[mlpack-git] master: Add implementation of Hamerly's algorithm. (4f3c0b9)

gitdub at big.cc.gt.atl.ga.us gitdub at big.cc.gt.atl.ga.us
Thu Mar 5 22:01:00 EST 2015


Repository : https://github.com/mlpack/mlpack

On branch  : master
Link       : https://github.com/mlpack/mlpack/compare/904762495c039e345beba14c1142fd719b3bd50e...f94823c800ad6f7266995c700b1b630d5ffdcf40

>---------------------------------------------------------------

commit 4f3c0b948770879669849ed2f9d5a663cc92ac37
Author: Ryan Curtin <ryan at ratml.org>
Date:   Fri Oct 10 20:08:14 2014 +0000

    Add implementation of Hamerly's algorithm.


>---------------------------------------------------------------

4f3c0b948770879669849ed2f9d5a663cc92ac37
 src/mlpack/methods/kmeans/CMakeLists.txt           |   2 +
 .../{elkan_kmeans.hpp => hamerly_kmeans.hpp}       |  34 ++---
 src/mlpack/methods/kmeans/hamerly_kmeans_impl.hpp  | 164 +++++++++++++++++++++
 3 files changed, 182 insertions(+), 18 deletions(-)

diff --git a/src/mlpack/methods/kmeans/CMakeLists.txt b/src/mlpack/methods/kmeans/CMakeLists.txt
index 99bc83b..5913ce6 100644
--- a/src/mlpack/methods/kmeans/CMakeLists.txt
+++ b/src/mlpack/methods/kmeans/CMakeLists.txt
@@ -4,6 +4,8 @@ set(SOURCES
   allow_empty_clusters.hpp
   elkan_kmeans.hpp
   elkan_kmeans_impl.hpp
+  hamerly_kmeans.hpp
+  hamerly_kmeans_impl.hpp
   kmeans.hpp
   kmeans_impl.hpp
   max_variance_new_cluster.hpp
diff --git a/src/mlpack/methods/kmeans/elkan_kmeans.hpp b/src/mlpack/methods/kmeans/hamerly_kmeans.hpp
similarity index 52%
copy from src/mlpack/methods/kmeans/elkan_kmeans.hpp
copy to src/mlpack/methods/kmeans/hamerly_kmeans.hpp
index ea555fc..c722fa0 100644
--- a/src/mlpack/methods/kmeans/elkan_kmeans.hpp
+++ b/src/mlpack/methods/kmeans/hamerly_kmeans.hpp
@@ -1,26 +1,27 @@
 /**
- * @file elkan_kmeans.hpp
+ * @file hamerly_kmeans.hpp
  * @author Ryan Curtin
  *
- * An implementation of Elkan's algorithm for exact Lloyd iterations.
+ * An implementation of Greg Hamerly's algorithm for k-means clustering.
  */
-#ifndef __MLPACK_METHODS_KMEANS_ELKAN_KMEANS_HPP
-#define __MLPACK_METHODS_KMEANS_ELKAN_KMEANS_HPP
+#ifndef __MLPACK_METHODS_KMEANS_HAMERLY_KMEANS_HPP
+#define __MLPACK_METHODS_KMEANS_HAMERLY_KMEANS_HPP
 
 namespace mlpack {
 namespace kmeans {
 
 template<typename MetricType, typename MatType>
-class ElkanKMeans
+class HamerlyKMeans
 {
  public:
   /**
-   * Construct the ElkanKMeans object, which must store several sets of bounds.
+   * Construct the HamerlyKMeans object, which must store several sets of
+   * bounds.
    */
-  ElkanKMeans(const MatType& dataset, MetricType& metric);
+  HamerlyKMeans(const MatType& dataset, MetricType& metric);
 
   /**
-   * Run a single iteration of Elkan's algorithm, updating the given centroids
+   * Run a single iteration of Hamerly's algorithm, updating the given centroids
    * into the newCentroids matrix.
    *
    * @param centroids Current cluster centroids.
@@ -39,18 +40,15 @@ class ElkanKMeans
   //! The instantiated metric.
   MetricType& metric;
 
-  //! Holds intra-cluster distances.
-  arma::mat clusterDistances;
-  //! Half the distance from a cluster to its nearest cluster (s(c)).
+  //! Minimum cluster distances from each cluster.
   arma::vec minClusterDistances;
 
-  //! Holds the index of the cluster that owns each point.
-  arma::Col<size_t> assignments;
-
-  //! Upper bounds on the distance between each point and its closest cluster.
+  //! Upper bounds for each point.
   arma::vec upperBounds;
-  //! Lower bounds on the distance between each point and each cluster.
-  arma::mat lowerBounds;
+  //! Lower bounds for each point.
+  arma::vec lowerBounds;
+  //! Assignments for each point.
+  arma::Col<size_t> assignments;
 
   //! Track distance calculations.
   size_t distanceCalculations;
@@ -60,6 +58,6 @@ class ElkanKMeans
 } // namespace mlpack
 
 // Include implementation.
-#include "elkan_kmeans_impl.hpp"
+#include "hamerly_kmeans_impl.hpp"
 
 #endif
diff --git a/src/mlpack/methods/kmeans/hamerly_kmeans_impl.hpp b/src/mlpack/methods/kmeans/hamerly_kmeans_impl.hpp
new file mode 100644
index 0000000..5292eab
--- /dev/null
+++ b/src/mlpack/methods/kmeans/hamerly_kmeans_impl.hpp
@@ -0,0 +1,164 @@
+/**
+ * @file hamerly_kmeans_impl.hpp
+ * @author Ryan Curtin
+ *
+ * An implementation of Greg Hamerly's algorithm for k-means clustering.
+ */
+#ifndef __MLPACK_METHODS_KMEANS_HAMERLY_KMEANS_IMPL_HPP
+#define __MLPACK_METHODS_KMEANS_HAMERLY_KMEANS_IMPL_HPP
+
+namespace mlpack {
+namespace kmeans {
+
+template<typename MetricType, typename MatType>
+HamerlyKMeans<MetricType, MatType>::HamerlyKMeans(const MatType& dataset,
+                                                  MetricType& metric) :
+    dataset(dataset),
+    metric(metric),
+    distanceCalculations(0)
+{
+  // Nothing to do.
+}
+
+template<typename MetricType, typename MatType>
+double HamerlyKMeans<MetricType, MatType>::Iterate(const arma::mat& centroids,
+                                                   arma::mat& newCentroids,
+                                                   arma::Col<size_t>& counts)
+{
+  // If this is the first iteration, we need to set all the bounds.
+  if (minClusterDistances.n_elem != centroids.n_cols)
+  {
+    upperBounds.set_size(dataset.n_cols);
+    upperBounds.fill(DBL_MAX);
+    lowerBounds.zeros(dataset.n_cols);
+    assignments.zeros(dataset.n_cols);
+    minClusterDistances.set_size(centroids.n_cols);
+  }
+
+  // Reset new centroids.
+  newCentroids.zeros(centroids.n_rows, centroids.n_cols);
+  counts.zeros(centroids.n_cols);
+
+  // Calculate minimum intra-cluster distance for each cluster.
+  minClusterDistances.fill(DBL_MAX);
+  for (size_t i = 0; i < centroids.n_cols; ++i)
+  {
+    for (size_t j = i + 1; j < centroids.n_cols; ++j)
+    {
+      const double dist = metric.Evaluate(centroids.col(i), centroids.col(j));
+      ++distanceCalculations;
+
+      // Update bounds, if this intra-cluster distance is smaller.
+      if (dist < minClusterDistances(i))
+        minClusterDistances(i) = dist;
+      if (dist < minClusterDistances(j))
+        minClusterDistances(j) = dist;
+    }
+  }
+
+  for (size_t i = 0; i < dataset.n_cols; ++i)
+  {
+    const double m = std::max(minClusterDistances(assignments[i]) / 2.0,
+                              lowerBounds(i));
+
+    // First bound test.
+    if (upperBounds(i) <= m)
+    {
+      newCentroids.col(assignments[i]) += dataset.col(i);
+      ++counts(assignments[i]);
+      continue;
+    }
+
+    // Tighten upper bound.
+    upperBounds(i) = metric.Evaluate(dataset.col(i),
+                                     centroids.col(assignments[i]));
+    ++distanceCalculations;
+
+    // Second bound test.
+    if (upperBounds(i) <= m)
+    {
+      newCentroids.col(assignments[i]) += dataset.col(i);
+      ++counts(assignments[i]);
+      continue;
+    }
+
+    // The bounds failed.  So test against all other clusters.
+    // This is Hamerly's Point-All-Ctrs() function from the paper.
+    for (size_t c = 0; c < centroids.n_cols; ++c)
+    {
+      if (c == assignments[i])
+        continue;
+
+      const double dist = metric.Evaluate(dataset.col(i), centroids.col(c));
+      ++distanceCalculations;
+
+      // Is this a better cluster?  At this point, upperBounds[i] = d(i, c(i)).
+      if (dist < upperBounds(i))
+      {
+        // lowerBounds holds the second closest cluster.
+        lowerBounds(i) = upperBounds(i);
+        upperBounds(i) = dist;
+        assignments[i] = c;
+      }
+      else if (dist < lowerBounds(i))
+      {
+        // This is a closer second-closest cluster.
+        lowerBounds(i) = dist;
+      }
+    }
+
+    // Update new centroids.
+    newCentroids.col(assignments[i]) += dataset.col(i);
+    ++counts(assignments[i]);
+  }
+
+  // Normalize centroids and calculate cluster movement (contains parts of
+  // Move-Centers() and Update-Bounds()).
+  double furthestMovement = 0.0;
+  double secondFurthestMovement = 0.0;
+  size_t furthestMovingCluster = 0;
+  arma::vec centroidMovements(centroids.n_cols);
+  double centroidMovement = 0.0;
+  for (size_t c = 0; c < centroids.n_cols; ++c)
+  {
+    if (counts(c) > 0)
+      newCentroids.col(c) /= counts(c);
+    else
+      newCentroids.col(c).fill(DBL_MAX); // Empty cluster.
+
+    // Calculate movement.
+    const double movement = metric.Evaluate(centroids.col(c),
+                                            newCentroids.col(c));
+    centroidMovements(c) = movement;
+    centroidMovement += std::pow(movement, 2.0);
+    ++distanceCalculations;
+
+    if (movement > furthestMovement)
+    {
+      secondFurthestMovement = furthestMovement;
+      furthestMovement = movement;
+      furthestMovingCluster = c;
+    }
+    else if (movement > secondFurthestMovement)
+    {
+      secondFurthestMovement = movement;
+    }
+  }
+
+  // Now update bounds (lines 3-8 of Update-Bounds()).
+  for (size_t i = 0; i < dataset.n_cols; ++i)
+  {
+    upperBounds(i) += centroidMovements(assignments[i]);
+    if (assignments[i] == furthestMovingCluster)
+      lowerBounds(i) -= secondFurthestMovement;
+    else
+      lowerBounds(i) -= furthestMovement;
+  }
+
+  return std::sqrt(centroidMovement);
+}
+
+} // namespace kmeans
+} // namespace mlpack
+
+#endif



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