k_means_.py

"""K-means clustering"""

# Authors: Gael Varoquaux <gael.varoquaux@normalesup.org>
#          Thomas Rueckstiess <ruecksti@in.tum.de>
#          James Bergstra <james.bergstra@umontreal.ca>
#          Jan Schlueter <scikit-learn@jan-schlueter.de>
#          Nelle Varoquaux
#          Peter Prettenhofer <peter.prettenhofer@gmail.com>
#          Olivier Grisel <olivier.grisel@ensta.org>
#          Mathieu Blondel <mathieu@mblondel.org>
#          Robert Layton <robertlayton@gmail.com>
# License: BSD 3 clause

import warnings

import numpy as np
import scipy.sparse as sp

from ..base import BaseEstimator, ClusterMixin, TransformerMixin
from ..metrics.pairwise import euclidean_distances
from ..utils.extmath import row_norms
from ..utils.sparsefuncs_fast import assign_rows_csr
from ..utils.sparsefuncs import mean_variance_axis0
from ..utils.fixes import astype
from ..utils import check_array
from ..utils import check_random_state
from ..utils import as_float_array
from ..utils import gen_batches
from ..utils.random import choice
from ..externals.joblib import Parallel
from ..externals.joblib import delayed

from . import _k_means


###############################################################################
# Initialization heuristic


def _k_init(X, n_clusters, x_squared_norms, random_state, n_local_trials=None):
    """Init n_clusters seeds according to k-means++

    Parameters
    -----------
    X: array or sparse matrix, shape (n_samples, n_features)
        The data to pick seeds for. To avoid memory copy, the input data
        should be double precision (dtype=np.float64).

    n_clusters: integer
        The number of seeds to choose

    x_squared_norms: array, shape (n_samples,)
        Squared Euclidean norm of each data point.

    random_state: numpy.RandomState
        The generator used to initialize the centers.

    n_local_trials: integer, optional
        The number of seeding trials for each center (except the first),
        of which the one reducing inertia the most is greedily chosen.
        Set to None to make the number of trials depend logarithmically
        on the number of seeds (2+log(k)); this is the default.

    Notes
    -----
    Selects initial cluster centers for k-mean clustering in a smart way
    to speed up convergence. see: Arthur, D. and Vassilvitskii, S.
    "k-means++: the advantages of careful seeding". ACM-SIAM symposium
    on Discrete algorithms. 2007

    Version ported from http://www.stanford.edu/~darthur/kMeansppTest.zip,
    which is the implementation used in the aforementioned paper.
    """
    n_samples, n_features = X.shape

    centers = np.empty((n_clusters, n_features))

    assert x_squared_norms is not None, 'x_squared_norms None in _k_init'

    # Set the number of local seeding trials if none is given
    if n_local_trials is None:
        # This is what Arthur/Vassilvitskii tried, but did not report
        # specific results for other than mentioning in the conclusion
        # that it helped.
        n_local_trials = 2 + int(np.log(n_clusters))

    # Pick first center randomly
    center_id = random_state.randint(n_samples)
    if sp.issparse(X):
        centers[0] = X[center_id].toarray()
    else:
        centers[0] = X[center_id]

    # Initialize list of closest distances and calculate current potential
    closest_dist_sq = euclidean_distances(
        centers[0], X, Y_norm_squared=x_squared_norms, squared=True)
    current_pot = closest_dist_sq.sum()

    # Pick the remaining n_clusters-1 points
    for c in range(1, n_clusters):
        # Choose center candidates by sampling with probability proportional
        # to the squared distance to the closest existing center
        rand_vals = random_state.random_sample(n_local_trials) * current_pot
        candidate_ids = np.searchsorted(closest_dist_sq.cumsum(), rand_vals)

        # Compute distances to center candidates
        distance_to_candidates = euclidean_distances(
            X[candidate_ids], X, Y_norm_squared=x_squared_norms, squared=True)

        # Decide which candidate is the best
        best_candidate = None
        best_pot = None
        best_dist_sq = None
        for trial in range(n_local_trials):
            # Compute potential when including center candidate
            new_dist_sq = np.minimum(closest_dist_sq,
                                     distance_to_candidates[trial])
            new_pot = new_dist_sq.sum()

            # Store result if it is the best local trial so far
            if (best_candidate is None) or (new_pot < best_pot):
                best_candidate = candidate_ids[trial]
                best_pot = new_pot
                best_dist_sq = new_dist_sq

        # Permanently add best center candidate found in local tries
        if sp.issparse(X):
            centers[c] = X[best_candidate].toarray()
        else:
            centers[c] = X[best_candidate]
        current_pot = best_pot
        closest_dist_sq = best_dist_sq

    return centers


###############################################################################
# K-means batch estimation by EM (expectation maximization)


def _tolerance(X, tol):
    """Return a tolerance which is independent of the dataset"""
    if sp.issparse(X):
        variances = mean_variance_axis0(X)[1]
    else:
        variances = np.var(X, axis=0)
    return np.mean(variances) * tol


def k_means(X, n_clusters, init='k-means++', precompute_distances=True,
            n_init=10, max_iter=300, verbose=False,
            tol=1e-4, random_state=None, copy_x=True, n_jobs=1,
            return_n_iter=False):
    """K-means clustering algorithm.

    Parameters
    ----------
    X : array-like or sparse matrix, shape (n_samples, n_features)
        The observations to cluster.

    n_clusters : int
        The number of clusters to form as well as the number of
        centroids to generate.

    max_iter : int, optional, default 300
        Maximum number of iterations of the k-means algorithm to run.

    n_init : int, optional, default: 10
        Number of time the k-means algorithm will be run with different
        centroid seeds. The final results will be the best output of
        n_init consecutive runs in terms of inertia.

    init : {'k-means++', 'random', or ndarray, or a callable}, optional
        Method for initialization, default to 'k-means++':

        'k-means++' : selects initial cluster centers for k-mean
        clustering in a smart way to speed up convergence. See section
        Notes in k_init for more details.

        'random': generate k centroids from a Gaussian with mean and
        variance estimated from the data.

        If an ndarray is passed, it should be of shape (n_clusters, n_features)
        and gives the initial centers.

        If a callable is passed, it should take arguments X, k and
        and a random state and return an initialization.

    tol : float, optional
        The relative increment in the results before declaring convergence.

    verbose : boolean, optional
        Verbosity mode.

    random_state : integer or numpy.RandomState, optional
        The generator used to initialize the centers. If an integer is
        given, it fixes the seed. Defaults to the global numpy random
        number generator.

    copy_x : boolean, optional
        When pre-computing distances it is more numerically accurate to center
        the data first.  If copy_x is True, then the original data is not
        modified.  If False, the original data is modified, and put back before
        the function returns, but small numerical differences may be introduced
        by subtracting and then adding the data mean.

    n_jobs : int
        The number of jobs to use for the computation. This works by computing
        each of the n_init runs in parallel.

        If -1 all CPUs are used. If 1 is given, no parallel computing code is
        used at all, which is useful for debugging. For n_jobs below -1,
        (n_cpus + 1 + n_jobs) are used. Thus for n_jobs = -2, all CPUs but one
        are used.

    return_n_iter : bool, optional
        Whether or not to return the number of iterations.

    Returns
    -------
    centroid : float ndarray with shape (k, n_features)
        Centroids found at the last iteration of k-means.

    label : integer ndarray with shape (n_samples,)
        label[i] is the code or index of the centroid the
        i'th observation is closest to.

    inertia : float
        The final value of the inertia criterion (sum of squared distances to
        the closest centroid for all observations in the training set).

    best_n_iter: int
        Number of iterations corresponding to the best results.
        Returned only if `return_n_iter` is set to True.

    """
    random_state = check_random_state(random_state)

    best_inertia = np.infty
    X = as_float_array(X, copy=copy_x)
    tol = _tolerance(X, tol)

    # subtract of mean of x for more accurate distance computations
    if not sp.issparse(X) or hasattr(init, '__array__'):
        X_mean = X.mean(axis=0)
    if not sp.issparse(X):
        if copy_x:
            X = X.copy()
        X -= X_mean

    if hasattr(init, '__array__'):
        init = np.asarray(init).copy()
        init -= X_mean
        if n_init != 1:
            warnings.warn(
                'Explicit initial center position passed: '
                'performing only one init in k-means instead of n_init=%d'
                % n_init, RuntimeWarning, stacklevel=2)
            n_init = 1

    # precompute squared norms of data points
    x_squared_norms = row_norms(X, squared=True)

    best_labels, best_inertia, best_centers = None, None, None
    if n_jobs == 1:
        # For a single thread, less memory is needed if we just store one set
        # of the best results (as opposed to one set per run per thread).
        for it in range(n_init):
            # run a k-means once
            labels, inertia, centers, n_iter_ = _kmeans_single(
                X, n_clusters, max_iter=max_iter, init=init, verbose=verbose,
                precompute_distances=precompute_distances, tol=tol,
                x_squared_norms=x_squared_norms, random_state=random_state)
            # determine if these results are the best so far
            if best_inertia is None or inertia < best_inertia:
                best_labels = labels.copy()
                best_centers = centers.copy()
                best_inertia = inertia
                best_n_iter = n_iter_
    else:
        # parallelisation of k-means runs
        seeds = random_state.randint(np.iinfo(np.int32).max, size=n_init)
        results = Parallel(n_jobs=n_jobs, verbose=0)(
            delayed(_kmeans_single)(X, n_clusters, max_iter=max_iter,
                                    init=init, verbose=verbose, tol=tol,
                                    precompute_distances=precompute_distances,
                                    x_squared_norms=x_squared_norms,
                                    # Change seed to ensure variety
                                    random_state=seed)
            for seed in seeds)
        # Get results with the lowest inertia
        labels, inertia, centers, n_iters = zip(*results)
        best = np.argmin(inertia)
        best_labels = labels[best]
        best_inertia = inertia[best]
        best_centers = centers[best]
        best_n_iter = n_iters[best]

    if not sp.issparse(X):
        if not copy_x:
            X += X_mean
        best_centers += X_mean

    if return_n_iter:
        return best_centers, best_labels, best_inertia, best_n_iter
    else:
        return best_centers, best_labels, best_inertia


def _kmeans_single(X, n_clusters, x_squared_norms, max_iter=300,
                   init='k-means++', verbose=False, random_state=None,
                   tol=1e-4, precompute_distances=True):
    """A single run of k-means, assumes preparation completed prior.

    Parameters
    ----------
    X: array-like of floats, shape (n_samples, n_features)
        The observations to cluster.

    n_clusters: int
        The number of clusters to form as well as the number of
        centroids to generate.

    max_iter: int, optional, default 300
        Maximum number of iterations of the k-means algorithm to run.

    init: {'k-means++', 'random', or ndarray, or a callable}, optional
        Method for initialization, default to 'k-means++':

        'k-means++' : selects initial cluster centers for k-mean
        clustering in a smart way to speed up convergence. See section
        Notes in k_init for more details.

        'random': generate k centroids from a Gaussian with mean and
        variance estimated from the data.

        If an ndarray is passed, it should be of shape (k, p) and gives
        the initial centers.

        If a callable is passed, it should take arguments X, k and
        and a random state and return an initialization.

    tol: float, optional
        The relative increment in the results before declaring convergence.

    verbose: boolean, optional
        Verbosity mode

    x_squared_norms: array
        Precomputed x_squared_norms.

    random_state: integer or numpy.RandomState, optional
        The generator used to initialize the centers. If an integer is
        given, it fixes the seed. Defaults to the global numpy random
        number generator.

    Returns
    -------
    centroid: float ndarray with shape (k, n_features)
        Centroids found at the last iteration of k-means.

    label: integer ndarray with shape (n_samples,)
        label[i] is the code or index of the centroid the
        i'th observation is closest to.

    inertia: float
        The final value of the inertia criterion (sum of squared distances to
        the closest centroid for all observations in the training set).

    n_iter : int
        Number of iterations run.
    """
    random_state = check_random_state(random_state)

    best_labels, best_inertia, best_centers = None, None, None
    # init
    centers = _init_centroids(X, n_clusters, init, random_state=random_state,
                              x_squared_norms=x_squared_norms)
    if verbose:
        print('Initialization complete')

    # Allocate memory to store the distances for each sample to its
    # closer center for reallocation in case of ties
    distances = np.zeros(shape=(X.shape[0],), dtype=np.float64)

    # iterations
    for i in range(max_iter):
        centers_old = centers.copy()
        # labels assignment is also called the E-step of EM
        labels, inertia = \
            _labels_inertia(X, x_squared_norms, centers,
                            precompute_distances=precompute_distances,
                            distances=distances)

        # computation of the means is also called the M-step of EM
        if sp.issparse(X):
            centers = _k_means._centers_sparse(X, labels, n_clusters,
                                               distances)
        else:
            centers = _k_means._centers_dense(X, labels, n_clusters, distances)

        if verbose:
            print('Iteration %2d, inertia %.3f' % (i, inertia))

        if best_inertia is None or inertia < best_inertia:
            best_labels = labels.copy()
            best_centers = centers.copy()
            best_inertia = inertia

        if np.sum((centers_old - centers) ** 2) <= tol:
            if verbose:
                print("Converged at iteration %d" % i)
            break
    return best_labels, best_inertia, best_centers, i + 1


def _labels_inertia_precompute_dense(X, x_squared_norms, centers, distances):
    """Compute labels and inertia using a full distance matrix.

    This will overwrite the 'distances' array in-place.

    Parameters
    ----------
    X : numpy array, shape (n_sample, n_features)
        Input data.

    x_squared_norms : numpy array, shape (n_samples,)
        Precomputed squared norms of X.

    centers : numpy array, shape (n_clusters, n_features)
        Cluster centers which data is assigned to.

    distances : numpy array, shape (n_samples,)
        Pre-allocated array in which distances are stored.

    Returns
    -------
    labels : numpy array, dtype=np.int, shape (n_samples,)
        Indices of clusters that samples are assigned to.

    inertia : float
        Sum of distances of samples to their closest cluster center.

    """
    n_samples = X.shape[0]
    k = centers.shape[0]
    all_distances = euclidean_distances(centers, X, x_squared_norms,
                                        squared=True)
    labels = np.empty(n_samples, dtype=np.int32)
    labels.fill(-1)
    mindist = np.empty(n_samples)
    mindist.fill(np.infty)
    for center_id in range(k):
        dist = all_distances[center_id]
        labels[dist < mindist] = center_id
        mindist = np.minimum(dist, mindist)
    if n_samples == distances.shape[0]:
        # distances will be changed in-place
        distances[:] = mindist
    inertia = mindist.sum()
    return labels, inertia


def _labels_inertia(X, x_squared_norms, centers,
                    precompute_distances=True, distances=None):
    """E step of the K-means EM algorithm.

    Compute the labels and the inertia of the given samples and centers.
    This will compute the distances in-place.

    Parameters
    ----------
    X: float64 array-like or CSR sparse matrix, shape (n_samples, n_features)
        The input samples to assign to the labels.

    x_squared_norms: array, shape (n_samples,)
        Precomputed squared euclidean norm of each data point, to speed up
        computations.

    centers: float64 array, shape (k, n_features)
        The cluster centers.

    precompute_distances : boolean, default: True
        Precompute distances (faster but takes more memory).

    distances: float64 array, shape (n_samples,)
        Pre-allocated array to be filled in with each sample's distance
        to the closest center.

    Returns
    -------
    labels: int array of shape(n)
        The resulting assignment

    inertia : float
        Sum of distances of samples to their closest cluster center.
    """
    n_samples = X.shape[0]
    # set the default value of centers to -1 to be able to detect any anomaly
    # easily
    labels = -np.ones(n_samples, np.int32)
    if distances is None:
        distances = np.zeros(shape=(0,), dtype=np.float64)
    # distances will be changed in-place
    if sp.issparse(X):
        inertia = _k_means._assign_labels_csr(
            X, x_squared_norms, centers, labels, distances=distances)
    else:
        if precompute_distances:
            return _labels_inertia_precompute_dense(X, x_squared_norms,
                                                    centers, distances)
        inertia = _k_means._assign_labels_array(
            X, x_squared_norms, centers, labels, distances=distances)
    return labels, inertia


def _init_centroids(X, k, init, random_state=None, x_squared_norms=None,
                    init_size=None):
    """Compute the initial centroids

    Parameters
    ----------

    X: array, shape (n_samples, n_features)

    k: int
        number of centroids

    init: {'k-means++', 'random' or ndarray or callable} optional
        Method for initialization

    random_state: integer or numpy.RandomState, optional
        The generator used to initialize the centers. If an integer is
        given, it fixes the seed. Defaults to the global numpy random
        number generator.

    x_squared_norms:  array, shape (n_samples,), optional
        Squared euclidean norm of each data point. Pass it if you have it at
        hands already to avoid it being recomputed here. Default: None

    init_size : int, optional
        Number of samples to randomly sample for speeding up the
        initialization (sometimes at the expense of accuracy): the
        only algorithm is initialized by running a batch KMeans on a
        random subset of the data. This needs to be larger than k.

    Returns
    -------
    centers: array, shape(k, n_features)
    """
    random_state = check_random_state(random_state)
    n_samples = X.shape[0]

    if init_size is not None and init_size < n_samples:
        if init_size < k:
            warnings.warn(
                "init_size=%d should be larger than k=%d. "
                "Setting it to 3*k" % (init_size, k),
                RuntimeWarning, stacklevel=2)
            init_size = 3 * k
        init_indices = random_state.random_integers(
            0, n_samples - 1, init_size)
        X = X[init_indices]
        x_squared_norms = x_squared_norms[init_indices]
        n_samples = X.shape[0]
    elif n_samples < k:
            raise ValueError(
                "n_samples=%d should be larger than k=%d" % (n_samples, k))

    if init == 'k-means++':
        centers = _k_init(X, k, random_state=random_state,
                          x_squared_norms=x_squared_norms)
    elif init == 'random':
        seeds = random_state.permutation(n_samples)[:k]
        centers = X[seeds]
    elif hasattr(init, '__array__'):
        centers = init
    elif callable(init):
        centers = init(X, k, random_state=random_state)
    else:
        raise ValueError("the init parameter for the k-means should "
                         "be 'k-means++' or 'random' or an ndarray, "
                         "'%s' (type '%s') was passed." % (init, type(init)))

    if sp.issparse(centers):
        centers = centers.toarray()

    if len(centers) != k:
        raise ValueError('The shape of the initial centers (%s) '
                         'does not match the number of clusters %i'
                         % (centers.shape, k))

    return centers


class KMeans(BaseEstimator, ClusterMixin, TransformerMixin):
    """K-Means clustering

    Parameters
    ----------

    n_clusters : int, optional, default: 8
        The number of clusters to form as well as the number of
        centroids to generate.

    max_iter : int, default: 300
        Maximum number of iterations of the k-means algorithm for a
        single run.

    n_init : int, default: 10
        Number of time the k-means algorithm will be run with different
        centroid seeds. The final results will be the best output of
        n_init consecutive runs in terms of inertia.

    init : {'k-means++', 'random' or an ndarray}
        Method for initialization, defaults to 'k-means++':

        'k-means++' : selects initial cluster centers for k-mean
        clustering in a smart way to speed up convergence. See section
        Notes in k_init for more details.

        'random': choose k observations (rows) at random from data for
        the initial centroids.

        If an ndarray is passed, it should be of shape (n_clusters, n_features)
        and gives the initial centers.

    precompute_distances : boolean, default: True
        Precompute distances (faster but takes more memory).

    tol : float, default: 1e-4
        Relative tolerance with regards to inertia to declare convergence

    n_jobs : int, default: 1
        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 debugging. For n_jobs below -1,
        (n_cpus + 1 + n_jobs) are used. Thus for n_jobs = -2, all CPUs but one
        are used.

    random_state : integer or numpy.RandomState, optional
        The generator used to initialize the centers. If an integer is
        given, it fixes the seed. Defaults to the global numpy random
        number generator.

    Attributes
    ----------
    cluster_centers_ : array, [n_clusters, n_features]
        Coordinates of cluster centers

    labels_ :
        Labels of each point

    inertia_ : float
        Sum of distances of samples to their closest cluster center.

    Notes
    ------
    The k-means problem is solved using Lloyd's algorithm.

    The average complexity is given by O(k n T), were n is the number of
    samples and T is the number of iteration.

    The worst case complexity is given by O(n^(k+2/p)) with
    n = n_samples, p = n_features. (D. Arthur and S. Vassilvitskii,
    'How slow is the k-means method?' SoCG2006)

    In practice, the k-means algorithm is very fast (one of the fastest
    clustering algorithms available), but it falls in local minima. That's why
    it can be useful to restart it several times.

    See also
    --------

    MiniBatchKMeans:
        Alternative online implementation that does incremental updates
        of the centers positions using mini-batches.
        For large scale learning (say n_samples > 10k) MiniBatchKMeans is
        probably much faster to than the default batch implementation.

    """

    def __init__(self, n_clusters=8, init='k-means++', n_init=10, max_iter=300,
                 tol=1e-4, precompute_distances=True,
                 verbose=0, random_state=None, copy_x=True, n_jobs=1):

        if hasattr(init, '__array__'):
            n_clusters = init.shape[0]
            init = np.asarray(init, dtype=np.float64)

        self.n_clusters = n_clusters
        self.init = init
        self.max_iter = max_iter
        self.tol = tol
        self.precompute_distances = precompute_distances
        self.n_init = n_init
        self.verbose = verbose
        self.random_state = random_state
        self.copy_x = copy_x
        self.n_jobs = n_jobs

    def _check_fit_data(self, X):
        """Verify that the number of samples given is larger than k"""
        X = check_array(X, accept_sparse='csr', dtype=np.float64)
        if X.shape[0] < self.n_clusters:
            raise ValueError("n_samples=%d should be >= n_clusters=%d" % (
                X.shape[0], self.n_clusters))
        return X

    def _check_test_data(self, X):
        X = check_array(X, accept_sparse='csr')
        n_samples, n_features = X.shape
        expected_n_features = self.cluster_centers_.shape[1]
        if not n_features == expected_n_features:
            raise ValueError("Incorrect number of features. "
                             "Got %d features, expected %d" % (
                                 n_features, expected_n_features))
        if not X.dtype.kind is 'f':
            warnings.warn("Got data type %s, converted to float "
                          "to avoid overflows" % X.dtype,
                          RuntimeWarning, stacklevel=2)
            X = X.astype(np.float)

        return X

    def _check_fitted(self):
        if not hasattr(self, "cluster_centers_"):
            raise AttributeError("Model has not been trained yet.")

    def fit(self, X, y=None):
        """Compute k-means clustering.

        Parameters
        ----------
        X : array-like or sparse matrix, shape=(n_samples, n_features)
        """
        random_state = check_random_state(self.random_state)
        X = self._check_fit_data(X)

        self.cluster_centers_, self.labels_, self.inertia_, self.n_iter_ = \
            k_means(
                X, n_clusters=self.n_clusters, init=self.init,
                n_init=self.n_init, max_iter=self.max_iter,
                verbose=self.verbose, return_n_iter=True,
                precompute_distances=self.precompute_distances,
                tol=self.tol, random_state=random_state, copy_x=self.copy_x,
                n_jobs=self.n_jobs)
        return self

    def fit_predict(self, X):
        """Compute cluster centers and predict cluster index for each sample.

        Convenience method; equivalent to calling fit(X) followed by
        predict(X).
        """
        return self.fit(X).labels_

    def fit_transform(self, X, y=None):
        """Compute clustering and transform X to cluster-distance space.

        Equivalent to fit(X).transform(X), but more efficiently implemented.
        """
        # Currently, this just skips a copy of the data if it is not in
        # np.array or CSR format already.
        # XXX This skips _check_test_data, which may change the dtype;
        # we should refactor the input validation.
        X = self._check_fit_data(X)
        return self.fit(X)._transform(X)

    def transform(self, X, y=None):
        """Transform X to a cluster-distance space.

        In the new space, each dimension is the distance to the cluster
        centers.  Note that even if X is sparse, the array returned by
        `transform` will typically be dense.

        Parameters
        ----------
        X : {array-like, sparse matrix}, shape = [n_samples, n_features]
            New data to transform.

        Returns
        -------
        X_new : array, shape [n_samples, k]
            X transformed in the new space.
        """
        self._check_fitted()
        X = self._check_test_data(X)
        return self._transform(X)

    def _transform(self, X):
        """guts of transform method; no input validation"""
        return euclidean_distances(X, self.cluster_centers_)

    def predict(self, X):
        """Predict the closest cluster each sample in X belongs to.

        In the vector quantization literature, `cluster_centers_` is called
        the code book and each value returned by `predict` is the index of
        the closest code in the code book.

        Parameters
        ----------
        X : {array-like, sparse matrix}, shape = [n_samples, n_features]
            New data to predict.

        Returns
        -------
        labels : array, shape [n_samples,]
            Index of the cluster each sample belongs to.
        """
        self._check_fitted()
        X = self._check_test_data(X)
        x_squared_norms = row_norms(X, squared=True)
        return _labels_inertia(X, x_squared_norms, self.cluster_centers_)[0]

    def score(self, X):
        """Opposite of the value of X on the K-means objective.

        Parameters
        ----------
        X : {array-like, sparse matrix}, shape = [n_samples, n_features]
            New data.

        Returns
        -------
        score : float
            Opposite of the value of X on the K-means objective.
        """
        self._check_fitted()
        X = self._check_test_data(X)
        x_squared_norms = row_norms(X, squared=True)
        return -_labels_inertia(X, x_squared_norms, self.cluster_centers_)[1]


def _mini_batch_step(X, x_squared_norms, centers, counts,
                     old_center_buffer, compute_squared_diff,
                     distances, random_reassign=False,
                     random_state=None, reassignment_ratio=.01,
                     verbose=False):
    """Incremental update of the centers for the Minibatch K-Means algorithm.

    Parameters
    ----------

    X : array, shape (n_samples, n_features)
        The original data array.

    x_squared_norms : array, shape (n_samples,)
        Squared euclidean norm of each data point.

    centers : array, shape (k, n_features)
        The cluster centers. This array is MODIFIED IN PLACE

    counts : array, shape (k,)
         The vector in which we keep track of the numbers of elements in a
         cluster. This array is MODIFIED IN PLACE

    distances : array, dtype float64, shape (n_samples), optional
        If not None, should be a pre-allocated array that will be used to store
        the distances of each sample to its closest center.
        May not be None when random_reassign is True.

    random_state : integer or numpy.RandomState, optional
        The generator used to initialize the centers. If an integer is
        given, it fixes the seed. Defaults to the global numpy random
        number generator.

    random_reassign : boolean, optional
        If True, centers with very low counts are randomly reassigned
        to observations.

    reassignment_ratio : float, optional
        Control the fraction of the maximum number of counts for a
        center to be reassigned. A higher value means that low count
        centers are more likely to be reassigned, which means that the
        model will take longer to converge, but should converge in a
        better clustering.

    verbose : bool, optional
        Controls the verbosity.

    Returns
    -------
    inertia : float
        Sum of distances of samples to their closest cluster center.

    squared_diff : numpy array, shape (n_clusters,)
        Squared distances between previous and updated cluster centers.

    """
    # Perform label assignment to nearest centers
    nearest_center, inertia = _labels_inertia(X, x_squared_norms, centers,
                                              distances=distances)

    if random_reassign and reassignment_ratio > 0:
        random_state = check_random_state(random_state)
        # Reassign clusters that have very low counts
        to_reassign = counts < reassignment_ratio * counts.max()
        # pick at most .5 * batch_size samples as new centers
        if to_reassign.sum() > .5 * X.shape[0]:
            indices_dont_reassign = np.argsort(counts)[int(.5 * X.shape[0]):]
            to_reassign[indices_dont_reassign] = False
        n_reassigns = to_reassign.sum()
        if n_reassigns:
            # Pick new clusters amongst observations with uniform probability
            new_centers = choice(X.shape[0], replace=False, size=n_reassigns,
                                 random_state=random_state)
            if verbose:
                print("[MiniBatchKMeans] Reassigning %i cluster centers."
                        % n_reassigns)

            if sp.issparse(X) and not sp.issparse(centers):
                assign_rows_csr(X,
                                astype(new_centers, np.intp),
                                astype(np.where(to_reassign)[0], np.intp),
                                centers)
            else:
                centers[to_reassign] = X[new_centers]
        # reset counts of reassigned centers, but don't reset them too small
        # to avoid instant reassignment. This is a pretty dirty hack as it
        # also modifies the learning rates.
        counts[to_reassign] = np.min(counts[~to_reassign])

    # implementation for the sparse CSR representation completely written in
    # cython
    if sp.issparse(X):
        return inertia, _k_means._mini_batch_update_csr(
            X, x_squared_norms, centers, counts, nearest_center,
            old_center_buffer, compute_squared_diff)

    # dense variant in mostly numpy (not as memory efficient though)
    k = centers.shape[0]
    squared_diff = 0.0
    for center_idx in range(k):
        # find points from minibatch that are assigned to this center
        center_mask = nearest_center == center_idx
        count = center_mask.sum()

        if count > 0:
            if compute_squared_diff:
                old_center_buffer[:] = centers[center_idx]

            # inplace remove previous count scaling
            centers[center_idx] *= counts[center_idx]

            # inplace sum with new points members of this cluster
            centers[center_idx] += np.sum(X[center_mask], axis=0)

            # update the count statistics for this center
            counts[center_idx] += count

            # inplace rescale to compute mean of all points (old and new)
            centers[center_idx] /= counts[center_idx]

            # update the squared diff if necessary
            if compute_squared_diff:
                diff = centers[center_idx].ravel() - old_center_buffer.ravel()
                squared_diff += np.dot(diff, diff)

    return inertia, squared_diff


def _mini_batch_convergence(model, iteration_idx, n_iter, tol,
                            n_samples, centers_squared_diff, batch_inertia,
                            context, verbose=0):
    """Helper function to encapsulte the early stopping logic"""
    # Normalize inertia to be able to compare values when
    # batch_size changes
    batch_inertia /= model.batch_size
    centers_squared_diff /= model.batch_size

    # Compute an Exponentially Weighted Average of the squared
    # diff to monitor the convergence while discarding
    # minibatch-local stochastic variability:
    # https://en.wikipedia.org/wiki/Moving_average
    ewa_diff = context.get('ewa_diff')
    ewa_inertia = context.get('ewa_inertia')
    if ewa_diff is None:
        ewa_diff = centers_squared_diff
        ewa_inertia = batch_inertia
    else:
        alpha = float(model.batch_size) * 2.0 / (n_samples + 1)
        alpha = 1.0 if alpha > 1.0 else alpha
        ewa_diff = ewa_diff * (1 - alpha) + centers_squared_diff * alpha
        ewa_inertia = ewa_inertia * (1 - alpha) + batch_inertia * alpha

    # Log progress to be able to monitor convergence
    if verbose:
        progress_msg = (
            'Minibatch iteration %d/%d:'
            ' mean batch inertia: %f, ewa inertia: %f ' % (
                iteration_idx + 1, n_iter, batch_inertia,
                ewa_inertia))
        print(progress_msg)

    # Early stopping based on absolute tolerance on squared change of
    # centers position (using EWA smoothing)
    if tol > 0.0 and ewa_diff <= tol:
        if verbose:
            print('Converged (small centers change) at iteration %d/%d'
                  % (iteration_idx + 1, n_iter))
        return True

    # Early stopping heuristic due to lack of improvement on smoothed inertia
    ewa_inertia_min = context.get('ewa_inertia_min')
    no_improvement = context.get('no_improvement', 0)
    if (ewa_inertia_min is None or ewa_inertia < ewa_inertia_min):
        no_improvement = 0
        ewa_inertia_min = ewa_inertia
    else:
        no_improvement += 1

    if (model.max_no_improvement is not None
            and no_improvement >= model.max_no_improvement):
        if verbose:
            print('Converged (lack of improvement in inertia)'
                  ' at iteration %d/%d'
                  % (iteration_idx + 1, n_iter))
        return True

    # update the convergence context to maintain state across successive calls:
    context['ewa_diff'] = ewa_diff
    context['ewa_inertia'] = ewa_inertia
    context['ewa_inertia_min'] = ewa_inertia_min
    context['no_improvement'] = no_improvement
    return False


class MiniBatchKMeans(KMeans):
    """Mini-Batch K-Means clustering

    Parameters
    ----------

    n_clusters : int, optional, default: 8
        The number of clusters to form as well as the number of
        centroids to generate.

    max_iter : int, optional
        Maximum number of iterations over the complete dataset before
        stopping independently of any early stopping criterion heuristics.

    max_no_improvement : int, default: 10
        Control early stopping based on the consecutive number of mini
        batches that does not yield an improvement on the smoothed inertia.

        To disable convergence detection based on inertia, set
        max_no_improvement to None.

    tol : float, default: 0.0
        Control early stopping based on the relative center changes as
        measured by a smoothed, variance-normalized of the mean center
        squared position changes. This early stopping heuristics is
        closer to the one used for the batch variant of the algorithms
        but induces a slight computational and memory overhead over the
        inertia heuristic.

        To disable convergence detection based on normalized center
        change, set tol to 0.0 (default).

    batch_size : int, optional, default: 100
        Size of the mini batches.

    init_size : int, optional, default: 3 * batch_size
        Number of samples to randomly sample for speeding up the
        initialization (sometimes at the expense of accuracy): the
        only algorithm is initialized by running a batch KMeans on a
        random subset of the data. This needs to be larger than k.

    init : {'k-means++', 'random' or an ndarray}, default: 'k-means++'
        Method for initialization, defaults to 'k-means++':

        'k-means++' : selects initial cluster centers for k-mean
        clustering in a smart way to speed up convergence. See section
        Notes in k_init for more details.

        'random': choose k observations (rows) at random from data for
        the initial centroids.

        If an ndarray is passed, it should be of shape (n_clusters, n_features)
        and gives the initial centers.

    n_init : int, default=3
        Number of random initializations that are tried.
        In contrast to KMeans, the algorithm is only run once, using the
        best of the ``n_init`` initializations as measured by inertia.

    compute_labels : boolean, default=True
        Compute label assignment and inertia for the complete dataset
        once the minibatch optimization has converged in fit.

    random_state : integer or numpy.RandomState, optional
        The generator used to initialize the centers. If an integer is
        given, it fixes the seed. Defaults to the global numpy random
        number generator.

    reassignment_ratio : float, default: 0.01
        Control the fraction of the maximum number of counts for a
        center to be reassigned. A higher value means that low count
        centers are more easily reassigned, which means that the
        model will take longer to converge, but should converge in a
        better clustering.


    Attributes
    ----------

    cluster_centers_ : array, [n_clusters, n_features]
        Coordinates of cluster centers

    labels_ :
        Labels of each point (if compute_labels is set to True).

    inertia_ : float
        The value of the inertia criterion associated with the chosen
        partition (if compute_labels is set to True). The inertia is
        defined as the sum of square distances of samples to their nearest
        neighbor.

    Notes
    -----
    See http://www.eecs.tufts.edu/~dsculley/papers/fastkmeans.pdf
    """

    def __init__(self, n_clusters=8, init='k-means++', max_iter=100,
                 batch_size=100, verbose=0, compute_labels=True,
                 random_state=None, tol=0.0, max_no_improvement=10,
                 init_size=None, n_init=3, reassignment_ratio=0.01):

        super(MiniBatchKMeans, self).__init__(
            n_clusters=n_clusters, init=init, max_iter=max_iter,
            verbose=verbose, random_state=random_state, tol=tol, n_init=n_init)

        self.max_no_improvement = max_no_improvement
        self.batch_size = batch_size
        self.compute_labels = compute_labels
        self.init_size = init_size
        self.reassignment_ratio = reassignment_ratio

    def fit(self, X, y=None):
        """Compute the centroids on X by chunking it into mini-batches.

        Parameters
        ----------
        X : array-like, shape = [n_samples, n_features]
            Coordinates of the data points to cluster
        """
        random_state = check_random_state(self.random_state)
        X = check_array(X, accept_sparse="csr", order='C', dtype=np.float64)
        n_samples, n_features = X.shape
        if n_samples < self.n_clusters:
            raise ValueError("Number of samples smaller than number "
                             "of clusters.")

        n_init = self.n_init
        if hasattr(self.init, '__array__'):
            self.init = np.ascontiguousarray(self.init, dtype=np.float64)
            if n_init != 1:
                warnings.warn(
                    'Explicit initial center position passed: '
                    'performing only one init in MiniBatchKMeans instead of '
                    'n_init=%d'
                    % self.n_init, RuntimeWarning, stacklevel=2)
                n_init = 1

        x_squared_norms = row_norms(X, squared=True)

        if self.tol > 0.0:
            tol = _tolerance(X, self.tol)

            # using tol-based early stopping needs the allocation of a
            # dedicated before which can be expensive for high dim data:
            # hence we allocate it outside of the main loop
            old_center_buffer = np.zeros(n_features, np.double)
        else:
            tol = 0.0
            # no need for the center buffer if tol-based early stopping is
            # disabled
            old_center_buffer = np.zeros(0, np.double)

        distances = np.zeros(self.batch_size, dtype=np.float64)
        n_batches = int(np.ceil(float(n_samples) / self.batch_size))
        n_iter = int(self.max_iter * n_batches)

        init_size = self.init_size
        if init_size is None:
            init_size = 3 * self.batch_size
        if init_size > n_samples:
            init_size = n_samples
        self.init_size_ = init_size

        validation_indices = random_state.random_integers(
            0, n_samples - 1, init_size)
        X_valid = X[validation_indices]
        x_squared_norms_valid = x_squared_norms[validation_indices]

        # perform several inits with random sub-sets
        best_inertia = None
        for init_idx in range(n_init):
            if self.verbose:
                print("Init %d/%d with method: %s"
                      % (init_idx + 1, n_init, self.init))
            counts = np.zeros(self.n_clusters, dtype=np.int32)

            # TODO: once the `k_means` function works with sparse input we
            # should refactor the following init to use it instead.

            # Initialize the centers using only a fraction of the data as we
            # expect n_samples to be very large when using MiniBatchKMeans
            cluster_centers = _init_centroids(
                X, self.n_clusters, self.init,
                random_state=random_state,
                x_squared_norms=x_squared_norms,
                init_size=init_size)

            # Compute the label assignment on the init dataset
            batch_inertia, centers_squared_diff = _mini_batch_step(
                X_valid, x_squared_norms[validation_indices],
                cluster_centers, counts, old_center_buffer, False,
                distances=None, verbose=self.verbose)

            # Keep only the best cluster centers across independent inits on
            # the common validation set
            _, inertia = _labels_inertia(X_valid, x_squared_norms_valid,
                                         cluster_centers)
            if self.verbose:
                print("Inertia for init %d/%d: %f"
                      % (init_idx + 1, n_init, inertia))
            if best_inertia is None or inertia < best_inertia:
                self.cluster_centers_ = cluster_centers
                self.counts_ = counts
                best_inertia = inertia

        # Empty context to be used inplace by the convergence check routine
        convergence_context = {}

        # Perform the iterative optimization until the final convergence
        # criterion
        for iteration_idx in range(n_iter):
            # Sample a minibatch from the full dataset
            minibatch_indices = random_state.random_integers(
                0, n_samples - 1, self.batch_size)

            # Perform the actual update step on the minibatch data
            batch_inertia, centers_squared_diff = _mini_batch_step(
                X[minibatch_indices], x_squared_norms[minibatch_indices],
                self.cluster_centers_, self.counts_,
                old_center_buffer, tol > 0.0, distances=distances,
                # Here we randomly choose whether to perform
                # random reassignment: the choice is done as a function
                # of the iteration index, and the minimum number of
                # counts, in order to force this reassignment to happen
                # every once in a while
                random_reassign=((iteration_idx + 1)
                                 % (10 + self.counts_.min()) == 0),
                random_state=random_state,
                reassignment_ratio=self.reassignment_ratio,
                verbose=self.verbose)

            # Monitor convergence and do early stopping if necessary
            if _mini_batch_convergence(
                    self, iteration_idx, n_iter, tol, n_samples,
                    centers_squared_diff, batch_inertia, convergence_context,
                    verbose=self.verbose):
                break

        self.n_iter_ = iteration_idx + 1

        if self.compute_labels:
            self.labels_, self.inertia_ = self._labels_inertia_minibatch(X)

        return self

    def _labels_inertia_minibatch(self, X):
        """Compute labels and inertia using mini batches.

        This is slightly slower than doing everything at once but preventes
        memory errors / segfaults.

        Parameters
        ----------
        X : array-like, shape (n_samples, n_features)
            Input data.

        Returns
        -------
        labels : array, shap (n_samples,)
            Cluster labels for each point.

        inertia : float
            Sum of squared distances of points to nearest cluster.
        """
        if self.verbose:
            print('Computing label assignment and total inertia')
        x_squared_norms = row_norms(X, squared=True)
        slices = gen_batches(X.shape[0], self.batch_size)
        results = [_labels_inertia(X[s], x_squared_norms[s],
                                   self.cluster_centers_) for s in slices]
        labels, inertia = zip(*results)
        return np.hstack(labels), np.sum(inertia)

    def partial_fit(self, X, y=None):
        """Update k means estimate on a single mini-batch X.

        Parameters
        ----------
        X : array-like, shape = [n_samples, n_features]
            Coordinates of the data points to cluster.
        """

        X = check_array(X, accept_sparse="csr")
        n_samples, n_features = X.shape
        if hasattr(self.init, '__array__'):
            self.init = np.ascontiguousarray(self.init, dtype=np.float64)

        if n_samples == 0:
            return self

        x_squared_norms = row_norms(X, squared=True)
        self.random_state_ = getattr(self, "random_state_",
                                     check_random_state(self.random_state))
        if (not hasattr(self, 'counts_')
                or not hasattr(self, 'cluster_centers_')):
            # this is the first call partial_fit on this object:
            # initialize the cluster centers
            self.cluster_centers_ = _init_centroids(
                X, self.n_clusters, self.init,
                random_state=self.random_state_,
                x_squared_norms=x_squared_norms, init_size=self.init_size)

            self.counts_ = np.zeros(self.n_clusters, dtype=np.int32)
            random_reassign = False
            distances = None
        else:
            # The lower the minimum count is, the more we do random
            # reassignment, however, we don't want to do random
            # reassignment too often, to allow for building up counts
            random_reassign = self.random_state_.randint(
                10 * (1 + self.counts_.min())) == 0
            distances = np.zeros(X.shape[0], dtype=np.float64)

        _mini_batch_step(X, x_squared_norms, self.cluster_centers_,
                         self.counts_, np.zeros(0, np.double), 0,
                         random_reassign=random_reassign, distances=distances,
                         random_state=self.random_state_,
                         reassignment_ratio=self.reassignment_ratio,
                         verbose=self.verbose)

        if self.compute_labels:
            self.labels_, self.inertia_ = _labels_inertia(
                X, x_squared_norms, self.cluster_centers_)

        return self

    def predict(self, X):
        """Predict the closest cluster each sample in X belongs to.

        In the vector quantization literature, `cluster_centers_` is called
        the code book and each value returned by `predict` is the index of
        the closest code in the code book.

        Parameters
        ----------
        X : {array-like, sparse matrix}, shape = [n_samples, n_features]
            New data to predict.

        Returns
        -------
        labels : array, shape [n_samples,]
            Index of the cluster each sample belongs to.
        """
        self._check_fitted()
        X = self._check_test_data(X)
        return self._labels_inertia_minibatch(X)[0]