688 lines
28 KiB
Cython
688 lines
28 KiB
Cython
# Author: Andreas Mueller
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#
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# Licence: BSD 3 clause
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from cython cimport floating
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from cython.parallel import prange, parallel
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from libc.stdlib cimport calloc, free
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from libc.string cimport memset
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from ..utils._openmp_helpers cimport omp_lock_t
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from ..utils._openmp_helpers cimport omp_init_lock
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from ..utils._openmp_helpers cimport omp_destroy_lock
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from ..utils._openmp_helpers cimport omp_set_lock
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from ..utils._openmp_helpers cimport omp_unset_lock
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from ..utils.extmath import row_norms
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from ._k_means_common import CHUNK_SIZE
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from ._k_means_common cimport _relocate_empty_clusters_dense
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from ._k_means_common cimport _relocate_empty_clusters_sparse
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from ._k_means_common cimport _euclidean_dense_dense
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from ._k_means_common cimport _euclidean_sparse_dense
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from ._k_means_common cimport _average_centers
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from ._k_means_common cimport _center_shift
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def init_bounds_dense(
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const floating[:, ::1] X, # IN
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const floating[:, ::1] centers, # IN
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const floating[:, ::1] center_half_distances, # IN
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int[::1] labels, # OUT
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floating[::1] upper_bounds, # OUT
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floating[:, ::1] lower_bounds, # OUT
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int n_threads):
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"""Initialize upper and lower bounds for each sample for dense input data.
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Given X, centers and the pairwise distances divided by 2.0 between the
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centers this calculates the upper bounds and lower bounds for each sample.
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The upper bound for each sample is set to the distance between the sample
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and the closest center.
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The lower bound for each sample is a one-dimensional array of n_clusters.
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For each sample i assume that the previously assigned cluster is c1 and the
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previous closest distance is dist, for a new cluster c2, the
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lower_bound[i][c2] is set to distance between the sample and this new
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cluster, if and only if dist > center_half_distances[c1][c2]. This prevents
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computation of unnecessary distances for each sample to the clusters that
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it is unlikely to be assigned to.
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Parameters
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----------
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X : ndarray of shape (n_samples, n_features), dtype=floating
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The input data.
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centers : ndarray of shape (n_clusters, n_features), dtype=floating
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The cluster centers.
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center_half_distances : ndarray of shape (n_clusters, n_clusters), \
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dtype=floating
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The half of the distance between any 2 clusters centers.
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labels : ndarray of shape(n_samples), dtype=int
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The label for each sample. This array is modified in place.
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upper_bounds : ndarray of shape(n_samples,), dtype=floating
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The upper bound on the distance between each sample and its closest
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cluster center. This array is modified in place.
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lower_bounds : ndarray, of shape(n_samples, n_clusters), dtype=floating
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The lower bound on the distance between each sample and each cluster
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center. This array is modified in place.
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n_threads : int
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The number of threads to be used by openmp.
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"""
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cdef:
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int n_samples = X.shape[0]
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int n_clusters = centers.shape[0]
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int n_features = X.shape[1]
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floating min_dist, dist
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int best_cluster, i, j
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for i in prange(
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n_samples, num_threads=n_threads, schedule='static', nogil=True
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):
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best_cluster = 0
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min_dist = _euclidean_dense_dense(&X[i, 0], ¢ers[0, 0],
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n_features, False)
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lower_bounds[i, 0] = min_dist
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for j in range(1, n_clusters):
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if min_dist > center_half_distances[best_cluster, j]:
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dist = _euclidean_dense_dense(&X[i, 0], ¢ers[j, 0],
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n_features, False)
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lower_bounds[i, j] = dist
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if dist < min_dist:
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min_dist = dist
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best_cluster = j
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labels[i] = best_cluster
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upper_bounds[i] = min_dist
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def init_bounds_sparse(
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X, # IN
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const floating[:, ::1] centers, # IN
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const floating[:, ::1] center_half_distances, # IN
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int[::1] labels, # OUT
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floating[::1] upper_bounds, # OUT
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floating[:, ::1] lower_bounds, # OUT
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int n_threads):
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"""Initialize upper and lower bounds for each sample for sparse input data.
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Given X, centers and the pairwise distances divided by 2.0 between the
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centers this calculates the upper bounds and lower bounds for each sample.
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The upper bound for each sample is set to the distance between the sample
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and the closest center.
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The lower bound for each sample is a one-dimensional array of n_clusters.
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For each sample i assume that the previously assigned cluster is c1 and the
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previous closest distance is dist, for a new cluster c2, the
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lower_bound[i][c2] is set to distance between the sample and this new
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cluster, if and only if dist > center_half_distances[c1][c2]. This prevents
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computation of unnecessary distances for each sample to the clusters that
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it is unlikely to be assigned to.
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Parameters
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----------
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X : sparse matrix of shape (n_samples, n_features), dtype=floating
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The input data. Must be in CSR format.
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centers : ndarray of shape (n_clusters, n_features), dtype=floating
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The cluster centers.
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center_half_distances : ndarray of shape (n_clusters, n_clusters), \
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dtype=floating
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The half of the distance between any 2 clusters centers.
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labels : ndarray of shape(n_samples), dtype=int
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The label for each sample. This array is modified in place.
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upper_bounds : ndarray of shape(n_samples,), dtype=floating
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The upper bound on the distance between each sample and its closest
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cluster center. This array is modified in place.
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lower_bounds : ndarray of shape(n_samples, n_clusters), dtype=floating
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The lower bound on the distance between each sample and each cluster
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center. This array is modified in place.
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n_threads : int
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The number of threads to be used by openmp.
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"""
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cdef:
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int n_samples = X.shape[0]
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int n_clusters = centers.shape[0]
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floating[::1] X_data = X.data
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int[::1] X_indices = X.indices
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int[::1] X_indptr = X.indptr
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floating min_dist, dist
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int best_cluster, i, j
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floating[::1] centers_squared_norms = row_norms(centers, squared=True)
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for i in prange(
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n_samples, num_threads=n_threads, schedule='static', nogil=True
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):
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best_cluster = 0
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min_dist = _euclidean_sparse_dense(
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X_data[X_indptr[i]: X_indptr[i + 1]],
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X_indices[X_indptr[i]: X_indptr[i + 1]],
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centers[0], centers_squared_norms[0], False)
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lower_bounds[i, 0] = min_dist
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for j in range(1, n_clusters):
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if min_dist > center_half_distances[best_cluster, j]:
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dist = _euclidean_sparse_dense(
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X_data[X_indptr[i]: X_indptr[i + 1]],
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X_indices[X_indptr[i]: X_indptr[i + 1]],
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centers[j], centers_squared_norms[j], False)
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lower_bounds[i, j] = dist
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if dist < min_dist:
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min_dist = dist
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best_cluster = j
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labels[i] = best_cluster
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upper_bounds[i] = min_dist
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def elkan_iter_chunked_dense(
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const floating[:, ::1] X, # IN
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const floating[::1] sample_weight, # IN
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const floating[:, ::1] centers_old, # IN
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floating[:, ::1] centers_new, # OUT
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floating[::1] weight_in_clusters, # OUT
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const floating[:, ::1] center_half_distances, # IN
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const floating[::1] distance_next_center, # IN
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floating[::1] upper_bounds, # INOUT
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floating[:, ::1] lower_bounds, # INOUT
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int[::1] labels, # INOUT
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floating[::1] center_shift, # OUT
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int n_threads,
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bint update_centers=True):
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"""Single iteration of K-means Elkan algorithm with dense input.
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Update labels and centers (inplace), for one iteration, distributed
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over data chunks.
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Parameters
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----------
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X : ndarray of shape (n_samples, n_features), dtype=floating
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The observations to cluster.
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sample_weight : ndarray of shape (n_samples,), dtype=floating
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The weights for each observation in X.
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centers_old : ndarray of shape (n_clusters, n_features), dtype=floating
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Centers before previous iteration, placeholder for the centers after
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previous iteration.
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centers_new : ndarray of shape (n_clusters, n_features), dtype=floating
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Centers after previous iteration, placeholder for the new centers
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computed during this iteration.
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weight_in_clusters : ndarray of shape (n_clusters,), dtype=floating
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Placeholder for the sums of the weights of every observation assigned
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to each center.
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center_half_distances : ndarray of shape (n_clusters, n_clusters), \
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dtype=floating
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Half pairwise distances between centers.
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distance_next_center : ndarray of shape (n_clusters,), dtype=floating
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Distance between each center its closest center.
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upper_bounds : ndarray of shape (n_samples,), dtype=floating
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Upper bound for the distance between each sample and its center,
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updated inplace.
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lower_bounds : ndarray of shape (n_samples, n_clusters), dtype=floating
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Lower bound for the distance between each sample and each center,
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updated inplace.
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labels : ndarray of shape (n_samples,), dtype=int
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labels assignment.
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center_shift : ndarray of shape (n_clusters,), dtype=floating
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Distance between old and new centers.
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n_threads : int
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The number of threads to be used by openmp.
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update_centers : bool
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- If True, the labels and the new centers will be computed, i.e. runs
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the E-step and the M-step of the algorithm.
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- If False, only the labels will be computed, i.e runs the E-step of
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the algorithm. This is useful especially when calling predict on a
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fitted model.
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"""
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cdef:
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int n_samples = X.shape[0]
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int n_features = X.shape[1]
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int n_clusters = centers_new.shape[0]
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if n_samples == 0:
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# An empty array was passed, do nothing and return early (before
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# attempting to compute n_chunks). This can typically happen when
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# calling the prediction function of a bisecting k-means model with a
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# large fraction of outiers.
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return
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cdef:
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# hard-coded number of samples per chunk. Splitting in chunks is
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# necessary to get parallelism. Chunk size chosen to be same as lloyd's
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int n_samples_chunk = CHUNK_SIZE if n_samples > CHUNK_SIZE else n_samples
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int n_chunks = n_samples // n_samples_chunk
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int n_samples_rem = n_samples % n_samples_chunk
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int chunk_idx
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int start, end
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int i, j, k
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floating *centers_new_chunk
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floating *weight_in_clusters_chunk
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omp_lock_t lock
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# count remainder chunk in total number of chunks
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n_chunks += n_samples != n_chunks * n_samples_chunk
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# number of threads should not be bigger than number of chunks
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n_threads = min(n_threads, n_chunks)
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if update_centers:
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memset(¢ers_new[0, 0], 0, n_clusters * n_features * sizeof(floating))
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memset(&weight_in_clusters[0], 0, n_clusters * sizeof(floating))
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omp_init_lock(&lock)
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with nogil, parallel(num_threads=n_threads):
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# thread local buffers
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centers_new_chunk = <floating*> calloc(n_clusters * n_features, sizeof(floating))
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weight_in_clusters_chunk = <floating*> calloc(n_clusters, sizeof(floating))
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for chunk_idx in prange(n_chunks, schedule='static'):
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start = chunk_idx * n_samples_chunk
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if chunk_idx == n_chunks - 1 and n_samples_rem > 0:
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end = start + n_samples_rem
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else:
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end = start + n_samples_chunk
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_update_chunk_dense(
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X[start: end],
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sample_weight[start: end],
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centers_old,
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center_half_distances,
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distance_next_center,
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labels[start: end],
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upper_bounds[start: end],
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lower_bounds[start: end],
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centers_new_chunk,
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weight_in_clusters_chunk,
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update_centers)
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# reduction from local buffers.
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if update_centers:
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# The lock is necessary to avoid race conditions when aggregating
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# info from different thread-local buffers.
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omp_set_lock(&lock)
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for j in range(n_clusters):
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weight_in_clusters[j] += weight_in_clusters_chunk[j]
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for k in range(n_features):
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centers_new[j, k] += centers_new_chunk[j * n_features + k]
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omp_unset_lock(&lock)
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free(centers_new_chunk)
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free(weight_in_clusters_chunk)
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if update_centers:
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omp_destroy_lock(&lock)
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_relocate_empty_clusters_dense(X, sample_weight, centers_old,
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centers_new, weight_in_clusters, labels)
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_average_centers(centers_new, weight_in_clusters)
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_center_shift(centers_old, centers_new, center_shift)
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# update lower and upper bounds
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for i in range(n_samples):
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upper_bounds[i] += center_shift[labels[i]]
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for j in range(n_clusters):
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lower_bounds[i, j] -= center_shift[j]
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if lower_bounds[i, j] < 0:
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lower_bounds[i, j] = 0
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cdef void _update_chunk_dense(
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const floating[:, ::1] X, # IN
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const floating[::1] sample_weight, # IN
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const floating[:, ::1] centers_old, # IN
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const floating[:, ::1] center_half_distances, # IN
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const floating[::1] distance_next_center, # IN
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int[::1] labels, # INOUT
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floating[::1] upper_bounds, # INOUT
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floating[:, ::1] lower_bounds, # INOUT
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floating *centers_new, # OUT
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floating *weight_in_clusters, # OUT
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bint update_centers) noexcept nogil:
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"""K-means combined EM step for one dense data chunk.
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Compute the partial contribution of a single data chunk to the labels and
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centers.
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"""
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cdef:
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int n_samples = labels.shape[0]
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int n_clusters = centers_old.shape[0]
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int n_features = centers_old.shape[1]
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floating upper_bound, distance
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int i, j, k, label
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for i in range(n_samples):
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upper_bound = upper_bounds[i]
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bounds_tight = 0
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label = labels[i]
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# Next center is not far away from the currently assigned center.
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# Sample might need to be assigned to another center.
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if not distance_next_center[label] >= upper_bound:
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for j in range(n_clusters):
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# If this holds, then center_index is a good candidate for the
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# sample to be relabelled, and we need to confirm this by
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# recomputing the upper and lower bounds.
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if (
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j != label
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and (upper_bound > lower_bounds[i, j])
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and (upper_bound > center_half_distances[label, j])
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):
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# Recompute upper bound by calculating the actual distance
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# between the sample and its current assigned center.
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if not bounds_tight:
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upper_bound = _euclidean_dense_dense(
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&X[i, 0], ¢ers_old[label, 0], n_features, False)
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lower_bounds[i, label] = upper_bound
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bounds_tight = 1
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# If the condition still holds, then compute the actual
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# distance between the sample and center. If this is less
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# than the previous distance, reassign label.
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if (
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upper_bound > lower_bounds[i, j]
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or (upper_bound > center_half_distances[label, j])
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):
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distance = _euclidean_dense_dense(
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&X[i, 0], ¢ers_old[j, 0], n_features, False)
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lower_bounds[i, j] = distance
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if distance < upper_bound:
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label = j
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upper_bound = distance
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labels[i] = label
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upper_bounds[i] = upper_bound
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if update_centers:
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weight_in_clusters[label] += sample_weight[i]
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for k in range(n_features):
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centers_new[label * n_features + k] += X[i, k] * sample_weight[i]
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def elkan_iter_chunked_sparse(
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X, # IN
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const floating[::1] sample_weight, # IN
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const floating[:, ::1] centers_old, # IN
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floating[:, ::1] centers_new, # OUT
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floating[::1] weight_in_clusters, # OUT
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const floating[:, ::1] center_half_distances, # IN
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const floating[::1] distance_next_center, # IN
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floating[::1] upper_bounds, # INOUT
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floating[:, ::1] lower_bounds, # INOUT
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int[::1] labels, # INOUT
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floating[::1] center_shift, # OUT
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int n_threads,
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bint update_centers=True):
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"""Single iteration of K-means Elkan algorithm with sparse input.
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Update labels and centers (inplace), for one iteration, distributed
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over data chunks.
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Parameters
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----------
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X : sparse matrix of shape (n_samples, n_features)
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The observations to cluster. Must be in CSR format.
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sample_weight : ndarray of shape (n_samples,), dtype=floating
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The weights for each observation in X.
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centers_old : ndarray of shape (n_clusters, n_features), dtype=floating
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Centers before previous iteration, placeholder for the centers after
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previous iteration.
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centers_new : ndarray of shape (n_clusters, n_features), dtype=floating
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Centers after previous iteration, placeholder for the new centers
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computed during this iteration.
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weight_in_clusters : ndarray of shape (n_clusters,), dtype=floating
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Placeholder for the sums of the weights of every observation assigned
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to each center.
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center_half_distances : ndarray of shape (n_clusters, n_clusters), \
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dtype=floating
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Half pairwise distances between centers.
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distance_next_center : ndarray of shape (n_clusters,), dtype=floating
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Distance between each center its closest center.
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upper_bounds : ndarray of shape (n_samples,), dtype=floating
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Upper bound for the distance between each sample and its center,
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updated inplace.
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lower_bounds : ndarray of shape (n_samples, n_clusters), dtype=floating
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Lower bound for the distance between each sample and each center,
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updated inplace.
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labels : ndarray of shape (n_samples,), dtype=int
|
|
labels assignment.
|
|
|
|
center_shift : ndarray of shape (n_clusters,), dtype=floating
|
|
Distance between old and new centers.
|
|
|
|
n_threads : int
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|
The number of threads to be used by openmp.
|
|
|
|
update_centers : bool
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|
- If True, the labels and the new centers will be computed, i.e. runs
|
|
the E-step and the M-step of the algorithm.
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|
- If False, only the labels will be computed, i.e runs the E-step of
|
|
the algorithm. This is useful especially when calling predict on a
|
|
fitted model.
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|
"""
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|
cdef:
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|
int n_samples = X.shape[0]
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|
int n_features = X.shape[1]
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|
int n_clusters = centers_new.shape[0]
|
|
|
|
if n_samples == 0:
|
|
# An empty array was passed, do nothing and return early (before
|
|
# attempting to compute n_chunks). This can typically happen when
|
|
# calling the prediction function of a bisecting k-means model with a
|
|
# large fraction of outiers.
|
|
return
|
|
|
|
cdef:
|
|
floating[::1] X_data = X.data
|
|
int[::1] X_indices = X.indices
|
|
int[::1] X_indptr = X.indptr
|
|
|
|
# hard-coded number of samples per chunk. Splitting in chunks is
|
|
# necessary to get parallelism. Chunk size chosen to be same as lloyd's
|
|
int n_samples_chunk = CHUNK_SIZE if n_samples > CHUNK_SIZE else n_samples
|
|
int n_chunks = n_samples // n_samples_chunk
|
|
int n_samples_rem = n_samples % n_samples_chunk
|
|
int chunk_idx
|
|
int start, end
|
|
|
|
int i, j, k
|
|
|
|
floating[::1] centers_squared_norms = row_norms(centers_old, squared=True)
|
|
|
|
floating *centers_new_chunk
|
|
floating *weight_in_clusters_chunk
|
|
|
|
omp_lock_t lock
|
|
|
|
# count remainder chunk in total number of chunks
|
|
n_chunks += n_samples != n_chunks * n_samples_chunk
|
|
|
|
# number of threads should not be bigger than number of chunks
|
|
n_threads = min(n_threads, n_chunks)
|
|
|
|
if update_centers:
|
|
memset(¢ers_new[0, 0], 0, n_clusters * n_features * sizeof(floating))
|
|
memset(&weight_in_clusters[0], 0, n_clusters * sizeof(floating))
|
|
omp_init_lock(&lock)
|
|
|
|
with nogil, parallel(num_threads=n_threads):
|
|
# thread local buffers
|
|
centers_new_chunk = <floating*> calloc(n_clusters * n_features, sizeof(floating))
|
|
weight_in_clusters_chunk = <floating*> calloc(n_clusters, sizeof(floating))
|
|
|
|
for chunk_idx in prange(n_chunks, schedule='static'):
|
|
start = chunk_idx * n_samples_chunk
|
|
if chunk_idx == n_chunks - 1 and n_samples_rem > 0:
|
|
end = start + n_samples_rem
|
|
else:
|
|
end = start + n_samples_chunk
|
|
|
|
_update_chunk_sparse(
|
|
X_data[X_indptr[start]: X_indptr[end]],
|
|
X_indices[X_indptr[start]: X_indptr[end]],
|
|
X_indptr[start: end+1],
|
|
sample_weight[start: end],
|
|
centers_old,
|
|
centers_squared_norms,
|
|
center_half_distances,
|
|
distance_next_center,
|
|
labels[start: end],
|
|
upper_bounds[start: end],
|
|
lower_bounds[start: end],
|
|
centers_new_chunk,
|
|
weight_in_clusters_chunk,
|
|
update_centers)
|
|
|
|
# reduction from local buffers.
|
|
if update_centers:
|
|
# The lock is necessary to avoid race conditions when aggregating
|
|
# info from different thread-local buffers.
|
|
omp_set_lock(&lock)
|
|
for j in range(n_clusters):
|
|
weight_in_clusters[j] += weight_in_clusters_chunk[j]
|
|
for k in range(n_features):
|
|
centers_new[j, k] += centers_new_chunk[j * n_features + k]
|
|
omp_unset_lock(&lock)
|
|
|
|
free(centers_new_chunk)
|
|
free(weight_in_clusters_chunk)
|
|
|
|
if update_centers:
|
|
omp_destroy_lock(&lock)
|
|
_relocate_empty_clusters_sparse(
|
|
X_data, X_indices, X_indptr, sample_weight,
|
|
centers_old, centers_new, weight_in_clusters, labels)
|
|
|
|
_average_centers(centers_new, weight_in_clusters)
|
|
_center_shift(centers_old, centers_new, center_shift)
|
|
|
|
# update lower and upper bounds
|
|
for i in range(n_samples):
|
|
upper_bounds[i] += center_shift[labels[i]]
|
|
|
|
for j in range(n_clusters):
|
|
lower_bounds[i, j] -= center_shift[j]
|
|
if lower_bounds[i, j] < 0:
|
|
lower_bounds[i, j] = 0
|
|
|
|
|
|
cdef void _update_chunk_sparse(
|
|
const floating[::1] X_data, # IN
|
|
const int[::1] X_indices, # IN
|
|
const int[::1] X_indptr, # IN
|
|
const floating[::1] sample_weight, # IN
|
|
const floating[:, ::1] centers_old, # IN
|
|
const floating[::1] centers_squared_norms, # IN
|
|
const floating[:, ::1] center_half_distances, # IN
|
|
const floating[::1] distance_next_center, # IN
|
|
int[::1] labels, # INOUT
|
|
floating[::1] upper_bounds, # INOUT
|
|
floating[:, ::1] lower_bounds, # INOUT
|
|
floating *centers_new, # OUT
|
|
floating *weight_in_clusters, # OUT
|
|
bint update_centers) noexcept nogil:
|
|
"""K-means combined EM step for one sparse data chunk.
|
|
|
|
Compute the partial contribution of a single data chunk to the labels and
|
|
centers.
|
|
"""
|
|
cdef:
|
|
int n_samples = labels.shape[0]
|
|
int n_clusters = centers_old.shape[0]
|
|
int n_features = centers_old.shape[1]
|
|
|
|
floating upper_bound, distance
|
|
int i, j, k, label
|
|
int s = X_indptr[0]
|
|
|
|
for i in range(n_samples):
|
|
upper_bound = upper_bounds[i]
|
|
bounds_tight = 0
|
|
label = labels[i]
|
|
|
|
# Next center is not far away from the currently assigned center.
|
|
# Sample might need to be assigned to another center.
|
|
if not distance_next_center[label] >= upper_bound:
|
|
|
|
for j in range(n_clusters):
|
|
|
|
# If this holds, then center_index is a good candidate for the
|
|
# sample to be relabelled, and we need to confirm this by
|
|
# recomputing the upper and lower bounds.
|
|
if (
|
|
j != label
|
|
and (upper_bound > lower_bounds[i, j])
|
|
and (upper_bound > center_half_distances[label, j])
|
|
):
|
|
|
|
# Recompute upper bound by calculating the actual distance
|
|
# between the sample and its current assigned center.
|
|
if not bounds_tight:
|
|
upper_bound = _euclidean_sparse_dense(
|
|
X_data[X_indptr[i] - s: X_indptr[i + 1] - s],
|
|
X_indices[X_indptr[i] - s: X_indptr[i + 1] - s],
|
|
centers_old[label], centers_squared_norms[label], False)
|
|
lower_bounds[i, label] = upper_bound
|
|
bounds_tight = 1
|
|
|
|
# If the condition still holds, then compute the actual
|
|
# distance between the sample and center. If this is less
|
|
# than the previous distance, reassign label.
|
|
if (
|
|
upper_bound > lower_bounds[i, j]
|
|
or (upper_bound > center_half_distances[label, j])
|
|
):
|
|
distance = _euclidean_sparse_dense(
|
|
X_data[X_indptr[i] - s: X_indptr[i + 1] - s],
|
|
X_indices[X_indptr[i] - s: X_indptr[i + 1] - s],
|
|
centers_old[j], centers_squared_norms[j], False)
|
|
lower_bounds[i, j] = distance
|
|
if distance < upper_bound:
|
|
label = j
|
|
upper_bound = distance
|
|
|
|
labels[i] = label
|
|
upper_bounds[i] = upper_bound
|
|
|
|
if update_centers:
|
|
weight_in_clusters[label] += sample_weight[i]
|
|
for k in range(X_indptr[i] - s, X_indptr[i + 1] - s):
|
|
centers_new[label * n_features + X_indices[k]] += X_data[k] * sample_weight[i]
|