annotate toolboxes/FullBNT-1.0.7/netlab3.3/kmeansNetlab.m @ 0:e9a9cd732c1e tip

first hg version after svn
author wolffd
date Tue, 10 Feb 2015 15:05:51 +0000
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wolffd@0 1 function [centres, options, post, errlog] = kmeans(centres, data, options)
wolffd@0 2 %KMEANS Trains a k means cluster model.
wolffd@0 3 %
wolffd@0 4 % Description
wolffd@0 5 % CENTRES = KMEANS(CENTRES, DATA, OPTIONS) uses the batch K-means
wolffd@0 6 % algorithm to set the centres of a cluster model. The matrix DATA
wolffd@0 7 % represents the data which is being clustered, with each row
wolffd@0 8 % corresponding to a vector. The sum of squares error function is used.
wolffd@0 9 % The point at which a local minimum is achieved is returned as
wolffd@0 10 % CENTRES. The error value at that point is returned in OPTIONS(8).
wolffd@0 11 %
wolffd@0 12 % [CENTRES, OPTIONS, POST, ERRLOG] = KMEANS(CENTRES, DATA, OPTIONS)
wolffd@0 13 % also returns the cluster number (in a one-of-N encoding) for each
wolffd@0 14 % data point in POST and a log of the error values after each cycle in
wolffd@0 15 % ERRLOG. The optional parameters have the following
wolffd@0 16 % interpretations.
wolffd@0 17 %
wolffd@0 18 % OPTIONS(1) is set to 1 to display error values; also logs error
wolffd@0 19 % values in the return argument ERRLOG. If OPTIONS(1) is set to 0, then
wolffd@0 20 % only warning messages are displayed. If OPTIONS(1) is -1, then
wolffd@0 21 % nothing is displayed.
wolffd@0 22 %
wolffd@0 23 % OPTIONS(2) is a measure of the absolute precision required for the
wolffd@0 24 % value of CENTRES at the solution. If the absolute difference between
wolffd@0 25 % the values of CENTRES between two successive steps is less than
wolffd@0 26 % OPTIONS(2), then this condition is satisfied.
wolffd@0 27 %
wolffd@0 28 % OPTIONS(3) is a measure of the precision required of the error
wolffd@0 29 % function at the solution. If the absolute difference between the
wolffd@0 30 % error functions between two successive steps is less than OPTIONS(3),
wolffd@0 31 % then this condition is satisfied. Both this and the previous
wolffd@0 32 % condition must be satisfied for termination.
wolffd@0 33 %
wolffd@0 34 % OPTIONS(14) is the maximum number of iterations; default 100.
wolffd@0 35 %
wolffd@0 36 % See also
wolffd@0 37 % GMMINIT, GMMEM
wolffd@0 38 %
wolffd@0 39
wolffd@0 40 % Copyright (c) Ian T Nabney (1996-2001)
wolffd@0 41
wolffd@0 42 [ndata, data_dim] = size(data);
wolffd@0 43 [ncentres, dim] = size(centres);
wolffd@0 44
wolffd@0 45 if dim ~= data_dim
wolffd@0 46 error('Data dimension does not match dimension of centres')
wolffd@0 47 end
wolffd@0 48
wolffd@0 49 if (ncentres > ndata)
wolffd@0 50 error('More centres than data')
wolffd@0 51 end
wolffd@0 52
wolffd@0 53 % Sort out the options
wolffd@0 54 if (options(14))
wolffd@0 55 niters = options(14);
wolffd@0 56 else
wolffd@0 57 niters = 100;
wolffd@0 58 end
wolffd@0 59
wolffd@0 60 store = 0;
wolffd@0 61 if (nargout > 3)
wolffd@0 62 store = 1;
wolffd@0 63 errlog = zeros(1, niters);
wolffd@0 64 end
wolffd@0 65
wolffd@0 66 % Check if centres and posteriors need to be initialised from data
wolffd@0 67 if (options(5) == 1)
wolffd@0 68 % Do the initialisation
wolffd@0 69 perm = randperm(ndata);
wolffd@0 70 perm = perm(1:ncentres);
wolffd@0 71
wolffd@0 72 % Assign first ncentres (permuted) data points as centres
wolffd@0 73 centres = data(perm, :);
wolffd@0 74 end
wolffd@0 75 % Matrix to make unit vectors easy to construct
wolffd@0 76 id = eye(ncentres);
wolffd@0 77
wolffd@0 78 % Main loop of algorithm
wolffd@0 79 for n = 1:niters
wolffd@0 80
wolffd@0 81 % Save old centres to check for termination
wolffd@0 82 old_centres = centres;
wolffd@0 83
wolffd@0 84 % Calculate posteriors based on existing centres
wolffd@0 85 d2 = dist2(data, centres);
wolffd@0 86 % Assign each point to nearest centre
wolffd@0 87 [minvals, index] = min(d2', [], 1);
wolffd@0 88 post = id(index,:);
wolffd@0 89
wolffd@0 90 num_points = sum(post, 1);
wolffd@0 91 % Adjust the centres based on new posteriors
wolffd@0 92 for j = 1:ncentres
wolffd@0 93 if (num_points(j) > 0)
wolffd@0 94 centres(j,:) = sum(data(find(post(:,j)),:), 1)/num_points(j);
wolffd@0 95 end
wolffd@0 96 end
wolffd@0 97
wolffd@0 98 % Error value is total squared distance from cluster centres
wolffd@0 99 e = sum(minvals);
wolffd@0 100 if store
wolffd@0 101 errlog(n) = e;
wolffd@0 102 end
wolffd@0 103 if options(1) > 0
wolffd@0 104 fprintf(1, 'Cycle %4d Error %11.6f\n', n, e);
wolffd@0 105 end
wolffd@0 106
wolffd@0 107 if n > 1
wolffd@0 108 % Test for termination
wolffd@0 109 if max(max(abs(centres - old_centres))) < options(2) & ...
wolffd@0 110 abs(old_e - e) < options(3)
wolffd@0 111 options(8) = e;
wolffd@0 112 return;
wolffd@0 113 end
wolffd@0 114 end
wolffd@0 115 old_e = e;
wolffd@0 116 end
wolffd@0 117
wolffd@0 118 % If we get here, then we haven't terminated in the given number of
wolffd@0 119 % iterations.
wolffd@0 120 options(8) = e;
wolffd@0 121 if (options(1) >= 0)
wolffd@0 122 disp(maxitmess);
wolffd@0 123 end
wolffd@0 124