Note that the optional watermark extension is a small IPython notebook plugin that I developed to make the code reproducible. You can just skip the following line(s).
%load_ext watermark
%watermark -a 'Sebastian Raschka' -u -d -v -p numpy,pandas,matplotlib,scipy,scikit-learn
Sebastian Raschka Last updated: 08/20/2015 CPython 3.4.3 IPython 3.2.1 numpy 1.9.2 pandas 0.16.2 matplotlib 1.4.3 scipy 0.15.1 scikit-learn 0.16.1
# to install watermark just uncomment the following line:
#%install_ext https://raw.githubusercontent.com/rasbt/watermark/master/watermark.py
from IPython.display import Image
from sklearn.datasets import make_blobs
X, y = make_blobs(n_samples=150,
n_features=2,
centers=3,
cluster_std=0.5,
shuffle=True,
random_state=0)
import matplotlib.pyplot as plt
%matplotlib inline
plt.scatter(X[:,0], X[:,1], c='white', marker='o', s=50)
plt.grid()
plt.tight_layout()
#plt.savefig('./figures/spheres.png', dpi=300)
plt.show()
from sklearn.cluster import KMeans
km = KMeans(n_clusters=3,
init='random',
n_init=10,
max_iter=300,
tol=1e-04,
random_state=0)
y_km = km.fit_predict(X)
plt.scatter(X[y_km==0,0],
X[y_km==0,1],
s=50,
c='lightgreen',
marker='s',
label='cluster 1')
plt.scatter(X[y_km==1,0],
X[y_km==1,1],
s=50,
c='orange',
marker='o',
label='cluster 2')
plt.scatter(X[y_km==2,0],
X[y_km==2,1],
s=50,
c='lightblue',
marker='v',
label='cluster 3')
plt.scatter(km.cluster_centers_[:,0],
km.cluster_centers_[:,1],
s=250,
marker='*',
c='red',
label='centroids')
plt.legend()
plt.grid()
plt.tight_layout()
#plt.savefig('./figures/centroids.png', dpi=300)
plt.show()
...
...
print('Distortion: %.2f' % km.inertia_)
Distortion: 72.48
distortions = []
for i in range(1, 11):
km = KMeans(n_clusters=i,
init='k-means++',
n_init=10,
max_iter=300,
random_state=0)
km.fit(X)
distortions .append(km.inertia_)
plt.plot(range(1,11), distortions , marker='o')
plt.xlabel('Number of clusters')
plt.ylabel('Distortion')
plt.tight_layout()
#plt.savefig('./figures/elbow.png', dpi=300)
plt.show()
import numpy as np
from matplotlib import cm
from sklearn.metrics import silhouette_samples
km = KMeans(n_clusters=3,
init='k-means++',
n_init=10,
max_iter=300,
tol=1e-04,
random_state=0)
y_km = km.fit_predict(X)
cluster_labels = np.unique(y_km)
n_clusters = cluster_labels.shape[0]
silhouette_vals = silhouette_samples(X, y_km, metric='euclidean')
y_ax_lower, y_ax_upper = 0, 0
yticks = []
for i, c in enumerate(cluster_labels):
c_silhouette_vals = silhouette_vals[y_km == c]
c_silhouette_vals.sort()
y_ax_upper += len(c_silhouette_vals)
color = cm.jet(i / n_clusters)
plt.barh(range(y_ax_lower, y_ax_upper), c_silhouette_vals, height=1.0,
edgecolor='none', color=color)
yticks.append((y_ax_lower + y_ax_upper) / 2)
y_ax_lower += len(c_silhouette_vals)
silhouette_avg = np.mean(silhouette_vals)
plt.axvline(silhouette_avg, color="red", linestyle="--")
plt.yticks(yticks, cluster_labels + 1)
plt.ylabel('Cluster')
plt.xlabel('Silhouette coefficient')
plt.tight_layout()
# plt.savefig('./figures/silhouette.png', dpi=300)
plt.show()
Comparison to "bad" clustering:
km = KMeans(n_clusters=2,
init='k-means++',
n_init=10,
max_iter=300,
tol=1e-04,
random_state=0)
y_km = km.fit_predict(X)
plt.scatter(X[y_km==0,0],
X[y_km==0,1],
s=50,
c='lightgreen',
marker='s',
label='cluster 1')
plt.scatter(X[y_km==1,0],
X[y_km==1,1],
s=50,
c='orange',
marker='o',
label='cluster 2')
plt.scatter(km.cluster_centers_[:,0], km.cluster_centers_[:,1], s=250, marker='*', c='red', label='centroids')
plt.legend()
plt.grid()
plt.tight_layout()
#plt.savefig('./figures/centroids_bad.png', dpi=300)
plt.show()
cluster_labels = np.unique(y_km)
n_clusters = cluster_labels.shape[0]
silhouette_vals = silhouette_samples(X, y_km, metric='euclidean')
y_ax_lower, y_ax_upper = 0, 0
yticks = []
for i, c in enumerate(cluster_labels):
c_silhouette_vals = silhouette_vals[y_km == c]
c_silhouette_vals.sort()
y_ax_upper += len(c_silhouette_vals)
color = cm.jet(i / n_clusters)
plt.barh(range(y_ax_lower, y_ax_upper), c_silhouette_vals, height=1.0,
edgecolor='none', color=color)
yticks.append((y_ax_lower + y_ax_upper) / 2)
y_ax_lower += len(c_silhouette_vals)
silhouette_avg = np.mean(silhouette_vals)
plt.axvline(silhouette_avg, color="red", linestyle="--")
plt.yticks(yticks, cluster_labels + 1)
plt.ylabel('Cluster')
plt.xlabel('Silhouette coefficient')
plt.tight_layout()
# plt.savefig('./figures/silhouette_bad.png', dpi=300)
plt.show()
Image(filename='./images/11_05.png', width=400)
import pandas as pd
import numpy as np
np.random.seed(123)
variables = ['X', 'Y', 'Z']
labels = ['ID_0','ID_1','ID_2','ID_3','ID_4']
X = np.random.random_sample([5,3])*10
df = pd.DataFrame(X, columns=variables, index=labels)
df
X | Y | Z | |
---|---|---|---|
ID_0 | 6.964692 | 2.861393 | 2.268515 |
ID_1 | 5.513148 | 7.194690 | 4.231065 |
ID_2 | 9.807642 | 6.848297 | 4.809319 |
ID_3 | 3.921175 | 3.431780 | 7.290497 |
ID_4 | 4.385722 | 0.596779 | 3.980443 |
from scipy.spatial.distance import pdist,squareform
row_dist = pd.DataFrame(squareform(pdist(df, metric='euclidean')), columns=labels, index=labels)
row_dist
ID_0 | ID_1 | ID_2 | ID_3 | ID_4 | |
---|---|---|---|---|---|
ID_0 | 0.000000 | 4.973534 | 5.516653 | 5.899885 | 3.835396 |
ID_1 | 4.973534 | 0.000000 | 4.347073 | 5.104311 | 6.698233 |
ID_2 | 5.516653 | 4.347073 | 0.000000 | 7.244262 | 8.316594 |
ID_3 | 5.899885 | 5.104311 | 7.244262 | 0.000000 | 4.382864 |
ID_4 | 3.835396 | 6.698233 | 8.316594 | 4.382864 | 0.000000 |
We can either pass a condensed distance matrix (upper triangular) from the pdist
function, or we can pass the "original" data array and define the 'euclidean'
metric as function argument n linkage
. However, we should nott pass the squareform distance matrix, which would yield different distance values although the overall clustering could be the same.
# 1. incorrect approach: Squareform distance matrix
from scipy.cluster.hierarchy import linkage
row_clusters = linkage(row_dist, method='complete', metric='euclidean')
pd.DataFrame(row_clusters,
columns=['row label 1', 'row label 2', 'distance', 'no. of items in clust.'],
index=['cluster %d' %(i+1) for i in range(row_clusters.shape[0])])
row label 1 | row label 2 | distance | no. of items in clust. | |
---|---|---|---|---|
cluster 1 | 0 | 4 | 6.521973 | 2 |
cluster 2 | 1 | 2 | 6.729603 | 2 |
cluster 3 | 3 | 5 | 8.539247 | 3 |
cluster 4 | 6 | 7 | 12.444824 | 5 |
# 2. correct approach: Condensed distance matrix
row_clusters = linkage(pdist(df, metric='euclidean'), method='complete')
pd.DataFrame(row_clusters,
columns=['row label 1', 'row label 2', 'distance', 'no. of items in clust.'],
index=['cluster %d' %(i+1) for i in range(row_clusters.shape[0])])
row label 1 | row label 2 | distance | no. of items in clust. | |
---|---|---|---|---|
cluster 1 | 0 | 4 | 3.835396 | 2 |
cluster 2 | 1 | 2 | 4.347073 | 2 |
cluster 3 | 3 | 5 | 5.899885 | 3 |
cluster 4 | 6 | 7 | 8.316594 | 5 |
# 3. correct approach: Input sample matrix
row_clusters = linkage(df.values, method='complete', metric='euclidean')
pd.DataFrame(row_clusters,
columns=['row label 1', 'row label 2', 'distance', 'no. of items in clust.'],
index=['cluster %d' %(i+1) for i in range(row_clusters.shape[0])])
row label 1 | row label 2 | distance | no. of items in clust. | |
---|---|---|---|---|
cluster 1 | 0 | 4 | 3.835396 | 2 |
cluster 2 | 1 | 2 | 4.347073 | 2 |
cluster 3 | 3 | 5 | 5.899885 | 3 |
cluster 4 | 6 | 7 | 8.316594 | 5 |
from scipy.cluster.hierarchy import dendrogram
# make dendrogram black (part 1/2)
# from scipy.cluster.hierarchy import set_link_color_palette
# set_link_color_palette(['black'])
row_dendr = dendrogram(row_clusters,
labels=labels,
# make dendrogram black (part 2/2)
# color_threshold=np.inf
)
plt.tight_layout()
plt.ylabel('Euclidean distance')
#plt.savefig('./figures/dendrogram.png', dpi=300,
# bbox_inches='tight')
plt.show()
# plot row dendrogram
fig = plt.figure(figsize=(8,8))
axd = fig.add_axes([0.09,0.1,0.2,0.6])
row_dendr = dendrogram(row_clusters, orientation='right')
# reorder data with respect to clustering
df_rowclust = df.ix[row_dendr['leaves'][::-1]]
axd.set_xticks([])
axd.set_yticks([])
# remove axes spines from dendrogram
for i in axd.spines.values():
i.set_visible(False)
# plot heatmap
axm = fig.add_axes([0.23,0.1,0.6,0.6]) # x-pos, y-pos, width, height
cax = axm.matshow(df_rowclust, interpolation='nearest', cmap='hot_r')
fig.colorbar(cax)
axm.set_xticklabels([''] + list(df_rowclust.columns))
axm.set_yticklabels([''] + list(df_rowclust.index))
# plt.savefig('./figures/heatmap.png', dpi=300)
plt.show()
from sklearn.cluster import AgglomerativeClustering
ac = AgglomerativeClustering(n_clusters=2, affinity='euclidean', linkage='complete')
labels = ac.fit_predict(X)
print('Cluster labels: %s' % labels)
Cluster labels: [0 1 1 0 0]
Image(filename='./images/11_11.png', width=500)
from sklearn.datasets import make_moons
X, y = make_moons(n_samples=200, noise=0.05, random_state=0)
plt.scatter(X[:,0], X[:,1])
plt.tight_layout()
#plt.savefig('./figures/moons.png', dpi=300)
plt.show()
K-means and hierarchical clustering:
f, (ax1, ax2) = plt.subplots(1, 2, figsize=(8,3))
km = KMeans(n_clusters=2, random_state=0)
y_km = km.fit_predict(X)
ax1.scatter(X[y_km==0,0], X[y_km==0,1], c='lightblue', marker='o', s=40, label='cluster 1')
ax1.scatter(X[y_km==1,0], X[y_km==1,1], c='red', marker='s', s=40, label='cluster 2')
ax1.set_title('K-means clustering')
ac = AgglomerativeClustering(n_clusters=2, affinity='euclidean', linkage='complete')
y_ac = ac.fit_predict(X)
ax2.scatter(X[y_ac==0,0], X[y_ac==0,1], c='lightblue', marker='o', s=40, label='cluster 1')
ax2.scatter(X[y_ac==1,0], X[y_ac==1,1], c='red', marker='s', s=40, label='cluster 2')
ax2.set_title('Agglomerative clustering')
plt.legend()
plt.tight_layout()
#plt.savefig('./figures/kmeans_and_ac.png', dpi=300)
plt.show()
Density-based clustering:
from sklearn.cluster import DBSCAN
db = DBSCAN(eps=0.2, min_samples=5, metric='euclidean')
y_db = db.fit_predict(X)
plt.scatter(X[y_db==0,0], X[y_db==0,1], c='lightblue', marker='o', s=40, label='cluster 1')
plt.scatter(X[y_db==1,0], X[y_db==1,1], c='red', marker='s', s=40, label='cluster 2')
plt.legend()
plt.tight_layout()
#plt.savefig('./figures/moons_dbscan.png', dpi=300)
plt.show()
...