def kneighbors(self, X=None, n_neighbors=None, return_distance=True):
"""Finds the K-neighbors of a point.
Returns indices of and distances to the neighbors of each point.
Parameters
----------
X : array-like, shape (n_ts, sz, d)
The query time series.
If not provided, neighbors of each indexed point are returned.
In this case, the query point is not considered its own neighbor.
n_neighbors : int
Number of neighbors to get (default is the value passed to the
constructor).
return_distance : boolean, optional. Defaults to True.
If False, distances will not be returned
Returns
-------
dist : array
Array representing the distance to points, only present if
return_distance=True
ind : array
Indices of the nearest points in the population matrix.
"""
if self.metric in TSLEARN_VALID_METRICS:
self._ts_metric = self.metric
self.metric = "precomputed"
metric_params = self._get_metric_params()
check_is_fitted(self, '_ts_fit')
X = check_array(X, allow_nd=True, force_all_finite=False)
X = check_dims(X,
X_fit_dims=self._ts_fit.shape,
extend=True,
check_n_features_only=True)
if self._ts_metric == "dtw":
X_ = cdist_dtw(X,
self._ts_fit,
n_jobs=self.n_jobs,
verbose=self.verbose,
**metric_params)
elif self._ts_metric == "softdtw":
X_ = cdist_soft_dtw(X, self._ts_fit, **metric_params)
else:
raise ValueError("Invalid metric recorded: %s" %
self._ts_metric)
pred = KNeighborsTimeSeriesMixin.kneighbors(
self,
X=X_,
n_neighbors=n_neighbors,
return_distance=return_distance)
self.metric = self._ts_metric
return pred
else:
check_is_fitted(self, '_X_fit')
if X is None:
X_ = None
else:
X = check_array(X, allow_nd=True)
X = to_time_series_dataset(X)
X_ = to_sklearn_dataset(X)
X_ = check_dims(X_, X_fit_dims=self._X_fit.shape, extend=False)
return KNeighborsTimeSeriesMixin.kneighbors(
self,
X=X_,
n_neighbors=n_neighbors,
return_distance=return_distance)
def silhouette_score(X,
labels,
metric=None,
sample_size=None,
metric_params=None,
random_state=None,
**kwds):
"""Compute the mean Silhouette Coefficient of all samples (cf. [1]_ and [2]_).
Read more in the `scikit-learn documentation
<http://scikit-learn.org/stable/modules/clustering.html#silhouette-coefficient>`_.
Parameters
----------
X : array [n_ts, n_ts] if metric == "precomputed", or, \
[n_ts, sz, d] otherwise
Array of pairwise distances between time series, or a time series dataset.
labels : array, shape = [n_ts]
Predicted labels for each time series.
metric : string, or callable
The metric to use when calculating distance between time series.
Should be one of {'dtw', 'softdtw', 'euclidean'} or a callable distance
function.
If X is the distance array itself, use ``metric="precomputed"``.
sample_size : int or None
The size of the sample to use when computing the Silhouette Coefficient
on a random subset of the data.
If ``sample_size is None``, no sampling is used.
metric_params : dict or None
Parameter values for the chosen metric. Value associated to the `"gamma_sdtw"` key corresponds to the gamma
parameter in Soft-DTW.
random_state : int, RandomState instance or None, optional (default=None)
The generator used to randomly select a subset of samples. If int,
random_state is the seed used by the random number generator; If
RandomState instance, random_state is the random number generator; If
None, the random number generator is the RandomState instance used by
`np.random`. Used when ``sample_size is not None``.
**kwds : optional keyword parameters
Any further parameters are passed directly to the distance function.
Returns
-------
silhouette : float
Mean Silhouette Coefficient for all samples.
References
----------
.. [1] `Peter J. Rousseeuw (1987). "Silhouettes: a Graphical Aid to the
Interpretation and Validation of Cluster Analysis". Computational
and Applied Mathematics 20: 53-65.
<http://www.sciencedirect.com/science/article/pii/0377042787901257>`_
.. [2] `Wikipedia entry on the Silhouette Coefficient
<https://en.wikipedia.org/wiki/Silhouette_(clustering)>`_
Examples
--------
>>> from tslearn.generators import random_walks
>>> from tslearn.metrics import cdist_dtw
>>> X = random_walks(n_ts=50, sz=32, d=1)
>>> labels = numpy.random.randint(2, size=50)
>>> s_sc = silhouette_score(X, labels, metric="dtw")
>>> s_sc2 = silhouette_score(X, labels, metric="euclidean")
>>> s_sc3 = silhouette_score(X, labels, metric="softdtw")
>>> s_sc3b = silhouette_score(X, labels, metric="softdtw", metric_params={"gamma_sdtw": 2.})
>>> s_sc4 = silhouette_score(cdist_dtw(X), labels, metric="precomputed")
"""
sklearn_metric = None
if metric_params is None:
metric_params = {}
if metric == "precomputed":
sklearn_X = X
elif metric == "dtw":
sklearn_X = cdist_dtw(X)
elif metric == "softdtw":
gamma = metric_params.get("gamma_sdtw", None)
if gamma is not None:
sklearn_X = cdist_soft_dtw(X, gamma=gamma)
else:
sklearn_X = cdist_soft_dtw(X)
elif metric == "euclidean":
X_ = to_time_series_dataset(X)
X_ = X_.reshape((X.shape[0], -1))
sklearn_X = cdist(X_, X_, metric="euclidean")
else:
X_ = to_time_series_dataset(X)
n, sz, d = X_.shape
sklearn_X = X_.reshape((n, -1))
if metric is None:
metric = dtw
sklearn_metric = lambda x, y: metric(
to_time_series(x.reshape((sz, d)), remove_nans=True),
to_time_series(y.reshape((sz, d)), remove_nans=True))
return sklearn_silhouette_score(
X=sklearn_X,
labels=labels,
metric="precomputed" if sklearn_metric is None else sklearn_metric,
sample_size=sample_size,
random_state=random_state,
**kwds)
def dynamic_time_wrap(data):
from tslearn.metrics import cdist_dtw
print('|--- Construct adj_mx by DTW')
dtw_mx_dist = cdist_dtw(data.transpose())
return dtw_mx_dist
def metric_fun(x, y):
return cdist_dtw(x, y, n_jobs=self.n_jobs,
verbose=self.verbose, **metric_params)
def silhouette_score(X, labels, metric=None, sample_size=None,
metric_params=None, n_jobs=None, verbose=0,
random_state=None, **kwds):
"""Compute the mean Silhouette Coefficient of all samples (cf. [1]_ and
[2]_).
Read more in the `scikit-learn documentation
<http://scikit-learn.org/stable/modules/clustering.html\
#silhouette-coefficient>`_.
Parameters
----------
X : array [n_ts, n_ts] if metric == "precomputed", or, \
[n_ts, sz, d] otherwise
Array of pairwise distances between time series, or a time series
dataset.
labels : array, shape = [n_ts]
Predicted labels for each time series.
metric : string, callable or None (default: None)
The metric to use when calculating distance between time series.
Should be one of {'dtw', 'softdtw', 'euclidean'} or a callable distance
function or None.
If 'softdtw' is passed, a normalized version of Soft-DTW is used that
is defined as `sdtw_(x,y) := sdtw(x,y) - 1/2(sdtw(x,x)+sdtw(y,y))`.
If X is the distance array itself, use ``metric="precomputed"``.
If None, dtw is used.
sample_size : int or None (default: None)
The size of the sample to use when computing the Silhouette Coefficient
on a random subset of the data.
If ``sample_size is None``, no sampling is used.
metric_params : dict or None (default: None)
Parameter values for the chosen metric.
For metrics that accept parallelization of the cross-distance matrix
computations, `n_jobs` key passed in `metric_params` is overridden by
the `n_jobs` argument.
Value associated to the `"gamma_sdtw"` key corresponds to the gamma
parameter in Soft-DTW.
.. deprecated:: 0.2
`"gamma_sdtw"` as a key for `metric_params` is deprecated in
version 0.2 and will be removed in 0.4.
n_jobs : int or None, optional (default=None)
The number of jobs to run in parallel for cross-distance matrix
computations.
Ignored if the cross-distance matrix cannot be computed using
parallelization.
``None`` means 1 unless in a :obj:`joblib.parallel_backend` context.
``-1`` means using all processors. See scikit-learns'
`Glossary <https://scikit-learn.org/stable/glossary.html#term-n-jobs>`_
for more details.
verbose : int (default: 0)
If nonzero, print information about the inertia while learning
the model and joblib progress messages are printed.
random_state : int, RandomState instance or None, optional (default: None)
The generator used to randomly select a subset of samples. If int,
random_state is the seed used by the random number generator; If
RandomState instance, random_state is the random number generator; If
None, the random number generator is the RandomState instance used by
`np.random`. Used when ``sample_size is not None``.
**kwds : optional keyword parameters
Any further parameters are passed directly to the distance function,
just as for the `metric_params` parameter.
Returns
-------
silhouette : float
Mean Silhouette Coefficient for all samples.
References
----------
.. [1] `Peter J. Rousseeuw (1987). "Silhouettes: a Graphical Aid to the
Interpretation and Validation of Cluster Analysis". Computational
and Applied Mathematics 20: 53-65.
<http://www.sciencedirect.com/science/article/pii/0377042787901257>`_
.. [2] `Wikipedia entry on the Silhouette Coefficient
<https://en.wikipedia.org/wiki/Silhouette_(clustering)>`_
Examples
--------
>>> from tslearn.generators import random_walks
>>> from tslearn.metrics import cdist_dtw
>>> numpy.random.seed(0)
>>> X = random_walks(n_ts=20, sz=16, d=1)
>>> labels = numpy.random.randint(2, size=20)
>>> silhouette_score(X, labels, metric="dtw") # doctest: +ELLIPSIS
0.13383800...
>>> silhouette_score(X, labels, metric="euclidean") # doctest: +ELLIPSIS
0.09126917...
>>> silhouette_score(X, labels, metric="softdtw") # doctest: +ELLIPSIS
0.17953934...
>>> silhouette_score(X, labels, metric="softdtw",
... metric_params={"gamma": 2.}) \
# doctest: +ELLIPSIS
0.17591060...
>>> silhouette_score(cdist_dtw(X), labels,
... metric="precomputed") # doctest: +ELLIPSIS
0.13383800...
"""
sklearn_metric = None
if metric_params is None:
metric_params_ = {}
else:
metric_params_ = metric_params.copy()
if "gamma_sdtw" in metric_params_.keys():
warnings.warn(
"'gamma_sdtw' is deprecated in version 0.2 and will be "
"removed in 0.4. Use `gamma` instead of `gamma_sdtw` as a "
"`metric_params` key to remove this warning.",
DeprecationWarning, stacklevel=2)
metric_params_["gamma"] = metric_params_["gamma_sdtw"]
del metric_params_["gamma_sdtw"]
for k in kwds.keys():
metric_params_[k] = kwds[k]
if "n_jobs" in metric_params_.keys():
del metric_params_["n_jobs"]
if metric == "precomputed":
sklearn_X = X
elif metric == "dtw" or metric is None:
sklearn_X = cdist_dtw(X, n_jobs=n_jobs, verbose=verbose,
**metric_params_)
elif metric == "softdtw":
sklearn_X = cdist_soft_dtw_normalized(X, **metric_params_)
elif metric == "euclidean":
X_ = to_time_series_dataset(X)
X_ = X_.reshape((X.shape[0], -1))
sklearn_X = cdist(X_, X_, metric="euclidean")
else:
X_ = to_time_series_dataset(X)
n, sz, d = X_.shape
sklearn_X = X_.reshape((n, -1))
def sklearn_metric(x, y):
return metric(to_time_series(x.reshape((sz, d)),
remove_nans=True),
to_time_series(y.reshape((sz, d)),
remove_nans=True))
metric = "precomputed" if sklearn_metric is None else sklearn_metric
return sklearn_silhouette_score(X=sklearn_X,
labels=labels,
metric=metric,
sample_size=sample_size,
random_state=random_state,
**kwds)
def test_kmeans():
n, sz, d = 15, 10, 3
rng = np.random.RandomState(0)
time_series = rng.randn(n, sz, d)
km = TimeSeriesKMeans(n_clusters=3,
metric="euclidean",
max_iter=5,
verbose=False,
random_state=rng).fit(time_series)
dists = cdist(time_series.reshape((n, -1)),
km.cluster_centers_.reshape((3, -1)))
np.testing.assert_allclose(km.labels_, dists.argmin(axis=1))
np.testing.assert_allclose(km.labels_, km.predict(time_series))
km_dba = TimeSeriesKMeans(n_clusters=3,
metric="dtw",
max_iter=5,
verbose=False,
random_state=rng).fit(time_series)
dists = cdist_dtw(time_series, km_dba.cluster_centers_)
np.testing.assert_allclose(km_dba.labels_, dists.argmin(axis=1))
np.testing.assert_allclose(km_dba.labels_, km_dba.predict(time_series))
km_sdtw = TimeSeriesKMeans(n_clusters=3,
metric="softdtw",
max_iter=5,
verbose=False,
random_state=rng).fit(time_series)
dists = cdist_soft_dtw(time_series, km_sdtw.cluster_centers_)
np.testing.assert_allclose(km_sdtw.labels_, dists.argmin(axis=1))
np.testing.assert_allclose(km_sdtw.labels_, km_sdtw.predict(time_series))
km_nofit = TimeSeriesKMeans(n_clusters=101,
verbose=False,
random_state=rng).fit(time_series)
assert (km_nofit._X_fit is None)
X_bis = to_time_series_dataset([[1, 2, 3, 4], [1, 2, 3],
[2, 5, 6, 7, 8, 9]])
TimeSeriesKMeans(n_clusters=2,
verbose=False,
max_iter=5,
metric="softdtw",
random_state=0).fit(X_bis)
TimeSeriesKMeans(n_clusters=2,
verbose=False,
max_iter=5,
metric="dtw",
random_state=0,
init="random").fit(X_bis)
TimeSeriesKMeans(n_clusters=2,
verbose=False,
max_iter=5,
metric="dtw",
random_state=0,
init="k-means++").fit(X_bis)
TimeSeriesKMeans(n_clusters=2,
verbose=False,
max_iter=5,
metric="dtw",
init=X_bis[:2]).fit(X_bis)
# Barycenter size (nb of timestamps)
# Case 1. kmeans++ / random init
n, sz, d = 15, 10, 1
n_clusters = 3
time_series = rng.randn(n, sz, d)
sizes_all_same_series = [sz] * n_clusters
km_euc = TimeSeriesKMeans(n_clusters=3,
metric="euclidean",
max_iter=5,
verbose=False,
init="k-means++",
random_state=rng).fit(time_series)
np.testing.assert_equal(sizes_all_same_series,
[ts_size(b) for b in km_euc.cluster_centers_])
km_dba = TimeSeriesKMeans(n_clusters=3,
metric="dtw",
max_iter=5,
verbose=False,
init="random",
random_state=rng).fit(time_series)
np.testing.assert_equal(sizes_all_same_series,
[ts_size(b) for b in km_dba.cluster_centers_])
# Case 2. forced init
barys = to_time_series_dataset([[1., 2., 3.], [1., 2., 2., 3., 4.],
[3., 2., 1.]])
sizes_all_same_bary = [barys.shape[1]] * n_clusters
# If Euclidean is used, barycenters size should be that of the input series
km_euc = TimeSeriesKMeans(n_clusters=3,
metric="euclidean",
max_iter=5,
verbose=False,
init=barys,
random_state=rng)
np.testing.assert_raises(ValueError, km_euc.fit, time_series)
km_dba = TimeSeriesKMeans(n_clusters=3,
metric="dtw",
max_iter=5,
verbose=False,
init=barys,
random_state=rng).fit(time_series)
np.testing.assert_equal(sizes_all_same_bary,
[ts_size(b) for b in km_dba.cluster_centers_])
km_sdtw = TimeSeriesKMeans(n_clusters=3,
metric="softdtw",
max_iter=5,
verbose=False,
init=barys,
random_state=rng).fit(time_series)
np.testing.assert_equal(sizes_all_same_bary,
[ts_size(b) for b in km_sdtw.cluster_centers_])
# A simple dataset, can we extract the correct number of clusters?
time_series = to_time_series_dataset([[1, 2, 3], [7, 8, 9, 11],
[.1, .2, 2.], [1, 1, 1, 9],
[10, 20, 30, 1000]])
preds = TimeSeriesKMeans(n_clusters=3,
metric="dtw",
max_iter=5,
random_state=rng).fit_predict(time_series)
np.testing.assert_equal(set(preds), set(range(3)))
preds = TimeSeriesKMeans(n_clusters=4,
metric="dtw",
max_iter=5,
random_state=rng).fit_predict(time_series)
np.testing.assert_equal(set(preds), set(range(4)))
def to_distances(ts_dataset):
m = cdist_dtw(ts_dataset)
m = ssd.squareform(m)
return m