""" Vector Quantization Module Provides several routines used in creating a code book from a set of observations and comparing a set of observations to a code book. All routines expect an "observation vector" to be stored in each row of the obs matrix. Similarly the codes are stored row wise in the code book matrix. whiten(obs) -- Normalize a group of observations on a per feature basis vq(obs,code_book) -- Calculate code book membership of obs kmeans(obs,k_or_guess,iter=20,thresh=1e-5) -- Train a codebook for mimimum distortion using the kmeans algorithm kmeans2 Similar to kmeans, but with several initialization methods. """ __docformat__ = 'restructuredtext' __all__ = ['whiten', 'vq', 'kmeans', 'kmeans2'] # TODO: # - implements high level method for running several times kmeans 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, arange, compress, equal, common_type, single, double, take, \ std, mean, asarray import numpy as N class ClusterError(Exception): pass def whiten(obs): """ Normalize a group of observations on a per feature basis. Before running kmeans algorithms, it is beneficial to "whiten", or scale, the observation data on a per feature basis. This is done by dividing each feature by its standard deviation across all observations. :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 XXX perhaps should have an axis variable here. :Returns: result : ndarray Contains the values in obs scaled by the standard devation of each column. Examples -------- >>> from numpy import array >>> from scipy.cluster.vq import whiten >>> features = array([[ 1.9,2.3,1.7], ... [ 1.5,2.5,2.2], ... [ 0.8,0.6,1.7,]]) >>> whiten(features) array([[ 3.41250074, 2.20300046, 5.88897275], [ 2.69407953, 2.39456571, 7.62102355], [ 1.43684242, 0.57469577, 5.88897275]]) """ std_dev = std(obs, axis=0) return obs / std_dev def vq(obs, code_book): """ Vector Quantization: assign features sets to codes in a code book. Vector quantization determines which code in the code book best represents an observation of a target. The features of each observation are compared to each code in the book, and assigned the one closest to it. The observations are contained in the obs array. These features should be "whitened," or nomalized by the standard deviation of all the features before being quantized. The code book can be created using the kmeans algorithm or something similar. :Parameters: obs : ndarray Each row of the 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 kmeans 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 :Returns: code : ndarray If obs is a NxM array, then a length N array is returned that holds the selected code book index for each observation. dist : ndarray The distortion (distance) between the observation and its nearest code Notes ----- This currently forces 32 bit math precision for speed. Anyone know of a situation where this undermines the accuracy of the algorithm? 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])) """ try: import _vq ct = common_type(obs, code_book) c_obs = obs.astype(ct) c_code_book = code_book.astype(ct) if ct is single: results = _vq.vq(c_obs, c_code_book) elif ct is double: results = _vq.vq(c_obs, c_code_book) else: results = py_vq(obs, code_book) except ImportError: results = py_vq(obs, code_book) return results def py_vq(obs, code_book): """ 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 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. :Note: This function is slower than the C versions, but it 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. Its about 20 times slower than the C versions. :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. """ # n = number of observations # d = number of features if N.ndim(obs) == 1: if not N.ndim(obs) == N.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 N.ndim(obs) == N.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 = N.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 = N.zeros((n, nc)) for i in range(nc): dist[:, i] = N.sum(obs - code_book[i]) print dist code = argmin(dist) min_dist = dist[code] return code, sqrt(min_dist) def _kmeans(obs, guess, weights, thresh=1e-5): """ "raw" version of kmeans. :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. :SeeAlso: - kmeans : wrapper around kmeans XXX should have an axis variable here. 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) nc = code_book.shape[0] avg_dist = [] diff = thresh+1. while diff > thresh: #compute membership and distances between obs and code_book obs_code, distort = vq(obs, code_book) avg_dist.append(N.dot(distort, weights)) #recalc code_book as centroids of associated obs if(diff > thresh): has_members = [] for i in arange(nc): sel = equal(obs_code, i) cell_members = compress(sel, obs, 0) cell_weights = compress(sel, weights, 0) cell_weights /= cell_weights.sum() if cell_members.shape[0] > 0: code_book[i] = mean(cell_members, 0) code_book[i] = N.dot(cell_weights, cell_members) has_members.append(i) #remove code_books that didn't have any members code_book = take(code_book, has_members, 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, weights, iter=20, thresh=1e-5): """Generate a code book with minimum distortion. :Parameters: obs : ndarray Each row of the 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. k_or_guess : int or ndarray If integer, it is the number of code book elements. If a 2D array, the array is used as the intial guess for the code book. The array should have k rows, and the same number of columns (features) as the obs array. iter : int The number of times to restart the kmeans algorithm with a new initial guess. If k_or_guess is a 2D array (codebook), this argument is ignored and only 1 iteration is run. thresh : float Terminate each kmeans run when the distortion change from one iteration to the next is less than this value. :Returns: codesbook : ndarray The codes that best fit the observation distortion : float The distortion between the observations and the codes. :SeeAlso: - kmeans2: similar function, but with more options for initialization, and returns label of each observation 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], [ 0.93218041, 1.24398691]]), 0.85684700941625547) >>> from numpy import random >>> random.seed((1000,2000)) >>> codes = 3 >>> kmeans(whitened,codes) (array([[ 2.3110306 , 2.86287398], [ 1.32544402, 0.65607529], [ 0.40782893, 2.02786907]]), 0.5196582527686241) """ weights = asarray(weights) / weights.sum() if int(iter) < 1: raise ValueError, 'iter must be >= to 1.' if type(k_or_guess) == type(array([])): guess = k_or_guess result = _kmeans(obs, guess, weights, thresh = thresh) else: #initialize best distance value to a large value best_dist = 100000 No = obs.shape[0] k = k_or_guess #print 'kmeans iter: ', for i in range(iter): #the intial code book is randomly selected from observations guess = take(obs, randint(0, No, k), 0) book, dist = _kmeans(obs, guess, weights, 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 = N.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. """ mu = N.mean(data, 0) cov = N.atleast_2d(N.cov(data, rowvar = 0)) # k rows, d cols (one row = one obs) # Generate k sample of a random variable ~ Gaussian(mu, cov) x = N.random.randn(k, mu.size) x = N.dot(x, N.linalg.cholesky(cov).T) + mu return x _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, weights, iter = 10, thresh = 1e-5, minit = 'random', missing = 'warn'): """Classify a set of points into k clusters using kmean algorithm. The algorithm works by minimizing the euclidian distance between data points of cluster means. This version is more complete than kmean (has several initialisation methods). :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 or ndarray Number of clusters. If minit arg is 'matrix', or if a ndarray is given instead, it is interpreted as initial cluster to use instead. niter : int Number of iterations to run. thresh : float (not used yet). minit : string Method for initialization. Available methods are random, points and uniform: random uses k points drawn from a Gaussian random generator which mean and variances are estimated from the data. points choses k points at random from the points in data. uniform choses k points from the data such are they form a uniform grid od the dataset (not supported yet). matrix means that k has to be interpreted as initial clusters (format is the same than data). :Returns: clusters : ndarray the found clusters (one cluster per row). label : ndarray label[i] gives the label of the ith obversation, that its centroid is cluster[label[i]]. """ weights = asarray(weights) / weights.sum() if missing not in _valid_miss_meth.keys(): raise ValueError("Unkown missing method: %s" % str(missing)) # If data is rank 1, then we have 1 dimension problem. nd = N.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 k is not a single value, then it should be compatible with data's # shape if N.size(k) > 1 or minit == 'matrix': if not nd == N.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: nc = int(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) assert not iter == 0 return _kmeans2(data, clusters, weights, iter, nc, _valid_miss_meth[missing]) def _kmeans2(data, code, weights, niter, nc, missing): """ "raw" version of kmeans2. Do not use directly. Run kmeans 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 for j in range(nc): mbs = N.where(label==j) if mbs[0].size > 0: weights_j = weights[mbs] weights_j /= weights_j.sum() code[j] = N.dot(weights_j, data[mbs]) else: missing() return code, label if __name__ == '__main__': pass #import _vq #a = N.random.randn(4, 2) #b = N.random.randn(2, 2) #print _vq.vq(a, b) #print _vq.vq(N.array([[1], [2], [3], [4], [5], [6.]]), # N.array([[2.], [5.]])) #print _vq.vq(N.array([1, 2, 3, 4, 5, 6.]), N.array([2., 5.])) #_vq.vq(a.astype(N.float32), b.astype(N.float32)) #_vq.vq(a, b.astype(N.float32)) #_vq.vq([0], b)