')):
# this is the first call partial_fit on this object:
# initialize the cluster centers
self.cluster_centers_ = _init_centroids(
X, self.k, self.init, random_state=self.random_state,
x_squared_norms=x_squared_norms, init_size=self.init_size)
self.counts_ = np.zeros(self.k, dtype=np.int32)
_mini_batch_step(X, x_squared_norms, self.cluster_centers_,
self.counts_, np.zeros(0, np.double), 0)
if self.compute_labels:
self.labels_, self.inertia_ = _labels_inertia(
X, x_squared_norms, self.cluster_centers_)
return self
|