class KMeans():
def __init__(self,
n_clusters,
algorithm='GlobalAlignmentKernelKMeans',
random_seed=0):
'''
initialize KMeans clustering model with specific kernel
hyperparameters:
n_clusters: number of clusters in Kmeans model
algorithm: which kernel to use for model, options
are 'GlobalAlignmentKernelKMeans' and 'TimeSeriesKMeans'
random_seed: random seed with which to initialize Kmeans
'''
try:
assert algorithm == 'GlobalAlignmentKernelKMeans' or algorithm == 'TimeSeriesKMeans'
except:
raise ValueError(
"algorithm must be one of \'GlobalAlignmentKernelKMeans\' or \'TimeSeriesKMeans\'"
)
self.n_clusters = n_clusters
self.random_seed = random_seed
self.algorithm = algorithm
self.km = None
def fit(self, train):
'''
fit KMeans clustering model on training data
parameters:
train : training time series
'''
if self.algorithm == 'TimeSeriesKMeans':
self.km = TimeSeriesKMeans(n_clusters=self.n_clusters,
n_init=20,
verbose=True,
random_state=self.random_seed)
else:
self.km = GlobalAlignmentKernelKMeans(
n_clusters=self.n_clusters,
sigma=sigma_gak(train),
n_init=20,
verbose=True,
random_state=self.random_seed)
return self.km.fit_predict(train)
def predict(self, test):
'''
clusters for time series in test data set
parameters:
test: test time series on which to predict clusters
returns: clusters for test data set
'''
return self.km.predict(test)
def fit(self, train):
'''
fit KMeans clustering model on training data
parameters:
train : training time series
'''
if self.algorithm == 'TimeSeriesKMeans':
self.km = TimeSeriesKMeans(n_clusters=self.n_clusters, n_init=20, verbose=True, random_state=self.random_seed)
else:
self.km = GlobalAlignmentKernelKMeans(n_clusters=self.n_clusters, sigma=sigma_gak(train), n_init=20, verbose=True, random_state=self.random_seed)
self.km.fit(train)
def test_serialize_global_alignment_kernel_kmeans():
n, sz, d = 15, 10, 3
rng = numpy.random.RandomState(0)
X = rng.randn(n, sz, d)
gak_km = GlobalAlignmentKernelKMeans(n_clusters=3, verbose=False,
max_iter=5)
_check_not_fitted(gak_km)
gak_km.fit(X)
_check_params_predict(gak_km, X, ['predict'])
def test_variable_length_clustering():
# TODO: here we just check that they can accept variable-length TS, not
# that they do clever things
X = to_time_series_dataset([[1, 2, 3, 4], [1, 2, 3], [2, 5, 6, 7, 8, 9],
[3, 5, 6, 7, 8]])
rng = np.random.RandomState(0)
clf = GlobalAlignmentKernelKMeans(n_clusters=2, random_state=rng)
clf.fit(X)
clf = TimeSeriesKMeans(n_clusters=2, metric="dtw", random_state=rng)
clf.fit(X)
clf = TimeSeriesKMeans(n_clusters=2, metric="softdtw", random_state=rng)
clf.fit(X)
def test_gak_kmeans():
n, sz, d = 15, 10, 3
rng = np.random.RandomState(0)
time_series = rng.randn(n, sz, d)
gak_km = GlobalAlignmentKernelKMeans(n_clusters=3,
verbose=False,
max_iter=5,
random_state=rng).fit(time_series)
np.testing.assert_allclose(gak_km.labels_, gak_km.predict(time_series))
gak_km = GlobalAlignmentKernelKMeans(n_clusters=101,
verbose=False,
max_iter=5,
random_state=rng).fit(time_series)
assert gak_km._X_fit is None
def do_gak(days, km_size):
"""
From a time series (as a list of df called days), creates km_size
clusters using GAK algo.
"""
# Arrange data for our lib
unq = days["n_day_"].unique()
values = [days[days["n_day_"] == l]["val_"].values for l in unq]
formatted_dataset = to_time_series_dataset(values)
# Configure our kmeans
gak = GlobalAlignmentKernelKMeans(n_clusters=km_size,
verbose=False,
random_state=42)
y_pred = gak.fit_predict(formatted_dataset)
return gak, y_pred
def Kernel_K_Means(img_path, sp_met='slic', num_cuts=3):
m_img = imread(img_path)
# superpixels method
if sp_met == 'felzenszwalb':
segments = felzenszwalb(m_img, scale=10, sigma=0.5, min_size=100)
elif sp_met == 'slic':
segments = slic(m_img, compactness=30, n_segments=400)
else:
warnings.warn("Warning Message: no superpixels method parameter")
# image -> eigenvectors
g = graph.rag_mean_color(m_img, segments)
w = nx.to_scipy_sparse_matrix(g, format='csc')
entries = w.sum(axis=0)
d = sparse.dia_matrix((entries, 0), shape=w.shape).tocsc()
m = w.shape[0]
d2 = d.copy()
d2.data = np.reciprocal(np.sqrt(d2.data, out=d2.data), out=d2.data)
matrix = d2 * (d - w) * d2
# matrix eigen-decomposition, scipy.sparse.linalg
vals, vectors = scipy.sparse.linalg.eigsh(matrix, which='SM', k=min(100, m - 2))
vals, vectors = np.real(vals), np.real(vectors)
# get first K eigenvectors
# index1, index2, index3 = np.argsort(vals)[0], np.argsort(vals)[1], np.argsort(vals)[2]
# ev1, ev, ev3 = vectors[:, index1], vectors[:, index2], vectors[:, index3]
index = np.argsort(vals)[1]
X_train = vectors[:, index]
# Kernel K-means
gak_km = GlobalAlignmentKernelKMeans(n_clusters=num_cuts, sigma=sigma_gak(X_train), n_init=20, \
verbose=True, random_state=seed)
sp_label = gak_km.fit_predict(X_train)
# get pixel label
p_label, labels = pixels_label(m_img, segments, sp_label)
return p_label
def fit(self, train):
"""
fit KMeans clustering model on training data
parameters:
train : training time series
"""
if self.algorithm == "TimeSeriesKMeans":
self.km = TimeSeriesKMeans(
n_clusters=self.n_clusters,
n_init=20,
verbose=True,
random_state=self.random_seed,
)
else:
self.km = GlobalAlignmentKernelKMeans(
n_clusters=self.n_clusters,
sigma=sigma_gak(train),
n_init=20,
verbose=True,
random_state=self.random_seed,
)
return self.km.fit_predict(train)
from tslearn.clustering import GlobalAlignmentKernelKMeans
from tslearn.metrics import sigma_gak, cdist_gak
from tslearn.datasets import CachedDatasets
from tslearn.preprocessing import TimeSeriesScalerMeanVariance
# tslearn:
seed = 0 #물리적데이터를 직접 넣을 수 없으니까, '양자화'하여서 촘촘하게하면 정밀=양이 많아짐. 듬성듬성=양 줄어듬,정확도 떨어짐.
np.random.seed(seed) #타임시리즈 데이터, 이산적데이터 ..
X_train, y_train, X_test, y_test = CachedDatasets().load_dataset("Trace")
X_train = X_train[y_train <4]
np.random.shuffle(X_train)
# TimeSeriesScalerMeanVariance의 매개변수가 mu(평균)와 std(표준편차) => 정규분포 정규화.
X_train = TimeSeriesScalerMeanVariance().fit_transform(X_train[:50])
sz = X_train.shape[1]
gak_km = GlobalAlignmentKernelKMeans(n_clusters=3, sigma=sigma_gak(X_train), #왜 GlobalAlignmentKernelKMeans를 붙였을까요? 시계열 데이터를 범윅값을 가지고 전 범위 비교. 시계열 데이터를 잴때 정확히 재려면 뭐를 쓴다고 했죠? DTW(Dynamic Time Wraping)을 써서 거리값을 재서 쓴다고 했죠?
n_init=20, verbose=True, random_state=seed) #매개변술로 sigma가 들어가고 있어요. 왜 시그마가 들어갔죠? 시그마는 표준편차. X_train이 가지고있는 sigma gak
#n_init는 클러스터의 중심값을 몇번 바꾸냐는거에요. verbose는 조용히 하라고 하는 것이다.
y_pred = gak_km.fit_predict(X_train)
plt.figure()
for yi in range(3):
plt.subplot(3, 1, 1+ yi)
for xx in X_train[y_pred == yi]:
plt.plot(xx.ravel(), "k-")
plt.xlim(0, sz)
plt.ylim(-4, 4)
plt.title("Cluster %d" % (yi + 1))
plt.tight_layout()
plt.show()
hum_sub = np.loadtxt('../../HUM_subs.csv', delimiter=',', skiprows=1)
print(hum_sub.shape)
X = to_time_series_dataset(hum_sub)
print(X.shape)
X = TimeSeriesScalerMeanVariance().fit_transform(X)
sz = X.shape[1]
seed = 0
np.random.seed(seed)
nclust = 4
gak_km = GlobalAlignmentKernelKMeans(n_clusters=nclust,
sigma=sigma_gak(X),
n_init=20,
verbose=True,
random_state=seed)
y_pred = gak_km.fit_predict(X)
print(gak_km.inertia_)
print(y_pred + 1)
plt.figure()
for yi in range(nclust):
plt.subplot(nclust, 1, 1 + yi)
for xx in X[y_pred == yi]:
plt.plot(xx.ravel(), "k-")
plt.xlim(0, sz)
plt.ylim(-4, 4)
plt.title("Cluster %d" % (yi + 1))
