Dimensionality Reduction + Clustering + Unsupervised Score Metrics

  1. Introduction
  2. Installation
  3. Usage
  4. Hyperparameters matters
  5. BayesSearch example

1. Introduction

DimReductionClustering is a sklearn estimator allowing to reduce the dimension of your data and then to apply an unsupervised clustering algorithm. The quality of the cluster can be done according to different metrics. The steps of the pipeline are the following:

  • Perform a dimension reduction of the data using UMAP
  • Numerically find the best epsilon parameter for DBSCAN
  • Perform a density based clustering methods : DBSCAN
  • Estimate cluster quality using silhouette score or DBCV

2. Installation

Use the package manager pip to install DimReductionClustering like below.
Rerun this command to check for and install updates .

!pip install umap-learn
!pip install git+https://github.com/christopherjenness/DBCV.git

!pip install git+https://github.com/MathieuCayssol/DimReductionClustering.git

3. Usage

Example on mnist data.

  • Import the data

from sklearn.model_selection import train_test_split
from keras.datasets import mnist

(x_train, y_train), (x_test, y_test) = mnist.load_data()
x_train = np.reshape(x_train, (x_train.shape[0], x_train.shape[1]*x_train.shape[1]))
X, X_test, Y, Y_test = train_test_split(x_train, y_train, stratify=y_train, test_size=0.9)
  • Instanciation + fit the model (same interface as a sklearn estimators)
model = DimReductionClustering(n_components=2, min_dist=0.000001, score_metric='silhouette', knn_topk=8, min_pts=4).fit(X)

Return the epsilon using elbow method :

  • Show the 2D plot :

  • Get the score (Silhouette coefficient here)

4. Hyperparameters matters

4.1 UMAP (dim reduction)

  • n_neighbors (global/local tradeoff) (default:15 ; 2-1/4 of data)

    → low value (glue small chain, more local)

    → high value (glue big chain, more global)

  • min_dist (0 to 0.99) the minimum distance apart that points are allowed to be in the low dimensional representation. This means that low values of min_dist will result in clumpier embeddings. This can be useful if you are interested in clustering, or in finer topological structure. Larger values of min_dist will prevent UMAP from packing points together and will focus on the preservation of the broad topological structure instead.

  • n_components low dimensional space. 2 or 3

  • metric (’euclidian’ by default). For NLP, good idea to choose ‘cosine’ as infrequent/frequent words will have different magnitude.

4.2 DBSCAN (clustering)

  • min_pts MinPts ≥ 3. Basic rule : = 2 * Dimension (4 for 2D and 6 for 3D). Higher for noisy data.

  • Epsilon The maximum distance between two samples for one to be considered as in the neighborhood of the other. k-distance graph with k nearest neighbor. Sort result by descending order. Find elbow using orthogonal projection on a line between first and last point of the graph. y-coordinate of max(d((x,y),Proj(x,y))) is the optimal epsilon. Click here to know more about elbow method

! There is no Epsilon hyperparameters in the implementation, only k-th neighbor for KNN.

  • knn_topk k-th Nearest Neighbors. Between 3 and 20.

4.3 Score metric

5. BayesSearch example

!pip install scikit-optimize

from skopt.space import Integer
from skopt.space import Real
from skopt.space import Categorical
from skopt.utils import use_named_args
from skopt import BayesSearchCV

search_space = list()
#UMAP Hyperparameters
search_space.append(Integer(5, 200, name='n_neighbors', prior='uniform'))
search_space.append(Real(0.0000001, 0.2, name='min_dist', prior='uniform'))
#Search epsilon with KNN Hyperparameters
search_space.append(Integer(3, 20, name='knn_topk', prior='uniform'))
#DBSCAN Hyperparameters
search_space.append(Integer(4, 15, name='min_pts', prior='uniform'))

params = {search_space[i].name : search_space[i] for i in range((len(search_space)))}

train_indices = [i for i in range(X.shape[0])]  # indices for training
test_indices = [i for i in range(X.shape[0])]  # indices for testing

cv = [(train_indices, test_indices)]

clf = BayesSearchCV(estimator=DimReductionClustering(), search_spaces=params, n_jobs=-1, cv=cv)





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