dpcluster 0.104

Description

dpcluster is a package for grouping together (clustering) vectors. It automatically chooses the number of clusters that fits the data best. Specifically, it models the data as a Dirichlet Process mixture in the exponential family. For a tutorial see “Dirichlet Process” by Y.W. Teh (2010). Currently the only distribution implemented is the multivariate Gaussian with a Normal-Inverse-Wishart conjugate prior but extensions to other distributions are possible.

Two inference algorithms are implemented:

• Variational inference as described in “Variational Inference for Dirichlet Process Mixtures” by Blei et al. (2006). This is a batch algorithm that requires storing all data in memory.

• An experimental on-line inference algorithm that requires only O(log(n)) memory where n is the total number of observations.

To install locally run:

python setup.py install --user

Usage

Here is a simple example to demonstrate clustering a number of random points in the plane:

>>> from dpcluster import *
>>> n = 10
>>> data = np.random.normal(size=2*n).reshape(-1,2)
>>> vdp = VDP(GaussianNIW(2))
>>> vdp.batch_learn(vdp.distr.sufficient_stats(data))
>>> plt.scatter(data[:,0],data[:,1])
>>> vdp.plot_clusters(slc=np.array([0,1]))
>>> plt.show()

Running this might produce 2-3 clusters depending on the randomly generated data. The adaptive nature of the Dirichlet Process mixture model becomes apparent when we increase the number of data points from n = 10 to n = 500. In this case the clustering algorithm will likely explain the data using only one cluster.

ToDo

• Implement more clustering algorithms e.g. based on Gibbs sampling, expectation propagation, stochastic gradient descent.

• Implement more clustering distributions.

• Re-implement algorithms to take advantage of multi-core or GPU computing.