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
|
# 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, ¢ers[center_idx, 0], center_stride,
¢ers[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,
¢ers[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, ¢ers[center_idx, 0], 1,
¢ers[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
|