Say we have five data points A,B,C,D,E and we are using K-means clustering algorithm to cluster them into two clusters.Can we update the centroids as follow:
Let's select first two i.e. A,B as centroids of initial clusters.
Then calculate the distance of C from A as well as from B.Say C is nearer to A.
Update the centroid of cluster with centroid A before the next step i.e. now new centroids are (A+C)/2 and B.
Then calculate the distances of D from these new centroids and so on.
Yes, it seems like we can update centroids incrementally in k-means as explained in chapter 8 of "Introduction to Data Mining" by Kumar. Here is the actual text:
Updating Centroids Incrementally
Instead of updating cluster centroids after all points have been assigned to a cluster, the centroids can be updated incrementally, after each assignment of a point to a cluster. Notice that this requires either zero or two updates to cluster centroids at each step, since a point either moves to a new cluster (two updates) or stays in its current cluster (zero updates). Using an incremental update strategy guarantees that empty clusters are not produced since all clusters start with a single point, and if a cluster ever has only one point, then that point will always be reassigned to the same cluster.
In addition, if incremental updating is used, the relative weight of the point
being added may be adjusted; e.g., the weight of points is often decreased as
the clustering proceeds. While this can result in better accuracy and faster
convergence, it can be difficult to make a good choice for the relative weight, especially in a wide variety of situations. These update issues are similar to those involved in updating weights for artificial neural networks.
Yet another benefit of incremental updates has to do with using objectives
other than “minimize SSE.” Suppose that we are given an arbitrary objective
function to measure the goodness of a set of clusters. When we process an
individual point, we can compute the value of the objective function for each
possible cluster assignment, and then choose the one that optimizes the objective. Specific examples of alternative objective functions are given in Section 8.5.2.
On the negative side, updating centroids incrementally introduces an order dependency. In other words, the clusters produced may depend on the order in which the points are processed. Although this can be addressed by
randomizing the order in which the points are processed, the basic K-means
approach of updating the centroids after all points have been assigned to clusters has no order dependency. Also, incremental updates are slightly more
expensive. However, K-means converges rather quickly, and therefore, the
number of points switching clusters quickly becomes relatively small.
Related
I have a bundle of high-dimensional data and the instances are labeled as outliers or not. I am looking to get some insights around where these outliers reside within the data. I seek to answer questions like:
Are the outliers spread far apart from each other? Or are they clustered together?
Are the outliers lying 'in-between' clusters of good data? Or are they on the 'edge' boundaries of the data?
If outliers are clustered together, how do these cluster densities compare with clusters of good data?
'Where' are the outliers?
What kind of techniques will let me find these insights? If the data was 2 or 3-dimensional, I can easily plot the data and just look at it. But I can't do it high-dimensional data.
Analyzing the Statistical Properties of Outliers
First of all, if you can choose to focus on specific features. For
example, if you know a featues is subject to high variation, you can
draw a box plot. You can also draw a 2D graph if you want to focus on
2 features. THis shows how much the labelled outliers vary.
Next, there's a metric called a Z-score, which basically says how
many standard devations a point varies compared to the mean. The
Z-score is signed, meaning if a point is below the mean, the Z-score
will be negative. This can be used to analyze all the features of the
dataset. You can find the threshold value in your labelled dataset for which all the points above that threshold are labelled outliers
Lastly, we can find the interquartile range and similarly filter
based on it. The IQR is simply the difference between the 75
percentile and 25 percentile. You can also use this similarly to Z-score.
Using these techniques, we can analyze some of the statistical properties of the outliers.
If you also want to analyze the clusters, you can adapt the DBSCAN algorithm to your problem. This algorithm clusters data based on densities, so it will be easy to apply the techniques to outliers.
I'm trying to build a regression based M/L model using tensorflow.
I am trying to estimate an object's ETA based on the following:
distance from target
distance from target (X component)
distance from target (Y component)
speed
The object travels on specific journeys. This could be represented as from A->B or from A->C or from D->F (POINT 1 -> POINT 2). There are 500 specific journeys (between a set of points).
These journeys aren't completely straight lines, and every journey is different (ie. the shape of the route taken).
I have two ways of getting around this problem:
I can have 500 different models with 4 features and one label(the training ETA data).
I can have 1 model with 5 features and one label.
My dilemma is that if I use option 1, that's added complexity, but will be more accurate as every model will be specific to each journey.
If I use option 2, the model will be pretty simple, but I don't know if it would work properly. The new feature that I would add are originCode+ destinationCode. Unfortunately these are not quantifiable in order to make any numerical sense or pattern - they're just text that define the journey (journey A->B, and the feature would be 'AB').
Is there some way that I can use one model, and categorize the features so that one feature is just a 'grouping' feature (in order separate the training data with respect to the journey.
In ML, I believe that option 2 is generally the better option. We prefer general models rather than tailoring many models to specific tasks, as that gets dangerously close to hardcoding, which is what we're trying to get away from by using ML!
I think that, depending on the training data you have available, and the model size, a one-hot vector could be used to describe the starting/end points for the model. Eg, say we have 5 points (ABCDE), and we are going from position B to position C, this could be represented by the vector:
0100000100
as in, the first five values correspond to the origin spot whereas the second five are the destination. It is also possible to combine these if you want to reduce your input feature space to:
01100
There are other things to consider, as Scott has said in the comments:
How much data do you have? Maybe the feature space will be too big this way, I can't be sure. If you have enough data, then the model will intuitively learn the general distances (not actually, but intrinsically in the data) between datapoints.
If you have enough data, you might even be able to accurately predict between two points you don't have data for!
If it does come down to not having enough data, then finding representative features of the journey will come into use, ie. length of journey, shape of the journey, elevation travelled etc. Also a metric for distance travelled from the origin could be useful.
Best of luck!
I would be inclined to lean toward individual models. This is because, for a given position along a given route and a constant speed, the ETA is a deterministic function of time. If one moves monotonically closer to the target along the route, it is also a deterministic function of distance to target. Thus, there is no information to transfer from one route to the next, i.e. "lumping" their parameters offers no a priori benefit. This is assuming, of course, that you have several "trips" worth of data along each route (i.e. (distance, speed) collected once per minute, or some such). If you have only, say, one datum per route then lumping the parameters is a must. However, in such a low-data scenario, I believe that including a dummy variable for "which route" would ultimately be fruitless, since that would introduce a number of parameters that rivals the size of your dataset.
As a side note, NEITHER of the models you describe could handle new routes. I would be inclined to build an individual model per route, data quantity permitting, and a single model neglecting the route identity entirely just for handling new routes, until sufficient data is available to build a model for that route.
Minimally, I would like to know how to achieve what is stated in the title. Specifically, signal.lfilter seems like the only implementation of a difference equation filter in scipy, but it is 1D, as shown in the docs. I would like to know how to implement a 2D version as described by this difference equation. If that's as simple as "bro, use this function," please let me know, pardon my naiveté, and feel free to disregard the rest of the post.
I am new to DSP and acknowledging there might be a different approach to answering my question so I will explain the broader goal and give context for the question in the hopes someone knows how do want I want with Scipy, or perhaps a better way than what I explicitly asked for.
To get straight into it, broadly speaking I am using vectorized computation methods (Numpy/Scipy) to implement a Monte Carlo simulation to improve upon a naive for loop. I have successfully abstracted most of my operations to array computation / linear algebra, but a few specific ones (recursive computations) have eluded my intuition and I continually end up in the digital signal processing world when I go looking for how this type of thing has been done by others (that or machine learning but those "frameworks" are much opinionated). The reason most of my google searches end up on scipy.signal or scipy.ndimage library references is clear to me at this point, and subsequent to accepting the "signal" representation of my data, I have spent a considerable amount of time (about as much as reasonable for a field that is not my own) ramping up the learning curve to try and figure out what I need from these libraries.
My simulation entails updating a vector of data representing the state of a system each period for n periods, and then repeating that whole process a "Monte Carlo" amount of times. The updates in each of n periods are inherently recursive as the next depends on the state of the prior. It can be characterized as a difference equation as linked above. Additionally this vector is theoretically indexed on an grid of points with uneven stepsize. Here is an example vector y and its theoretical grid t:
y = np.r_[0.0024, 0.004, 0.0058, 0.0083, 0.0099, 0.0133, 0.0164]
t = np.r_[0.25, 0.5, 1, 2, 5, 10, 20]
I need to iteratively perform numerous operations to y for each of n "updates." Specifically, I am computing the curvature along the curve y(t) using finite difference approximations and using the result at each point to adjust the corresponding y(t) prior to the next update. In a loop this amounts to inplace variable reassignment with the desired update in each iteration.
y += some_function(y)
Not only does this seem inefficient, but vectorizing things seems intuitive given y is a vector to begin with. Furthermore I am interested in preserving each "updated" y(t) along the n updates, which would require a data structure of dimensions len(y) x n. At this point, why not perform the updates inplace in the array? This is wherein lies the question. Many of the update operations I have succesfully vectorized the "Numpy way" (such as adding random variates to each point), but some appear overly complex in the array world.
Specifically, as mentioned above the one involving computing curvature at each element using its neighbouring two elements, and then imediately using that result to update the next row of the array before performing its own curvature "update." I was able to implement a non-recursive version (each row fails to consider its "updated self" from the prior row) of the curvature operation using ndimage generic_filter. Given the uneven grid, I have unique coefficients (kernel weights) for each triplet in the kernel footprint (instead of always using [1,-2,1] for y'' if I had a uniform grid). This last part has already forced me to use a spatial filter from ndimage rather than a 1d convolution. I'll point out, something conceptually similar was discussed in this math.exchange post, and it seems to me only the third response saliently addressed the difference between mathematical notion of "convolution" which should be associative from general spatial filtering kernels that would require two sequential filtering operations or a cleverly merged kernel.
In any case this does not seem to actually address my concern as it is not about 2D recursion filtering but rather having a backwards looking kernel footprint. Additionally, I think I've concluded it is not applicable in that this only allows for "recursion" (backward looking kernel footprints in the spatial filtering world) in a manner directly proportional to the size of the recursion. Meaning if I wanted to filter each of n rows incorporating calculations on all prior rows, it would require a convolution kernel far too big (for my n anyways). If I'm understanding all this correctly, a recursive linear filter is algorithmically more efficient in that it returns (for use in computation) the result of itself applied over the previous n samples (up to a level where the stability of the algorithm is affected) using another companion vector (z). In my case, I would only need to look back one step at output signal y[n-1] to compute y[n] from curvature at x[n] as the rest works itself out like a cumsum. signal.lfilter works for this, but I can't used that to compute curvature, as that requires a kernel footprint that can "see" at least its left and right neighbors (pixels), which is how I ended up using generic_filter.
It seems to me I should be able to do both simultaneously with one filter namely spatial and recursive filtering; or somehow I've missed the maths of how this could be mathematically simplified/combined (convolution of multiples kernels?).
It seems like this should be a common problem, but perhaps it is rarely relevant to do both at once in signal processing and image filtering. Perhaps this is why you don't use signals libraries solely to implement a fast monte carlo simulation; though it seems less esoteric than using a tensor math library to implement a recursive neural network scan ... which I'm attempting to do right now.
EDIT: For those familiar with the theoretical side of DSP, I know that what I am describing, the process of designing a recursive filters with arbitrary impulse responses, is achieved by employing a mathematical technique called the z-transform which I understand is generally used for two things:
converting between the recursion coefficients and the frequency response
combining cascaded and parallel stages into a single filter
Both are exactly what I am trying to accomplish.
Also, reworded title away from FIR / IIR because those imply specific definitions of "recursion" and may be confusing / misnomer.
I have a finite number of points (cloud), with a metric defined on them. I would like to find the maximum amount of clusters in this cloud such that:
1) the maximum distance between any two points in one cluster is smaller a given epsilon (const)
2) each cluster has exactly k (const) points in it
I looked at all kind of different clustering methods and clustering with a restriction on the inner maximum distance is not a problem (density based). The 2) constrain and the requirement to find "the maximum amount of clusters s.t." seem to be problematic though. Any suggestions for an efficient solution?
Thank you,
A~
Given your constraints, there might be no solution. And actually, that may happen quite often...
The most obvious case is when you don't have a multiple of k points.
But also if epsilon is set too low, there might be points that cannot be put into clusters anymore.
I think you need to rethink your requirements and problem, instead of looking for an algorithm to solve an unreasonably hard requirement that might not be satisfiable.
Also consider whether you really need to find the guaranteed maximum, or just a good solution.
There are some rather obvious approaches that will at least find a good approximation fast.
I have the same impression as #Anony-Mousse, actually: you have not understood your problem and requirements yet.
If you want your cluster sizes to be k, there is no question of how many clusters you will get: it's obviously n /k. So you can try to use a k-means variant that produces clusters of the same size as e.g. described in this tutorial: Tutorial on same-size k-means and set the desired number of cluster to n/k.
Note that this is not a particular sensible or good clustering algorithm. It does something to satisfy the constraints, but the clusters are not really meaningful from a cluster analysis point of view. It's constraint satisfaction, but not cluster analysis.
In order to also satisfy your epsilon constraint, you can then start off with this initial solution (which probably is what #Anony-Mousse referred to as "obvious approaches") and try to perform the same kind of optimization-by-swapping-elements in order to satisfy the epsilon condition.
You may need a number of restarts, because there may be no solution.
See also:
Group n points in k clusters of equal size
K-means algorithm variation with equal cluster size
for essentially redundant questions.
I try to implement k-means as a homework assignment. My exercise sheet gives me following remark regarding empty centers:
During the iterations, if any of the cluster centers has no data points associated with it, replace it with a random data point.
That confuses me a bit, firstly Wikipedia or other sources I read do not mention that at all. I further read about a problem with 'choosing a good k for your data' - how is my algorithm supposed to converge if I start setting new centers for cluster that were empty.
If I ignore empty clusters I converge after 30-40 iterations. Is it wrong to ignore empty clusters?
Check out this example of how empty clusters can happen: http://www.ceng.metu.edu.tr/~tcan/ceng465_f1314/Schedule/KMeansEmpty.html
It basically means either 1) a random tremor in the force, or 2) the number of clusters k is wrong. You should iterate over a few different values for k and pick the best.
If during your iterating you should encounter an empty cluster, place a random data point into that cluster and carry on.
I hope this helped on your homework assignment last year.
Handling empty clusters is not part of the k-means algorithm but might result in better clusters quality. Talking about convergence, it is never exactly but only heuristically guaranteed and hence the criterion for convergence is extended by including a maximum number of iterations.
Regarding the strategy to tackle down this problem, I would say randomly assigning some data point to it is not very clever since we might be affecting the clusters quality since the distance to its currently assigned center is large or small. An heuristic for this case would be to choose the farthest point from the biggest cluster and move that the empty cluster, then do so until there are no empty clusters.
Statement: k-means can lead to
Consider above distribution of data points.
overlapping points mean that the distance between them is del. del tends to 0 meaning you can assume arbitary small enough value eg 0.01 for it.
dash box represents cluster assign
legend in footer represents numberline
N=6 points
k=3 clusters (coloured)
final clusters = 2
blue cluster is orphan and ends up empty.
Empty clusters can be obtained if no points are allocated to a cluster during the assignment step. If this happens, you need to choose a replacement centroid otherwise SSE would be larger than neccessary.
*Choose the point that contributes most to SSE
*Choose a point from the cluster with the highest SSE
*If there are several empty clusters, the above can be repeated several times.
***SSE = Sum of Square Error.
Check this site https://chih-ling-hsu.github.io/2017/09/01/Clustering#
You should not ignore empty clusters but replace it. k-means is an algorithm could only provides you local minimums, and the empty clusters are the local minimums that you don't want.
your program is going to converge even if you replace a point with a random one. Remember that at the beginning of the algorithm, you choose the initial K points randomly. if it can converge, how come K-1 converge points with 1 random point can't? just a couple more iterations are needed.
"Choosing good k for your data" refers to the problem of choosing the right number of clusters. Since the k-means algorithm works with a predetermined number of cluster centers, their number has to be chosen at first. Choosing the wrong number could make it hard to divide the data points into clusters or the clusters could become small and meaningless.
I can't give you an answer on whether it is a bad idea to ignore empty clusters. If you do, you might end up with a smaller number of clusters than you defined at the beginning. This will confuse people who expect k-means to work in a certain way, but it is not necessarily a bad idea.
If you re-locate any empty cluster centers, your algorithm will probably converge anyway if that happens a limited number of times. However, you if you have to relocate too often, it might happen that your algorithm doesn't terminate.
For "Choosing good k for your data", Andrew Ng gives the example of a tee shirt manufacturer looking at potential customer measurements and doing k-means to decide if you want to offer S/M/L (k=3) or 2XS/XS/S/M/L/XL/2XL (k=7). Sometimes the decision is driven by the data (k=7 gives empty clusters) and sometimes by business considerations (manufacturing costs are less with only three sizes, or marketing says customers want more choices).
Set a variable to track the farthest distanced point and its cluster based on the distance measure used.
After the allocation step for all the points, check the number of datapoints in each cluster.
If any is 0, as is the case for this question, split the biggest cluster obtained and split further into 2 sub-clusters.
Replace the selected cluster with these sub-clusters.
I hope the issue is fixed now.. Random assignment will affect the clustering structure of the already obtained clustering.