scikit-learn/sklearn/metrics/pairwise.py

659 lines
23 KiB
Python

"""
The :mod:`sklearn.metrics.pairwise` submodule implements utilities to evaluate
pairwise distances or affinity of sets of samples.
This module contains both distance metrics and kernels. A brief summary is
given on the two here.
Distance metrics are a function d(a, b) such that d(a, b) < d(a, c) if objects
a and b are considered "more similar" to objects a and c. Two objects exactly
alike would have a distance of zero.
One of the most popular examples is Euclidean distance.
To be a 'true' metric, it must obey the following four conditions::
1. d(a, b) >= 0, for all a and b
2. d(a, b) == 0, if and only if a = b, positive definiteness
3. d(a, b) == d(b, a), symmetry
4. d(a, c) <= d(a, b) + d(b, c), the triangle inequality
Kernels are measures of similarity, i.e. ``s(a, b) > s(a, c)``
if objects ``a`` and ``b`` are considered "more similar" to objects
``a`` and ``c``. A kernel must also be positive semi-definite.
There are a number of ways to convert between a distance metric and a
similarity measure, such as a kernel. Let D be the distance, and S be the
kernel::
1. ``S = np.exp(-D * gamma)``, where one heuristic for choosing
``gamma`` is ``1 / num_features``
2. ``S = 1. / (D / np.max(D))``
"""
# Authors: Alexandre Gramfort <alexandre.gramfort@inria.fr>
# Mathieu Blondel <mathieu@mblondel.org>
# Robert Layton <robertlayton@gmail.com>
# License: BSD Style.
import numpy as np
from scipy.spatial import distance
from scipy.sparse import csr_matrix
from scipy.sparse import issparse
from ..utils import safe_asarray
from ..utils import atleast2d_or_csr
from ..utils import gen_even_slices
from ..utils.extmath import safe_sparse_dot
from ..externals.joblib import Parallel
from ..externals.joblib import delayed
from ..externals.joblib.parallel import cpu_count
# Utility Functions
def check_pairwise_arrays(X, Y):
""" Set X and Y appropriately and checks inputs
If Y is None, it is set as a pointer to X (i.e. not a copy).
If Y is given, this does not happen.
All distance metrics should use this function first to assert that the
given parameters are correct and safe to use.
Specifically, this function first ensures that both X and Y are arrays,
then checks that they are at least two dimensional while ensuring that
their elements are floats. Finally, the function checks that the size
of the second dimension of the two arrays is equal.
Parameters
----------
X : {array-like, sparse matrix}, shape = [n_samples_a, n_features]
Y : {array-like, sparse matrix}, shape = [n_samples_b, n_features]
Returns
-------
safe_X : {array-like, sparse matrix}, shape = [n_samples_a, n_features]
An array equal to X, guarenteed to be a numpy array.
safe_Y : {array-like, sparse matrix}, shape = [n_samples_b, n_features]
An array equal to Y if Y was not None, guarenteed to be a numpy array.
If Y was None, safe_Y will be a pointer to X.
"""
if Y is X or Y is None:
X = safe_asarray(X)
X = Y = atleast2d_or_csr(X, dtype=np.float)
else:
X = safe_asarray(X)
Y = safe_asarray(Y)
X = atleast2d_or_csr(X, dtype=np.float)
Y = atleast2d_or_csr(Y, dtype=np.float)
if len(X.shape) < 2:
raise ValueError("X is required to be at least two dimensional.")
if len(Y.shape) < 2:
raise ValueError("Y is required to be at least two dimensional.")
if X.shape[1] != Y.shape[1]:
raise ValueError("Incompatible dimension for X and Y matrices: "
"X.shape[1] == %d while Y.shape[1] == %d" % (
X.shape[1], Y.shape[1]))
return X, Y
# Distances
def euclidean_distances(X, Y=None, Y_norm_squared=None, squared=False):
"""
Considering the rows of X (and Y=X) as vectors, compute the
distance matrix between each pair of vectors.
For efficiency reasons, the euclidean distance between a pair of row
vector x and y is computed as::
dist(x, y) = sqrt(dot(x, x) - 2 * dot(x, y) + dot(y, y))
This formulation has two main advantages. First, it is computationally
efficient when dealing with sparse data. Second, if x varies but y
remains unchanged, then the right-most dot-product `dot(y, y)` can be
pre-computed.
Parameters
----------
X : {array-like, sparse matrix}, shape = [n_samples_1, n_features]
Y : {array-like, sparse matrix}, shape = [n_samples_2, n_features]
Y_norm_squared : array-like, shape = [n_samples_2], optional
Pre-computed dot-products of vectors in Y (e.g.,
``(Y**2).sum(axis=1)``)
squared : boolean, optional
Return squared Euclidean distances.
Returns
-------
distances : {array, sparse matrix}, shape = [n_samples_1, n_samples_2]
Examples
--------
>>> from sklearn.metrics.pairwise import euclidean_distances
>>> X = [[0, 1], [1, 1]]
>>> # distance between rows of X
>>> euclidean_distances(X, X)
array([[ 0., 1.],
[ 1., 0.]])
>>> # get distance to origin
>>> euclidean_distances(X, [[0, 0]])
array([[ 1. ],
[ 1.41421356]])
"""
# should not need X_norm_squared because if you could precompute that as
# well as Y, then you should just pre-compute the output and not even
# call this function.
X, Y = check_pairwise_arrays(X, Y)
if issparse(X):
XX = X.multiply(X).sum(axis=1)
else:
XX = np.sum(X * X, axis=1)[:, np.newaxis]
if X is Y: # shortcut in the common case euclidean_distances(X, X)
YY = XX.T
elif Y_norm_squared is None:
if issparse(Y):
# scipy.sparse matrices don't have element-wise scalar
# exponentiation, and tocsr has a copy kwarg only on CSR matrices.
YY = Y.copy() if isinstance(Y, csr_matrix) else Y.tocsr()
YY.data **= 2
YY = np.asarray(YY.sum(axis=1)).T
else:
YY = np.sum(Y ** 2, axis=1)[np.newaxis, :]
else:
YY = atleast2d_or_csr(Y_norm_squared)
if YY.shape != (1, Y.shape[0]):
raise ValueError(
"Incompatible dimensions for Y and Y_norm_squared")
# TODO: a faster Cython implementation would do the clipping of negative
# values in a single pass over the output matrix.
distances = safe_sparse_dot(X, Y.T, dense_output=True)
distances *= -2
distances += XX
distances += YY
np.maximum(distances, 0, distances)
if X is Y:
# Ensure that distances between vectors and themselves are set to 0.0.
# This may not be the case due to floating point rounding errors.
distances.flat[::distances.shape[0] + 1] = 0.0
return distances if squared else np.sqrt(distances)
def manhattan_distances(X, Y=None, sum_over_features=True):
""" Compute the L1 distances between the vectors in X and Y.
With sum_over_features equal to False it returns the componentwise
distances.
Parameters
----------
X : array_like
An array with shape (n_samples_X, n_features).
Y : array_like, optional
An array with shape (n_samples_Y, n_features).
sum_over_features : bool, default=True
If True the function returns the pairwise distance matrix
else it returns the componentwise L1 pairwise-distances.
Returns
-------
D : array
If sum_over_features is False shape is
(n_samples_X * n_samples_Y, n_features) and D contains the
componentwise L1 pairwise-distances (ie. absolute difference),
else shape is (n_samples_X, n_samples_Y) and D contains
the pairwise l1 distances.
Examples
--------
>>> from sklearn.metrics.pairwise import manhattan_distances
>>> manhattan_distances(3, 3)#doctest:+ELLIPSIS
array([[ 0.]])
>>> manhattan_distances(3, 2)#doctest:+ELLIPSIS
array([[ 1.]])
>>> manhattan_distances(2, 3)#doctest:+ELLIPSIS
array([[ 1.]])
>>> manhattan_distances([[1, 2], [3, 4]],\
[[1, 2], [0, 3]])#doctest:+ELLIPSIS
array([[ 0., 2.],
[ 4., 4.]])
>>> import numpy as np
>>> X = np.ones((1, 2))
>>> y = 2 * np.ones((2, 2))
>>> manhattan_distances(X, y, sum_over_features=False)#doctest:+ELLIPSIS
array([[ 1., 1.],
[ 1., 1.]]...)
"""
X, Y = check_pairwise_arrays(X, Y)
n_samples_X, n_features_X = X.shape
n_samples_Y, n_features_Y = Y.shape
if n_features_X != n_features_Y:
raise Exception("X and Y should have the same number of features!")
D = np.abs(X[:, np.newaxis, :] - Y[np.newaxis, :, :])
if sum_over_features:
D = np.sum(D, axis=2)
else:
D = D.reshape((n_samples_X * n_samples_Y, n_features_X))
return D
# Kernels
def linear_kernel(X, Y=None):
"""
Compute the linear kernel between X and Y.
Parameters
----------
X : array of shape (n_samples_1, n_features)
Y : array of shape (n_samples_2, n_features)
Returns
-------
Gram matrix : array of shape (n_samples_1, n_samples_2)
"""
X, Y = check_pairwise_arrays(X, Y)
return safe_sparse_dot(X, Y.T, dense_output=True)
def polynomial_kernel(X, Y=None, degree=3, gamma=0, coef0=1):
"""
Compute the polynomial kernel between X and Y::
K(X, Y) = (gamma <X, Y> + coef0)^degree
Parameters
----------
X : array of shape (n_samples_1, n_features)
Y : array of shape (n_samples_2, n_features)
degree : int
Returns
-------
Gram matrix : array of shape (n_samples_1, n_samples_2)
"""
X, Y = check_pairwise_arrays(X, Y)
if gamma == 0:
gamma = 1.0 / X.shape[1]
K = linear_kernel(X, Y)
K *= gamma
K += coef0
K **= degree
return K
def sigmoid_kernel(X, Y=None, gamma=0, coef0=1):
"""
Compute the sigmoid kernel between X and Y::
K(X, Y) = tanh(gamma <X, Y> + coef0)
Parameters
----------
X : array of shape (n_samples_1, n_features)
Y : array of shape (n_samples_2, n_features)
degree : int
Returns
-------
Gram matrix: array of shape (n_samples_1, n_samples_2)
"""
X, Y = check_pairwise_arrays(X, Y)
if gamma == 0:
gamma = 1.0 / X.shape[1]
K = linear_kernel(X, Y)
K *= gamma
K += coef0
np.tanh(K, K) # compute tanh in-place
return K
def rbf_kernel(X, Y=None, gamma=0):
"""
Compute the rbf (gaussian) kernel between X and Y::
K(X, Y) = exp(-gamma ||X-Y||^2)
Parameters
----------
X : array of shape (n_samples_1, n_features)
Y : array of shape (n_samples_2, n_features)
gamma : float
Returns
-------
Gram matrix : array of shape (n_samples_1, n_samples_2)
"""
X, Y = check_pairwise_arrays(X, Y)
if gamma == 0:
gamma = 1.0 / X.shape[1]
K = euclidean_distances(X, Y, squared=True)
K *= -gamma
np.exp(K, K) # exponentiate K in-place
return K
# Helper functions - distance
pairwise_distance_functions = {
# If updating this dictionary, update the doc in both distance_metrics()
# and also in pairwise_distances()!
'euclidean': euclidean_distances,
'l2': euclidean_distances,
'l1': manhattan_distances,
'manhattan': manhattan_distances,
'cityblock': manhattan_distances,
}
def distance_metrics():
""" Valid metrics for pairwise_distances
This function simply returns the valid pairwise distance metrics.
It exists, however, to allow for a verbose description of the mapping for
each of the valid strings.
The valid distance metrics, and the function they map to, are:
=========== ====================================
metric Function
=========== ====================================
'cityblock' sklearn.pairwise.manhattan_distances
'euclidean' sklearn.pairwise.euclidean_distances
'l1' sklearn.pairwise.manhattan_distances
'l2' sklearn.pairwise.euclidean_distances
'manhattan' sklearn.pairwise.manhattan_distances
=========== ====================================
"""
return pairwise_distance_functions
def _parallel_pairwise(X, Y, func, n_jobs, **kwds):
"""Break the pairwise matrix in n_jobs even slices
and compute them in parallel"""
if n_jobs < 0:
n_jobs = max(cpu_count() + 1 + n_jobs, 1)
if Y is None:
Y = X
ret = Parallel(n_jobs=n_jobs, verbose=0)(
delayed(func)(X, Y[s], **kwds)
for s in gen_even_slices(Y.shape[0], n_jobs))
return np.hstack(ret)
def pairwise_distances(X, Y=None, metric="euclidean", n_jobs=1, **kwds):
""" Compute the distance matrix from a vector array X and optional Y.
This method takes either a vector array or a distance matrix, and returns
a distance matrix. If the input is a vector array, the distances are
computed. If the input is a distances matrix, it is returned instead.
This method provides a safe way to take a distance matrix as input, while
preserving compatability with many other algorithms that take a vector
array.
If Y is given (default is None), then the returned matrix is the pairwise
distance between the arrays from both X and Y.
Please note that support for sparse matrices is currently limited to those
metrics listed in pairwise.pairwise_distance_functions.
Valid values for metric are:
- from scikit-learn: ['euclidean', 'l2', 'l1', 'manhattan', 'cityblock']
- from scipy.spatial.distance: ['braycurtis', 'canberra', 'chebyshev',
'correlation', 'cosine', 'dice', 'hamming', 'jaccard', 'kulsinski',
'mahalanobis', 'matching', 'minkowski', 'rogerstanimoto', 'russellrao',
'seuclidean', 'sokalmichener', 'sokalsneath', 'sqeuclidean', 'yule']
See the documentation for scipy.spatial.distance for details on these
metrics.
Note in the case of 'euclidean' and 'cityblock' (which are valid
scipy.spatial.distance metrics), the values will use the scikit-learn
implementation, which is faster and has support for sparse matrices.
For a verbose description of the metrics from scikit-learn, see the
__doc__ of the sklearn.pairwise.distance_metrics function.
Parameters
----------
X : array [n_samples_a, n_samples_a] if metric == "precomputed", or, \
[n_samples_a, n_features] otherwise
Array of pairwise distances between samples, or a feature array.
Y : array [n_samples_b, n_features]
A second feature array only if X has shape [n_samples_a, n_features].
metric : string, or callable
The metric to use when calculating distance between instances in a
feature array. If metric is a string, it must be one of the options
allowed by scipy.spatial.distance.pdist for its metric parameter, or
a metric listed in pairwise.pairwise_distance_functions.
If metric is "precomputed", X is assumed to be a distance matrix.
Alternatively, if metric is a callable function, it is called on each
pair of instances (rows) and the resulting value recorded. The callable
should take two arrays from X as input and return a value indicating
the distance between them.
n_jobs : int
The number of jobs to use for the computation. This works by breaking
down the pairwise matrix into n_jobs even slices and computing them in
parallel.
If -1 all CPUs are used. If 1 is given, no parallel computing code is
used at all, which is useful for debuging. For n_jobs below -1,
(n_cpus + 1 - n_jobs) are used. Thus for n_jobs = -2, all CPUs but one
are used.
`**kwds` : optional keyword parameters
Any further parameters are passed directly to the distance function.
If using a scipy.spatial.distance metric, the parameters are still
metric dependent. See the scipy docs for usage examples.
Returns
-------
D : array [n_samples_a, n_samples_a] or [n_samples_a, n_samples_b]
A distance matrix D such that D_{i, j} is the distance between the
ith and jth vectors of the given matrix X, if Y is None.
If Y is not None, then D_{i, j} is the distance between the ith array
from X and the jth array from Y.
"""
if metric == "precomputed":
return X
elif metric in pairwise_distance_functions:
func = pairwise_distance_functions[metric]
if n_jobs == 1:
return func(X, Y, **kwds)
else:
return _parallel_pairwise(X, Y, func, n_jobs, **kwds)
elif callable(metric):
# Check matrices first (this is usually done by the metric).
X, Y = check_pairwise_arrays(X, Y)
n_x, n_y = X.shape[0], Y.shape[0]
# Calculate distance for each element in X and Y.
# FIXME: can use n_jobs here too
D = np.zeros((n_x, n_y), dtype='float')
for i in range(n_x):
start = 0
if X is Y:
start = i
for j in range(start, n_y):
# distance assumed to be symmetric.
D[i][j] = metric(X[i], Y[j], **kwds)
if X is Y:
D[j][i] = D[i][j]
return D
else:
# Note: the distance module doesn't support sparse matrices!
if type(X) is csr_matrix:
raise TypeError("scipy distance metrics do not"
" support sparse matrices.")
if Y is None:
return distance.squareform(distance.pdist(X, metric=metric,
**kwds))
else:
if type(Y) is csr_matrix:
raise TypeError("scipy distance metrics do not"
" support sparse matrices.")
return distance.cdist(X, Y, metric=metric, **kwds)
# Helper functions - distance
pairwise_kernel_functions = {
# If updating this dictionary, update the doc in both distance_metrics()
# and also in pairwise_distances()!
'rbf': rbf_kernel,
'sigmoid': sigmoid_kernel,
'polynomial': polynomial_kernel,
'poly': polynomial_kernel,
'linear': linear_kernel
}
def kernel_metrics():
""" Valid metrics for pairwise_kernels
This function simply returns the valid pairwise distance metrics.
It exists, however, to allow for a verbose description of the mapping for
each of the valid strings.
The valid distance metrics, and the function they map to, are:
============ ==================================
metric Function
============ ==================================
'linear' sklearn.pairwise.linear_kernel
'poly' sklearn.pairwise.polynomial_kernel
'polynomial' sklearn.pairwise.polynomial_kernel
'rbf' sklearn.pairwise.rbf_kernel
'sigmoid' sklearn.pairwise.sigmoid_kernel
============ ==================================
"""
return pairwise_kernel_functions
kernel_params = {
"rbf": set(("gamma",)),
"sigmoid": set(("gamma", "coef0")),
"polynomial": set(("gamma", "degree", "coef0")),
"poly": set(("gamma", "degree", "coef0")),
"linear": ()
}
def pairwise_kernels(X, Y=None, metric="linear", filter_params=False,
n_jobs=1, **kwds):
""" Compute the kernel between arrays X and optional array Y.
This method takes either a vector array or a kernel matrix, and returns
a kernel matrix. If the input is a vector array, the kernels are
computed. If the input is a kernel matrix, it is returned instead.
This method provides a safe way to take a kernel matrix as input, while
preserving compatability with many other algorithms that take a vector
array.
If Y is given (default is None), then the returned matrix is the pairwise
kernel between the arrays from both X and Y.
Valid values for metric are::
['rbf', 'sigmoid', 'polynomial', 'poly', 'linear']
Parameters
----------
X : array [n_samples_a, n_samples_a] if metric == "precomputed", or, \
[n_samples_a, n_features] otherwise
Array of pairwise kernels between samples, or a feature array.
Y : array [n_samples_b, n_features]
A second feature array only if X has shape [n_samples_a, n_features].
metric : string, or callable
The metric to use when calculating kernel between instances in a
feature array. If metric is a string, it must be one of the metrics
in pairwise.pairwise_kernel_functions.
If metric is "precomputed", X is assumed to be a kernel matrix.
Alternatively, if metric is a callable function, it is called on each
pair of instances (rows) and the resulting value recorded. The callable
should take two arrays from X as input and return a value indicating
the distance between them.
n_jobs : int
The number of jobs to use for the computation. This works by breaking
down the pairwise matrix into n_jobs even slices and computing them in
parallel.
If -1 all CPUs are used. If 1 is given, no parallel computing code is
used at all, which is useful for debuging. For n_jobs below -1,
(n_cpus + 1 - n_jobs) are used. Thus for n_jobs = -2, all CPUs but one
are used.
filter_params: boolean
Whether to filter invalid parameters or not.
`**kwds` : optional keyword parameters
Any further parameters are passed directly to the kernel function.
Returns
-------
K : array [n_samples_a, n_samples_a] or [n_samples_a, n_samples_b]
A kernel matrix K such that K_{i, j} is the kernel between the
ith and jth vectors of the given matrix X, if Y is None.
If Y is not None, then K_{i, j} is the kernel between the ith array
from X and the jth array from Y.
Notes
-----
If metric is 'precomputed', Y is ignored and X is returned.
"""
if metric == "precomputed":
return X
elif metric in pairwise_kernel_functions:
if filter_params:
kwds = dict((k, kwds[k]) for k in kwds \
if k in kernel_params[metric])
func = pairwise_kernel_functions[metric]
if n_jobs == 1:
return func(X, Y, **kwds)
else:
return _parallel_pairwise(X, Y, func, n_jobs, **kwds)
elif callable(metric):
# Check matrices first (this is usually done by the metric).
X, Y = check_pairwise_arrays(X, Y)
n_x, n_y = X.shape[0], Y.shape[0]
# Calculate kernel for each element in X and Y.
K = np.zeros((n_x, n_y), dtype='float')
for i in range(n_x):
start = 0
if X is Y:
start = i
for j in range(start, n_y):
# Kernel assumed to be symmetric.
K[i][j] = metric(X[i], Y[j], **kwds)
if X is Y:
K[j][i] = K[i][j]
return K
else:
raise AttributeError("Unknown metric %s" % metric)