""" ==================================================================== K-means clustering and vector quantization (:mod:`scipy.cluster.vq`) ==================================================================== Provides routines for k-means clustering, generating code books from k-means models, and quantizing vectors by comparing them with centroids in a code book. .. autosummary:: :toctree: generated/ whiten -- Normalize a group of observations so each feature has unit variance vq -- Calculate code book membership of a set of observation vectors kmeans -- Performs k-means on a set of observation vectors forming k clusters kmeans2 -- A different implementation of k-means with more methods -- for initializing centroids Background information ====================== The k-means algorithm takes as input the number of clusters to generate, k, and a set of observation vectors to cluster. It returns a set of centroids, one for each of the k clusters. An observation vector is classified with the cluster number or centroid index of the centroid closest to it. A vector v belongs to cluster i if it is closer to centroid i than any other centroids. If v belongs to i, we say centroid i is the dominating centroid of v. The k-means algorithm tries to minimize distortion, which is defined as the sum of the squared distances between each observation vector and its dominating centroid. Each step of the k-means algorithm refines the choices of centroids to reduce distortion. The change in distortion is used as a stopping criterion: when the change is lower than a threshold, the k-means algorithm is not making sufficient progress and terminates. One can also define a maximum number of iterations. Since vector quantization is a natural application for k-means, information theory terminology is often used. The centroid index or cluster index is also referred to as a "code" and the table mapping codes to centroids and vice versa is often referred as a "code book". The result of k-means, a set of centroids, can be used to quantize vectors. Quantization aims to find an encoding of vectors that reduces the expected distortion. All routines expect obs to be a M by N array where the rows are the observation vectors. The codebook is a k by N array where the i'th row is the centroid of code word i. The observation vectors and centroids have the same feature dimension. As an example, suppose we wish to compress a 24-bit color image (each pixel is represented by one byte for red, one for blue, and one for green) before sending it over the web. By using a smaller 8-bit encoding, we can reduce the amount of data by two thirds. Ideally, the colors for each of the 256 possible 8-bit encoding values should be chosen to minimize distortion of the color. Running k-means with k=256 generates a code book of 256 codes, which fills up all possible 8-bit sequences. Instead of sending a 3-byte value for each pixel, the 8-bit centroid index (or code word) of the dominating centroid is transmitted. The code book is also sent over the wire so each 8-bit code can be translated back to a 24-bit pixel value representation. If the image of interest was of an ocean, we would expect many 24-bit blues to be represented by 8-bit codes. If it was an image of a human face, more flesh tone colors would be represented in the code book. """ from __future__ import division, print_function, absolute_import __docformat__ = 'restructuredtext' __all__ = ['whiten', 'vq', 'kmeans', 'kmeans2'] # TODO: # - implements high level method for running several times k-means with # different initialialization # - warning: what happens if different number of clusters ? For now, emit a # warning, but it is not great, because I am not sure it really make sense to # succeed in this case (maybe an exception is better ?) import warnings from numpy.random import randint from numpy import (shape, zeros, sqrt, argmin, minimum, array, newaxis, common_type, single, double, take, std, mean) import numpy as np from scipy._lib._util import _asarray_validated from . import _vq class ClusterError(Exception): pass def whiten(obs, check_finite=True): """ Normalize a group of observations on a per feature basis. Before running k-means, it is beneficial to rescale each feature dimension of the observation set with whitening. Each feature is divided by its standard deviation across all observations to give it unit variance. Parameters ---------- obs : ndarray Each row of the array is an observation. The columns are the features seen during each observation. >>> # f0 f1 f2 >>> obs = [[ 1., 1., 1.], #o0 ... [ 2., 2., 2.], #o1 ... [ 3., 3., 3.], #o2 ... [ 4., 4., 4.]] #o3 check_finite : bool, optional Whether to check that the input matrices contain only finite numbers. Disabling may give a performance gain, but may result in problems (crashes, non-termination) if the inputs do contain infinities or NaNs. Default: True Returns ------- result : ndarray Contains the values in `obs` scaled by the standard deviation of each column. Examples -------- >>> from scipy.cluster.vq import whiten >>> features = np.array([[1.9, 2.3, 1.7], ... [1.5, 2.5, 2.2], ... [0.8, 0.6, 1.7,]]) >>> whiten(features) array([[ 4.17944278, 2.69811351, 7.21248917], [ 3.29956009, 2.93273208, 9.33380951], [ 1.75976538, 0.7038557 , 7.21248917]]) """ obs = _asarray_validated(obs, check_finite=check_finite) std_dev = std(obs, axis=0) zero_std_mask = std_dev == 0 if zero_std_mask.any(): std_dev[zero_std_mask] = 1.0 warnings.warn("Some columns have standard deviation zero. " "The values of these columns will not change.", RuntimeWarning) return obs / std_dev def vq(obs, code_book, check_finite=True): """ Assign codes from a code book to observations. Assigns a code from a code book to each observation. Each observation vector in the 'M' by 'N' `obs` array is compared with the centroids in the code book and assigned the code of the closest centroid. The features in `obs` should have unit variance, which can be achieved by passing them through the whiten function. The code book can be created with the k-means algorithm or a different encoding algorithm. Parameters ---------- obs : ndarray Each row of the 'M' x 'N' array is an observation. The columns are the "features" seen during each observation. The features must be whitened first using the whiten function or something equivalent. code_book : ndarray The code book is usually generated using the k-means algorithm. Each row of the array holds a different code, and the columns are the features of the code. >>> # f0 f1 f2 f3 >>> code_book = [ ... [ 1., 2., 3., 4.], #c0 ... [ 1., 2., 3., 4.], #c1 ... [ 1., 2., 3., 4.]] #c2 check_finite : bool, optional Whether to check that the input matrices contain only finite numbers. Disabling may give a performance gain, but may result in problems (crashes, non-termination) if the inputs do contain infinities or NaNs. Default: True Returns ------- code : ndarray A length M array holding the code book index for each observation. dist : ndarray The distortion (distance) between the observation and its nearest code. Examples -------- >>> from numpy import array >>> from scipy.cluster.vq import vq >>> code_book = array([[1.,1.,1.], ... [2.,2.,2.]]) >>> features = array([[ 1.9,2.3,1.7], ... [ 1.5,2.5,2.2], ... [ 0.8,0.6,1.7]]) >>> vq(features,code_book) (array([1, 1, 0],'i'), array([ 0.43588989, 0.73484692, 0.83066239])) """ obs = _asarray_validated(obs, check_finite=check_finite) code_book = _asarray_validated(code_book, check_finite=check_finite) ct = common_type(obs, code_book) c_obs = obs.astype(ct, copy=False) if code_book.dtype != ct: c_code_book = code_book.astype(ct) else: c_code_book = code_book if ct in (single, double): results = _vq.vq(c_obs, c_code_book) else: results = py_vq(obs, code_book) return results def py_vq(obs, code_book, check_finite=True): """ Python version of vq algorithm. The algorithm computes the euclidian distance between each observation and every frame in the code_book. Parameters ---------- obs : ndarray Expects a rank 2 array. Each row is one observation. code_book : ndarray Code book to use. Same format than obs. Should have same number of features (eg columns) than obs. check_finite : bool, optional Whether to check that the input matrices contain only finite numbers. Disabling may give a performance gain, but may result in problems (crashes, non-termination) if the inputs do contain infinities or NaNs. Default: True Returns ------- code : ndarray code[i] gives the label of the ith obversation, that its code is code_book[code[i]]. mind_dist : ndarray min_dist[i] gives the distance between the ith observation and its corresponding code. Notes ----- This function is slower than the C version but works for all input types. If the inputs have the wrong types for the C versions of the function, this one is called as a last resort. It is about 20 times slower than the C version. """ obs = _asarray_validated(obs, check_finite=check_finite) code_book = _asarray_validated(code_book, check_finite=check_finite) # n = number of observations # d = number of features if np.ndim(obs) == 1: if not np.ndim(obs) == np.ndim(code_book): raise ValueError( "Observation and code_book should have the same rank") else: return _py_vq_1d(obs, code_book) else: (n, d) = shape(obs) # code books and observations should have same number of features and same # shape if not np.ndim(obs) == np.ndim(code_book): raise ValueError("Observation and code_book should have the same rank") elif not d == code_book.shape[1]: raise ValueError("Code book(%d) and obs(%d) should have the same " "number of features (eg columns)""" % (code_book.shape[1], d)) code = zeros(n, dtype=int) min_dist = zeros(n) for i in range(n): dist = np.sum((obs[i] - code_book) ** 2, 1) code[i] = argmin(dist) min_dist[i] = dist[code[i]] return code, sqrt(min_dist) def _py_vq_1d(obs, code_book): """ Python version of vq algorithm for rank 1 only. Parameters ---------- obs : ndarray Expects a rank 1 array. Each item is one observation. code_book : ndarray Code book to use. Same format than obs. Should rank 1 too. Returns ------- code : ndarray code[i] gives the label of the ith obversation, that its code is code_book[code[i]]. mind_dist : ndarray min_dist[i] gives the distance between the ith observation and its corresponding code. """ raise RuntimeError("_py_vq_1d buggy, do not use rank 1 arrays for now") n = obs.size nc = code_book.size dist = np.zeros((n, nc)) for i in range(nc): dist[:, i] = np.sum(obs - code_book[i]) print(dist) code = argmin(dist) min_dist = dist[code] return code, sqrt(min_dist) def py_vq2(obs, code_book, check_finite=True): """2nd Python version of vq algorithm. The algorithm simply computes the euclidian distance between each observation and every frame in the code_book/ Parameters ---------- obs : ndarray Expect a rank 2 array. Each row is one observation. code_book : ndarray Code book to use. Same format than obs. Should have same number of features (eg columns) than obs. check_finite : bool, optional Whether to check that the input matrices contain only finite numbers. Disabling may give a performance gain, but may result in problems (crashes, non-termination) if the inputs do contain infinities or NaNs. Default: True Returns ------- code : ndarray code[i] gives the label of the ith obversation, that its code is code_book[code[i]]. mind_dist : ndarray min_dist[i] gives the distance between the ith observation and its corresponding code. Notes ----- This could be faster when number of codebooks is small, but it becomes a real memory hog when codebook is large. It requires N by M by O storage where N=number of obs, M = number of features, and O = number of codes. """ obs = _asarray_validated(obs, check_finite=check_finite) code_book = _asarray_validated(code_book, check_finite=check_finite) d = shape(obs)[1] # code books and observations should have same number of features if not d == code_book.shape[1]: raise ValueError(""" code book(%d) and obs(%d) should have the same number of features (eg columns)""" % (code_book.shape[1], d)) diff = obs[newaxis, :, :] - code_book[:,newaxis,:] dist = sqrt(np.sum(diff * diff, -1)) code = argmin(dist, 0) min_dist = minimum.reduce(dist, 0) # The next line I think is equivalent and should be faster than the one # above, but in practice didn't seem to make much difference: # min_dist = choose(code,dist) return code, min_dist def _kmeans(obs, guess, thresh=1e-5): """ "raw" version of k-means. Returns ------- code_book the lowest distortion codebook found. avg_dist the average distance a observation is from a code in the book. Lower means the code_book matches the data better. See Also -------- kmeans : wrapper around k-means Examples -------- Note: not whitened in this example. >>> from numpy import array >>> from scipy.cluster.vq import _kmeans >>> features = array([[ 1.9,2.3], ... [ 1.5,2.5], ... [ 0.8,0.6], ... [ 0.4,1.8], ... [ 1.0,1.0]]) >>> book = array((features[0],features[2])) >>> _kmeans(features,book) (array([[ 1.7 , 2.4 ], [ 0.73333333, 1.13333333]]), 0.40563916697728591) """ code_book = array(guess, copy=True) avg_dist = [] diff = thresh+1. while diff > thresh: nc = code_book.shape[0] # compute membership and distances between obs and code_book obs_code, distort = vq(obs, code_book) avg_dist.append(mean(distort, axis=-1)) # recalc code_book as centroids of associated obs if(diff > thresh): code_book, has_members = _vq.update_cluster_means(obs, obs_code, nc) code_book = code_book.compress(has_members, axis=0) if len(avg_dist) > 1: diff = avg_dist[-2] - avg_dist[-1] # print avg_dist return code_book, avg_dist[-1] def kmeans(obs, k_or_guess, iter=20, thresh=1e-5, check_finite=True): """ Performs k-means on a set of observation vectors forming k clusters. The k-means algorithm adjusts the centroids until sufficient progress cannot be made, i.e. the change in distortion since the last iteration is less than some threshold. This yields a code book mapping centroids to codes and vice versa. Distortion is defined as the sum of the squared differences between the observations and the corresponding centroid. Parameters ---------- obs : ndarray Each row of the M by N array is an observation vector. The columns are the features seen during each observation. The features must be whitened first with the `whiten` function. k_or_guess : int or ndarray The number of centroids to generate. A code is assigned to each centroid, which is also the row index of the centroid in the code_book matrix generated. The initial k centroids are chosen by randomly selecting observations from the observation matrix. Alternatively, passing a k by N array specifies the initial k centroids. iter : int, optional The number of times to run k-means, returning the codebook with the lowest distortion. This argument is ignored if initial centroids are specified with an array for the ``k_or_guess`` parameter. This parameter does not represent the number of iterations of the k-means algorithm. thresh : float, optional Terminates the k-means algorithm if the change in distortion since the last k-means iteration is less than or equal to thresh. check_finite : bool, optional Whether to check that the input matrices contain only finite numbers. Disabling may give a performance gain, but may result in problems (crashes, non-termination) if the inputs do contain infinities or NaNs. Default: True Returns ------- codebook : ndarray A k by N array of k centroids. The i'th centroid codebook[i] is represented with the code i. The centroids and codes generated represent the lowest distortion seen, not necessarily the globally minimal distortion. distortion : float The distortion between the observations passed and the centroids generated. See Also -------- kmeans2 : a different implementation of k-means clustering with more methods for generating initial centroids but without using a distortion change threshold as a stopping criterion. whiten : must be called prior to passing an observation matrix to kmeans. Examples -------- >>> from numpy import array >>> from scipy.cluster.vq import vq, kmeans, whiten >>> features = array([[ 1.9,2.3], ... [ 1.5,2.5], ... [ 0.8,0.6], ... [ 0.4,1.8], ... [ 0.1,0.1], ... [ 0.2,1.8], ... [ 2.0,0.5], ... [ 0.3,1.5], ... [ 1.0,1.0]]) >>> whitened = whiten(features) >>> book = array((whitened[0],whitened[2])) >>> kmeans(whitened,book) (array([[ 2.3110306 , 2.86287398], # random [ 0.93218041, 1.24398691]]), 0.85684700941625547) >>> from numpy import random >>> random.seed((1000,2000)) >>> codes = 3 >>> kmeans(whitened,codes) (array([[ 2.3110306 , 2.86287398], # random [ 1.32544402, 0.65607529], [ 0.40782893, 2.02786907]]), 0.5196582527686241) """ obs = _asarray_validated(obs, check_finite=check_finite) if int(iter) < 1: raise ValueError('iter must be at least 1.') # Determine whether a count (scalar) or an initial guess (array) was passed. k = None guess = None try: k = int(k_or_guess) except TypeError: guess = _asarray_validated(k_or_guess, check_finite=check_finite) if guess is not None: if guess.size < 1: raise ValueError("Asked for 0 cluster ? initial book was %s" % guess) result = _kmeans(obs, guess, thresh=thresh) else: if k != k_or_guess: raise ValueError('if k_or_guess is a scalar, it must be an integer') # initialize best distance value to a large value best_dist = np.inf No = obs.shape[0] k = k_or_guess if k < 1: raise ValueError("Asked for 0 cluster ? ") for i in range(iter): # the initial code book is randomly selected from observations guess = take(obs, randint(0, No, k), 0) book, dist = _kmeans(obs, guess, thresh=thresh) if dist < best_dist: best_book = book best_dist = dist result = best_book, best_dist return result def _kpoints(data, k): """Pick k points at random in data (one row = one observation). This is done by taking the k first values of a random permutation of 1..N where N is the number of observation. Parameters ---------- data : ndarray Expect a rank 1 or 2 array. Rank 1 are assumed to describe one dimensional data, rank 2 multidimensional data, in which case one row is one observation. k : int Number of samples to generate. """ if data.ndim > 1: n = data.shape[0] else: n = data.size p = np.random.permutation(n) x = data[p[:k], :].copy() return x def _krandinit(data, k): """Returns k samples of a random variable which parameters depend on data. More precisely, it returns k observations sampled from a Gaussian random variable which mean and covariances are the one estimated from data. Parameters ---------- data : ndarray Expect a rank 1 or 2 array. Rank 1 are assumed to describe one dimensional data, rank 2 multidimensional data, in which case one row is one observation. k : int Number of samples to generate. """ def init_rank1(data): mu = np.mean(data) cov = np.cov(data) x = np.random.randn(k) x *= np.sqrt(cov) x += mu return x def init_rankn(data): mu = np.mean(data, 0) cov = np.atleast_2d(np.cov(data, rowvar=0)) # k rows, d cols (one row = one obs) # Generate k sample of a random variable ~ Gaussian(mu, cov) x = np.random.randn(k, mu.size) x = np.dot(x, np.linalg.cholesky(cov).T) + mu return x def init_rank_def(data): # initialize when the covariance matrix is rank deficient mu = np.mean(data, axis=0) _, s, vh = np.linalg.svd(data - mu, full_matrices=False) x = np.random.randn(k, s.size) sVh = s[:, None] * vh / np.sqrt(data.shape[0] - 1) x = np.dot(x, sVh) + mu return x nd = np.ndim(data) if nd == 1: return init_rank1(data) elif data.shape[1] > data.shape[0]: return init_rank_def(data) else: return init_rankn(data) _valid_init_meth = {'random': _krandinit, 'points': _kpoints} def _missing_warn(): """Print a warning when called.""" warnings.warn("One of the clusters is empty. " "Re-run kmean with a different initialization.") def _missing_raise(): """raise a ClusterError when called.""" raise ClusterError("One of the clusters is empty. " "Re-run kmean with a different initialization.") _valid_miss_meth = {'warn': _missing_warn, 'raise': _missing_raise} def kmeans2(data, k, iter=10, thresh=1e-5, minit='random', missing='warn', check_finite=True): """ Classify a set of observations into k clusters using the k-means algorithm. The algorithm attempts to minimize the Euclidian distance between observations and centroids. Several initialization methods are included. Parameters ---------- data : ndarray A 'M' by 'N' array of 'M' observations in 'N' dimensions or a length 'M' array of 'M' one-dimensional observations. k : int or ndarray The number of clusters to form as well as the number of centroids to generate. If `minit` initialization string is 'matrix', or if a ndarray is given instead, it is interpreted as initial cluster to use instead. iter : int, optional Number of iterations of the k-means algrithm to run. Note that this differs in meaning from the iters parameter to the kmeans function. thresh : float, optional (not used yet) minit : str, optional Method for initialization. Available methods are 'random', 'points', and 'matrix': 'random': generate k centroids from a Gaussian with mean and variance estimated from the data. 'points': choose k observations (rows) at random from data for the initial centroids. 'matrix': interpret the k parameter as a k by M (or length k array for one-dimensional data) array of initial centroids. missing : str, optional Method to deal with empty clusters. Available methods are 'warn' and 'raise': 'warn': give a warning and continue. 'raise': raise an ClusterError and terminate the algorithm. check_finite : bool, optional Whether to check that the input matrices contain only finite numbers. Disabling may give a performance gain, but may result in problems (crashes, non-termination) if the inputs do contain infinities or NaNs. Default: True Returns ------- centroid : ndarray A 'k' by 'N' array of centroids found at the last iteration of k-means. label : ndarray label[i] is the code or index of the centroid the i'th observation is closest to. """ data = _asarray_validated(data, check_finite=check_finite) if missing not in _valid_miss_meth: raise ValueError("Unkown missing method: %s" % str(missing)) # If data is rank 1, then we have 1 dimension problem. nd = np.ndim(data) if nd == 1: d = 1 # raise ValueError("Input of rank 1 not supported yet") elif nd == 2: d = data.shape[1] else: raise ValueError("Input of rank > 2 not supported") if np.size(data) < 1: raise ValueError("Input has 0 items.") # If k is not a single value, then it should be compatible with data's # shape if np.size(k) > 1 or minit == 'matrix': if not nd == np.ndim(k): raise ValueError("k is not an int and has not same rank than data") if d == 1: nc = len(k) else: (nc, dc) = k.shape if not dc == d: raise ValueError("k is not an int and has not same rank than\ data") clusters = k.copy() else: try: nc = int(k) except TypeError: raise ValueError("k (%s) could not be converted to an integer " % str(k)) if nc < 1: raise ValueError("kmeans2 for 0 clusters ? (k was %s)" % str(k)) if not nc == k: warnings.warn("k was not an integer, was converted.") try: init = _valid_init_meth[minit] except KeyError: raise ValueError("unknown init method %s" % str(minit)) clusters = init(data, k) if int(iter) < 1: raise ValueError("iter = %s is not valid. iter must be a positive integer." % iter) return _kmeans2(data, clusters, iter, nc, _valid_miss_meth[missing]) def _kmeans2(data, code, niter, nc, missing): """ "raw" version of kmeans2. Do not use directly. Run k-means with a given initial codebook. """ for i in range(niter): # Compute the nearest neighbour for each obs # using the current code book label = vq(data, code)[0] # Update the code by computing centroids using the new code book new_code, has_members = _vq.update_cluster_means(data, label, nc) if not has_members.all(): missing() # Set the empty clusters to their previous positions new_code[~has_members] = code[~has_members] code = new_code return code, label