2248 lines
78 KiB
Python
2248 lines
78 KiB
Python
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"""K-means clustering."""
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# Authors: Gael Varoquaux <gael.varoquaux@normalesup.org>
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# Thomas Rueckstiess <ruecksti@in.tum.de>
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# James Bergstra <james.bergstra@umontreal.ca>
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# Jan Schlueter <scikit-learn@jan-schlueter.de>
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# Nelle Varoquaux
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# Peter Prettenhofer <peter.prettenhofer@gmail.com>
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# Olivier Grisel <olivier.grisel@ensta.org>
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# Mathieu Blondel <mathieu@mblondel.org>
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# Robert Layton <robertlayton@gmail.com>
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# License: BSD 3 clause
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from abc import ABC, abstractmethod
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from numbers import Integral, Real
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import warnings
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import numpy as np
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import scipy.sparse as sp
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from ..base import (
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BaseEstimator,
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ClusterMixin,
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TransformerMixin,
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ClassNamePrefixFeaturesOutMixin,
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)
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from ..metrics.pairwise import euclidean_distances
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from ..metrics.pairwise import _euclidean_distances
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from ..utils.extmath import row_norms, stable_cumsum
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from ..utils.fixes import threadpool_limits
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from ..utils.fixes import threadpool_info
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from ..utils.sparsefuncs_fast import assign_rows_csr
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from ..utils.sparsefuncs import mean_variance_axis
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from ..utils import check_array
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from ..utils import check_random_state
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from ..utils.validation import check_is_fitted, _check_sample_weight
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from ..utils.validation import _is_arraylike_not_scalar
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from ..utils._param_validation import Hidden
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from ..utils._param_validation import Interval
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from ..utils._param_validation import StrOptions
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from ..utils._param_validation import validate_params
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from ..utils._openmp_helpers import _openmp_effective_n_threads
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from ..utils._readonly_array_wrapper import ReadonlyArrayWrapper
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from ..exceptions import ConvergenceWarning
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from ._k_means_common import CHUNK_SIZE
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from ._k_means_common import _inertia_dense
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from ._k_means_common import _inertia_sparse
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from ._k_means_common import _is_same_clustering
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from ._k_means_minibatch import _minibatch_update_dense
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from ._k_means_minibatch import _minibatch_update_sparse
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from ._k_means_lloyd import lloyd_iter_chunked_dense
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from ._k_means_lloyd import lloyd_iter_chunked_sparse
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from ._k_means_elkan import init_bounds_dense
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from ._k_means_elkan import init_bounds_sparse
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from ._k_means_elkan import elkan_iter_chunked_dense
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from ._k_means_elkan import elkan_iter_chunked_sparse
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###############################################################################
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# Initialization heuristic
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@validate_params(
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{
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"X": ["array-like", "sparse matrix"],
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"n_clusters": [Interval(Integral, 1, None, closed="left")],
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"x_squared_norms": ["array-like", None],
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"random_state": ["random_state"],
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"n_local_trials": [Interval(Integral, 1, None, closed="left"), None],
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}
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)
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def kmeans_plusplus(
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X, n_clusters, *, x_squared_norms=None, random_state=None, n_local_trials=None
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):
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"""Init n_clusters seeds according to k-means++.
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.. versionadded:: 0.24
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Parameters
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----------
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X : {array-like, sparse matrix} of shape (n_samples, n_features)
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The data to pick seeds from.
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n_clusters : int
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The number of centroids to initialize.
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x_squared_norms : array-like of shape (n_samples,), default=None
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Squared Euclidean norm of each data point.
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random_state : int or RandomState instance, default=None
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Determines random number generation for centroid initialization. Pass
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an int for reproducible output across multiple function calls.
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See :term:`Glossary <random_state>`.
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n_local_trials : int, default=None
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The number of seeding trials for each center (except the first),
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of which the one reducing inertia the most is greedily chosen.
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Set to None to make the number of trials depend logarithmically
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on the number of seeds (2+log(k)) which is the recommended setting.
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Setting to 1 disables the greedy cluster selection and recovers the
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vanilla k-means++ algorithm which was empirically shown to work less
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well than its greedy variant.
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Returns
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-------
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centers : ndarray of shape (n_clusters, n_features)
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The initial centers for k-means.
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indices : ndarray of shape (n_clusters,)
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The index location of the chosen centers in the data array X. For a
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given index and center, X[index] = center.
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Notes
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-----
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Selects initial cluster centers for k-mean clustering in a smart way
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to speed up convergence. see: Arthur, D. and Vassilvitskii, S.
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"k-means++: the advantages of careful seeding". ACM-SIAM symposium
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on Discrete algorithms. 2007
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Examples
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--------
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>>> from sklearn.cluster import kmeans_plusplus
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>>> import numpy as np
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>>> X = np.array([[1, 2], [1, 4], [1, 0],
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... [10, 2], [10, 4], [10, 0]])
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>>> centers, indices = kmeans_plusplus(X, n_clusters=2, random_state=0)
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>>> centers
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array([[10, 4],
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[ 1, 0]])
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>>> indices
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array([4, 2])
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"""
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# Check data
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check_array(X, accept_sparse="csr", dtype=[np.float64, np.float32])
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if X.shape[0] < n_clusters:
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raise ValueError(
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f"n_samples={X.shape[0]} should be >= n_clusters={n_clusters}."
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)
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# Check parameters
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if x_squared_norms is None:
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x_squared_norms = row_norms(X, squared=True)
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else:
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x_squared_norms = check_array(x_squared_norms, dtype=X.dtype, ensure_2d=False)
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if x_squared_norms.shape[0] != X.shape[0]:
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raise ValueError(
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f"The length of x_squared_norms {x_squared_norms.shape[0]} should "
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f"be equal to the length of n_samples {X.shape[0]}."
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)
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random_state = check_random_state(random_state)
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# Call private k-means++
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centers, indices = _kmeans_plusplus(
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X, n_clusters, x_squared_norms, random_state, n_local_trials
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)
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return centers, indices
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def _kmeans_plusplus(X, n_clusters, x_squared_norms, random_state, n_local_trials=None):
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"""Computational component for initialization of n_clusters by
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k-means++. Prior validation of data is assumed.
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Parameters
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----------
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X : {ndarray, sparse matrix} of shape (n_samples, n_features)
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The data to pick seeds for.
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n_clusters : int
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The number of seeds to choose.
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x_squared_norms : ndarray of shape (n_samples,)
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Squared Euclidean norm of each data point.
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random_state : RandomState instance
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The generator used to initialize the centers.
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See :term:`Glossary <random_state>`.
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n_local_trials : int, default=None
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The number of seeding trials for each center (except the first),
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of which the one reducing inertia the most is greedily chosen.
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Set to None to make the number of trials depend logarithmically
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on the number of seeds (2+log(k)); this is the default.
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Returns
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-------
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centers : ndarray of shape (n_clusters, n_features)
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The initial centers for k-means.
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indices : ndarray of shape (n_clusters,)
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The index location of the chosen centers in the data array X. For a
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given index and center, X[index] = center.
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"""
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n_samples, n_features = X.shape
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centers = np.empty((n_clusters, n_features), dtype=X.dtype)
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# Set the number of local seeding trials if none is given
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if n_local_trials is None:
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# This is what Arthur/Vassilvitskii tried, but did not report
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# specific results for other than mentioning in the conclusion
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# that it helped.
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n_local_trials = 2 + int(np.log(n_clusters))
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# Pick first center randomly and track index of point
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center_id = random_state.randint(n_samples)
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indices = np.full(n_clusters, -1, dtype=int)
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if sp.issparse(X):
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centers[0] = X[center_id].toarray()
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else:
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centers[0] = X[center_id]
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indices[0] = center_id
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# Initialize list of closest distances and calculate current potential
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closest_dist_sq = _euclidean_distances(
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centers[0, np.newaxis], X, Y_norm_squared=x_squared_norms, squared=True
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)
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current_pot = closest_dist_sq.sum()
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# Pick the remaining n_clusters-1 points
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for c in range(1, n_clusters):
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# Choose center candidates by sampling with probability proportional
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# to the squared distance to the closest existing center
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rand_vals = random_state.uniform(size=n_local_trials) * current_pot
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candidate_ids = np.searchsorted(stable_cumsum(closest_dist_sq), rand_vals)
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# XXX: numerical imprecision can result in a candidate_id out of range
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np.clip(candidate_ids, None, closest_dist_sq.size - 1, out=candidate_ids)
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# Compute distances to center candidates
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distance_to_candidates = _euclidean_distances(
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X[candidate_ids], X, Y_norm_squared=x_squared_norms, squared=True
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)
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# update closest distances squared and potential for each candidate
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np.minimum(closest_dist_sq, distance_to_candidates, out=distance_to_candidates)
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candidates_pot = distance_to_candidates.sum(axis=1)
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# Decide which candidate is the best
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best_candidate = np.argmin(candidates_pot)
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current_pot = candidates_pot[best_candidate]
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closest_dist_sq = distance_to_candidates[best_candidate]
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best_candidate = candidate_ids[best_candidate]
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# Permanently add best center candidate found in local tries
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if sp.issparse(X):
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centers[c] = X[best_candidate].toarray()
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else:
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centers[c] = X[best_candidate]
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indices[c] = best_candidate
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return centers, indices
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###############################################################################
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# K-means batch estimation by EM (expectation maximization)
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def _tolerance(X, tol):
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"""Return a tolerance which is dependent on the dataset."""
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if tol == 0:
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return 0
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if sp.issparse(X):
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variances = mean_variance_axis(X, axis=0)[1]
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else:
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variances = np.var(X, axis=0)
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return np.mean(variances) * tol
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@validate_params(
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{
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"X": ["array-like", "sparse matrix"],
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"n_clusters": [Interval(Integral, 1, None, closed="left")],
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"sample_weight": ["array-like", None],
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"init": [StrOptions({"k-means++", "random"}), callable, "array-like"],
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"n_init": [
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StrOptions({"auto"}),
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Hidden(StrOptions({"warn"})),
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Interval(Integral, 1, None, closed="left"),
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],
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"max_iter": [Interval(Integral, 1, None, closed="left")],
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"verbose": [Interval(Integral, 0, None, closed="left"), bool],
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"tol": [Interval(Real, 0, None, closed="left")],
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"random_state": ["random_state"],
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"copy_x": [bool],
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"algorithm": [
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StrOptions({"lloyd", "elkan", "auto", "full"}, deprecated={"auto", "full"})
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],
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"return_n_iter": [bool],
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}
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)
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def k_means(
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X,
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n_clusters,
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*,
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sample_weight=None,
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init="k-means++",
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n_init="warn",
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max_iter=300,
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verbose=False,
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tol=1e-4,
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random_state=None,
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copy_x=True,
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algorithm="lloyd",
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return_n_iter=False,
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):
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"""Perform K-means clustering algorithm.
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Read more in the :ref:`User Guide <k_means>`.
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Parameters
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----------
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X : {array-like, sparse matrix} of shape (n_samples, n_features)
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The observations to cluster. It must be noted that the data
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will be converted to C ordering, which will cause a memory copy
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if the given data is not C-contiguous.
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n_clusters : int
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The number of clusters to form as well as the number of
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centroids to generate.
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sample_weight : array-like of shape (n_samples,), default=None
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The weights for each observation in `X`. If `None`, all observations
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are assigned equal weight.
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init : {'k-means++', 'random'}, callable or array-like of shape \
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(n_clusters, n_features), default='k-means++'
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Method for initialization:
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- `'k-means++'` : selects initial cluster centers for k-mean
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clustering in a smart way to speed up convergence. See section
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Notes in k_init for more details.
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- `'random'`: choose `n_clusters` observations (rows) at random from data
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for the initial centroids.
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- If an array is passed, it should be of shape `(n_clusters, n_features)`
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and gives the initial centers.
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- If a callable is passed, it should take arguments `X`, `n_clusters` and a
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random state and return an initialization.
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n_init : 'auto' or int, default=10
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Number of time the k-means algorithm will be run with different
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centroid seeds. The final results will be the best output of
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n_init consecutive runs in terms of inertia.
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When `n_init='auto'`, the number of runs depends on the value of init:
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10 if using `init='random'`, 1 if using `init='k-means++'`.
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.. versionadded:: 1.2
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Added 'auto' option for `n_init`.
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.. versionchanged:: 1.4
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Default value for `n_init` will change from 10 to `'auto'` in version 1.4.
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max_iter : int, default=300
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Maximum number of iterations of the k-means algorithm to run.
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verbose : bool, default=False
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Verbosity mode.
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tol : float, default=1e-4
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Relative tolerance with regards to Frobenius norm of the difference
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in the cluster centers of two consecutive iterations to declare
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convergence.
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random_state : int, RandomState instance or None, default=None
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Determines random number generation for centroid initialization. Use
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an int to make the randomness deterministic.
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See :term:`Glossary <random_state>`.
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copy_x : bool, default=True
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When pre-computing distances it is more numerically accurate to center
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the data first. If `copy_x` is True (default), then the original data is
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not modified. If False, the original data is modified, and put back
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before the function returns, but small numerical differences may be
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introduced by subtracting and then adding the data mean. Note that if
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the original data is not C-contiguous, a copy will be made even if
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`copy_x` is False. If the original data is sparse, but not in CSR format,
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a copy will be made even if `copy_x` is False.
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algorithm : {"lloyd", "elkan", "auto", "full"}, default="lloyd"
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K-means algorithm to use. The classical EM-style algorithm is `"lloyd"`.
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The `"elkan"` variation can be more efficient on some datasets with
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well-defined clusters, by using the triangle inequality. However it's
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more memory intensive due to the allocation of an extra array of shape
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`(n_samples, n_clusters)`.
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`"auto"` and `"full"` are deprecated and they will be removed in
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Scikit-Learn 1.3. They are both aliases for `"lloyd"`.
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.. versionchanged:: 0.18
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Added Elkan algorithm
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.. versionchanged:: 1.1
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Renamed "full" to "lloyd", and deprecated "auto" and "full".
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Changed "auto" to use "lloyd" instead of "elkan".
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return_n_iter : bool, default=False
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Whether or not to return the number of iterations.
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Returns
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-------
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centroid : ndarray of shape (n_clusters, n_features)
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Centroids found at the last iteration of k-means.
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||
|
label : ndarray of shape (n_samples,)
|
||
|
The `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.
|
||
|
"""
|
||
|
est = KMeans(
|
||
|
n_clusters=n_clusters,
|
||
|
init=init,
|
||
|
n_init=n_init,
|
||
|
max_iter=max_iter,
|
||
|
verbose=verbose,
|
||
|
tol=tol,
|
||
|
random_state=random_state,
|
||
|
copy_x=copy_x,
|
||
|
algorithm=algorithm,
|
||
|
).fit(X, sample_weight=sample_weight)
|
||
|
if return_n_iter:
|
||
|
return est.cluster_centers_, est.labels_, est.inertia_, est.n_iter_
|
||
|
else:
|
||
|
return est.cluster_centers_, est.labels_, est.inertia_
|
||
|
|
||
|
|
||
|
def _kmeans_single_elkan(
|
||
|
X,
|
||
|
sample_weight,
|
||
|
centers_init,
|
||
|
max_iter=300,
|
||
|
verbose=False,
|
||
|
tol=1e-4,
|
||
|
n_threads=1,
|
||
|
):
|
||
|
"""A single run of k-means elkan, assumes preparation completed prior.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : {ndarray, sparse matrix} of shape (n_samples, n_features)
|
||
|
The observations to cluster. If sparse matrix, must be in CSR format.
|
||
|
|
||
|
sample_weight : array-like of shape (n_samples,)
|
||
|
The weights for each observation in X.
|
||
|
|
||
|
centers_init : ndarray of shape (n_clusters, n_features)
|
||
|
The initial centers.
|
||
|
|
||
|
max_iter : int, default=300
|
||
|
Maximum number of iterations of the k-means algorithm to run.
|
||
|
|
||
|
verbose : bool, default=False
|
||
|
Verbosity mode.
|
||
|
|
||
|
tol : float, default=1e-4
|
||
|
Relative tolerance with regards to Frobenius norm of the difference
|
||
|
in the cluster centers of two consecutive iterations to declare
|
||
|
convergence.
|
||
|
It's not advised to set `tol=0` since convergence might never be
|
||
|
declared due to rounding errors. Use a very small number instead.
|
||
|
|
||
|
n_threads : int, default=1
|
||
|
The number of OpenMP threads to use for the computation. Parallelism is
|
||
|
sample-wise on the main cython loop which assigns each sample to its
|
||
|
closest center.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
centroid : ndarray of shape (n_clusters, n_features)
|
||
|
Centroids found at the last iteration of k-means.
|
||
|
|
||
|
label : ndarray of 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.
|
||
|
"""
|
||
|
n_samples = X.shape[0]
|
||
|
n_clusters = centers_init.shape[0]
|
||
|
|
||
|
# Buffers to avoid new allocations at each iteration.
|
||
|
centers = centers_init
|
||
|
centers_new = np.zeros_like(centers)
|
||
|
weight_in_clusters = np.zeros(n_clusters, dtype=X.dtype)
|
||
|
labels = np.full(n_samples, -1, dtype=np.int32)
|
||
|
labels_old = labels.copy()
|
||
|
center_half_distances = euclidean_distances(centers) / 2
|
||
|
distance_next_center = np.partition(
|
||
|
np.asarray(center_half_distances), kth=1, axis=0
|
||
|
)[1]
|
||
|
upper_bounds = np.zeros(n_samples, dtype=X.dtype)
|
||
|
lower_bounds = np.zeros((n_samples, n_clusters), dtype=X.dtype)
|
||
|
center_shift = np.zeros(n_clusters, dtype=X.dtype)
|
||
|
|
||
|
if sp.issparse(X):
|
||
|
init_bounds = init_bounds_sparse
|
||
|
elkan_iter = elkan_iter_chunked_sparse
|
||
|
_inertia = _inertia_sparse
|
||
|
else:
|
||
|
init_bounds = init_bounds_dense
|
||
|
elkan_iter = elkan_iter_chunked_dense
|
||
|
_inertia = _inertia_dense
|
||
|
|
||
|
init_bounds(
|
||
|
X,
|
||
|
centers,
|
||
|
center_half_distances,
|
||
|
labels,
|
||
|
upper_bounds,
|
||
|
lower_bounds,
|
||
|
n_threads=n_threads,
|
||
|
)
|
||
|
|
||
|
strict_convergence = False
|
||
|
|
||
|
for i in range(max_iter):
|
||
|
elkan_iter(
|
||
|
X,
|
||
|
sample_weight,
|
||
|
centers,
|
||
|
centers_new,
|
||
|
weight_in_clusters,
|
||
|
center_half_distances,
|
||
|
distance_next_center,
|
||
|
upper_bounds,
|
||
|
lower_bounds,
|
||
|
labels,
|
||
|
center_shift,
|
||
|
n_threads,
|
||
|
)
|
||
|
|
||
|
# compute new pairwise distances between centers and closest other
|
||
|
# center of each center for next iterations
|
||
|
center_half_distances = euclidean_distances(centers_new) / 2
|
||
|
distance_next_center = np.partition(
|
||
|
np.asarray(center_half_distances), kth=1, axis=0
|
||
|
)[1]
|
||
|
|
||
|
if verbose:
|
||
|
inertia = _inertia(X, sample_weight, centers, labels, n_threads)
|
||
|
print(f"Iteration {i}, inertia {inertia}")
|
||
|
|
||
|
centers, centers_new = centers_new, centers
|
||
|
|
||
|
if np.array_equal(labels, labels_old):
|
||
|
# First check the labels for strict convergence.
|
||
|
if verbose:
|
||
|
print(f"Converged at iteration {i}: strict convergence.")
|
||
|
strict_convergence = True
|
||
|
break
|
||
|
else:
|
||
|
# No strict convergence, check for tol based convergence.
|
||
|
center_shift_tot = (center_shift**2).sum()
|
||
|
if center_shift_tot <= tol:
|
||
|
if verbose:
|
||
|
print(
|
||
|
f"Converged at iteration {i}: center shift "
|
||
|
f"{center_shift_tot} within tolerance {tol}."
|
||
|
)
|
||
|
break
|
||
|
|
||
|
labels_old[:] = labels
|
||
|
|
||
|
if not strict_convergence:
|
||
|
# rerun E-step so that predicted labels match cluster centers
|
||
|
elkan_iter(
|
||
|
X,
|
||
|
sample_weight,
|
||
|
centers,
|
||
|
centers,
|
||
|
weight_in_clusters,
|
||
|
center_half_distances,
|
||
|
distance_next_center,
|
||
|
upper_bounds,
|
||
|
lower_bounds,
|
||
|
labels,
|
||
|
center_shift,
|
||
|
n_threads,
|
||
|
update_centers=False,
|
||
|
)
|
||
|
|
||
|
inertia = _inertia(X, sample_weight, centers, labels, n_threads)
|
||
|
|
||
|
return labels, inertia, centers, i + 1
|
||
|
|
||
|
|
||
|
def _kmeans_single_lloyd(
|
||
|
X,
|
||
|
sample_weight,
|
||
|
centers_init,
|
||
|
max_iter=300,
|
||
|
verbose=False,
|
||
|
tol=1e-4,
|
||
|
n_threads=1,
|
||
|
):
|
||
|
"""A single run of k-means lloyd, assumes preparation completed prior.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : {ndarray, sparse matrix} of shape (n_samples, n_features)
|
||
|
The observations to cluster. If sparse matrix, must be in CSR format.
|
||
|
|
||
|
sample_weight : ndarray of shape (n_samples,)
|
||
|
The weights for each observation in X.
|
||
|
|
||
|
centers_init : ndarray of shape (n_clusters, n_features)
|
||
|
The initial centers.
|
||
|
|
||
|
max_iter : int, default=300
|
||
|
Maximum number of iterations of the k-means algorithm to run.
|
||
|
|
||
|
verbose : bool, default=False
|
||
|
Verbosity mode
|
||
|
|
||
|
tol : float, default=1e-4
|
||
|
Relative tolerance with regards to Frobenius norm of the difference
|
||
|
in the cluster centers of two consecutive iterations to declare
|
||
|
convergence.
|
||
|
It's not advised to set `tol=0` since convergence might never be
|
||
|
declared due to rounding errors. Use a very small number instead.
|
||
|
|
||
|
n_threads : int, default=1
|
||
|
The number of OpenMP threads to use for the computation. Parallelism is
|
||
|
sample-wise on the main cython loop which assigns each sample to its
|
||
|
closest center.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
centroid : ndarray of shape (n_clusters, n_features)
|
||
|
Centroids found at the last iteration of k-means.
|
||
|
|
||
|
label : ndarray of 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.
|
||
|
"""
|
||
|
n_clusters = centers_init.shape[0]
|
||
|
|
||
|
# Buffers to avoid new allocations at each iteration.
|
||
|
centers = centers_init
|
||
|
centers_new = np.zeros_like(centers)
|
||
|
labels = np.full(X.shape[0], -1, dtype=np.int32)
|
||
|
labels_old = labels.copy()
|
||
|
weight_in_clusters = np.zeros(n_clusters, dtype=X.dtype)
|
||
|
center_shift = np.zeros(n_clusters, dtype=X.dtype)
|
||
|
|
||
|
if sp.issparse(X):
|
||
|
lloyd_iter = lloyd_iter_chunked_sparse
|
||
|
_inertia = _inertia_sparse
|
||
|
else:
|
||
|
lloyd_iter = lloyd_iter_chunked_dense
|
||
|
_inertia = _inertia_dense
|
||
|
|
||
|
strict_convergence = False
|
||
|
|
||
|
# Threadpoolctl context to limit the number of threads in second level of
|
||
|
# nested parallelism (i.e. BLAS) to avoid oversubscription.
|
||
|
with threadpool_limits(limits=1, user_api="blas"):
|
||
|
for i in range(max_iter):
|
||
|
lloyd_iter(
|
||
|
X,
|
||
|
sample_weight,
|
||
|
centers,
|
||
|
centers_new,
|
||
|
weight_in_clusters,
|
||
|
labels,
|
||
|
center_shift,
|
||
|
n_threads,
|
||
|
)
|
||
|
|
||
|
if verbose:
|
||
|
inertia = _inertia(X, sample_weight, centers, labels, n_threads)
|
||
|
print(f"Iteration {i}, inertia {inertia}.")
|
||
|
|
||
|
centers, centers_new = centers_new, centers
|
||
|
|
||
|
if np.array_equal(labels, labels_old):
|
||
|
# First check the labels for strict convergence.
|
||
|
if verbose:
|
||
|
print(f"Converged at iteration {i}: strict convergence.")
|
||
|
strict_convergence = True
|
||
|
break
|
||
|
else:
|
||
|
# No strict convergence, check for tol based convergence.
|
||
|
center_shift_tot = (center_shift**2).sum()
|
||
|
if center_shift_tot <= tol:
|
||
|
if verbose:
|
||
|
print(
|
||
|
f"Converged at iteration {i}: center shift "
|
||
|
f"{center_shift_tot} within tolerance {tol}."
|
||
|
)
|
||
|
break
|
||
|
|
||
|
labels_old[:] = labels
|
||
|
|
||
|
if not strict_convergence:
|
||
|
# rerun E-step so that predicted labels match cluster centers
|
||
|
lloyd_iter(
|
||
|
X,
|
||
|
sample_weight,
|
||
|
centers,
|
||
|
centers,
|
||
|
weight_in_clusters,
|
||
|
labels,
|
||
|
center_shift,
|
||
|
n_threads,
|
||
|
update_centers=False,
|
||
|
)
|
||
|
|
||
|
inertia = _inertia(X, sample_weight, centers, labels, n_threads)
|
||
|
|
||
|
return labels, inertia, centers, i + 1
|
||
|
|
||
|
|
||
|
def _labels_inertia(X, sample_weight, centers, n_threads=1, return_inertia=True):
|
||
|
"""E step of the K-means EM algorithm.
|
||
|
|
||
|
Compute the labels and the inertia of the given samples and centers.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : {ndarray, sparse matrix} of shape (n_samples, n_features)
|
||
|
The input samples to assign to the labels. If sparse matrix, must
|
||
|
be in CSR format.
|
||
|
|
||
|
sample_weight : ndarray of shape (n_samples,)
|
||
|
The weights for each observation in X.
|
||
|
|
||
|
x_squared_norms : ndarray of shape (n_samples,)
|
||
|
Precomputed squared euclidean norm of each data point, to speed up
|
||
|
computations.
|
||
|
|
||
|
centers : ndarray of shape (n_clusters, n_features)
|
||
|
The cluster centers.
|
||
|
|
||
|
n_threads : int, default=1
|
||
|
The number of OpenMP threads to use for the computation. Parallelism is
|
||
|
sample-wise on the main cython loop which assigns each sample to its
|
||
|
closest center.
|
||
|
|
||
|
return_inertia : bool, default=True
|
||
|
Whether to compute and return the inertia.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
labels : ndarray of shape (n_samples,)
|
||
|
The resulting assignment.
|
||
|
|
||
|
inertia : float
|
||
|
Sum of squared distances of samples to their closest cluster center.
|
||
|
Inertia is only returned if return_inertia is True.
|
||
|
"""
|
||
|
n_samples = X.shape[0]
|
||
|
n_clusters = centers.shape[0]
|
||
|
|
||
|
labels = np.full(n_samples, -1, dtype=np.int32)
|
||
|
center_shift = np.zeros(n_clusters, dtype=centers.dtype)
|
||
|
|
||
|
if sp.issparse(X):
|
||
|
_labels = lloyd_iter_chunked_sparse
|
||
|
_inertia = _inertia_sparse
|
||
|
else:
|
||
|
_labels = lloyd_iter_chunked_dense
|
||
|
_inertia = _inertia_dense
|
||
|
X = ReadonlyArrayWrapper(X)
|
||
|
|
||
|
centers = ReadonlyArrayWrapper(centers)
|
||
|
_labels(
|
||
|
X,
|
||
|
sample_weight,
|
||
|
centers,
|
||
|
centers_new=None,
|
||
|
weight_in_clusters=None,
|
||
|
labels=labels,
|
||
|
center_shift=center_shift,
|
||
|
n_threads=n_threads,
|
||
|
update_centers=False,
|
||
|
)
|
||
|
|
||
|
if return_inertia:
|
||
|
inertia = _inertia(X, sample_weight, centers, labels, n_threads)
|
||
|
return labels, inertia
|
||
|
|
||
|
return labels
|
||
|
|
||
|
|
||
|
def _labels_inertia_threadpool_limit(
|
||
|
X, sample_weight, centers, n_threads=1, return_inertia=True
|
||
|
):
|
||
|
"""Same as _labels_inertia but in a threadpool_limits context."""
|
||
|
with threadpool_limits(limits=1, user_api="blas"):
|
||
|
result = _labels_inertia(X, sample_weight, centers, n_threads, return_inertia)
|
||
|
|
||
|
return result
|
||
|
|
||
|
|
||
|
class _BaseKMeans(
|
||
|
ClassNamePrefixFeaturesOutMixin, TransformerMixin, ClusterMixin, BaseEstimator, ABC
|
||
|
):
|
||
|
"""Base class for KMeans and MiniBatchKMeans"""
|
||
|
|
||
|
_parameter_constraints: dict = {
|
||
|
"n_clusters": [Interval(Integral, 1, None, closed="left")],
|
||
|
"init": [StrOptions({"k-means++", "random"}), callable, "array-like"],
|
||
|
"n_init": [
|
||
|
StrOptions({"auto"}),
|
||
|
Hidden(StrOptions({"warn"})),
|
||
|
Interval(Integral, 1, None, closed="left"),
|
||
|
],
|
||
|
"max_iter": [Interval(Integral, 1, None, closed="left")],
|
||
|
"tol": [Interval(Real, 0, None, closed="left")],
|
||
|
"verbose": ["verbose"],
|
||
|
"random_state": ["random_state"],
|
||
|
}
|
||
|
|
||
|
def __init__(
|
||
|
self,
|
||
|
n_clusters,
|
||
|
*,
|
||
|
init,
|
||
|
n_init,
|
||
|
max_iter,
|
||
|
tol,
|
||
|
verbose,
|
||
|
random_state,
|
||
|
):
|
||
|
self.n_clusters = n_clusters
|
||
|
self.init = init
|
||
|
self.max_iter = max_iter
|
||
|
self.tol = tol
|
||
|
self.n_init = n_init
|
||
|
self.verbose = verbose
|
||
|
self.random_state = random_state
|
||
|
|
||
|
def _check_params_vs_input(self, X, default_n_init=None):
|
||
|
# n_clusters
|
||
|
if X.shape[0] < self.n_clusters:
|
||
|
raise ValueError(
|
||
|
f"n_samples={X.shape[0]} should be >= n_clusters={self.n_clusters}."
|
||
|
)
|
||
|
|
||
|
# tol
|
||
|
self._tol = _tolerance(X, self.tol)
|
||
|
|
||
|
# n-init
|
||
|
# TODO(1.4): Remove
|
||
|
self._n_init = self.n_init
|
||
|
if self._n_init == "warn":
|
||
|
warnings.warn(
|
||
|
"The default value of `n_init` will change from "
|
||
|
f"{default_n_init} to 'auto' in 1.4. Set the value of `n_init`"
|
||
|
" explicitly to suppress the warning",
|
||
|
FutureWarning,
|
||
|
)
|
||
|
self._n_init = default_n_init
|
||
|
if self._n_init == "auto":
|
||
|
if self.init == "k-means++":
|
||
|
self._n_init = 1
|
||
|
else:
|
||
|
self._n_init = default_n_init
|
||
|
|
||
|
if _is_arraylike_not_scalar(self.init) and self._n_init != 1:
|
||
|
warnings.warn(
|
||
|
"Explicit initial center position passed: performing only"
|
||
|
f" one init in {self.__class__.__name__} instead of "
|
||
|
f"n_init={self._n_init}.",
|
||
|
RuntimeWarning,
|
||
|
stacklevel=2,
|
||
|
)
|
||
|
self._n_init = 1
|
||
|
|
||
|
@abstractmethod
|
||
|
def _warn_mkl_vcomp(self, n_active_threads):
|
||
|
"""Issue an estimator specific warning when vcomp and mkl are both present
|
||
|
|
||
|
This method is called by `_check_mkl_vcomp`.
|
||
|
"""
|
||
|
|
||
|
def _check_mkl_vcomp(self, X, n_samples):
|
||
|
"""Check when vcomp and mkl are both present"""
|
||
|
# The BLAS call inside a prange in lloyd_iter_chunked_dense is known to
|
||
|
# cause a small memory leak when there are less chunks than the number
|
||
|
# of available threads. It only happens when the OpenMP library is
|
||
|
# vcomp (microsoft OpenMP) and the BLAS library is MKL. see #18653
|
||
|
if sp.issparse(X):
|
||
|
return
|
||
|
|
||
|
n_active_threads = int(np.ceil(n_samples / CHUNK_SIZE))
|
||
|
if n_active_threads < self._n_threads:
|
||
|
modules = threadpool_info()
|
||
|
has_vcomp = "vcomp" in [module["prefix"] for module in modules]
|
||
|
has_mkl = ("mkl", "intel") in [
|
||
|
(module["internal_api"], module.get("threading_layer", None))
|
||
|
for module in modules
|
||
|
]
|
||
|
if has_vcomp and has_mkl:
|
||
|
self._warn_mkl_vcomp(n_active_threads)
|
||
|
|
||
|
def _validate_center_shape(self, X, centers):
|
||
|
"""Check if centers is compatible with X and n_clusters."""
|
||
|
if centers.shape[0] != self.n_clusters:
|
||
|
raise ValueError(
|
||
|
f"The shape of the initial centers {centers.shape} does not "
|
||
|
f"match the number of clusters {self.n_clusters}."
|
||
|
)
|
||
|
if centers.shape[1] != X.shape[1]:
|
||
|
raise ValueError(
|
||
|
f"The shape of the initial centers {centers.shape} does not "
|
||
|
f"match the number of features of the data {X.shape[1]}."
|
||
|
)
|
||
|
|
||
|
def _check_test_data(self, X):
|
||
|
X = self._validate_data(
|
||
|
X,
|
||
|
accept_sparse="csr",
|
||
|
reset=False,
|
||
|
dtype=[np.float64, np.float32],
|
||
|
order="C",
|
||
|
accept_large_sparse=False,
|
||
|
)
|
||
|
return X
|
||
|
|
||
|
def _init_centroids(
|
||
|
self, X, x_squared_norms, init, random_state, init_size=None, n_centroids=None
|
||
|
):
|
||
|
"""Compute the initial centroids.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : {ndarray, sparse matrix} of shape (n_samples, n_features)
|
||
|
The input samples.
|
||
|
|
||
|
x_squared_norms : ndarray of shape (n_samples,)
|
||
|
Squared euclidean norm of each data point. Pass it if you have it
|
||
|
at hands already to avoid it being recomputed here.
|
||
|
|
||
|
init : {'k-means++', 'random'}, callable or ndarray of shape \
|
||
|
(n_clusters, n_features)
|
||
|
Method for initialization.
|
||
|
|
||
|
random_state : RandomState instance
|
||
|
Determines random number generation for centroid initialization.
|
||
|
See :term:`Glossary <random_state>`.
|
||
|
|
||
|
init_size : int, default=None
|
||
|
Number of samples to randomly sample for speeding up the
|
||
|
initialization (sometimes at the expense of accuracy).
|
||
|
|
||
|
n_centroids : int, default=None
|
||
|
Number of centroids to initialize.
|
||
|
If left to 'None' the number of centroids will be equal to
|
||
|
number of clusters to form (self.n_clusters)
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
centers : ndarray of shape (n_clusters, n_features)
|
||
|
"""
|
||
|
n_samples = X.shape[0]
|
||
|
n_clusters = self.n_clusters if n_centroids is None else n_centroids
|
||
|
|
||
|
if init_size is not None and init_size < n_samples:
|
||
|
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]
|
||
|
|
||
|
if isinstance(init, str) and init == "k-means++":
|
||
|
centers, _ = _kmeans_plusplus(
|
||
|
X,
|
||
|
n_clusters,
|
||
|
random_state=random_state,
|
||
|
x_squared_norms=x_squared_norms,
|
||
|
)
|
||
|
elif isinstance(init, str) and init == "random":
|
||
|
seeds = random_state.permutation(n_samples)[:n_clusters]
|
||
|
centers = X[seeds]
|
||
|
elif _is_arraylike_not_scalar(self.init):
|
||
|
centers = init
|
||
|
elif callable(init):
|
||
|
centers = init(X, n_clusters, random_state=random_state)
|
||
|
centers = check_array(centers, dtype=X.dtype, copy=False, order="C")
|
||
|
self._validate_center_shape(X, centers)
|
||
|
|
||
|
if sp.issparse(centers):
|
||
|
centers = centers.toarray()
|
||
|
|
||
|
return centers
|
||
|
|
||
|
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} of shape (n_samples, n_features)
|
||
|
New data to transform.
|
||
|
|
||
|
y : Ignored
|
||
|
Not used, present here for API consistency by convention.
|
||
|
|
||
|
sample_weight : array-like of shape (n_samples,), default=None
|
||
|
The weights for each observation in X. If None, all observations
|
||
|
are assigned equal weight.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
labels : ndarray of shape (n_samples,)
|
||
|
Index of the cluster each sample belongs to.
|
||
|
"""
|
||
|
return self.fit(X, sample_weight=sample_weight).labels_
|
||
|
|
||
|
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} of shape (n_samples, n_features)
|
||
|
New data to predict.
|
||
|
|
||
|
sample_weight : array-like of shape (n_samples,), default=None
|
||
|
The weights for each observation in X. If None, all observations
|
||
|
are assigned equal weight.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
labels : ndarray of shape (n_samples,)
|
||
|
Index of the cluster each sample belongs to.
|
||
|
"""
|
||
|
check_is_fitted(self)
|
||
|
|
||
|
X = self._check_test_data(X)
|
||
|
sample_weight = _check_sample_weight(sample_weight, X, dtype=X.dtype)
|
||
|
|
||
|
labels = _labels_inertia_threadpool_limit(
|
||
|
X,
|
||
|
sample_weight,
|
||
|
self.cluster_centers_,
|
||
|
n_threads=self._n_threads,
|
||
|
return_inertia=False,
|
||
|
)
|
||
|
|
||
|
return 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} of shape (n_samples, n_features)
|
||
|
New data to transform.
|
||
|
|
||
|
y : Ignored
|
||
|
Not used, present here for API consistency by convention.
|
||
|
|
||
|
sample_weight : array-like of shape (n_samples,), default=None
|
||
|
The weights for each observation in X. If None, all observations
|
||
|
are assigned equal weight.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
X_new : ndarray of shape (n_samples, n_clusters)
|
||
|
X transformed in the new space.
|
||
|
"""
|
||
|
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} of shape (n_samples, n_features)
|
||
|
New data to transform.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
X_new : ndarray of shape (n_samples, n_clusters)
|
||
|
X transformed in the new space.
|
||
|
"""
|
||
|
check_is_fitted(self)
|
||
|
|
||
|
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 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} of shape (n_samples, n_features)
|
||
|
New data.
|
||
|
|
||
|
y : Ignored
|
||
|
Not used, present here for API consistency by convention.
|
||
|
|
||
|
sample_weight : array-like of shape (n_samples,), default=None
|
||
|
The weights for each observation in X. If None, all observations
|
||
|
are assigned equal weight.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
score : float
|
||
|
Opposite of the value of X on the K-means objective.
|
||
|
"""
|
||
|
check_is_fitted(self)
|
||
|
|
||
|
X = self._check_test_data(X)
|
||
|
sample_weight = _check_sample_weight(sample_weight, X, dtype=X.dtype)
|
||
|
|
||
|
_, scores = _labels_inertia_threadpool_limit(
|
||
|
X, sample_weight, self.cluster_centers_, self._n_threads
|
||
|
)
|
||
|
return -scores
|
||
|
|
||
|
def _more_tags(self):
|
||
|
return {
|
||
|
"_xfail_checks": {
|
||
|
"check_sample_weights_invariance": (
|
||
|
"zero sample_weight is not equivalent to removing samples"
|
||
|
),
|
||
|
},
|
||
|
}
|
||
|
|
||
|
|
||
|
class KMeans(_BaseKMeans):
|
||
|
"""K-Means clustering.
|
||
|
|
||
|
Read more in the :ref:`User Guide <k_means>`.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
|
||
|
n_clusters : int, default=8
|
||
|
The number of clusters to form as well as the number of
|
||
|
centroids to generate.
|
||
|
|
||
|
init : {'k-means++', 'random'}, callable or array-like of shape \
|
||
|
(n_clusters, n_features), default='k-means++'
|
||
|
Method for initialization:
|
||
|
|
||
|
'k-means++' : selects initial cluster centroids using sampling based on
|
||
|
an empirical probability distribution of the points' contribution to the
|
||
|
overall inertia. This technique speeds up convergence. The algorithm
|
||
|
implemented is "greedy k-means++". It differs from the vanilla k-means++
|
||
|
by making several trials at each sampling step and choosing the best centroid
|
||
|
among them.
|
||
|
|
||
|
'random': choose `n_clusters` observations (rows) at random from data
|
||
|
for the initial centroids.
|
||
|
|
||
|
If an array 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, n_clusters and a
|
||
|
random state and return an initialization.
|
||
|
|
||
|
n_init : 'auto' or int, default=10
|
||
|
Number of times the k-means algorithm is run with different centroid
|
||
|
seeds. The final results is the best output of `n_init` consecutive runs
|
||
|
in terms of inertia. Several runs are recommended for sparse
|
||
|
high-dimensional problems (see :ref:`kmeans_sparse_high_dim`).
|
||
|
|
||
|
When `n_init='auto'`, the number of runs depends on the value of init:
|
||
|
10 if using `init='random'`, 1 if using `init='k-means++'`.
|
||
|
|
||
|
.. versionadded:: 1.2
|
||
|
Added 'auto' option for `n_init`.
|
||
|
|
||
|
.. versionchanged:: 1.4
|
||
|
Default value for `n_init` will change from 10 to `'auto'` in version 1.4.
|
||
|
|
||
|
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 Frobenius norm of the difference
|
||
|
in the cluster centers of two consecutive iterations to declare
|
||
|
convergence.
|
||
|
|
||
|
verbose : int, default=0
|
||
|
Verbosity mode.
|
||
|
|
||
|
random_state : int, RandomState instance or None, default=None
|
||
|
Determines random number generation for centroid initialization. Use
|
||
|
an int to make the randomness deterministic.
|
||
|
See :term:`Glossary <random_state>`.
|
||
|
|
||
|
copy_x : bool, default=True
|
||
|
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. 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. Note that if
|
||
|
the original data is not C-contiguous, a copy will be made even if
|
||
|
copy_x is False. If the original data is sparse, but not in CSR format,
|
||
|
a copy will be made even if copy_x is False.
|
||
|
|
||
|
algorithm : {"lloyd", "elkan", "auto", "full"}, default="lloyd"
|
||
|
K-means algorithm to use. The classical EM-style algorithm is `"lloyd"`.
|
||
|
The `"elkan"` variation can be more efficient on some datasets with
|
||
|
well-defined clusters, by using the triangle inequality. However it's
|
||
|
more memory intensive due to the allocation of an extra array of shape
|
||
|
`(n_samples, n_clusters)`.
|
||
|
|
||
|
`"auto"` and `"full"` are deprecated and they will be removed in
|
||
|
Scikit-Learn 1.3. They are both aliases for `"lloyd"`.
|
||
|
|
||
|
.. versionchanged:: 0.18
|
||
|
Added Elkan algorithm
|
||
|
|
||
|
.. versionchanged:: 1.1
|
||
|
Renamed "full" to "lloyd", and deprecated "auto" and "full".
|
||
|
Changed "auto" to use "lloyd" instead of "elkan".
|
||
|
|
||
|
Attributes
|
||
|
----------
|
||
|
cluster_centers_ : ndarray of shape (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_ : ndarray of shape (n_samples,)
|
||
|
Labels of each point
|
||
|
|
||
|
inertia_ : float
|
||
|
Sum of squared distances of samples to their closest cluster center,
|
||
|
weighted by the sample weights if provided.
|
||
|
|
||
|
n_iter_ : int
|
||
|
Number of iterations run.
|
||
|
|
||
|
n_features_in_ : int
|
||
|
Number of features seen during :term:`fit`.
|
||
|
|
||
|
.. versionadded:: 0.24
|
||
|
|
||
|
feature_names_in_ : ndarray of shape (`n_features_in_`,)
|
||
|
Names of features seen during :term:`fit`. Defined only when `X`
|
||
|
has feature names that are all strings.
|
||
|
|
||
|
.. versionadded:: 1.0
|
||
|
|
||
|
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), where 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.
|
||
|
Refer to :doi:`"How slow is the k-means method?" D. Arthur and S. Vassilvitskii -
|
||
|
SoCG2006.<10.1145/1137856.1137880>` for more details.
|
||
|
|
||
|
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.
|
||
|
|
||
|
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, n_init="auto").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.]])
|
||
|
"""
|
||
|
|
||
|
_parameter_constraints: dict = {
|
||
|
**_BaseKMeans._parameter_constraints,
|
||
|
"copy_x": ["boolean"],
|
||
|
"algorithm": [
|
||
|
StrOptions({"lloyd", "elkan", "auto", "full"}, deprecated={"auto", "full"})
|
||
|
],
|
||
|
}
|
||
|
|
||
|
def __init__(
|
||
|
self,
|
||
|
n_clusters=8,
|
||
|
*,
|
||
|
init="k-means++",
|
||
|
n_init="warn",
|
||
|
max_iter=300,
|
||
|
tol=1e-4,
|
||
|
verbose=0,
|
||
|
random_state=None,
|
||
|
copy_x=True,
|
||
|
algorithm="lloyd",
|
||
|
):
|
||
|
super().__init__(
|
||
|
n_clusters=n_clusters,
|
||
|
init=init,
|
||
|
n_init=n_init,
|
||
|
max_iter=max_iter,
|
||
|
tol=tol,
|
||
|
verbose=verbose,
|
||
|
random_state=random_state,
|
||
|
)
|
||
|
|
||
|
self.copy_x = copy_x
|
||
|
self.algorithm = algorithm
|
||
|
|
||
|
def _check_params_vs_input(self, X):
|
||
|
super()._check_params_vs_input(X, default_n_init=10)
|
||
|
|
||
|
self._algorithm = self.algorithm
|
||
|
if self._algorithm in ("auto", "full"):
|
||
|
warnings.warn(
|
||
|
f"algorithm='{self._algorithm}' is deprecated, it will be "
|
||
|
"removed in 1.3. Using 'lloyd' instead.",
|
||
|
FutureWarning,
|
||
|
)
|
||
|
self._algorithm = "lloyd"
|
||
|
if self._algorithm == "elkan" and self.n_clusters == 1:
|
||
|
warnings.warn(
|
||
|
"algorithm='elkan' doesn't make sense for a single "
|
||
|
"cluster. Using 'lloyd' instead.",
|
||
|
RuntimeWarning,
|
||
|
)
|
||
|
self._algorithm = "lloyd"
|
||
|
|
||
|
def _warn_mkl_vcomp(self, n_active_threads):
|
||
|
"""Warn when vcomp and mkl are both present"""
|
||
|
warnings.warn(
|
||
|
"KMeans is known to have a memory leak on Windows "
|
||
|
"with MKL, when there are less chunks than available "
|
||
|
"threads. You can avoid it by setting the environment"
|
||
|
f" variable OMP_NUM_THREADS={n_active_threads}."
|
||
|
)
|
||
|
|
||
|
def fit(self, X, y=None, sample_weight=None):
|
||
|
"""Compute k-means clustering.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : {array-like, sparse matrix} of 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.
|
||
|
If a sparse matrix is passed, a copy will be made if it's not in
|
||
|
CSR format.
|
||
|
|
||
|
y : Ignored
|
||
|
Not used, present here for API consistency by convention.
|
||
|
|
||
|
sample_weight : array-like of shape (n_samples,), default=None
|
||
|
The weights for each observation in X. If None, all observations
|
||
|
are assigned equal weight.
|
||
|
|
||
|
.. versionadded:: 0.20
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
self : object
|
||
|
Fitted estimator.
|
||
|
"""
|
||
|
self._validate_params()
|
||
|
|
||
|
X = self._validate_data(
|
||
|
X,
|
||
|
accept_sparse="csr",
|
||
|
dtype=[np.float64, np.float32],
|
||
|
order="C",
|
||
|
copy=self.copy_x,
|
||
|
accept_large_sparse=False,
|
||
|
)
|
||
|
|
||
|
self._check_params_vs_input(X)
|
||
|
|
||
|
random_state = check_random_state(self.random_state)
|
||
|
sample_weight = _check_sample_weight(sample_weight, X, dtype=X.dtype)
|
||
|
self._n_threads = _openmp_effective_n_threads()
|
||
|
|
||
|
# Validate init array
|
||
|
init = self.init
|
||
|
init_is_array_like = _is_arraylike_not_scalar(init)
|
||
|
if init_is_array_like:
|
||
|
init = check_array(init, dtype=X.dtype, copy=True, order="C")
|
||
|
self._validate_center_shape(X, init)
|
||
|
|
||
|
# 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 init_is_array_like:
|
||
|
init -= X_mean
|
||
|
|
||
|
# precompute squared norms of data points
|
||
|
x_squared_norms = row_norms(X, squared=True)
|
||
|
|
||
|
if self._algorithm == "elkan":
|
||
|
kmeans_single = _kmeans_single_elkan
|
||
|
else:
|
||
|
kmeans_single = _kmeans_single_lloyd
|
||
|
self._check_mkl_vcomp(X, X.shape[0])
|
||
|
|
||
|
best_inertia, best_labels = None, None
|
||
|
|
||
|
for i in range(self._n_init):
|
||
|
# Initialize centers
|
||
|
centers_init = self._init_centroids(
|
||
|
X, x_squared_norms=x_squared_norms, init=init, random_state=random_state
|
||
|
)
|
||
|
if self.verbose:
|
||
|
print("Initialization complete")
|
||
|
|
||
|
# run a k-means once
|
||
|
labels, inertia, centers, n_iter_ = kmeans_single(
|
||
|
X,
|
||
|
sample_weight,
|
||
|
centers_init,
|
||
|
max_iter=self.max_iter,
|
||
|
verbose=self.verbose,
|
||
|
tol=self._tol,
|
||
|
n_threads=self._n_threads,
|
||
|
)
|
||
|
|
||
|
# determine if these results are the best so far
|
||
|
# we chose a new run if it has a better inertia and the clustering is
|
||
|
# different from the best so far (it's possible that the inertia is
|
||
|
# slightly better even if the clustering is the same with potentially
|
||
|
# permuted labels, due to rounding errors)
|
||
|
if best_inertia is None or (
|
||
|
inertia < best_inertia
|
||
|
and not _is_same_clustering(labels, best_labels, self.n_clusters)
|
||
|
):
|
||
|
best_labels = labels
|
||
|
best_centers = centers
|
||
|
best_inertia = inertia
|
||
|
best_n_iter = n_iter_
|
||
|
|
||
|
if not sp.issparse(X):
|
||
|
if not self.copy_x:
|
||
|
X += X_mean
|
||
|
best_centers += X_mean
|
||
|
|
||
|
distinct_clusters = len(set(best_labels))
|
||
|
if distinct_clusters < self.n_clusters:
|
||
|
warnings.warn(
|
||
|
"Number of distinct clusters ({}) found smaller than "
|
||
|
"n_clusters ({}). Possibly due to duplicate points "
|
||
|
"in X.".format(distinct_clusters, self.n_clusters),
|
||
|
ConvergenceWarning,
|
||
|
stacklevel=2,
|
||
|
)
|
||
|
|
||
|
self.cluster_centers_ = best_centers
|
||
|
self._n_features_out = self.cluster_centers_.shape[0]
|
||
|
self.labels_ = best_labels
|
||
|
self.inertia_ = best_inertia
|
||
|
self.n_iter_ = best_n_iter
|
||
|
return self
|
||
|
|
||
|
|
||
|
def _mini_batch_step(
|
||
|
X,
|
||
|
sample_weight,
|
||
|
centers,
|
||
|
centers_new,
|
||
|
weight_sums,
|
||
|
random_state,
|
||
|
random_reassign=False,
|
||
|
reassignment_ratio=0.01,
|
||
|
verbose=False,
|
||
|
n_threads=1,
|
||
|
):
|
||
|
"""Incremental update of the centers for the Minibatch K-Means algorithm.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
|
||
|
X : {ndarray, sparse matrix} of shape (n_samples, n_features)
|
||
|
The original data array. If sparse, must be in CSR format.
|
||
|
|
||
|
x_squared_norms : ndarray of shape (n_samples,)
|
||
|
Squared euclidean norm of each data point.
|
||
|
|
||
|
sample_weight : ndarray of shape (n_samples,)
|
||
|
The weights for each observation in X.
|
||
|
|
||
|
centers : ndarray of shape (n_clusters, n_features)
|
||
|
The cluster centers before the current iteration
|
||
|
|
||
|
centers_new : ndarray of shape (n_clusters, n_features)
|
||
|
The cluster centers after the current iteration. Modified in-place.
|
||
|
|
||
|
weight_sums : ndarray of shape (n_clusters,)
|
||
|
The vector in which we keep track of the numbers of points in a
|
||
|
cluster. This array is modified in place.
|
||
|
|
||
|
random_state : RandomState instance
|
||
|
Determines random number generation for low count centers reassignment.
|
||
|
See :term:`Glossary <random_state>`.
|
||
|
|
||
|
random_reassign : boolean, default=False
|
||
|
If True, centers with very low counts are randomly reassigned
|
||
|
to observations.
|
||
|
|
||
|
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 likely to be reassigned, which means that the
|
||
|
model will take longer to converge, but should converge in a
|
||
|
better clustering.
|
||
|
|
||
|
verbose : bool, default=False
|
||
|
Controls the verbosity.
|
||
|
|
||
|
n_threads : int, default=1
|
||
|
The number of OpenMP threads to use for the computation.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
inertia : float
|
||
|
Sum of squared distances of samples to their closest cluster center.
|
||
|
The inertia is computed after finding the labels and before updating
|
||
|
the centers.
|
||
|
"""
|
||
|
# Perform label assignment to nearest centers
|
||
|
# For better efficiency, it's better to run _mini_batch_step in a
|
||
|
# threadpool_limit context than using _labels_inertia_threadpool_limit here
|
||
|
labels, inertia = _labels_inertia(X, sample_weight, centers, n_threads=n_threads)
|
||
|
|
||
|
# Update centers according to the labels
|
||
|
if sp.issparse(X):
|
||
|
_minibatch_update_sparse(
|
||
|
X, sample_weight, centers, centers_new, weight_sums, labels, n_threads
|
||
|
)
|
||
|
else:
|
||
|
_minibatch_update_dense(
|
||
|
ReadonlyArrayWrapper(X),
|
||
|
sample_weight,
|
||
|
centers,
|
||
|
centers_new,
|
||
|
weight_sums,
|
||
|
labels,
|
||
|
n_threads,
|
||
|
)
|
||
|
|
||
|
# Reassign clusters that have very low weight
|
||
|
if random_reassign and reassignment_ratio > 0:
|
||
|
to_reassign = weight_sums < reassignment_ratio * weight_sums.max()
|
||
|
|
||
|
# pick at most .5 * batch_size samples as new centers
|
||
|
if to_reassign.sum() > 0.5 * X.shape[0]:
|
||
|
indices_dont_reassign = np.argsort(weight_sums)[int(0.5 * 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(f"[MiniBatchKMeans] Reassigning {n_reassigns} cluster centers.")
|
||
|
|
||
|
if sp.issparse(X):
|
||
|
assign_rows_csr(
|
||
|
X,
|
||
|
new_centers.astype(np.intp, copy=False),
|
||
|
np.where(to_reassign)[0].astype(np.intp, copy=False),
|
||
|
centers_new,
|
||
|
)
|
||
|
else:
|
||
|
centers_new[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])
|
||
|
|
||
|
return inertia
|
||
|
|
||
|
|
||
|
class MiniBatchKMeans(_BaseKMeans):
|
||
|
"""
|
||
|
Mini-Batch K-Means clustering.
|
||
|
|
||
|
Read more in the :ref:`User Guide <mini_batch_kmeans>`.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
|
||
|
n_clusters : int, default=8
|
||
|
The number of clusters to form as well as the number of
|
||
|
centroids to generate.
|
||
|
|
||
|
init : {'k-means++', 'random'}, callable or array-like of shape \
|
||
|
(n_clusters, n_features), default='k-means++'
|
||
|
Method for initialization:
|
||
|
|
||
|
'k-means++' : selects initial cluster centroids using sampling based on
|
||
|
an empirical probability distribution of the points' contribution to the
|
||
|
overall inertia. This technique speeds up convergence. The algorithm
|
||
|
implemented is "greedy k-means++". It differs from the vanilla k-means++
|
||
|
by making several trials at each sampling step and choosing the best centroid
|
||
|
among them.
|
||
|
|
||
|
'random': choose `n_clusters` observations (rows) at random from data
|
||
|
for the initial centroids.
|
||
|
|
||
|
If an array 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, n_clusters and a
|
||
|
random state and return an initialization.
|
||
|
|
||
|
max_iter : int, default=100
|
||
|
Maximum number of iterations over the complete dataset before
|
||
|
stopping independently of any early stopping criterion heuristics.
|
||
|
|
||
|
batch_size : int, default=1024
|
||
|
Size of the mini batches.
|
||
|
For faster computations, you can set the ``batch_size`` greater than
|
||
|
256 * number of cores to enable parallelism on all cores.
|
||
|
|
||
|
.. versionchanged:: 1.0
|
||
|
`batch_size` default changed from 100 to 1024.
|
||
|
|
||
|
verbose : int, default=0
|
||
|
Verbosity mode.
|
||
|
|
||
|
compute_labels : bool, 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=None
|
||
|
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, default=None
|
||
|
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.
|
||
|
|
||
|
If `None`, the heuristic is `init_size = 3 * batch_size` if
|
||
|
`3 * batch_size < n_clusters`, else `init_size = 3 * n_clusters`.
|
||
|
|
||
|
n_init : 'auto' or 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. Several runs are
|
||
|
recommended for sparse high-dimensional problems (see
|
||
|
:ref:`kmeans_sparse_high_dim`).
|
||
|
|
||
|
When `n_init='auto'`, the number of runs depends on the value of init:
|
||
|
3 if using `init='random'`, 1 if using `init='k-means++'`.
|
||
|
|
||
|
.. versionadded:: 1.2
|
||
|
Added 'auto' option for `n_init`.
|
||
|
|
||
|
.. versionchanged:: 1.4
|
||
|
Default value for `n_init` will change from 3 to `'auto'` in version 1.4.
|
||
|
|
||
|
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. However, too high
|
||
|
a value may cause convergence issues, especially with a small batch
|
||
|
size.
|
||
|
|
||
|
Attributes
|
||
|
----------
|
||
|
|
||
|
cluster_centers_ : ndarray of shape (n_clusters, n_features)
|
||
|
Coordinates of cluster centers.
|
||
|
|
||
|
labels_ : ndarray of shape (n_samples,)
|
||
|
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. If compute_labels is set to
|
||
|
False, it's an approximation of the inertia based on an exponentially
|
||
|
weighted average of the batch inertiae.
|
||
|
The inertia is defined as the sum of square distances of samples to
|
||
|
their cluster center, weighted by the sample weights if provided.
|
||
|
|
||
|
n_iter_ : int
|
||
|
Number of iterations over the full dataset.
|
||
|
|
||
|
n_steps_ : int
|
||
|
Number of minibatches processed.
|
||
|
|
||
|
.. versionadded:: 1.0
|
||
|
|
||
|
n_features_in_ : int
|
||
|
Number of features seen during :term:`fit`.
|
||
|
|
||
|
.. versionadded:: 0.24
|
||
|
|
||
|
feature_names_in_ : ndarray of shape (`n_features_in_`,)
|
||
|
Names of features seen during :term:`fit`. Defined only when `X`
|
||
|
has feature names that are all strings.
|
||
|
|
||
|
.. versionadded:: 1.0
|
||
|
|
||
|
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 https://www.eecs.tufts.edu/~dsculley/papers/fastkmeans.pdf
|
||
|
|
||
|
When there are too few points in the dataset, some centers may be
|
||
|
duplicated, which means that a proper clustering in terms of the number
|
||
|
of requesting clusters and the number of returned clusters will not
|
||
|
always match. One solution is to set `reassignment_ratio=0`, which
|
||
|
prevents reassignments of clusters that are too small.
|
||
|
|
||
|
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,
|
||
|
... n_init="auto")
|
||
|
>>> kmeans = kmeans.partial_fit(X[0:6,:])
|
||
|
>>> kmeans = kmeans.partial_fit(X[6:12,:])
|
||
|
>>> kmeans.cluster_centers_
|
||
|
array([[2. , 1. ],
|
||
|
[3.5, 4.5]])
|
||
|
>>> 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,
|
||
|
... n_init="auto").fit(X)
|
||
|
>>> kmeans.cluster_centers_
|
||
|
array([[3.97727273, 2.43181818],
|
||
|
[1.125 , 1.6 ]])
|
||
|
>>> kmeans.predict([[0, 0], [4, 4]])
|
||
|
array([1, 0], dtype=int32)
|
||
|
"""
|
||
|
|
||
|
_parameter_constraints: dict = {
|
||
|
**_BaseKMeans._parameter_constraints,
|
||
|
"batch_size": [Interval(Integral, 1, None, closed="left")],
|
||
|
"compute_labels": ["boolean"],
|
||
|
"max_no_improvement": [Interval(Integral, 0, None, closed="left"), None],
|
||
|
"init_size": [Interval(Integral, 1, None, closed="left"), None],
|
||
|
"reassignment_ratio": [Interval(Real, 0, None, closed="left")],
|
||
|
}
|
||
|
|
||
|
def __init__(
|
||
|
self,
|
||
|
n_clusters=8,
|
||
|
*,
|
||
|
init="k-means++",
|
||
|
max_iter=100,
|
||
|
batch_size=1024,
|
||
|
verbose=0,
|
||
|
compute_labels=True,
|
||
|
random_state=None,
|
||
|
tol=0.0,
|
||
|
max_no_improvement=10,
|
||
|
init_size=None,
|
||
|
n_init="warn",
|
||
|
reassignment_ratio=0.01,
|
||
|
):
|
||
|
|
||
|
super().__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 _check_params_vs_input(self, X):
|
||
|
super()._check_params_vs_input(X, default_n_init=3)
|
||
|
|
||
|
self._batch_size = min(self.batch_size, X.shape[0])
|
||
|
|
||
|
# init_size
|
||
|
self._init_size = self.init_size
|
||
|
if self._init_size is None:
|
||
|
self._init_size = 3 * self._batch_size
|
||
|
if self._init_size < self.n_clusters:
|
||
|
self._init_size = 3 * self.n_clusters
|
||
|
elif self._init_size < self.n_clusters:
|
||
|
warnings.warn(
|
||
|
f"init_size={self._init_size} should be larger than "
|
||
|
f"n_clusters={self.n_clusters}. Setting it to "
|
||
|
"min(3*n_clusters, n_samples)",
|
||
|
RuntimeWarning,
|
||
|
stacklevel=2,
|
||
|
)
|
||
|
self._init_size = 3 * self.n_clusters
|
||
|
self._init_size = min(self._init_size, X.shape[0])
|
||
|
|
||
|
# reassignment_ratio
|
||
|
if self.reassignment_ratio < 0:
|
||
|
raise ValueError(
|
||
|
"reassignment_ratio should be >= 0, got "
|
||
|
f"{self.reassignment_ratio} instead."
|
||
|
)
|
||
|
|
||
|
def _warn_mkl_vcomp(self, n_active_threads):
|
||
|
"""Warn when vcomp and mkl are both present"""
|
||
|
warnings.warn(
|
||
|
"MiniBatchKMeans is known to have a memory leak on "
|
||
|
"Windows with MKL, when there are less chunks than "
|
||
|
"available threads. You can prevent it by setting "
|
||
|
f"batch_size >= {self._n_threads * CHUNK_SIZE} or by "
|
||
|
"setting the environment variable "
|
||
|
f"OMP_NUM_THREADS={n_active_threads}"
|
||
|
)
|
||
|
|
||
|
def _mini_batch_convergence(
|
||
|
self, step, n_steps, n_samples, centers_squared_diff, batch_inertia
|
||
|
):
|
||
|
"""Helper function to encapsulate the early stopping logic"""
|
||
|
# Normalize inertia to be able to compare values when
|
||
|
# batch_size changes
|
||
|
batch_inertia /= self._batch_size
|
||
|
|
||
|
# count steps starting from 1 for user friendly verbose mode.
|
||
|
step = step + 1
|
||
|
|
||
|
# Ignore first iteration because it's inertia from initialization.
|
||
|
if step == 1:
|
||
|
if self.verbose:
|
||
|
print(
|
||
|
f"Minibatch step {step}/{n_steps}: mean batch "
|
||
|
f"inertia: {batch_inertia}"
|
||
|
)
|
||
|
return False
|
||
|
|
||
|
# Compute an Exponentially Weighted Average of the inertia to
|
||
|
# monitor the convergence while discarding minibatch-local stochastic
|
||
|
# variability: https://en.wikipedia.org/wiki/Moving_average
|
||
|
if self._ewa_inertia is None:
|
||
|
self._ewa_inertia = batch_inertia
|
||
|
else:
|
||
|
alpha = self._batch_size * 2.0 / (n_samples + 1)
|
||
|
alpha = min(alpha, 1)
|
||
|
self._ewa_inertia = self._ewa_inertia * (1 - alpha) + batch_inertia * alpha
|
||
|
|
||
|
# Log progress to be able to monitor convergence
|
||
|
if self.verbose:
|
||
|
print(
|
||
|
f"Minibatch step {step}/{n_steps}: mean batch inertia: "
|
||
|
f"{batch_inertia}, ewa inertia: {self._ewa_inertia}"
|
||
|
)
|
||
|
|
||
|
# Early stopping based on absolute tolerance on squared change of
|
||
|
# centers position
|
||
|
if self._tol > 0.0 and centers_squared_diff <= self._tol:
|
||
|
if self.verbose:
|
||
|
print(f"Converged (small centers change) at step {step}/{n_steps}")
|
||
|
return True
|
||
|
|
||
|
# Early stopping heuristic due to lack of improvement on smoothed
|
||
|
# inertia
|
||
|
if self._ewa_inertia_min is None or self._ewa_inertia < self._ewa_inertia_min:
|
||
|
self._no_improvement = 0
|
||
|
self._ewa_inertia_min = self._ewa_inertia
|
||
|
else:
|
||
|
self._no_improvement += 1
|
||
|
|
||
|
if (
|
||
|
self.max_no_improvement is not None
|
||
|
and self._no_improvement >= self.max_no_improvement
|
||
|
):
|
||
|
if self.verbose:
|
||
|
print(
|
||
|
"Converged (lack of improvement in inertia) at step "
|
||
|
f"{step}/{n_steps}"
|
||
|
)
|
||
|
return True
|
||
|
|
||
|
return False
|
||
|
|
||
|
def _random_reassign(self):
|
||
|
"""Check if a random reassignment needs to be done.
|
||
|
|
||
|
Do random reassignments each time 10 * n_clusters samples have been
|
||
|
processed.
|
||
|
|
||
|
If there are empty clusters we always want to reassign.
|
||
|
"""
|
||
|
self._n_since_last_reassign += self._batch_size
|
||
|
if (self._counts == 0).any() or self._n_since_last_reassign >= (
|
||
|
10 * self.n_clusters
|
||
|
):
|
||
|
self._n_since_last_reassign = 0
|
||
|
return True
|
||
|
return False
|
||
|
|
||
|
def fit(self, X, y=None, sample_weight=None):
|
||
|
"""Compute the centroids on X by chunking it into mini-batches.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : {array-like, sparse matrix} of 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.
|
||
|
If a sparse matrix is passed, a copy will be made if it's not in
|
||
|
CSR format.
|
||
|
|
||
|
y : Ignored
|
||
|
Not used, present here for API consistency by convention.
|
||
|
|
||
|
sample_weight : array-like of shape (n_samples,), default=None
|
||
|
The weights for each observation in X. If None, all observations
|
||
|
are assigned equal weight.
|
||
|
|
||
|
.. versionadded:: 0.20
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
self : object
|
||
|
Fitted estimator.
|
||
|
"""
|
||
|
self._validate_params()
|
||
|
|
||
|
X = self._validate_data(
|
||
|
X,
|
||
|
accept_sparse="csr",
|
||
|
dtype=[np.float64, np.float32],
|
||
|
order="C",
|
||
|
accept_large_sparse=False,
|
||
|
)
|
||
|
|
||
|
self._check_params_vs_input(X)
|
||
|
random_state = check_random_state(self.random_state)
|
||
|
sample_weight = _check_sample_weight(sample_weight, X, dtype=X.dtype)
|
||
|
self._n_threads = _openmp_effective_n_threads()
|
||
|
n_samples, n_features = X.shape
|
||
|
|
||
|
# Validate init array
|
||
|
init = self.init
|
||
|
if _is_arraylike_not_scalar(init):
|
||
|
init = check_array(init, dtype=X.dtype, copy=True, order="C")
|
||
|
self._validate_center_shape(X, init)
|
||
|
|
||
|
self._check_mkl_vcomp(X, self._batch_size)
|
||
|
|
||
|
# precompute squared norms of data points
|
||
|
x_squared_norms = row_norms(X, squared=True)
|
||
|
|
||
|
# Validation set for the init
|
||
|
validation_indices = random_state.randint(0, n_samples, self._init_size)
|
||
|
X_valid = X[validation_indices]
|
||
|
sample_weight_valid = sample_weight[validation_indices]
|
||
|
|
||
|
# perform several inits with random subsets
|
||
|
best_inertia = None
|
||
|
for init_idx in range(self._n_init):
|
||
|
if self.verbose:
|
||
|
print(f"Init {init_idx + 1}/{self._n_init} with method {init}")
|
||
|
|
||
|
# Initialize the centers using only a fraction of the data as we
|
||
|
# expect n_samples to be very large when using MiniBatchKMeans.
|
||
|
cluster_centers = self._init_centroids(
|
||
|
X,
|
||
|
x_squared_norms=x_squared_norms,
|
||
|
init=init,
|
||
|
random_state=random_state,
|
||
|
init_size=self._init_size,
|
||
|
)
|
||
|
|
||
|
# Compute inertia on a validation set.
|
||
|
_, inertia = _labels_inertia_threadpool_limit(
|
||
|
X_valid,
|
||
|
sample_weight_valid,
|
||
|
cluster_centers,
|
||
|
n_threads=self._n_threads,
|
||
|
)
|
||
|
|
||
|
if self.verbose:
|
||
|
print(f"Inertia for init {init_idx + 1}/{self._n_init}: {inertia}")
|
||
|
if best_inertia is None or inertia < best_inertia:
|
||
|
init_centers = cluster_centers
|
||
|
best_inertia = inertia
|
||
|
|
||
|
centers = init_centers
|
||
|
centers_new = np.empty_like(centers)
|
||
|
|
||
|
# Initialize counts
|
||
|
self._counts = np.zeros(self.n_clusters, dtype=X.dtype)
|
||
|
|
||
|
# Attributes to monitor the convergence
|
||
|
self._ewa_inertia = None
|
||
|
self._ewa_inertia_min = None
|
||
|
self._no_improvement = 0
|
||
|
|
||
|
# Initialize number of samples seen since last reassignment
|
||
|
self._n_since_last_reassign = 0
|
||
|
|
||
|
n_steps = (self.max_iter * n_samples) // self._batch_size
|
||
|
|
||
|
with threadpool_limits(limits=1, user_api="blas"):
|
||
|
# Perform the iterative optimization until convergence
|
||
|
for i in range(n_steps):
|
||
|
# 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 = _mini_batch_step(
|
||
|
X=X[minibatch_indices],
|
||
|
sample_weight=sample_weight[minibatch_indices],
|
||
|
centers=centers,
|
||
|
centers_new=centers_new,
|
||
|
weight_sums=self._counts,
|
||
|
random_state=random_state,
|
||
|
random_reassign=self._random_reassign(),
|
||
|
reassignment_ratio=self.reassignment_ratio,
|
||
|
verbose=self.verbose,
|
||
|
n_threads=self._n_threads,
|
||
|
)
|
||
|
|
||
|
if self._tol > 0.0:
|
||
|
centers_squared_diff = np.sum((centers_new - centers) ** 2)
|
||
|
else:
|
||
|
centers_squared_diff = 0
|
||
|
|
||
|
centers, centers_new = centers_new, centers
|
||
|
|
||
|
# Monitor convergence and do early stopping if necessary
|
||
|
if self._mini_batch_convergence(
|
||
|
i, n_steps, n_samples, centers_squared_diff, batch_inertia
|
||
|
):
|
||
|
break
|
||
|
|
||
|
self.cluster_centers_ = centers
|
||
|
self._n_features_out = self.cluster_centers_.shape[0]
|
||
|
|
||
|
self.n_steps_ = i + 1
|
||
|
self.n_iter_ = int(np.ceil(((i + 1) * self._batch_size) / n_samples))
|
||
|
|
||
|
if self.compute_labels:
|
||
|
self.labels_, self.inertia_ = _labels_inertia_threadpool_limit(
|
||
|
X,
|
||
|
sample_weight,
|
||
|
self.cluster_centers_,
|
||
|
n_threads=self._n_threads,
|
||
|
)
|
||
|
else:
|
||
|
self.inertia_ = self._ewa_inertia * n_samples
|
||
|
|
||
|
return self
|
||
|
|
||
|
def partial_fit(self, X, y=None, sample_weight=None):
|
||
|
"""Update k means estimate on a single mini-batch X.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : {array-like, sparse matrix} of 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.
|
||
|
If a sparse matrix is passed, a copy will be made if it's not in
|
||
|
CSR format.
|
||
|
|
||
|
y : Ignored
|
||
|
Not used, present here for API consistency by convention.
|
||
|
|
||
|
sample_weight : array-like of shape (n_samples,), default=None
|
||
|
The weights for each observation in X. If None, all observations
|
||
|
are assigned equal weight.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
self : object
|
||
|
Return updated estimator.
|
||
|
"""
|
||
|
has_centers = hasattr(self, "cluster_centers_")
|
||
|
|
||
|
if not has_centers:
|
||
|
self._validate_params()
|
||
|
|
||
|
X = self._validate_data(
|
||
|
X,
|
||
|
accept_sparse="csr",
|
||
|
dtype=[np.float64, np.float32],
|
||
|
order="C",
|
||
|
accept_large_sparse=False,
|
||
|
reset=not has_centers,
|
||
|
)
|
||
|
|
||
|
self._random_state = getattr(
|
||
|
self, "_random_state", check_random_state(self.random_state)
|
||
|
)
|
||
|
sample_weight = _check_sample_weight(sample_weight, X, dtype=X.dtype)
|
||
|
self.n_steps_ = getattr(self, "n_steps_", 0)
|
||
|
|
||
|
# precompute squared norms of data points
|
||
|
x_squared_norms = row_norms(X, squared=True)
|
||
|
|
||
|
if not has_centers:
|
||
|
# this instance has not been fitted yet (fit or partial_fit)
|
||
|
self._check_params_vs_input(X)
|
||
|
self._n_threads = _openmp_effective_n_threads()
|
||
|
|
||
|
# Validate init array
|
||
|
init = self.init
|
||
|
if _is_arraylike_not_scalar(init):
|
||
|
init = check_array(init, dtype=X.dtype, copy=True, order="C")
|
||
|
self._validate_center_shape(X, init)
|
||
|
|
||
|
self._check_mkl_vcomp(X, X.shape[0])
|
||
|
|
||
|
# initialize the cluster centers
|
||
|
self.cluster_centers_ = self._init_centroids(
|
||
|
X,
|
||
|
x_squared_norms=x_squared_norms,
|
||
|
init=init,
|
||
|
random_state=self._random_state,
|
||
|
init_size=self._init_size,
|
||
|
)
|
||
|
|
||
|
# Initialize counts
|
||
|
self._counts = np.zeros(self.n_clusters, dtype=X.dtype)
|
||
|
|
||
|
# Initialize number of samples seen since last reassignment
|
||
|
self._n_since_last_reassign = 0
|
||
|
|
||
|
with threadpool_limits(limits=1, user_api="blas"):
|
||
|
_mini_batch_step(
|
||
|
X,
|
||
|
sample_weight=sample_weight,
|
||
|
centers=self.cluster_centers_,
|
||
|
centers_new=self.cluster_centers_,
|
||
|
weight_sums=self._counts,
|
||
|
random_state=self._random_state,
|
||
|
random_reassign=self._random_reassign(),
|
||
|
reassignment_ratio=self.reassignment_ratio,
|
||
|
verbose=self.verbose,
|
||
|
n_threads=self._n_threads,
|
||
|
)
|
||
|
|
||
|
if self.compute_labels:
|
||
|
self.labels_, self.inertia_ = _labels_inertia_threadpool_limit(
|
||
|
X,
|
||
|
sample_weight,
|
||
|
self.cluster_centers_,
|
||
|
n_threads=self._n_threads,
|
||
|
)
|
||
|
|
||
|
self.n_steps_ += 1
|
||
|
self._n_features_out = self.cluster_centers_.shape[0]
|
||
|
|
||
|
return self
|