File: _k_means.pyx

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# cython: profile=True
# Profiling is enabled by default as the overhead does not seem to be
# measurable on this specific use case.

# Author: Peter Prettenhofer <peter.prettenhofer@gmail.com>
#         Olivier Grisel <olivier.grisel@ensta.org>
#         Lars Buitinck
#
# License: BSD 3 clause

from libc.math cimport sqrt
import numpy as np
import scipy.sparse as sp
cimport numpy as np
cimport cython
from cython cimport floating

from sklearn.utils.sparsefuncs_fast import assign_rows_csr

ctypedef np.float64_t DOUBLE
ctypedef np.int32_t INT

cdef extern from "cblas.h":
    double ddot "cblas_ddot"(int N, double *X, int incX, double *Y, int incY)
    float sdot "cblas_sdot"(int N, float *X, int incX, float *Y, int incY)

np.import_array()


@cython.boundscheck(False)
@cython.wraparound(False)
@cython.cdivision(True)
cpdef DOUBLE _assign_labels_array(np.ndarray[floating, ndim=2] X,
                                  np.ndarray[floating, ndim=1] sample_weight,
                                  np.ndarray[floating, ndim=1] x_squared_norms,
                                  np.ndarray[floating, ndim=2] centers,
                                  np.ndarray[INT, ndim=1] labels,
                                  np.ndarray[floating, ndim=1] distances):
    """Compute label assignment and inertia for a dense array

    Return the inertia (sum of squared distances to the centers).
    """
    cdef:
        unsigned int n_clusters = centers.shape[0]
        unsigned int n_features = centers.shape[1]
        unsigned int n_samples = X.shape[0]
        unsigned int x_stride
        unsigned int center_stride
        unsigned int sample_idx, center_idx, feature_idx
        unsigned int store_distances = 0
        unsigned int k
        np.ndarray[floating, ndim=1] center_squared_norms
        # the following variables are always double cause make them floating
        # does not save any memory, but makes the code much bigger
        DOUBLE inertia = 0.0
        DOUBLE min_dist
        DOUBLE dist

    if floating is float:
        center_squared_norms = np.zeros(n_clusters, dtype=np.float32)
        x_stride = X.strides[1] / sizeof(float)
        center_stride = centers.strides[1] / sizeof(float)
        dot = sdot
    else:
        center_squared_norms = np.zeros(n_clusters, dtype=np.float64)
        x_stride = X.strides[1] / sizeof(DOUBLE)
        center_stride = centers.strides[1] / sizeof(DOUBLE)
        dot = ddot

    if n_samples == distances.shape[0]:
        store_distances = 1

    for center_idx in range(n_clusters):
        center_squared_norms[center_idx] = dot(
            n_features, &centers[center_idx, 0], center_stride,
            &centers[center_idx, 0], center_stride)

    for sample_idx in range(n_samples):
        min_dist = -1
        for center_idx in range(n_clusters):
            dist = 0.0
            # hardcoded: minimize euclidean distance to cluster center:
            # ||a - b||^2 = ||a||^2 + ||b||^2 -2 <a, b>
            dist += dot(n_features, &X[sample_idx, 0], x_stride,
                        &centers[center_idx, 0], center_stride)
            dist *= -2
            dist += center_squared_norms[center_idx]
            dist += x_squared_norms[sample_idx]
            dist *= sample_weight[sample_idx]
            if min_dist == -1 or dist < min_dist:
                min_dist = dist
                labels[sample_idx] = center_idx

        if store_distances:
            distances[sample_idx] = min_dist
        inertia += min_dist

    return inertia


@cython.boundscheck(False)
@cython.wraparound(False)
@cython.cdivision(True)
cpdef DOUBLE _assign_labels_csr(X, np.ndarray[floating, ndim=1] sample_weight,
                                np.ndarray[DOUBLE, ndim=1] x_squared_norms,
                                np.ndarray[floating, ndim=2] centers,
                                np.ndarray[INT, ndim=1] labels,
                                np.ndarray[floating, ndim=1] distances):
    """Compute label assignment and inertia for a CSR input

    Return the inertia (sum of squared distances to the centers).
    """
    cdef:
        np.ndarray[floating, ndim=1] X_data = X.data
        np.ndarray[INT, ndim=1] X_indices = X.indices
        np.ndarray[INT, ndim=1] X_indptr = X.indptr
        unsigned int n_clusters = centers.shape[0]
        unsigned int n_features = centers.shape[1]
        unsigned int n_samples = X.shape[0]
        unsigned int store_distances = 0
        unsigned int sample_idx, center_idx, feature_idx
        unsigned int k
        np.ndarray[floating, ndim=1] center_squared_norms
        # the following variables are always double cause make them floating
        # does not save any memory, but makes the code much bigger
        DOUBLE inertia = 0.0
        DOUBLE min_dist
        DOUBLE dist

    if floating is float:
        center_squared_norms = np.zeros(n_clusters, dtype=np.float32)
        dot = sdot
    else:
        center_squared_norms = np.zeros(n_clusters, dtype=np.float64)
        dot = ddot

    if n_samples == distances.shape[0]:
        store_distances = 1

    for center_idx in range(n_clusters):
            center_squared_norms[center_idx] = dot(
                n_features, &centers[center_idx, 0], 1,
                &centers[center_idx, 0], 1)

    for sample_idx in range(n_samples):
        min_dist = -1
        for center_idx in range(n_clusters):
            dist = 0.0
            # hardcoded: minimize euclidean distance to cluster center:
            # ||a - b||^2 = ||a||^2 + ||b||^2 -2 <a, b>
            for k in range(X_indptr[sample_idx], X_indptr[sample_idx + 1]):
                dist += centers[center_idx, X_indices[k]] * X_data[k]
            dist *= -2
            dist += center_squared_norms[center_idx]
            dist += x_squared_norms[sample_idx]
            dist *= sample_weight[sample_idx]
            if min_dist == -1 or dist < min_dist:
                min_dist = dist
                labels[sample_idx] = center_idx
                if store_distances:
                    distances[sample_idx] = dist
        inertia += min_dist

    return inertia


@cython.boundscheck(False)
@cython.wraparound(False)
@cython.cdivision(True)
def _mini_batch_update_csr(X, np.ndarray[floating, ndim=1] sample_weight,
                           np.ndarray[DOUBLE, ndim=1] x_squared_norms,
                           np.ndarray[floating, ndim=2] centers,
                           np.ndarray[floating, ndim=1] weight_sums,
                           np.ndarray[INT, ndim=1] nearest_center,
                           np.ndarray[floating, ndim=1] old_center,
                           int compute_squared_diff):
    """Incremental update of the centers for sparse MiniBatchKMeans.

    Parameters
    ----------

    X : CSR matrix, dtype float
        The complete (pre allocated) training set as a CSR matrix.

    centers : array, shape (n_clusters, n_features)
        The cluster centers

    counts : array, shape (n_clusters,)
         The vector in which we keep track of the numbers of elements in a
         cluster

    Returns
    -------
    inertia : float
        The inertia of the batch prior to centers update, i.e. the sum
        of squared distances to the closest center for each sample. This
        is the objective function being minimized by the k-means algorithm.

    squared_diff : float
        The sum of squared update (squared norm of the centers position
        change). If compute_squared_diff is 0, this computation is skipped and
        0.0 is returned instead.

    Both squared diff and inertia are commonly used to monitor the convergence
    of the algorithm.
    """
    cdef:
        np.ndarray[floating, ndim=1] X_data = X.data
        np.ndarray[int, ndim=1] X_indices = X.indices
        np.ndarray[int, ndim=1] X_indptr = X.indptr
        unsigned int n_samples = X.shape[0]
        unsigned int n_clusters = centers.shape[0]
        unsigned int n_features = centers.shape[1]

        unsigned int sample_idx, center_idx, feature_idx
        unsigned int k
        DOUBLE old_weight_sum, new_weight_sum
        DOUBLE center_diff
        DOUBLE squared_diff = 0.0

    # move centers to the mean of both old and newly assigned samples
    for center_idx in range(n_clusters):
        old_weight_sum = weight_sums[center_idx]
        new_weight_sum = old_weight_sum

        # count the number of samples assigned to this center
        for sample_idx in range(n_samples):
            if nearest_center[sample_idx] == center_idx:
                new_weight_sum += sample_weight[sample_idx]

        if new_weight_sum == old_weight_sum:
            # no new sample: leave this center as it stands
            continue

        # rescale the old center to reflect it previous accumulated weight
        # with regards to the new data that will be incrementally contributed
        if compute_squared_diff:
            old_center[:] = centers[center_idx]
        centers[center_idx] *= old_weight_sum

        # iterate of over samples assigned to this cluster to move the center
        # location by inplace summation
        for sample_idx in range(n_samples):
            if nearest_center[sample_idx] != center_idx:
                continue

            # inplace sum with new samples that are members of this cluster
            # and update of the incremental squared difference update of the
            # center position
            for k in range(X_indptr[sample_idx], X_indptr[sample_idx + 1]):
                centers[center_idx, X_indices[k]] += X_data[k]

        # inplace rescale center with updated count
        if new_weight_sum > old_weight_sum:
            # update the count statistics for this center
            weight_sums[center_idx] = new_weight_sum

            # re-scale the updated center with the total new counts
            centers[center_idx] /= new_weight_sum

            # update the incremental computation of the squared total
            # centers position change
            if compute_squared_diff:
                for feature_idx in range(n_features):
                    squared_diff += (old_center[feature_idx]
                                     - centers[center_idx, feature_idx]) ** 2

    return squared_diff


@cython.boundscheck(False)
@cython.wraparound(False)
@cython.cdivision(True)
def _centers_dense(np.ndarray[floating, ndim=2] X,
        np.ndarray[floating, ndim=1] sample_weight,
        np.ndarray[INT, ndim=1] labels, int n_clusters,
        np.ndarray[floating, ndim=1] distances):
    """M step of the K-means EM algorithm

    Computation of cluster centers / means.

    Parameters
    ----------
    X : array-like, shape (n_samples, n_features)

    sample_weight : array-like, shape (n_samples,)
        The weights for each observation in X.

    labels : array of integers, shape (n_samples)
        Current label assignment

    n_clusters : int
        Number of desired clusters

    distances : array-like, shape (n_samples)
        Distance to closest cluster for each sample.

    Returns
    -------
    centers : array, shape (n_clusters, n_features)
        The resulting centers
    """
    ## TODO: add support for CSR input
    cdef int n_samples, n_features
    n_samples = X.shape[0]
    n_features = X.shape[1]
    cdef int i, j, c
    cdef np.ndarray[floating, ndim=2] centers
    cdef np.ndarray[floating, ndim=1] weight_in_cluster

    dtype = np.float32 if floating is float else np.float64
    centers = np.zeros((n_clusters, n_features), dtype=dtype)
    weight_in_cluster = np.zeros((n_clusters,), dtype=dtype)

    for i in range(n_samples):
        c = labels[i]
        weight_in_cluster[c] += sample_weight[i]
    empty_clusters = np.where(weight_in_cluster == 0)[0]
    # maybe also relocate small clusters?

    if len(empty_clusters):
        # find points to reassign empty clusters to
        far_from_centers = distances.argsort()[::-1]

        for i, cluster_id in enumerate(empty_clusters):
            # XXX two relocated clusters could be close to each other
            far_index = far_from_centers[i]
            new_center = X[far_index]
            centers[cluster_id] = new_center
            weight_in_cluster[cluster_id] = sample_weight[far_index]

    for i in range(n_samples):
        for j in range(n_features):
            centers[labels[i], j] += X[i, j] * sample_weight[i]

    centers /= weight_in_cluster[:, np.newaxis]

    return centers


@cython.boundscheck(False)
@cython.wraparound(False)
@cython.cdivision(True)
def _centers_sparse(X, np.ndarray[floating, ndim=1] sample_weight,
        np.ndarray[INT, ndim=1] labels, n_clusters,
        np.ndarray[floating, ndim=1] distances):
    """M step of the K-means EM algorithm

    Computation of cluster centers / means.

    Parameters
    ----------
    X : scipy.sparse.csr_matrix, shape (n_samples, n_features)

    sample_weight : array-like, shape (n_samples,)
        The weights for each observation in X.

    labels : array of integers, shape (n_samples)
        Current label assignment

    n_clusters : int
        Number of desired clusters

    distances : array-like, shape (n_samples)
        Distance to closest cluster for each sample.

    Returns
    -------
    centers : array, shape (n_clusters, n_features)
        The resulting centers
    """
    cdef int n_samples, n_features
    n_samples = X.shape[0]
    n_features = X.shape[1]
    cdef int curr_label

    cdef np.ndarray[floating, ndim=1] data = X.data
    cdef np.ndarray[int, ndim=1] indices = X.indices
    cdef np.ndarray[int, ndim=1] indptr = X.indptr

    cdef np.ndarray[floating, ndim=2, mode="c"] centers
    cdef np.ndarray[np.npy_intp, ndim=1] far_from_centers
    cdef np.ndarray[floating, ndim=1] weight_in_cluster
    dtype = np.float32 if floating is float else np.float64
    centers = np.zeros((n_clusters, n_features), dtype=dtype)
    weight_in_cluster = np.zeros((n_clusters,), dtype=dtype)
    for i in range(n_samples):
        c = labels[i]
        weight_in_cluster[c] += sample_weight[i]
    cdef np.ndarray[np.npy_intp, ndim=1, mode="c"] empty_clusters = \
        np.where(weight_in_cluster == 0)[0]
    cdef int n_empty_clusters = empty_clusters.shape[0]

    # maybe also relocate small clusters?

    if n_empty_clusters > 0:
        # find points to reassign empty clusters to
        far_from_centers = distances.argsort()[::-1][:n_empty_clusters]

        # XXX two relocated clusters could be close to each other
        assign_rows_csr(X, far_from_centers, empty_clusters, centers)

        for i in range(n_empty_clusters):
            weight_in_cluster[empty_clusters[i]] = 1

    for i in range(labels.shape[0]):
        curr_label = labels[i]
        for ind in range(indptr[i], indptr[i + 1]):
            j = indices[ind]
            centers[curr_label, j] += data[ind] * sample_weight[i]

    centers /= weight_in_cluster[:, np.newaxis]

    return centers