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Balancing k-means
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"""K-means clustering""" | |
# Authors: Gael Varoquaux <[email protected]> | |
# Thomas Rueckstiess <[email protected]> | |
# James Bergstra <[email protected]> | |
# Jan Schlueter <[email protected]> | |
# Nelle Varoquaux | |
# Peter Prettenhofer <[email protected]> | |
# Olivier Grisel <[email protected]> | |
# Mathieu Blondel <[email protected]> | |
# Robert Layton <[email protected]> | |
# License: BSD 3 clause | |
from __future__ import division | |
import warnings | |
import numpy as np | |
import scipy.sparse as sp | |
from ..base import BaseEstimator, ClusterMixin, TransformerMixin | |
from ..metrics.pairwise import euclidean_distances | |
from ..metrics.pairwise import pairwise_distances_argmin_min | |
from ..utils.extmath import row_norms, squared_norm, stable_cumsum | |
from ..utils.sparsefuncs_fast import assign_rows_csr | |
from ..utils.sparsefuncs import mean_variance_axis | |
from ..utils.validation import _num_samples | |
from ..utils import check_array | |
from ..utils import gen_batches | |
from ..utils import check_random_state | |
from ..utils.validation import check_is_fitted | |
from ..utils.validation import FLOAT_DTYPES | |
from ..utils._joblib import Parallel | |
from ..utils._joblib import delayed | |
from ..utils._joblib import effective_n_jobs | |
from ..externals.six import string_types | |
from ..exceptions import ConvergenceWarning | |
from . import _k_means | |
from ._k_means_elkan import k_means_elkan | |
############################################################################### | |
# Initialization heuristic | |
def _k_init(X, n_clusters, x_squared_norms, random_state, n_local_trials=None): | |
"""Init n_clusters 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). | |
n_clusters : integer | |
The number of seeds to choose | |
x_squared_norms : array, shape (n_samples,) | |
Squared Euclidean norm of each data point. | |
random_state : int, RandomState instance | |
The generator used to initialize the centers. Use an int to make the | |
randomness deterministic. | |
See :term:`Glossary <random_state>`. | |
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. | |
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 | |
centers = np.empty((n_clusters, n_features), dtype=X.dtype) | |
assert x_squared_norms is not None, 'x_squared_norms None in _k_init' | |
# 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(n_clusters)) | |
# 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 | |
closest_dist_sq = euclidean_distances( | |
centers[0, np.newaxis], X, Y_norm_squared=x_squared_norms, | |
squared=True) | |
current_pot = closest_dist_sq.sum() | |
# Pick the remaining n_clusters-1 points | |
for c in range(1, n_clusters): | |
# 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(stable_cumsum(closest_dist_sq), | |
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 range(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 _validate_center_shape(X, n_centers, centers): | |
"""Check if centers is compatible with X and n_centers""" | |
if len(centers) != n_centers: | |
raise ValueError('The shape of the initial centers (%s) ' | |
'does not match the number of clusters %i' | |
% (centers.shape, n_centers)) | |
if centers.shape[1] != X.shape[1]: | |
raise ValueError( | |
"The number of features of the initial centers %s " | |
"does not match the number of features of the data %s." | |
% (centers.shape[1], X.shape[1])) | |
def _tolerance(X, tol): | |
"""Return a tolerance which is independent of the dataset""" | |
if sp.issparse(X): | |
variances = mean_variance_axis(X, axis=0)[1] | |
else: | |
variances = np.var(X, axis=0) | |
return np.mean(variances) * tol | |
def _check_sample_weight(X, sample_weight): | |
"""Set sample_weight if None, and check for correct dtype""" | |
n_samples = X.shape[0] | |
if sample_weight is None: | |
return np.ones(n_samples, dtype=X.dtype) | |
else: | |
sample_weight = np.asarray(sample_weight) | |
if n_samples != len(sample_weight): | |
raise ValueError("n_samples=%d should be == len(sample_weight)=%d" | |
% (n_samples, len(sample_weight))) | |
# normalize the weights to sum up to n_samples | |
scale = n_samples / sample_weight.sum() | |
return (sample_weight * scale).astype(X.dtype) | |
def k_means(X, n_clusters, sample_weight=None, init='k-means++', | |
precompute_distances='auto', n_init=10, max_iter=300, | |
verbose=False, tol=1e-4, random_state=None, copy_x=True, | |
n_jobs=None, algorithm="auto", return_n_iter=False): | |
"""K-means clustering algorithm. | |
Read more in the :ref:`User Guide <k_means>`. | |
Parameters | |
---------- | |
X : array-like or sparse matrix, shape (n_samples, n_features) | |
The observations to cluster. It must be noted that the data | |
will be converted to C ordering, which will cause a memory copy | |
if the given data is not C-contiguous. | |
n_clusters : int | |
The number of clusters to form as well as the number of | |
centroids to generate. | |
sample_weight : array-like, shape (n_samples,), optional | |
The weights for each observation in X. If None, all observations | |
are assigned equal weight (default: None) | |
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': choose k observations (rows) at random from data for | |
the initial centroids. | |
If an ndarray is passed, it should be of shape (n_clusters, n_features) | |
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. | |
precompute_distances : {'auto', True, False} | |
Precompute distances (faster but takes more memory). | |
'auto' : do not precompute distances if n_samples * n_clusters > 12 | |
million. This corresponds to about 100MB overhead per job using | |
double precision. | |
True : always precompute distances | |
False : never precompute distances | |
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. | |
max_iter : int, optional, default 300 | |
Maximum number of iterations of the k-means algorithm to run. | |
verbose : boolean, optional | |
Verbosity mode. | |
tol : float, optional | |
The relative increment in the results before declaring convergence. | |
random_state : int, RandomState instance or None (default) | |
Determines random number generation for centroid initialization. Use | |
an int to make the randomness deterministic. | |
See :term:`Glossary <random_state>`. | |
copy_x : boolean, optional | |
When pre-computing distances it is more numerically accurate to center | |
the data first. If copy_x is True (default), then the original data is | |
not modified, ensuring X is C-contiguous. 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, in this case it will also not ensure that data is | |
C-contiguous which may cause a significant slowdown. | |
n_jobs : int or None, optional (default=None) | |
The number of jobs to use for the computation. This works by computing | |
each of the n_init runs in parallel. | |
``None`` means 1 unless in a :obj:`joblib.parallel_backend` context. | |
``-1`` means using all processors. See :term:`Glossary <n_jobs>` | |
for more details. | |
algorithm : "auto", "full" or "elkan", default="auto" | |
K-means algorithm to use. The classical EM-style algorithm is "full". | |
The "elkan" variation is more efficient by using the triangle | |
inequality, but currently doesn't support sparse data. "auto" chooses | |
"elkan" for dense data and "full" for sparse data. | |
return_n_iter : bool, optional | |
Whether or not to return the number of iterations. | |
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). | |
best_n_iter : int | |
Number of iterations corresponding to the best results. | |
Returned only if `return_n_iter` is set to True. | |
""" | |
if n_init <= 0: | |
raise ValueError("Invalid number of initializations." | |
" n_init=%d must be bigger than zero." % n_init) | |
random_state = check_random_state(random_state) | |
if max_iter <= 0: | |
raise ValueError('Number of iterations should be a positive number,' | |
' got %d instead' % max_iter) | |
# avoid forcing order when copy_x=False | |
order = "C" if copy_x else None | |
X = check_array(X, accept_sparse='csr', dtype=[np.float64, np.float32], | |
order=order, copy=copy_x) | |
# verify that the number of samples given is larger than k | |
if _num_samples(X) < n_clusters: | |
raise ValueError("n_samples=%d should be >= n_clusters=%d" % ( | |
_num_samples(X), n_clusters)) | |
tol = _tolerance(X, tol) | |
# If the distances are precomputed every job will create a matrix of shape | |
# (n_clusters, n_samples). To stop KMeans from eating up memory we only | |
# activate this if the created matrix is guaranteed to be under 100MB. 12 | |
# million entries consume a little under 100MB if they are of type double. | |
if precompute_distances == 'auto': | |
n_samples = X.shape[0] | |
precompute_distances = (n_clusters * n_samples) < 12e6 | |
elif isinstance(precompute_distances, bool): | |
pass | |
else: | |
raise ValueError("precompute_distances should be 'auto' or True/False" | |
", but a value of %r was passed" % | |
precompute_distances) | |
# Validate init array | |
if hasattr(init, '__array__'): | |
init = check_array(init, dtype=X.dtype.type, copy=True) | |
_validate_center_shape(X, n_clusters, init) | |
if n_init != 1: | |
warnings.warn( | |
'Explicit initial center position passed: ' | |
'performing only one init in k-means instead of n_init=%d' | |
% n_init, RuntimeWarning, stacklevel=2) | |
n_init = 1 | |
# subtract of mean of x for more accurate distance computations | |
if not sp.issparse(X): | |
X_mean = X.mean(axis=0) | |
# The copy was already done above | |
X -= X_mean | |
if hasattr(init, '__array__'): | |
init -= X_mean | |
# precompute squared norms of data points | |
x_squared_norms = row_norms(X, squared=True) | |
best_labels, best_inertia, best_centers = None, None, None | |
if n_clusters == 1: | |
# elkan doesn't make sense for a single cluster, full will produce | |
# the right result. | |
algorithm = "full" | |
if algorithm == "auto": | |
algorithm = "full" if sp.issparse(X) else 'elkan' | |
if algorithm == "full": | |
kmeans_single = _kmeans_single_lloyd | |
elif algorithm == "elkan": | |
kmeans_single = _kmeans_single_elkan | |
else: | |
raise ValueError("Algorithm must be 'auto', 'full' or 'elkan', got" | |
" %s" % str(algorithm)) | |
if effective_n_jobs(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, n_iter_ = kmeans_single( | |
X, sample_weight, n_clusters, 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 | |
best_n_iter = n_iter_ | |
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, sample_weight, n_clusters, | |
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, n_iters = zip(*results) | |
best = np.argmin(inertia) | |
best_labels = labels[best] | |
best_inertia = inertia[best] | |
best_centers = centers[best] | |
best_n_iter = n_iters[best] | |
if not sp.issparse(X): | |
if not copy_x: | |
X += X_mean | |
best_centers += X_mean | |
distinct_clusters = len(set(best_labels)) | |
if distinct_clusters < n_clusters: | |
warnings.warn("Number of distinct clusters ({}) found smaller than " | |
"n_clusters ({}). Possibly due to duplicate points " | |
"in X.".format(distinct_clusters, n_clusters), | |
ConvergenceWarning, stacklevel=2) | |
if return_n_iter: | |
return best_centers, best_labels, best_inertia, best_n_iter | |
else: | |
return best_centers, best_labels, best_inertia | |
def _kmeans_single_elkan(X, sample_weight, n_clusters, max_iter=300, | |
init='k-means++', verbose=False, x_squared_norms=None, | |
random_state=None, tol=1e-4, | |
precompute_distances=True): | |
if sp.issparse(X): | |
raise TypeError("algorithm='elkan' not supported for sparse input X") | |
random_state = check_random_state(random_state) | |
if x_squared_norms is None: | |
x_squared_norms = row_norms(X, squared=True) | |
# init | |
centers = _init_centroids(X, n_clusters, init, random_state=random_state, | |
x_squared_norms=x_squared_norms) | |
centers = np.ascontiguousarray(centers) | |
if verbose: | |
print('Initialization complete') | |
checked_sample_weight = _check_sample_weight(X, sample_weight) | |
centers, labels, n_iter = k_means_elkan(X, checked_sample_weight, | |
n_clusters, centers, tol=tol, | |
max_iter=max_iter, verbose=verbose) | |
if sample_weight is None: | |
inertia = np.sum((X - centers[labels]) ** 2, dtype=np.float64) | |
else: | |
sq_distances = np.sum((X - centers[labels]) ** 2, axis=1, | |
dtype=np.float64) * checked_sample_weight | |
inertia = np.sum(sq_distances, dtype=np.float64) | |
return labels, inertia, centers, n_iter | |
def _kmeans_single_lloyd(X, sample_weight, n_clusters, 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. | |
n_clusters : int | |
The number of clusters to form as well as the number of | |
centroids to generate. | |
sample_weight : array-like, shape (n_samples,) | |
The weights for each observation in X. | |
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': choose k observations (rows) at random from data for | |
the initial centroids. | |
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 | |
Precomputed x_squared_norms. | |
precompute_distances : boolean, default: True | |
Precompute distances (faster but takes more memory). | |
random_state : int, RandomState instance or None (default) | |
Determines random number generation for centroid initialization. Use | |
an int to make the randomness deterministic. | |
See :term:`Glossary <random_state>`. | |
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). | |
n_iter : int | |
Number of iterations run. | |
""" | |
random_state = check_random_state(random_state) | |
sample_weight = _check_sample_weight(X, sample_weight) | |
best_labels, best_inertia, best_centers = None, None, None | |
# init | |
centers = _init_centroids(X, n_clusters, 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=X.dtype) | |
# * Added balancing sample weights -Oskari * | |
k = n_clusters | |
V = X.shape[0] | |
C = np.ones(k) | |
sample_weight = np.ones(V, dtype=np.float64) | |
# iterations | |
for i in range(max_iter): | |
centers_old = centers.copy() | |
# labels assignment is also called the E-step of EM | |
labels, inertia = \ | |
_labels_inertia(X, sample_weight, x_squared_norms, centers, | |
precompute_distances=precompute_distances, | |
distances=distances) | |
# * Computation of new sample weights -Oskari * | |
for i in range(C.shape[0]): | |
Cs = np.sum(labels == i) | |
C[i] = 1.0/(Cs / V * k) | |
for i, x in enumerate(labels): | |
sample_weight[i] = C[x] | |
# computation of the means is also called the M-step of EM | |
if sp.issparse(X): | |
centers = _k_means._centers_sparse(X, sample_weight, labels, | |
n_clusters, distances) | |
else: | |
centers = _k_means._centers_dense(X, sample_weight, labels, | |
n_clusters, distances) | |
if verbose: | |
print("Iteration %2d, inertia %.3f" % (i, inertia)) | |
if best_inertia is None or inertia < best_inertia: | |
best_labels = labels.copy() | |
best_centers = centers.copy() | |
best_inertia = inertia | |
center_shift_total = squared_norm(centers_old - centers) | |
if center_shift_total <= tol: | |
if verbose: | |
print("Converged at iteration %d: " | |
"center shift %e within tolerance %e" | |
% (i, center_shift_total, tol)) | |
break | |
if center_shift_total > 0: | |
# rerun E-step in case of non-convergence so that predicted labels | |
# match cluster centers | |
best_labels, best_inertia = \ | |
_labels_inertia(X, sample_weight, x_squared_norms, best_centers, | |
precompute_distances=precompute_distances, | |
distances=distances) | |
return best_labels, best_inertia, best_centers, i + 1 | |
def _labels_inertia_precompute_dense(X, sample_weight, x_squared_norms, | |
centers, distances): | |
"""Compute labels and inertia using a full distance matrix. | |
This will overwrite the 'distances' array in-place. | |
Parameters | |
---------- | |
X : numpy array, shape (n_sample, n_features) | |
Input data. | |
sample_weight : array-like, shape (n_samples,) | |
The weights for each observation in X. | |
x_squared_norms : numpy array, shape (n_samples,) | |
Precomputed squared norms of X. | |
centers : numpy array, shape (n_clusters, n_features) | |
Cluster centers which data is assigned to. | |
distances : numpy array, shape (n_samples,) | |
Pre-allocated array in which distances are stored. | |
Returns | |
------- | |
labels : numpy array, dtype=np.int, shape (n_samples,) | |
Indices of clusters that samples are assigned to. | |
inertia : float | |
Sum of squared distances of samples to their closest cluster center. | |
""" | |
n_samples = X.shape[0] | |
# Breakup nearest neighbor distance computation into batches to prevent | |
# memory blowup in the case of a large number of samples and clusters. | |
# TODO: Once PR #7383 is merged use check_inputs=False in metric_kwargs. | |
labels, mindist = pairwise_distances_argmin_min( | |
X=X, Y=centers, metric='euclidean', metric_kwargs={'squared': True}) | |
# cython k-means code assumes int32 inputs | |
labels = labels.astype(np.int32) | |
if n_samples == distances.shape[0]: | |
# distances will be changed in-place | |
distances[:] = mindist | |
inertia = (mindist * sample_weight).sum() | |
return labels, inertia | |
def _labels_inertia(X, sample_weight, 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. | |
This will compute the distances in-place. | |
Parameters | |
---------- | |
X : float64 array-like or CSR sparse matrix, shape (n_samples, n_features) | |
The input samples to assign to the labels. | |
sample_weight : array-like, shape (n_samples,) | |
The weights for each observation in X. | |
x_squared_norms : array, shape (n_samples,) | |
Precomputed squared euclidean norm of each data point, to speed up | |
computations. | |
centers : float array, shape (k, n_features) | |
The cluster centers. | |
precompute_distances : boolean, default: True | |
Precompute distances (faster but takes more memory). | |
distances : float array, shape (n_samples,) | |
Pre-allocated array to be filled in with each sample's distance | |
to the closest center. | |
Returns | |
------- | |
labels : int array of shape(n) | |
The resulting assignment | |
inertia : float | |
Sum of squared distances of samples to their closest cluster center. | |
""" | |
n_samples = X.shape[0] | |
sample_weight = _check_sample_weight(X, sample_weight) | |
# set the default value of centers to -1 to be able to detect any anomaly | |
# easily | |
labels = np.full(n_samples, -1, np.int32) | |
if distances is None: | |
distances = np.zeros(shape=(0,), dtype=X.dtype) | |
# distances will be changed in-place | |
if sp.issparse(X): | |
inertia = _k_means._assign_labels_csr( | |
X, sample_weight, x_squared_norms, centers, labels, | |
distances=distances) | |
else: | |
if precompute_distances: | |
return _labels_inertia_precompute_dense(X, sample_weight, | |
x_squared_norms, centers, | |
distances) | |
inertia = _k_means._assign_labels_array( | |
X, sample_weight, x_squared_norms, centers, labels, | |
distances=distances) | |
return labels, inertia | |
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 : int, RandomState instance or None (default) | |
Determines random number generation for centroid initialization. Use | |
an int to make the randomness deterministic. | |
See :term:`Glossary <random_state>`. | |
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 accuracy): 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 x_squared_norms is None: | |
x_squared_norms = row_norms(X, squared=True) | |
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.randint(0, n_samples, 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" % (n_samples, k)) | |
if isinstance(init, string_types) and init == 'k-means++': | |
centers = _k_init(X, k, random_state=random_state, | |
x_squared_norms=x_squared_norms) | |
elif isinstance(init, string_types) and init == 'random': | |
seeds = random_state.permutation(n_samples)[:k] | |
centers = X[seeds] | |
elif hasattr(init, '__array__'): | |
# ensure that the centers have the same dtype as X | |
# this is a requirement of fused types of cython | |
centers = np.array(init, dtype=X.dtype) | |
elif callable(init): | |
centers = init(X, k, random_state=random_state) | |
centers = np.asarray(centers, dtype=X.dtype) | |
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() | |
_validate_center_shape(X, k, centers) | |
return centers | |
class KMeans(BaseEstimator, ClusterMixin, TransformerMixin): | |
"""K-Means clustering | |
Read more in the :ref:`User Guide <k_means>`. | |
Parameters | |
---------- | |
n_clusters : int, optional, default: 8 | |
The number of clusters to form as well as the number of | |
centroids to generate. | |
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 an ndarray is passed, it should be of shape (n_clusters, n_features) | |
and gives the initial centers. | |
n_init : int, 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. | |
max_iter : int, default: 300 | |
Maximum number of iterations of the k-means algorithm for a | |
single run. | |
tol : float, default: 1e-4 | |
Relative tolerance with regards to inertia to declare convergence | |
precompute_distances : {'auto', True, False} | |
Precompute distances (faster but takes more memory). | |
'auto' : do not precompute distances if n_samples * n_clusters > 12 | |
million. This corresponds to about 100MB overhead per job using | |
double precision. | |
True : always precompute distances | |
False : never precompute distances | |
verbose : int, default 0 | |
Verbosity mode. | |
random_state : int, RandomState instance or None (default) | |
Determines random number generation for centroid initialization. Use | |
an int to make the randomness deterministic. | |
See :term:`Glossary <random_state>`. | |
copy_x : boolean, optional | |
When pre-computing distances it is more numerically accurate to center | |
the data first. If copy_x is True (default), then the original data is | |
not modified, ensuring X is C-contiguous. 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, in this case it will also not ensure that data is | |
C-contiguous which may cause a significant slowdown. | |
n_jobs : int or None, optional (default=None) | |
The number of jobs to use for the computation. This works by computing | |
each of the n_init runs in parallel. | |
``None`` means 1 unless in a :obj:`joblib.parallel_backend` context. | |
``-1`` means using all processors. See :term:`Glossary <n_jobs>` | |
for more details. | |
algorithm : "auto", "full" or "elkan", default="auto" | |
K-means algorithm to use. The classical EM-style algorithm is "full". | |
The "elkan" variation is more efficient by using the triangle | |
inequality, but currently doesn't support sparse data. "auto" chooses | |
"elkan" for dense data and "full" for sparse data. | |
Attributes | |
---------- | |
cluster_centers_ : array, [n_clusters, n_features] | |
Coordinates of cluster centers. If the algorithm stops before fully | |
converging (see ``tol`` and ``max_iter``), these will not be | |
consistent with ``labels_``. | |
labels_ : | |
Labels of each point | |
inertia_ : float | |
Sum of squared distances of samples to their closest cluster center. | |
n_iter_ : int | |
Number of iterations run. | |
Examples | |
-------- | |
>>> from sklearn.cluster import KMeans | |
>>> import numpy as np | |
>>> X = np.array([[1, 2], [1, 4], [1, 0], | |
... [10, 2], [10, 4], [10, 0]]) | |
>>> kmeans = KMeans(n_clusters=2, random_state=0).fit(X) | |
>>> kmeans.labels_ | |
array([1, 1, 1, 0, 0, 0], dtype=int32) | |
>>> kmeans.predict([[0, 0], [12, 3]]) | |
array([1, 0], dtype=int32) | |
>>> kmeans.cluster_centers_ | |
array([[10., 2.], | |
[ 1., 2.]]) | |
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 than the default batch implementation. | |
Notes | |
------ | |
The k-means problem is solved using either Lloyd's or Elkan'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. | |
If the algorithm stops before fully converging (because of ``tol`` or | |
``max_iter``), ``labels_`` and ``cluster_centers_`` will not be consistent, | |
i.e. the ``cluster_centers_`` will not be the means of the points in each | |
cluster. Also, the estimator will reassign ``labels_`` after the last | |
iteration to make ``labels_`` consistent with ``predict`` on the training | |
set. | |
""" | |
def __init__(self, n_clusters=8, init='k-means++', n_init=10, | |
max_iter=300, tol=1e-4, precompute_distances='auto', | |
verbose=0, random_state=None, copy_x=True, | |
n_jobs=None, algorithm='auto'): | |
self.n_clusters = n_clusters | |
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 | |
self.algorithm = algorithm | |
def _check_test_data(self, X): | |
X = check_array(X, accept_sparse='csr', dtype=FLOAT_DTYPES) | |
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)) | |
return X | |
def fit(self, X, y=None, sample_weight=None): | |
"""Compute k-means clustering. | |
Parameters | |
---------- | |
X : array-like or sparse matrix, shape=(n_samples, n_features) | |
Training instances to cluster. It must be noted that the data | |
will be converted to C ordering, which will cause a memory | |
copy if the given data is not C-contiguous. | |
y : Ignored | |
not used, present here for API consistency by convention. | |
sample_weight : array-like, shape (n_samples,), optional | |
The weights for each observation in X. If None, all observations | |
are assigned equal weight (default: None) | |
""" | |
random_state = check_random_state(self.random_state) | |
self.cluster_centers_, self.labels_, self.inertia_, self.n_iter_ = \ | |
k_means( | |
X, n_clusters=self.n_clusters, sample_weight=sample_weight, | |
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=random_state, copy_x=self.copy_x, | |
n_jobs=self.n_jobs, algorithm=self.algorithm, | |
return_n_iter=True) | |
return self | |
def fit_predict(self, X, y=None, sample_weight=None): | |
"""Compute cluster centers and predict cluster index for each sample. | |
Convenience method; equivalent to calling fit(X) followed by | |
predict(X). | |
Parameters | |
---------- | |
X : {array-like, sparse matrix}, shape = [n_samples, n_features] | |
New data to transform. | |
y : Ignored | |
not used, present here for API consistency by convention. | |
sample_weight : array-like, shape (n_samples,), optional | |
The weights for each observation in X. If None, all observations | |
are assigned equal weight (default: None) | |
Returns | |
------- | |
labels : array, shape [n_samples,] | |
Index of the cluster each sample belongs to. | |
""" | |
return self.fit(X, sample_weight=sample_weight).labels_ | |
def fit_transform(self, X, y=None, sample_weight=None): | |
"""Compute clustering and transform X to cluster-distance space. | |
Equivalent to fit(X).transform(X), but more efficiently implemented. | |
Parameters | |
---------- | |
X : {array-like, sparse matrix}, shape = [n_samples, n_features] | |
New data to transform. | |
y : Ignored | |
not used, present here for API consistency by convention. | |
sample_weight : array-like, shape (n_samples,), optional | |
The weights for each observation in X. If None, all observations | |
are assigned equal weight (default: None) | |
Returns | |
------- | |
X_new : array, shape [n_samples, k] | |
X transformed in the new space. | |
""" | |
# Currently, this just skips a copy of the data if it is not in | |
# np.array or CSR format already. | |
# XXX This skips _check_test_data, which may change the dtype; | |
# we should refactor the input validation. | |
return self.fit(X, sample_weight=sample_weight)._transform(X) | |
def transform(self, X): | |
"""Transform X 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. | |
""" | |
check_is_fitted(self, 'cluster_centers_') | |
X = self._check_test_data(X) | |
return self._transform(X) | |
def _transform(self, X): | |
"""guts of transform method; no input validation""" | |
return euclidean_distances(X, self.cluster_centers_) | |
def predict(self, X, sample_weight=None): | |
"""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. | |
sample_weight : array-like, shape (n_samples,), optional | |
The weights for each observation in X. If None, all observations | |
are assigned equal weight (default: None) | |
Returns | |
------- | |
labels : array, shape [n_samples,] | |
Index of the cluster each sample belongs to. | |
""" | |
check_is_fitted(self, 'cluster_centers_') | |
X = self._check_test_data(X) | |
x_squared_norms = row_norms(X, squared=True) | |
return _labels_inertia(X, sample_weight, x_squared_norms, | |
self.cluster_centers_)[0] | |
def score(self, X, y=None, sample_weight=None): | |
"""Opposite of the value of X on the K-means objective. | |
Parameters | |
---------- | |
X : {array-like, sparse matrix}, shape = [n_samples, n_features] | |
New data. | |
y : Ignored | |
not used, present here for API consistency by convention. | |
sample_weight : array-like, shape (n_samples,), optional | |
The weights for each observation in X. If None, all observations | |
are assigned equal weight (default: None) | |
Returns | |
------- | |
score : float | |
Opposite of the value of X on the K-means objective. | |
""" | |
check_is_fitted(self, 'cluster_centers_') | |
X = self._check_test_data(X) | |
x_squared_norms = row_norms(X, squared=True) | |
return -_labels_inertia(X, sample_weight, x_squared_norms, | |
self.cluster_centers_)[1] | |
def _mini_batch_step(X, sample_weight, x_squared_norms, centers, weight_sums, | |
old_center_buffer, compute_squared_diff, | |
distances, random_reassign=False, | |
random_state=None, reassignment_ratio=.01, | |
verbose=False): | |
"""Incremental update of the centers for the Minibatch K-Means algorithm. | |
Parameters | |
---------- | |
X : array, shape (n_samples, n_features) | |
The original data array. | |
sample_weight : array-like, shape (n_samples,) | |
The weights for each observation in X. | |
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 float, 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 its closest center. | |
May not be None when random_reassign is True. | |
random_state : int, RandomState instance or None (default) | |
Determines random number generation for centroid initialization and to | |
pick new clusters amongst observations with uniform probability. Use | |
an int to make the randomness deterministic. | |
See :term:`Glossary <random_state>`. | |
random_reassign : boolean, optional | |
If True, centers with very low counts are randomly reassigned | |
to observations. | |
reassignment_ratio : float, optional | |
Control the fraction of the maximum number of counts for a | |
center to be reassigned. A higher value means that low count | |
centers are more likely to be reassigned, which means that the | |
model will take longer to converge, but should converge in a | |
better clustering. | |
verbose : bool, optional, default False | |
Controls the verbosity. | |
compute_squared_diff : bool | |
If set to False, the squared diff computation is skipped. | |
old_center_buffer : int | |
Copy of old centers for monitoring convergence. | |
Returns | |
------- | |
inertia : float | |
Sum of squared distances of samples to their closest cluster center. | |
squared_diff : numpy array, shape (n_clusters,) | |
Squared distances between previous and updated cluster centers. | |
""" | |
# Perform label assignment to nearest centers | |
nearest_center, inertia = _labels_inertia(X, sample_weight, | |
x_squared_norms, centers, | |
distances=distances) | |
if random_reassign and reassignment_ratio > 0: | |
random_state = check_random_state(random_state) | |
# Reassign clusters that have very low weight | |
to_reassign = weight_sums < reassignment_ratio * weight_sums.max() | |
# pick at most .5 * batch_size samples as new centers | |
if to_reassign.sum() > .5 * X.shape[0]: | |
indices_dont_reassign = \ | |
np.argsort(weight_sums)[int(.5 * X.shape[0]):] | |
to_reassign[indices_dont_reassign] = False | |
n_reassigns = to_reassign.sum() | |
if n_reassigns: | |
# Pick new clusters amongst observations with uniform probability | |
new_centers = random_state.choice(X.shape[0], replace=False, | |
size=n_reassigns) | |
if verbose: | |
print("[MiniBatchKMeans] Reassigning %i cluster centers." | |
% n_reassigns) | |
if sp.issparse(X) and not sp.issparse(centers): | |
assign_rows_csr(X, new_centers.astype(np.intp), | |
np.where(to_reassign)[0].astype(np.intp), | |
centers) | |
else: | |
centers[to_reassign] = X[new_centers] | |
# reset counts of reassigned centers, but don't reset them too small | |
# to avoid instant reassignment. This is a pretty dirty hack as it | |
# also modifies the learning rates. | |
weight_sums[to_reassign] = np.min(weight_sums[~to_reassign]) | |
# implementation for the sparse CSR representation completely written in | |
# cython | |
if sp.issparse(X): | |
return inertia, _k_means._mini_batch_update_csr( | |
X, sample_weight, x_squared_norms, centers, weight_sums, | |
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 | |
wsum = sample_weight[center_mask].sum() | |
if wsum > 0: | |
if compute_squared_diff: | |
old_center_buffer[:] = centers[center_idx] | |
# inplace remove previous count scaling | |
centers[center_idx] *= weight_sums[center_idx] | |
# inplace sum with new points members of this cluster | |
centers[center_idx] += \ | |
np.sum(X[center_mask] * | |
sample_weight[center_mask, np.newaxis], axis=0) | |
# update the count statistics for this center | |
weight_sums[center_idx] += wsum | |
# inplace rescale to compute mean of all points (old and new) | |
# Note: numpy >= 1.10 does not support '/=' for the following | |
# expression for a mixture of int and float (see numpy issue #6464) | |
centers[center_idx] = centers[center_idx] / weight_sums[center_idx] | |
# update the squared diff if necessary | |
if compute_squared_diff: | |
diff = centers[center_idx].ravel() - old_center_buffer.ravel() | |
squared_diff += np.dot(diff, diff) | |
return inertia, squared_diff | |
def _mini_batch_convergence(model, iteration_idx, n_iter, tol, | |
n_samples, centers_squared_diff, batch_inertia, | |
context, verbose=0): | |
"""Helper function to encapsulate 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_iter, batch_inertia, | |
ewa_inertia)) | |
print(progress_msg) | |
# Early stopping based on absolute tolerance on squared change of | |
# centers position (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_iter)) | |
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_iter)) | |
return True | |
# update the convergence context to maintain state across successive 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 | |
Read more in the :ref:`User Guide <mini_batch_kmeans>`. | |
Parameters | |
---------- | |
n_clusters : int, optional, default: 8 | |
The number of clusters to form as well as the number of | |
centroids to generate. | |
init : {'k-means++', 'random' or an ndarray}, default: 'k-means++' | |
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 an ndarray is passed, it should be of shape (n_clusters, n_features) | |
and gives the initial centers. | |
max_iter : int, optional | |
Maximum number of iterations over the complete dataset before | |
stopping independently of any early stopping criterion heuristics. | |
batch_size : int, optional, default: 100 | |
Size of the mini batches. | |
verbose : boolean, optional | |
Verbosity mode. | |
compute_labels : boolean, default=True | |
Compute label assignment and inertia for the complete dataset | |
once the minibatch optimization has converged in fit. | |
random_state : int, RandomState instance or None (default) | |
Determines random number generation for centroid initialization and | |
random reassignment. Use an int to make the randomness deterministic. | |
See :term:`Glossary <random_state>`. | |
tol : float, default: 0.0 | |
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). | |
max_no_improvement : int, default: 10 | |
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. | |
init_size : int, optional, default: 3 * batch_size | |
Number of samples to randomly sample for speeding up the | |
initialization (sometimes at the expense of accuracy): the | |
only algorithm is initialized by running a batch KMeans on a | |
random subset of the data. This needs to be larger than n_clusters. | |
n_init : int, default=3 | |
Number of random initializations that are tried. | |
In contrast to KMeans, the algorithm is only run once, using the | |
best of the ``n_init`` initializations as measured by inertia. | |
reassignment_ratio : float, default: 0.01 | |
Control the fraction of the maximum number of counts for a | |
center to be reassigned. A higher value means that low count | |
centers are more easily reassigned, which means that the | |
model will take longer to converge, but should converge in a | |
better clustering. | |
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. | |
Examples | |
-------- | |
>>> from sklearn.cluster import MiniBatchKMeans | |
>>> import numpy as np | |
>>> X = np.array([[1, 2], [1, 4], [1, 0], | |
... [4, 2], [4, 0], [4, 4], | |
... [4, 5], [0, 1], [2, 2], | |
... [3, 2], [5, 5], [1, -1]]) | |
>>> # manually fit on batches | |
>>> kmeans = MiniBatchKMeans(n_clusters=2, | |
... random_state=0, | |
... batch_size=6) | |
>>> kmeans = kmeans.partial_fit(X[0:6,:]) | |
>>> kmeans = kmeans.partial_fit(X[6:12,:]) | |
>>> kmeans.cluster_centers_ | |
array([[1, 1], | |
[3, 4]]) | |
>>> kmeans.predict([[0, 0], [4, 4]]) | |
array([0, 1], dtype=int32) | |
>>> # fit on the whole data | |
>>> kmeans = MiniBatchKMeans(n_clusters=2, | |
... random_state=0, | |
... batch_size=6, | |
... max_iter=10).fit(X) | |
>>> kmeans.cluster_centers_ | |
array([[3.95918367, 2.40816327], | |
[1.12195122, 1.3902439 ]]) | |
>>> kmeans.predict([[0, 0], [4, 4]]) | |
array([1, 0], dtype=int32) | |
See also | |
-------- | |
KMeans | |
The classic implementation of the clustering method based on the | |
Lloyd's algorithm. It consumes the whole set of input data at each | |
iteration. | |
Notes | |
----- | |
See http://www.eecs.tufts.edu/~dsculley/papers/fastkmeans.pdf | |
""" | |
def __init__(self, n_clusters=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, reassignment_ratio=0.01): | |
super(MiniBatchKMeans, self).__init__( | |
n_clusters=n_clusters, 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 | |
self.batch_size = batch_size | |
self.compute_labels = compute_labels | |
self.init_size = init_size | |
self.reassignment_ratio = reassignment_ratio | |
def fit(self, X, y=None, sample_weight=None): | |
"""Compute the centroids on X by chunking it into mini-batches. | |
Parameters | |
---------- | |
X : array-like or sparse matrix, shape=(n_samples, n_features) | |
Training instances to cluster. It must be noted that the data | |
will be converted to C ordering, which will cause a memory copy | |
if the given data is not C-contiguous. | |
y : Ignored | |
not used, present here for API consistency by convention. | |
sample_weight : array-like, shape (n_samples,), optional | |
The weights for each observation in X. If None, all observations | |
are assigned equal weight (default: None) | |
""" | |
random_state = check_random_state(self.random_state) | |
X = check_array(X, accept_sparse="csr", order='C', | |
dtype=[np.float64, np.float32]) | |
n_samples, n_features = X.shape | |
if n_samples < self.n_clusters: | |
raise ValueError("n_samples=%d should be >= n_clusters=%d" | |
% (n_samples, self.n_clusters)) | |
sample_weight = _check_sample_weight(X, sample_weight) | |
n_init = self.n_init | |
if hasattr(self.init, '__array__'): | |
self.init = np.ascontiguousarray(self.init, dtype=X.dtype) | |
if n_init != 1: | |
warnings.warn( | |
'Explicit initial center position passed: ' | |
'performing only one init in MiniBatchKMeans instead of ' | |
'n_init=%d' | |
% self.n_init, RuntimeWarning, stacklevel=2) | |
n_init = 1 | |
x_squared_norms = row_norms(X, squared=True) | |
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, dtype=X.dtype) | |
else: | |
tol = 0.0 | |
# no need for the center buffer if tol-based early stopping is | |
# disabled | |
old_center_buffer = np.zeros(0, dtype=X.dtype) | |
distances = np.zeros(self.batch_size, dtype=X.dtype) | |
n_batches = int(np.ceil(float(n_samples) / self.batch_size)) | |
n_iter = 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 = random_state.randint(0, n_samples, init_size) | |
X_valid = X[validation_indices] | |
sample_weight_valid = sample_weight[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(n_init): | |
if self.verbose: | |
print("Init %d/%d with method: %s" | |
% (init_idx + 1, n_init, self.init)) | |
weight_sums = np.zeros(self.n_clusters, dtype=sample_weight.dtype) | |
# 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.n_clusters, self.init, | |
random_state=random_state, | |
x_squared_norms=x_squared_norms, | |
init_size=init_size) | |
# Compute the label assignment on the init dataset | |
batch_inertia, centers_squared_diff = _mini_batch_step( | |
X_valid, sample_weight_valid, | |
x_squared_norms[validation_indices], cluster_centers, | |
weight_sums, old_center_buffer, False, distances=None, | |
verbose=self.verbose) | |
# Keep only the best cluster centers across independent inits on | |
# the common validation set | |
_, inertia = _labels_inertia(X_valid, sample_weight_valid, | |
x_squared_norms_valid, | |
cluster_centers) | |
if self.verbose: | |
print("Inertia for init %d/%d: %f" | |
% (init_idx + 1, n_init, inertia)) | |
if best_inertia is None or inertia < best_inertia: | |
self.cluster_centers_ = cluster_centers | |
self.counts_ = weight_sums | |
best_inertia = inertia | |
# Empty context to be used inplace by the convergence check routine | |
convergence_context = {} | |
# Perform the iterative optimization until the final convergence | |
# criterion | |
for iteration_idx in range(n_iter): | |
# Sample a minibatch from the full dataset | |
minibatch_indices = random_state.randint( | |
0, n_samples, self.batch_size) | |
# Perform the actual update step on the minibatch data | |
batch_inertia, centers_squared_diff = _mini_batch_step( | |
X[minibatch_indices], sample_weight[minibatch_indices], | |
x_squared_norms[minibatch_indices], | |
self.cluster_centers_, self.counts_, | |
old_center_buffer, tol > 0.0, distances=distances, | |
# Here we randomly choose whether to perform | |
# random reassignment: the choice is done as a function | |
# of the iteration index, and the minimum number of | |
# counts, in order to force this reassignment to happen | |
# every once in a while | |
random_reassign=((iteration_idx + 1) | |
% (10 + int(self.counts_.min())) == 0), | |
random_state=random_state, | |
reassignment_ratio=self.reassignment_ratio, | |
verbose=self.verbose) | |
# Monitor convergence and do early stopping if necessary | |
if _mini_batch_convergence( | |
self, iteration_idx, n_iter, tol, n_samples, | |
centers_squared_diff, batch_inertia, convergence_context, | |
verbose=self.verbose): | |
break | |
self.n_iter_ = iteration_idx + 1 | |
if self.compute_labels: | |
self.labels_, self.inertia_ = \ | |
self._labels_inertia_minibatch(X, sample_weight) | |
return self | |
def _labels_inertia_minibatch(self, X, sample_weight): | |
"""Compute labels and inertia using mini batches. | |
This is slightly slower than doing everything at once but preventes | |
memory errors / segfaults. | |
Parameters | |
---------- | |
X : array-like, shape (n_samples, n_features) | |
Input data. | |
sample_weight : array-like, shape (n_samples,) | |
The weights for each observation in X. | |
Returns | |
------- | |
labels : array, shape (n_samples,) | |
Cluster labels for each point. | |
inertia : float | |
Sum of squared distances of points to nearest cluster. | |
""" | |
if self.verbose: | |
print('Computing label assignment and total inertia') | |
sample_weight = _check_sample_weight(X, sample_weight) | |
x_squared_norms = row_norms(X, squared=True) | |
slices = gen_batches(X.shape[0], self.batch_size) | |
results = [_labels_inertia(X[s], sample_weight[s], x_squared_norms[s], | |
self.cluster_centers_) for s in slices] | |
labels, inertia = zip(*results) | |
return np.hstack(labels), np.sum(inertia) | |
def partial_fit(self, X, y=None, sample_weight=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. It must be noted that | |
X will be copied if it is not C-contiguous. | |
y : Ignored | |
not used, present here for API consistency by convention. | |
sample_weight : array-like, shape (n_samples,), optional | |
The weights for each observation in X. If None, all observations | |
are assigned equal weight (default: None) | |
""" | |
X = check_array(X, accept_sparse="csr", order="C") | |
n_samples, n_features = X.shape | |
if hasattr(self.init, '__array__'): | |
self.init = np.ascontiguousarray(self.init, dtype=X.dtype) | |
if n_samples == 0: | |
return self | |
sample_weight = _check_sample_weight(X, sample_weight) | |
x_squared_norms = row_norms(X, squared=True) | |
self.random_state_ = getattr(self, "random_state_", | |
check_random_state(self.random_state)) | |
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.n_clusters, self.init, | |
random_state=self.random_state_, | |
x_squared_norms=x_squared_norms, init_size=self.init_size) | |
self.counts_ = np.zeros(self.n_clusters, | |
dtype=sample_weight.dtype) | |
random_reassign = False | |
distances = None | |
else: | |
# The lower the minimum count is, the more we do random | |
# reassignment, however, we don't want to do random | |
# reassignment too often, to allow for building up counts | |
random_reassign = self.random_state_.randint( | |
10 * (1 + self.counts_.min())) == 0 | |
distances = np.zeros(X.shape[0], dtype=X.dtype) | |
_mini_batch_step(X, sample_weight, x_squared_norms, | |
self.cluster_centers_, self.counts_, | |
np.zeros(0, dtype=X.dtype), 0, | |
random_reassign=random_reassign, distances=distances, | |
random_state=self.random_state_, | |
reassignment_ratio=self.reassignment_ratio, | |
verbose=self.verbose) | |
if self.compute_labels: | |
self.labels_, self.inertia_ = _labels_inertia( | |
X, sample_weight, x_squared_norms, self.cluster_centers_) | |
return self | |
def predict(self, X, sample_weight=None): | |
"""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. | |
sample_weight : array-like, shape (n_samples,), optional | |
The weights for each observation in X. If None, all observations | |
are assigned equal weight (default: None) | |
Returns | |
------- | |
labels : array, shape [n_samples,] | |
Index of the cluster each sample belongs to. | |
""" | |
check_is_fitted(self, 'cluster_centers_') | |
X = self._check_test_data(X) | |
return self._labels_inertia_minibatch(X, sample_weight)[0] |
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