465 lines
17 KiB
Python
465 lines
17 KiB
Python
"""Unsupervised evaluation metrics."""
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# Authors: Robert Layton <robertlayton@gmail.com>
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# Arnaud Fouchet <foucheta@gmail.com>
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# Thierry Guillemot <thierry.guillemot.work@gmail.com>
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# License: BSD 3 clause
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import functools
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from numbers import Integral
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import numpy as np
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from scipy.sparse import issparse
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from ...preprocessing import LabelEncoder
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from ...utils import _safe_indexing, check_random_state, check_X_y
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from ...utils._param_validation import (
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Interval,
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StrOptions,
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validate_params,
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)
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from ..pairwise import _VALID_METRICS, pairwise_distances, pairwise_distances_chunked
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def check_number_of_labels(n_labels, n_samples):
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"""Check that number of labels are valid.
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Parameters
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----------
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n_labels : int
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Number of labels.
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n_samples : int
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Number of samples.
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"""
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if not 1 < n_labels < n_samples:
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raise ValueError(
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"Number of labels is %d. Valid values are 2 to n_samples - 1 (inclusive)"
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% n_labels
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)
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@validate_params(
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{
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"X": ["array-like", "sparse matrix"],
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"labels": ["array-like"],
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"metric": [StrOptions(set(_VALID_METRICS) | {"precomputed"}), callable],
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"sample_size": [Interval(Integral, 1, None, closed="left"), None],
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"random_state": ["random_state"],
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},
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prefer_skip_nested_validation=True,
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)
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def silhouette_score(
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X, labels, *, metric="euclidean", sample_size=None, random_state=None, **kwds
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):
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"""Compute the mean Silhouette Coefficient of all samples.
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The Silhouette Coefficient is calculated using the mean intra-cluster
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distance (``a``) and the mean nearest-cluster distance (``b``) for each
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sample. The Silhouette Coefficient for a sample is ``(b - a) / max(a,
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b)``. To clarify, ``b`` is the distance between a sample and the nearest
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cluster that the sample is not a part of.
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Note that Silhouette Coefficient is only defined if number of labels
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is ``2 <= n_labels <= n_samples - 1``.
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This function returns the mean Silhouette Coefficient over all samples.
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To obtain the values for each sample, use :func:`silhouette_samples`.
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The best value is 1 and the worst value is -1. Values near 0 indicate
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overlapping clusters. Negative values generally indicate that a sample has
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been assigned to the wrong cluster, as a different cluster is more similar.
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Read more in the :ref:`User Guide <silhouette_coefficient>`.
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Parameters
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----------
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X : {array-like, sparse matrix} of shape (n_samples_a, n_samples_a) if metric == \
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"precomputed" or (n_samples_a, n_features) otherwise
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An array of pairwise distances between samples, or a feature array.
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labels : array-like of shape (n_samples,)
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Predicted labels for each sample.
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metric : str or callable, default='euclidean'
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The metric to use when calculating distance between instances in a
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feature array. If metric is a string, it must be one of the options
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allowed by :func:`~sklearn.metrics.pairwise_distances`. If ``X`` is
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the distance array itself, use ``metric="precomputed"``.
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sample_size : int, default=None
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The size of the sample to use when computing the Silhouette Coefficient
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on a random subset of the data.
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If ``sample_size is None``, no sampling is used.
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random_state : int, RandomState instance or None, default=None
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Determines random number generation for selecting a subset of samples.
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Used when ``sample_size is not None``.
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Pass an int for reproducible results across multiple function calls.
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See :term:`Glossary <random_state>`.
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**kwds : optional keyword parameters
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Any further parameters are passed directly to the distance function.
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If using a scipy.spatial.distance metric, the parameters are still
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metric dependent. See the scipy docs for usage examples.
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Returns
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-------
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silhouette : float
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Mean Silhouette Coefficient for all samples.
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References
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----------
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.. [1] `Peter J. Rousseeuw (1987). "Silhouettes: a Graphical Aid to the
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Interpretation and Validation of Cluster Analysis". Computational
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and Applied Mathematics 20: 53-65.
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<https://www.sciencedirect.com/science/article/pii/0377042787901257>`_
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.. [2] `Wikipedia entry on the Silhouette Coefficient
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<https://en.wikipedia.org/wiki/Silhouette_(clustering)>`_
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Examples
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--------
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>>> from sklearn.datasets import make_blobs
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>>> from sklearn.cluster import KMeans
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>>> from sklearn.metrics import silhouette_score
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>>> X, y = make_blobs(random_state=42)
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>>> kmeans = KMeans(n_clusters=2, random_state=42)
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>>> silhouette_score(X, kmeans.fit_predict(X))
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0.49...
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"""
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if sample_size is not None:
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X, labels = check_X_y(X, labels, accept_sparse=["csc", "csr"])
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random_state = check_random_state(random_state)
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indices = random_state.permutation(X.shape[0])[:sample_size]
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if metric == "precomputed":
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X, labels = X[indices].T[indices].T, labels[indices]
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else:
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X, labels = X[indices], labels[indices]
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return np.mean(silhouette_samples(X, labels, metric=metric, **kwds))
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def _silhouette_reduce(D_chunk, start, labels, label_freqs):
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"""Accumulate silhouette statistics for vertical chunk of X.
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Parameters
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----------
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D_chunk : {array-like, sparse matrix} of shape (n_chunk_samples, n_samples)
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Precomputed distances for a chunk. If a sparse matrix is provided,
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only CSR format is accepted.
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start : int
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First index in the chunk.
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labels : array-like of shape (n_samples,)
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Corresponding cluster labels, encoded as {0, ..., n_clusters-1}.
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label_freqs : array-like
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Distribution of cluster labels in ``labels``.
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"""
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n_chunk_samples = D_chunk.shape[0]
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# accumulate distances from each sample to each cluster
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cluster_distances = np.zeros(
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(n_chunk_samples, len(label_freqs)), dtype=D_chunk.dtype
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)
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if issparse(D_chunk):
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if D_chunk.format != "csr":
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raise TypeError(
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"Expected CSR matrix. Please pass sparse matrix in CSR format."
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)
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for i in range(n_chunk_samples):
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indptr = D_chunk.indptr
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indices = D_chunk.indices[indptr[i] : indptr[i + 1]]
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sample_weights = D_chunk.data[indptr[i] : indptr[i + 1]]
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sample_labels = np.take(labels, indices)
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cluster_distances[i] += np.bincount(
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sample_labels, weights=sample_weights, minlength=len(label_freqs)
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)
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else:
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for i in range(n_chunk_samples):
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sample_weights = D_chunk[i]
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sample_labels = labels
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cluster_distances[i] += np.bincount(
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sample_labels, weights=sample_weights, minlength=len(label_freqs)
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)
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# intra_index selects intra-cluster distances within cluster_distances
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end = start + n_chunk_samples
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intra_index = (np.arange(n_chunk_samples), labels[start:end])
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# intra_cluster_distances are averaged over cluster size outside this function
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intra_cluster_distances = cluster_distances[intra_index]
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# of the remaining distances we normalise and extract the minimum
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cluster_distances[intra_index] = np.inf
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cluster_distances /= label_freqs
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inter_cluster_distances = cluster_distances.min(axis=1)
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return intra_cluster_distances, inter_cluster_distances
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@validate_params(
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{
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"X": ["array-like", "sparse matrix"],
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"labels": ["array-like"],
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"metric": [StrOptions(set(_VALID_METRICS) | {"precomputed"}), callable],
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},
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prefer_skip_nested_validation=True,
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)
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def silhouette_samples(X, labels, *, metric="euclidean", **kwds):
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"""Compute the Silhouette Coefficient for each sample.
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The Silhouette Coefficient is a measure of how well samples are clustered
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with samples that are similar to themselves. Clustering models with a high
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Silhouette Coefficient are said to be dense, where samples in the same
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cluster are similar to each other, and well separated, where samples in
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different clusters are not very similar to each other.
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The Silhouette Coefficient is calculated using the mean intra-cluster
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distance (``a``) and the mean nearest-cluster distance (``b``) for each
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sample. The Silhouette Coefficient for a sample is ``(b - a) / max(a,
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b)``.
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Note that Silhouette Coefficient is only defined if number of labels
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is 2 ``<= n_labels <= n_samples - 1``.
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This function returns the Silhouette Coefficient for each sample.
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The best value is 1 and the worst value is -1. Values near 0 indicate
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overlapping clusters.
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Read more in the :ref:`User Guide <silhouette_coefficient>`.
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Parameters
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----------
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X : {array-like, sparse matrix} of shape (n_samples_a, n_samples_a) if metric == \
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"precomputed" or (n_samples_a, n_features) otherwise
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An array of pairwise distances between samples, or a feature array. If
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a sparse matrix is provided, CSR format should be favoured avoiding
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an additional copy.
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labels : array-like of shape (n_samples,)
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Label values for each sample.
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metric : str or callable, default='euclidean'
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The metric to use when calculating distance between instances in a
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feature array. If metric is a string, it must be one of the options
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allowed by :func:`~sklearn.metrics.pairwise_distances`.
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If ``X`` is the distance array itself, use "precomputed" as the metric.
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Precomputed distance matrices must have 0 along the diagonal.
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**kwds : optional keyword parameters
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Any further parameters are passed directly to the distance function.
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If using a ``scipy.spatial.distance`` metric, the parameters are still
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metric dependent. See the scipy docs for usage examples.
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Returns
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-------
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silhouette : array-like of shape (n_samples,)
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Silhouette Coefficients for each sample.
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References
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----------
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.. [1] `Peter J. Rousseeuw (1987). "Silhouettes: a Graphical Aid to the
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Interpretation and Validation of Cluster Analysis". Computational
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and Applied Mathematics 20: 53-65.
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<https://www.sciencedirect.com/science/article/pii/0377042787901257>`_
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.. [2] `Wikipedia entry on the Silhouette Coefficient
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<https://en.wikipedia.org/wiki/Silhouette_(clustering)>`_
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Examples
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--------
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>>> from sklearn.metrics import silhouette_samples
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>>> from sklearn.datasets import make_blobs
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>>> from sklearn.cluster import KMeans
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>>> X, y = make_blobs(n_samples=50, random_state=42)
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>>> kmeans = KMeans(n_clusters=3, random_state=42)
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>>> labels = kmeans.fit_predict(X)
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>>> silhouette_samples(X, labels)
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array([...])
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"""
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X, labels = check_X_y(X, labels, accept_sparse=["csr"])
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# Check for non-zero diagonal entries in precomputed distance matrix
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if metric == "precomputed":
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error_msg = ValueError(
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"The precomputed distance matrix contains non-zero "
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"elements on the diagonal. Use np.fill_diagonal(X, 0)."
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)
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if X.dtype.kind == "f":
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atol = np.finfo(X.dtype).eps * 100
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if np.any(np.abs(X.diagonal()) > atol):
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raise error_msg
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elif np.any(X.diagonal() != 0): # integral dtype
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raise error_msg
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le = LabelEncoder()
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labels = le.fit_transform(labels)
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n_samples = len(labels)
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label_freqs = np.bincount(labels)
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check_number_of_labels(len(le.classes_), n_samples)
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kwds["metric"] = metric
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reduce_func = functools.partial(
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_silhouette_reduce, labels=labels, label_freqs=label_freqs
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)
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results = zip(*pairwise_distances_chunked(X, reduce_func=reduce_func, **kwds))
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intra_clust_dists, inter_clust_dists = results
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intra_clust_dists = np.concatenate(intra_clust_dists)
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inter_clust_dists = np.concatenate(inter_clust_dists)
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denom = (label_freqs - 1).take(labels, mode="clip")
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with np.errstate(divide="ignore", invalid="ignore"):
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intra_clust_dists /= denom
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sil_samples = inter_clust_dists - intra_clust_dists
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with np.errstate(divide="ignore", invalid="ignore"):
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sil_samples /= np.maximum(intra_clust_dists, inter_clust_dists)
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# nan values are for clusters of size 1, and should be 0
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return np.nan_to_num(sil_samples)
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@validate_params(
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{
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"X": ["array-like"],
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"labels": ["array-like"],
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},
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prefer_skip_nested_validation=True,
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)
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def calinski_harabasz_score(X, labels):
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"""Compute the Calinski and Harabasz score.
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It is also known as the Variance Ratio Criterion.
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The score is defined as ratio of the sum of between-cluster dispersion and
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of within-cluster dispersion.
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Read more in the :ref:`User Guide <calinski_harabasz_index>`.
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Parameters
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----------
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X : array-like of shape (n_samples, n_features)
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A list of ``n_features``-dimensional data points. Each row corresponds
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to a single data point.
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labels : array-like of shape (n_samples,)
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Predicted labels for each sample.
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Returns
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-------
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score : float
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The resulting Calinski-Harabasz score.
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References
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----------
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.. [1] `T. Calinski and J. Harabasz, 1974. "A dendrite method for cluster
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analysis". Communications in Statistics
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<https://www.tandfonline.com/doi/abs/10.1080/03610927408827101>`_
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Examples
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--------
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>>> from sklearn.datasets import make_blobs
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>>> from sklearn.cluster import KMeans
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>>> from sklearn.metrics import calinski_harabasz_score
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>>> X, _ = make_blobs(random_state=0)
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>>> kmeans = KMeans(n_clusters=3, random_state=0,).fit(X)
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>>> calinski_harabasz_score(X, kmeans.labels_)
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114.8...
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"""
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X, labels = check_X_y(X, labels)
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le = LabelEncoder()
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labels = le.fit_transform(labels)
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n_samples, _ = X.shape
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n_labels = len(le.classes_)
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check_number_of_labels(n_labels, n_samples)
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extra_disp, intra_disp = 0.0, 0.0
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mean = np.mean(X, axis=0)
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for k in range(n_labels):
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cluster_k = X[labels == k]
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mean_k = np.mean(cluster_k, axis=0)
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extra_disp += len(cluster_k) * np.sum((mean_k - mean) ** 2)
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intra_disp += np.sum((cluster_k - mean_k) ** 2)
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return (
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1.0
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if intra_disp == 0.0
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else extra_disp * (n_samples - n_labels) / (intra_disp * (n_labels - 1.0))
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)
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@validate_params(
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{
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"X": ["array-like"],
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"labels": ["array-like"],
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},
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prefer_skip_nested_validation=True,
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)
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def davies_bouldin_score(X, labels):
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"""Compute the Davies-Bouldin score.
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The score is defined as the average similarity measure of each cluster with
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its most similar cluster, where similarity is the ratio of within-cluster
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distances to between-cluster distances. Thus, clusters which are farther
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apart and less dispersed will result in a better score.
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The minimum score is zero, with lower values indicating better clustering.
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Read more in the :ref:`User Guide <davies-bouldin_index>`.
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.. versionadded:: 0.20
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Parameters
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----------
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X : array-like of shape (n_samples, n_features)
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A list of ``n_features``-dimensional data points. Each row corresponds
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to a single data point.
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labels : array-like of shape (n_samples,)
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Predicted labels for each sample.
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Returns
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-------
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score: float
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The resulting Davies-Bouldin score.
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References
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----------
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.. [1] Davies, David L.; Bouldin, Donald W. (1979).
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`"A Cluster Separation Measure"
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<https://ieeexplore.ieee.org/document/4766909>`__.
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IEEE Transactions on Pattern Analysis and Machine Intelligence.
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PAMI-1 (2): 224-227
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Examples
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--------
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>>> from sklearn.metrics import davies_bouldin_score
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>>> X = [[0, 1], [1, 1], [3, 4]]
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>>> labels = [0, 0, 1]
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>>> davies_bouldin_score(X, labels)
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0.12...
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"""
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X, labels = check_X_y(X, labels)
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le = LabelEncoder()
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labels = le.fit_transform(labels)
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n_samples, _ = X.shape
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n_labels = len(le.classes_)
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check_number_of_labels(n_labels, n_samples)
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intra_dists = np.zeros(n_labels)
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centroids = np.zeros((n_labels, len(X[0])), dtype=float)
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for k in range(n_labels):
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cluster_k = _safe_indexing(X, labels == k)
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centroid = cluster_k.mean(axis=0)
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centroids[k] = centroid
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intra_dists[k] = np.average(pairwise_distances(cluster_k, [centroid]))
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centroid_distances = pairwise_distances(centroids)
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if np.allclose(intra_dists, 0) or np.allclose(centroid_distances, 0):
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return 0.0
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centroid_distances[centroid_distances == 0] = np.inf
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combined_intra_dists = intra_dists[:, None] + intra_dists
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scores = np.max(combined_intra_dists / centroid_distances, axis=1)
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return np.mean(scores)
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