smile.clustering.XMeans Maven / Gradle / Ivy
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/*
* Copyright (c) 2010-2021 Haifeng Li. All rights reserved.
*
* Smile is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* Smile is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with Smile. If not, see .
*/
package smile.clustering;
import java.io.Serial;
import java.util.ArrayList;
import java.util.Arrays;
import java.util.stream.IntStream;
import smile.math.MathEx;
import smile.sort.QuickSort;
/**
* X-Means clustering algorithm, an extended K-Means which tries to
* automatically determine the number of clusters based on BIC scores.
* Starting with only one cluster, the X-Means algorithm goes into action
* after each run of K-Means, making local decisions about which subset of the
* current centroids should split themselves in order to better fit the data.
* The splitting decision is done by computing the Bayesian Information
* Criterion (BIC).
*
* References
*
* - Dan Pelleg and Andrew Moore. X-means: Extending K-means with Efficient Estimation of the Number of Clusters. ICML, 2000.
*
*
* @see KMeans
* @see GMeans
*
* @author Haifeng Li
*/
public class XMeans extends CentroidClustering {
@Serial
private static final long serialVersionUID = 2L;
private static final org.slf4j.Logger logger = org.slf4j.LoggerFactory.getLogger(XMeans.class);
private static final double LOG2PI = Math.log(Math.PI * 2.0);
/**
* Constructor.
* @param distortion the total distortion.
* @param centroids the centroids of each cluster.
* @param y the cluster labels.
*/
public XMeans(double distortion, double[][] centroids, int[] y) {
super(distortion, centroids, y);
}
@Override
protected double distance(double[] x, double[] y) {
return MathEx.squaredDistance(x, y);
}
/**
* Clustering data with the number of clusters
* determined by X-Means algorithm automatically.
* @param data the input data of which each row is an observation.
* @param kmax the maximum number of clusters.
* @return the model.
*/
public static XMeans fit(double[][] data, int kmax) {
return fit(data, kmax, 100, 1E-4);
}
/**
* Clustering data with the number of clusters
* determined by X-Means algorithm automatically.
* @param data the input data of which each row is an observation.
* @param kmax the maximum number of clusters.
* @param maxIter the maximum number of iterations for k-means.
* @param tol the tolerance of k-means convergence test.
* @return the model.
*/
public static XMeans fit(double[][] data, int kmax, int maxIter, double tol) {
if (kmax < 2) {
throw new IllegalArgumentException("Invalid parameter kmax = " + kmax);
}
int n = data.length;
int d = data[0].length;
int k = 1;
int[] size = new int[kmax];
size[0] = n;
int[] y = new int[n];
double[][] sum = new double[kmax][d];
double[] mean = MathEx.colMeans(data);
double[][] centroids = {mean};
double distortion = Arrays.stream(data).parallel().mapToDouble(x -> MathEx.squaredDistance(x, mean)).sum();
double[] distortions = new double[kmax];
distortions[0] = distortion;
BBDTree bbd = new BBDTree(data);
KMeans[] kmeans = new KMeans[kmax];
ArrayList centers = new ArrayList<>();
while (k < kmax) {
centers.clear();
double[] score = new double[k];
for (int i = 0; i < k; i++) {
int ni = size[i];
// don't split too small cluster. Anyway likelihood estimation
// is not accurate in this case.
if (ni < 25) {
logger.info("Cluster {} too small to split: {} observations", i, ni);
score[i] = 0.0;
kmeans[i] = null;
continue;
}
double[][] subset = new double[ni][];
for (int j = 0, l = 0; j < n; j++) {
if (y[j] == i) {
subset[l++] = data[j];
}
}
kmeans[i] = KMeans.fit(subset, 2, maxIter, tol);
double newBIC = bic(2, ni, d, kmeans[i].distortion, kmeans[i].size);
double oldBIC = bic(ni, d, distortions[i]);
score[i] = newBIC - oldBIC;
logger.info("Cluster {} BIC: {}, BIC after split: {}, improvement: {}", i, oldBIC, newBIC, score[i]);
}
int[] index = QuickSort.sort(score);
for (int i = 0; i < k; i++) {
if (score[i] <= 0.0) {
centers.add(centroids[index[i]]);
}
}
int m = centers.size();
for (int i = k; --i >= 0;) {
if (score[i] > 0) {
if (centers.size() + i - m + 1 < kmax) {
logger.info("Split cluster {}", index[i]);
centers.add(kmeans[index[i]].centroids[0]);
centers.add(kmeans[index[i]].centroids[1]);
} else {
centers.add(centroids[index[i]]);
}
}
}
// no more split.
if (centers.size() == k) {
logger.info("No more split. Finish with {} clusters", k);
break;
}
k = centers.size();
centroids = centers.toArray(new double[k][]);
double diff = Double.MAX_VALUE;
for (int iter = 1; iter <= maxIter && diff > tol; iter++) {
double wcss = bbd.clustering(centroids, sum, size, y);
diff = distortion - wcss;
distortion = wcss;
}
Arrays.fill(distortions, 0.0);
IntStream.range(0, k).parallel().forEach(cluster -> {
double[] centroid = centers.get(cluster);
for (int i = 0; i < n; i++) {
if (y[i] == cluster) {
distortions[cluster] += MathEx.squaredDistance(data[i], centroid);
}
}
});
logger.info("Distortion with {} clusters: {}", k, distortion);
}
return new XMeans(distortion, centroids, y);
}
/**
* Calculates the BIC for single cluster.
* @param n the total number of observations.
* @param d the dimensionality of data.
* @param distortion the distortion of clusters.
* @return the BIC score.
*/
private static double bic(int n, int d, double distortion) {
double variance = distortion / (n - 1);
double p1 = -n * LOG2PI;
double p2 = -n * d * Math.log(variance);
double p3 = -(n - 1);
double L = (p1 + p2 + p3) / 2;
int numParameters = d + 1;
return L - 0.5 * numParameters * Math.log(n);
}
/**
* Calculates the BIC for k-means.
* @param k the number of clusters.
* @param n the total number of observations.
* @param d the dimensionality of data.
* @param distortion the distortion of clusters.
* @param clusterSize the number of observations in each cluster.
* @return the BIC score.
*/
private static double bic(int k, int n, int d, double distortion, int[] clusterSize) {
double variance = distortion / (n - k);
double L = 0.0;
for (int i = 0; i < k; i++) {
L += logLikelihood(k, n, clusterSize[i], d, variance);
}
int numParameters = k + k * d;
return L - 0.5 * numParameters * Math.log(n);
}
/**
* Estimate the log-likelihood of the data for the given model.
*
* @param k the number of clusters.
* @param n the total number of observations.
* @param ni the number of observations belong to this cluster.
* @param d the dimensionality of data.
* @param variance the estimated variance of clusters.
* @return the likelihood estimate
*/
private static double logLikelihood(int k, int n, int ni, int d, double variance) {
double p1 = -ni * LOG2PI;
double p2 = -ni * d * Math.log(variance);
double p3 = -(ni - k);
double p4 = ni * Math.log(ni);
double p5 = -ni * Math.log(n);
return (p1 + p2 + p3) / 2 + p4 + p5;
}
}
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