Dunn索引是一种评估聚类的方法。值越高越好。它被计算为最低的群集间距离(即,任何两个群集质心之间的最小距离)除以最高的群集内距离(即,任何群集中的任何两个点之间的最大距离)。
我有一个用于计算Dunn索引的代码段:
def dunn_index(pf, cf):
"""
pf -- all data points
cf -- cluster centroids
"""
numerator = inf
for c in cf: # for each cluster
for t in cf: # for each cluster
if t is c: continue # if same cluster, ignore
numerator = min(numerator, distance(t, c)) # find distance between centroids
denominator = 0
for c in cf: # for each cluster
for p in pf: # for each point
if p.get_cluster() is not c: continue # if point not in cluster, ignore
for t in pf: # for each point
if t.get_cluster() is not c: continue # if point not in cluster, ignore
if t is p: continue # if same point, ignore
denominator = max(denominator, distance(t, p))
return numerator/denominator
问题是这异常缓慢:对于由5000个实例和15个群集组成的示例数据集,最坏的情况是上述功能需要执行超过3.75亿的距离计算。实际上,它要低得多,但即使是按簇已经对数据进行排序的最佳情况,也要进行大约2500万次距离计算。我想节省时间,而且我已经尝试过直线距离与欧几里得距离,但效果不好。
如何改善此算法?
问题来源:stackoverflow
在2D中,我们可以在'O(n log n)`时间内计算每个簇的直径(簇间距离),其中'n'是使用凸包的簇大小。向量化用于加快剩余操作的速度。文章结尾提到了两种可能的渐近改进,欢迎贡献;)
*设置和伪造数据: import numpy as np from scipy import spatial from matplotlib import pyplot as plt
# set up fake data
np.random.seed(0)
n_centroids = 1000
centroids = np.random.rand(n_centroids, 2)
cluster_sizes = np.random.randint(1, 1000, size=n_centroids)
# labels from 1 to n_centroids inclusive
labels = np.repeat(np.arange(n_centroids), cluster_sizes) + 1
points = np.zeros((cluster_sizes.sum(), 2))
points[:,0] = np.repeat(centroids[:,0], cluster_sizes)
points[:,1] = np.repeat(centroids[:,1], cluster_sizes)
points += 0.05 * np.random.randn(cluster_sizes.sum(), 2)
看起来有点像这样:
接下来,基于使用凸包的方法,我们定义一个“直径”函数,用于计算最大簇内距离。
# compute the diameter based on convex hull
def diameter(pts):
# need at least 3 points to construct the convex hull
if pts.shape[0] <= 1:
return 0
if pts.shape[0] == 2:
return ((pts[0] - pts[1])\*2).sum()
# two points which are fruthest apart will occur as vertices of the convex hull
hull = spatial.ConvexHull(pts)
candidates = pts[spatial.ConvexHull(pts).vertices]
return spatial.distance_matrix(candidates, candidates).max()
对于Dunn指数计算,我假设我们已经计算了点,聚类标签和聚类质心。
如果群集数量很大,则以下基于Pandas的解决方案可能会表现良好:
import pandas as pd
def dunn_index_pandas(pts, labels, centroids):
# O(k n log(n)) with k clusters and n points; better performance with more even clusters
max_intracluster_dist = pd.DataFrame(pts).groupby(labels).agg(diameter_pandas)[0].max()
# O(k^2) with k clusters; can be reduced to O(k log(k))
# get pairwise distances between centroids
cluster_dmat = spatial.distance_matrix(centroids, centroids)
# fill diagonal with +inf: ignore zero distance to self in "min" computation
np.fill_diagonal(cluster_dmat, np.inf)
min_intercluster_dist = cluster_sizes.min()
return min_intercluster_dist / max_intracluster_dist
否则,我们可以继续使用纯粹的numpy解决方案。
def dunn_index(pts, labels, centroids):
# O(k n log(n)) with k clusters and n points; better performance with more even clusters
max_intracluster_dist = max(diameter(pts[labels==i]) for i in np.unique(labels))
# O(k^2) with k clusters; can be reduced to O(k log(k))
# get pairwise distances between centroids
cluster_dmat = spatial.distance_matrix(centroids, centroids)
# fill diagonal with +inf: ignore zero distance to self in "min" computation
np.fill_diagonal(cluster_dmat, np.inf)
min_intercluster_dist = cluster_sizes.min()
return min_intercluster_dist / max_intracluster_dist
%time dunn_index(points, labels, centroids)
# returned value 2.15
# in 2.2 seconds
%time dunn_index_pandas(points, labels, centroids)
# returned 2.15
# in 885 ms
对于iid〜U [1,1000]
集群大小的1000
集群,这需要2.2。秒在我的机器上。在本例中,使用Pandas方法时,此数字下降到0.8秒(许多小集群)。
当集群数量很大时,还有两个其他相关的优化机会:
First, I am computing the minimal intercluster distance with a brute force ` O(k^2) ` approach where ` k ` is the number of clusters. This can be reduced to ` O(k log(k)) ` , as discussed here.
Second, ` max(diameter(pts[labels==i]) for i in np.unique(labels)) ` requires ` k ` passes over an array of size ` n ` . With many clusters this can become the bottleneck (as in this example). This is somewhat mitigated with the pandas approach, but I expect that this can be optimized a lot further. For current parameters, roughly one third of compute time is spent outside of computing intercluser of intracluster distances.
回答来源:stackoverflow
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