""" ==================================== Demonstration of k-means assumptions ==================================== This example is meant to illustrate situations where k-means produces unintuitive and possibly undesirable clusters. """ # Authors: The scikit-learn developers # SPDX-License-Identifier: BSD-3-Clause # %% # Data generation # --------------- # # The function :func:`~sklearn.datasets.make_blobs` generates isotropic # (spherical) gaussian blobs. To obtain anisotropic (elliptical) gaussian blobs # one has to define a linear `transformation`. import numpy as np from sklearn.datasets import make_blobs n_samples = 1500 random_state = 170 transformation = [[0.60834549, -0.63667341], [-0.40887718, 0.85253229]] X, y = make_blobs(n_samples=n_samples, random_state=random_state) X_aniso = np.dot(X, transformation) # Anisotropic blobs X_varied, y_varied = make_blobs( n_samples=n_samples, cluster_std=[1.0, 2.5, 0.5], random_state=random_state ) # Unequal variance X_filtered = np.vstack( (X[y == 0][:500], X[y == 1][:100], X[y == 2][:10]) ) # Unevenly sized blobs y_filtered = [0] * 500 + [1] * 100 + [2] * 10 # %% # We can visualize the resulting data: import matplotlib.pyplot as plt fig, axs = plt.subplots(nrows=2, ncols=2, figsize=(12, 12)) axs[0, 0].scatter(X[:, 0], X[:, 1], c=y) axs[0, 0].set_title("Mixture of Gaussian Blobs") axs[0, 1].scatter(X_aniso[:, 0], X_aniso[:, 1], c=y) axs[0, 1].set_title("Anisotropically Distributed Blobs") axs[1, 0].scatter(X_varied[:, 0], X_varied[:, 1], c=y_varied) axs[1, 0].set_title("Unequal Variance") axs[1, 1].scatter(X_filtered[:, 0], X_filtered[:, 1], c=y_filtered) axs[1, 1].set_title("Unevenly Sized Blobs") plt.suptitle("Ground truth clusters").set_y(0.95) plt.show() # %% # Fit models and plot results # --------------------------- # # The previously generated data is now used to show how # :class:`~sklearn.cluster.KMeans` behaves in the following scenarios: # # - Non-optimal number of clusters: in a real setting there is no uniquely # defined **true** number of clusters. An appropriate number of clusters has # to be decided from data-based criteria and knowledge of the intended goal. # - Anisotropically distributed blobs: k-means consists of minimizing sample's # euclidean distances to the centroid of the cluster they are assigned to. As # a consequence, k-means is more appropriate for clusters that are isotropic # and normally distributed (i.e. spherical gaussians). # - Unequal variance: k-means is equivalent to taking the maximum likelihood # estimator for a "mixture" of k gaussian distributions with the same # variances but with possibly different means. # - Unevenly sized blobs: there is no theoretical result about k-means that # states that it requires similar cluster sizes to perform well, yet # minimizing euclidean distances does mean that the more sparse and # high-dimensional the problem is, the higher is the need to run the algorithm # with different centroid seeds to ensure a global minimal inertia. from sklearn.cluster import KMeans common_params = { "n_init": "auto", "random_state": random_state, } fig, axs = plt.subplots(nrows=2, ncols=2, figsize=(12, 12)) y_pred = KMeans(n_clusters=2, **common_params).fit_predict(X) axs[0, 0].scatter(X[:, 0], X[:, 1], c=y_pred) axs[0, 0].set_title("Non-optimal Number of Clusters") y_pred = KMeans(n_clusters=3, **common_params).fit_predict(X_aniso) axs[0, 1].scatter(X_aniso[:, 0], X_aniso[:, 1], c=y_pred) axs[0, 1].set_title("Anisotropically Distributed Blobs") y_pred = KMeans(n_clusters=3, **common_params).fit_predict(X_varied) axs[1, 0].scatter(X_varied[:, 0], X_varied[:, 1], c=y_pred) axs[1, 0].set_title("Unequal Variance") y_pred = KMeans(n_clusters=3, **common_params).fit_predict(X_filtered) axs[1, 1].scatter(X_filtered[:, 0], X_filtered[:, 1], c=y_pred) axs[1, 1].set_title("Unevenly Sized Blobs") plt.suptitle("Unexpected KMeans clusters").set_y(0.95) plt.show() # %% # Possible solutions # ------------------ # # For an example on how to find a correct number of blobs, see # :ref:`sphx_glr_auto_examples_cluster_plot_kmeans_silhouette_analysis.py`. # In this case it suffices to set `n_clusters=3`. y_pred = KMeans(n_clusters=3, **common_params).fit_predict(X) plt.scatter(X[:, 0], X[:, 1], c=y_pred) plt.title("Optimal Number of Clusters") plt.show() # %% # To deal with unevenly sized blobs one can increase the number of random # initializations. In this case we set `n_init=10` to avoid finding a # sub-optimal local minimum. For more details see :ref:`kmeans_sparse_high_dim`. y_pred = KMeans(n_clusters=3, n_init=10, random_state=random_state).fit_predict( X_filtered ) plt.scatter(X_filtered[:, 0], X_filtered[:, 1], c=y_pred) plt.title("Unevenly Sized Blobs \nwith several initializations") plt.show() # %% # As anisotropic and unequal variances are real limitations of the k-means # algorithm, here we propose instead the use of # :class:`~sklearn.mixture.GaussianMixture`, which also assumes gaussian # clusters but does not impose any constraints on their variances. Notice that # one still has to find the correct number of blobs (see # :ref:`sphx_glr_auto_examples_mixture_plot_gmm_selection.py`). # # For an example on how other clustering methods deal with anisotropic or # unequal variance blobs, see the example # :ref:`sphx_glr_auto_examples_cluster_plot_cluster_comparison.py`. from sklearn.mixture import GaussianMixture fig, (ax1, ax2) = plt.subplots(nrows=1, ncols=2, figsize=(12, 6)) y_pred = GaussianMixture(n_components=3).fit_predict(X_aniso) ax1.scatter(X_aniso[:, 0], X_aniso[:, 1], c=y_pred) ax1.set_title("Anisotropically Distributed Blobs") y_pred = GaussianMixture(n_components=3).fit_predict(X_varied) ax2.scatter(X_varied[:, 0], X_varied[:, 1], c=y_pred) ax2.set_title("Unequal Variance") plt.suptitle("Gaussian mixture clusters").set_y(0.95) plt.show() # %% # Final remarks # ------------- # # In high-dimensional spaces, Euclidean distances tend to become inflated # (not shown in this example). Running a dimensionality reduction algorithm # prior to k-means clustering can alleviate this problem and speed up the # computations (see the example # :ref:`sphx_glr_auto_examples_text_plot_document_clustering.py`). # # In the case where clusters are known to be isotropic, have similar variance # and are not too sparse, the k-means algorithm is quite effective and is one of # the fastest clustering algorithms available. This advantage is lost if one has # to restart it several times to avoid convergence to a local minimum.