1
|
|
|
"""!
|
2
|
|
|
|
3
|
|
|
@brief Cluster analysis algorithm: Expectation-Maximization Algorithm (EMA).
|
4
|
|
|
@details Implementation based on article:
|
5
|
|
|
-
|
6
|
|
|
|
7
|
|
|
@authors Andrei Novikov ([email protected])
|
8
|
|
|
@date 2014-2017
|
9
|
|
|
@copyright GNU Public License
|
10
|
|
|
|
11
|
|
|
@cond GNU_PUBLIC_LICENSE
|
12
|
|
|
PyClustering is free software: you can redistribute it and/or modify
|
13
|
|
|
it under the terms of the GNU General Public License as published by
|
14
|
|
|
the Free Software Foundation, either version 3 of the License, or
|
15
|
|
|
(at your option) any later version.
|
16
|
|
|
|
17
|
|
|
PyClustering is distributed in the hope that it will be useful,
|
18
|
|
|
but WITHOUT ANY WARRANTY; without even the implied warranty of
|
19
|
|
|
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
|
20
|
|
|
GNU General Public License for more details.
|
21
|
|
|
|
22
|
|
|
You should have received a copy of the GNU General Public License
|
23
|
|
|
along with this program. If not, see <http://www.gnu.org/licenses/>.
|
24
|
|
|
@endcond
|
25
|
|
|
|
26
|
|
|
"""
|
27
|
|
|
|
28
|
|
|
|
29
|
|
|
import numpy;
|
|
|
|
|
30
|
|
|
|
31
|
|
|
from pyclustering.utils import pi;
|
32
|
|
|
|
33
|
|
|
import matplotlib.pyplot as plt;
|
|
|
|
|
34
|
|
|
from _operator import index
|
|
|
|
|
35
|
|
|
|
36
|
|
|
|
37
|
|
|
def gaussion_multivariable(data, mean = None, covariance = None):
|
38
|
|
|
dimension = len(data[0]);
|
39
|
|
|
|
40
|
|
|
if (mean is None):
|
41
|
|
|
mean = numpy.mean(data);
|
42
|
|
|
|
43
|
|
|
if (covariance is None):
|
44
|
|
|
covariance = numpy.cov(data);
|
45
|
|
|
|
46
|
|
|
inv_variance = numpy.linalg.inv(covariance);
|
47
|
|
|
right_const = 1.0 / ( (pi * 2.0) ** (dimension / 2.0) * numpy.linalg.norm(covariance) ** 0.5 );
|
48
|
|
|
|
49
|
|
|
result = [];
|
50
|
|
|
|
51
|
|
|
for point in data:
|
52
|
|
|
mean_delta = point - mean;
|
53
|
|
|
point_gaussian = right_const * numpy.exp(-0.5 * mean_delta.T * inv_variance * mean_delta);
|
54
|
|
|
result.append(point_gaussian);
|
55
|
|
|
|
56
|
|
|
return result;
|
57
|
|
|
|
58
|
|
|
|
59
|
|
|
def gaussian_singlevariable(data, mean = None, variance = None):
|
60
|
|
|
if (mean is None):
|
61
|
|
|
mean = numpy.mean(data);
|
62
|
|
|
|
63
|
|
|
if (variance is None):
|
64
|
|
|
variance = numpy.var(data, ddof = 1);
|
65
|
|
|
|
66
|
|
|
right_const = 1.0 / ( 2.0 * pi * variance ) ** 0.5;
|
67
|
|
|
result = [];
|
68
|
|
|
|
69
|
|
|
for point in data:
|
70
|
|
|
mean_delta = point - mean;
|
71
|
|
|
point_gaussian = right_const * numpy.exp(-mean_delta ** 2.0 / (2.0 * variance) );
|
72
|
|
|
result.append(point_gaussian);
|
73
|
|
|
|
74
|
|
|
return result;
|
75
|
|
|
|
76
|
|
|
|
77
|
|
|
def gaussian(data, mean = None, variance = None):
|
78
|
|
|
try: dimension = len(data[0]);
|
79
|
|
|
except: dimension = 1;
|
80
|
|
|
|
81
|
|
|
if (dimension == 1):
|
82
|
|
|
return gaussian_singlevariable(data, mean, variance);
|
83
|
|
|
else:
|
84
|
|
|
return gaussion_multivariable(data, mean, variance);
|
85
|
|
|
|
86
|
|
|
|
87
|
|
|
# data = numpy.random.normal(0, 0.1, 100);
|
88
|
|
|
# one_gaussian = gaussian(data);
|
89
|
|
|
# one_gaussian.sort();
|
90
|
|
|
#
|
91
|
|
|
# print(one_gaussian);
|
92
|
|
|
#
|
93
|
|
|
# axis = plt.subplot(111);
|
94
|
|
|
# plt.plot(one_gaussian, 'b-', linewidth = 2.0);
|
95
|
|
|
# plt.show();
|
96
|
|
|
|
97
|
|
|
|
98
|
|
|
|
99
|
|
|
class ema:
|
100
|
|
|
def __init__(self, data, amount_clusters, means = None, variances = None):
|
101
|
|
|
self.__data = data;
|
102
|
|
|
self.__amount_clusters = amount_clusters;
|
103
|
|
|
|
104
|
|
|
self.__means = means;
|
105
|
|
|
if (means is None):
|
106
|
|
|
self.__means = self.__get_random_means(data, amount_clusters);
|
107
|
|
|
|
108
|
|
|
self.__variances = variances;
|
109
|
|
|
if (variances is None):
|
110
|
|
|
self.__variances = self.__get_random_covariances(data, amount_clusters);
|
111
|
|
|
|
112
|
|
|
self.__rc = [ [0.0] * len(self.__data) for _ in range(amount_clusters) ];
|
113
|
|
|
self.__pic = [1.0] * amount_clusters;
|
114
|
|
|
self.__clusters = [];
|
115
|
|
|
self.__gaussians = [ [] for _ in range(amount_clusters) ];
|
116
|
|
|
|
117
|
|
|
|
118
|
|
|
def process(self):
|
119
|
|
|
previous_likelihood = -1000.0;
|
120
|
|
|
current_likelihood = 0.0;
|
121
|
|
|
|
122
|
|
|
while(abs(previous_likelihood - current_likelihood) > 0.1):
|
123
|
|
|
self.__expectation_step();
|
124
|
|
|
self.__maximization_step();
|
125
|
|
|
|
126
|
|
|
previous_likelihood = current_likelihood;
|
127
|
|
|
current_likelihood = self.__log_likelihood();
|
128
|
|
|
|
129
|
|
|
|
130
|
|
|
def get_clusters(self):
|
131
|
|
|
return self.__clusters;
|
132
|
|
|
|
133
|
|
|
|
134
|
|
|
def __log_likelihood(self):
|
135
|
|
|
likelihood = 0.0;
|
136
|
|
|
|
137
|
|
|
for index_point in range(len(self.__data)):
|
138
|
|
|
particle = 0.0;
|
139
|
|
|
for index_cluster in range(self.__amount_clusters):
|
140
|
|
|
particle += self.__pic[index_cluster] * self.__gaussians[index_cluster][index_point];
|
141
|
|
|
|
142
|
|
|
likelihood += numpy.log(particle);
|
143
|
|
|
|
144
|
|
|
return likelihood;
|
145
|
|
|
|
146
|
|
|
|
147
|
|
|
def __probabilities(self, index_cluster, index_point):
|
148
|
|
|
divider = 0.0;
|
149
|
|
|
for i in range(self.__amount_clusters):
|
150
|
|
|
divider += self.__pic[i] * self.__gaussians[i][index_point];
|
151
|
|
|
|
152
|
|
|
rc = self.__pic[index_cluster] * self.__gaussians[index_cluster][index_point] / divider;
|
153
|
|
|
return rc;
|
154
|
|
|
|
155
|
|
|
|
156
|
|
|
def __expectation_step(self):
|
157
|
|
|
for index in range(self.__amount_clusters):
|
|
|
|
|
158
|
|
|
self.__gaussians[index] = gaussian(self.__data, self.__means[index], self.__variances[index]);
|
159
|
|
|
|
160
|
|
|
for index_cluster in range(self.__amount_clusters):
|
161
|
|
|
for index_point in range(self.__data):
|
162
|
|
|
self.__rc[index_cluster][index_point] = self.__probabilities(index_cluster, index_point);
|
163
|
|
|
|
164
|
|
|
|
165
|
|
|
def __maximization_step(self):
|
166
|
|
|
for index_cluster in range(self.__amount_clusters):
|
167
|
|
|
mc = numpy.sum(self.__rc[index_cluster]);
|
168
|
|
|
|
169
|
|
|
self.__pic[index_cluster] = mc / len(self.__data);
|
170
|
|
|
self.__means[index_cluster] = self.__update_mean(index_cluster, mc);
|
171
|
|
|
self.__variances[index_cluster] = self.__update_variance(index_cluster, mc);
|
172
|
|
|
|
173
|
|
|
|
174
|
|
|
def __update_variance(self, index_cluster, mc):
|
175
|
|
|
variance = 0.0;
|
176
|
|
|
for index_point in range(len(self.__data)):
|
177
|
|
|
deviation = self.__data[index_point] - self.__means[index_cluster];
|
178
|
|
|
variance += self.__rc[index_cluster][index_point] * deviation.T * deviation;
|
179
|
|
|
|
180
|
|
|
variance = variance / mc;
|
181
|
|
|
return variance;
|
182
|
|
|
|
183
|
|
|
|
184
|
|
|
def __update_mean(self, index_cluster, mc):
|
185
|
|
|
mean = 0.0;
|
186
|
|
|
for index_point in range(len(self.__data)):
|
187
|
|
|
mean += self.__rc[index_cluster][index_point] * self.__data[index_point];
|
188
|
|
|
|
189
|
|
|
mean = mean / mc;
|
190
|
|
|
return mean;
|
191
|
|
|
|
192
|
|
|
|
193
|
|
|
def __get_random_covariances(self, data, amount):
|
194
|
|
|
covariances = [];
|
195
|
|
|
data_covariance = numpy.cov(data);
|
196
|
|
|
for _ in range(amount):
|
197
|
|
|
random_appendix = numpy.min(data_covariance) * 0.2 * numpy.random.random();
|
198
|
|
|
covariances.append(data_covariance + random_appendix);
|
199
|
|
|
|
200
|
|
|
return covariances;
|
201
|
|
|
|
202
|
|
|
|
203
|
|
|
def __get_random_variances(self, data, amount):
|
204
|
|
|
variances = [];
|
205
|
|
|
data_variance = numpy.var(data, ddof = 1);
|
206
|
|
|
for _ in range(amount):
|
207
|
|
|
random_appendix = data_variance * 0.1 * numpy.random.random();
|
208
|
|
|
variances.append(random_appendix + variances);
|
209
|
|
|
|
210
|
|
|
return variances;
|
211
|
|
|
|
212
|
|
|
|
213
|
|
|
def __get_random_means(self, data, amount):
|
214
|
|
|
means = [];
|
215
|
|
|
for _ in range(amount):
|
216
|
|
|
random_index = numpy.random.randint(0, len(data));
|
217
|
|
|
means.append(numpy.array(data[random_index]));
|
218
|
|
|
|
219
|
|
|
return means;
|
220
|
|
|
|
221
|
|
|
|
222
|
|
|
|
223
|
|
|
# from pyclustering.samples.definitions import SIMPLE_SAMPLES, FCPS_SAMPLES;
|
224
|
|
|
# from pyclustering.utils import read_sample;
|
225
|
|
|
#
|
226
|
|
|
# sample = read_sample(SIMPLE_SAMPLES.SAMPLE_SIMPLE1);
|
227
|
|
|
# ema_instance = ema(sample, 2);
|
228
|
|
|
# ema_instance.process();
|
229
|
|
|
# clusters = ema_instance.get_clusters();
|
230
|
|
|
#
|
231
|
|
|
# print(clusters); |
This can be caused by one of the following:
1. Missing Dependencies
This error could indicate a configuration issue of Pylint. Make sure that your libraries are available by adding the necessary commands.
2. Missing __init__.py files
This error could also result from missing
__init__.py
files in your module folders. Make sure that you place one file in each sub-folder.