来自 sklearn.metrics.silhouette_samples 的内存错误

MemoryError from sklearn.metrics.silhouette_samples

尝试调用 sklearn.metrics.silhouette_samples. My use case is identical to this tutorial 时出现内存错误。我在 Python 3.5 中使用 scikit-learn 0.18.1。

对于相关函数,silhouette_score , this post建议使用sample_size参数,在调用silhouette_samples之前减少样本量。我不确定下采样是否仍会产生可靠的结果,所以我犹豫是否这样做。

我的输入 X 是一个 [107545 行 x 12 列] 数据框,虽然我只有 8GB RAM

,但我并不认为它很大
sklearn.metrics.silhouette_samples(X, labels, metric=’euclidean’)
---------------------------------------------------------------------------
MemoryError                               Traceback (most recent call last)
<ipython-input-39-7285690e9ce8> in <module>()
----> 1 silhouette_samples(df_scaled, df['Cluster_Label'])

C:\Users\KE56166\AppData\Local\Enthought\Canopy\edm\envs\User\lib\site-packages\sklearn\metrics\cluster\unsupervised.py in silhouette_samples(X, labels, metric, **kwds)
    167     check_number_of_labels(len(le.classes_), X.shape[0])
    168 
--> 169     distances = pairwise_distances(X, metric=metric, **kwds)
    170     unique_labels = le.classes_
    171     n_samples_per_label = np.bincount(labels, minlength=len(unique_labels))
C:\Users\KE56166\AppData\Local\Enthought\Canopy\edm\envs\User\lib\site-packages\sklearn\metrics\pairwise.py in pairwise_distances(X, Y, metric, n_jobs, **kwds)
   1245         func = partial(distance.cdist, metric=metric, **kwds)
   1246 
-> 1247     return _parallel_pairwise(X, Y, func, n_jobs, **kwds)
   1248 
   1249 
C:\Users\KE56166\AppData\Local\Enthought\Canopy\edm\envs\User\lib\site-packages\sklearn\metrics\pairwise.py in _parallel_pairwise(X, Y, func, n_jobs, **kwds)
   1088     if n_jobs == 1:
   1089         # Special case to avoid picklability checks in delayed
-> 1090         return func(X, Y, **kwds)
   1091 
   1092     # TODO: in some cases, backend='threading' may be appropriate
C:\Users\KE56166\AppData\Local\Enthought\Canopy\edm\envs\User\lib\site-packages\sklearn\metrics\pairwise.py in euclidean_distances(X, Y, Y_norm_squared, squared, X_norm_squared)
    244         YY = row_norms(Y, squared=True)[np.newaxis, :]
    245 
--> 246     distances = safe_sparse_dot(X, Y.T, dense_output=True)
    247     distances *= -2
    248     distances += XX
C:\Users\KE56166\AppData\Local\Enthought\Canopy\edm\envs\User\lib\site-packages\sklearn\utils\extmath.py in safe_sparse_dot(a, b, dense_output)
    138         return ret
    139     else:
--> 140         return np.dot(a, b)
    141 
    142 
MemoryError: 

计算似乎依赖于euclidean_distances which crashed on the call of np.dot. I am not dealing with scarcity here so maybe there is no solution. When calculating distance I normally use numpy.linalg.norm(A-B)。这是否有更好的内存处理?

更新:PR 11135 应该在 scikit-learn 中解决这个问题,使其余的 post 过时。


你有大约 100000 = 1e5 个样本,它们是 12 维的点 space。 pairwise_distances 方法试图计算它们之间的所有成对距离。即 (1e5)**2 = 1e10 距离。每个都是一个浮点数; float64 格式占用 8 个字节的内存。所以距离矩阵的大小是 8e10 字节,也就是 74.5 GB。

偶尔会在 GitHub 上报道:#4701, #4197 with the answer being roughly: it's a NumPy problem that it can't handle np.dot with matrices of that size. Although there was one comment

it might be possible to break this up into sub-matrices to do the calculation more memory efficient.

确实,如果不是在开始时形成一个巨大的距离矩阵,该方法会在 the loop over labels 中计算它的相关块,这将需要更少的内存。

使用其 source 修改该方法并不难,因此它不是先计算距离然后再应用二进制掩码,而是先掩码。这就是我在下面所做的。它不需要 N**2 内存,其中 N 是样本数,它需要 n**2,其中 n 是最大簇大小。

如果这看起来很实用,我想可以通过一些标志将它添加到 Scikit 中……但是应该注意这个版本不支持 metric='precomputed'

import numpy as np
from sklearn.metrics.pairwise import pairwise_distances
from sklearn.utils import check_X_y
from sklearn.preprocessing import LabelEncoder
from sklearn.metrics.cluster.unsupervised import check_number_of_labels

def silhouette_samples_memory_saving(X, labels, metric='euclidean', **kwds):
    X, labels = check_X_y(X, labels, accept_sparse=['csc', 'csr'])
    le = LabelEncoder()
    labels = le.fit_transform(labels)
    check_number_of_labels(len(le.classes_), X.shape[0])

    unique_labels = le.classes_
    n_samples_per_label = np.bincount(labels, minlength=len(unique_labels))

    # For sample i, store the mean distance of the cluster to which
    # it belongs in intra_clust_dists[i]
    intra_clust_dists = np.zeros(X.shape[0], dtype=X.dtype)

    # For sample i, store the mean distance of the second closest
    # cluster in inter_clust_dists[i]
    inter_clust_dists = np.inf + intra_clust_dists

    for curr_label in range(len(unique_labels)):

        # Find inter_clust_dist for all samples belonging to the same
        # label.
        mask = labels == curr_label

        # Leave out current sample.
        n_samples_curr_lab = n_samples_per_label[curr_label] - 1
        if n_samples_curr_lab != 0:
            intra_distances = pairwise_distances(X[mask, :], metric=metric, **kwds)
            intra_clust_dists[mask] = np.sum(intra_distances, axis=1) / n_samples_curr_lab

        # Now iterate over all other labels, finding the mean
        # cluster distance that is closest to every sample.
        for other_label in range(len(unique_labels)):
            if other_label != curr_label:
                other_mask = labels == other_label
                inter_distances = pairwise_distances(X[mask, :], X[other_mask, :], metric=metric, **kwds)
                other_distances = np.mean(inter_distances, axis=1)
                inter_clust_dists[mask] = np.minimum(inter_clust_dists[mask], other_distances)

    sil_samples = inter_clust_dists - intra_clust_dists
    sil_samples /= np.maximum(intra_clust_dists, inter_clust_dists)
    # score 0 for clusters of size 1, according to the paper
    sil_samples[n_samples_per_label.take(labels) == 1] = 0
    return sil_samples

接受的答案比官方函数记忆力好很多。它从 len(data)^2 到 len(clu​​ster)^2。如果您的集群足够大,那么这仍然会造成问题。我写了以下内容,这是 ~len(data) 但速度非常慢。

import numpy as np
from sklearn.utils import check_X_y
from sklearn.preprocessing import LabelEncoder
from sklearn.metrics.cluster.unsupervised import check_number_of_labels

def silhouette_samples_newest(X, labels, metric='euclidean', **kwds):                                                
    X, labels = check_X_y(X, labels, accept_sparse=['csc', 'csr'])
    le = LabelEncoder()
    labels = le.fit_transform(labels)
    unique_labels = le.classes_
    check_number_of_labels(len(unique_labels), X.shape[0])

    n_samples_per_label = np.bincount(labels, minlength=len(unique_labels))

    intra_clust_dists = np.array([np.linalg.norm( X[(labels == labels[i]), :] - point, axis = 1).mean() for i, point in enumerate(X)])
    inter_clust_dists = np.array([min([np.linalg.norm( X[(labels == label), :] - point, axis = 1).mean() for label in unique_labels if label!=labels[i]]) for i, point in enumerate(X)])

    sil_samples = inter_clust_dists - intra_clust_dists
    sil_samples /= np.maximum(intra_clust_dists, inter_clust_dists)
    # score 0 for clusters of size 1, according to the paper
    sil_samples[n_samples_per_label.take(labels) == 1] = 0
    return sil_samples

我开发了一个 memory-efficient 并且相对快速的解决方案,用于使用 numba 进行欧式距离转换。这适用于相对于输入数据大小大致恒定的内存,并使用 numba 的自动并行化。有了它,一个 24 维 300000 行的数据集(这将需要大约 720GB 的 RAM)。这可以根据需要修改以实现其他距离度量。

from sklearn.utils import check_X_y
from sklearn.preprocessing import LabelEncoder
from sklearn.metrics.cluster.unsupervised import check_number_of_labels

from numba import jit

@jit(nogil=True, parallel=True)
def euclidean_distances_numba(X, Y=None, Y_norm_squared=None):
    # disable checks
    XX_ = (X * X).sum(axis=1)
    XX = XX_.reshape((1, -1))

    if X is Y:  # shortcut in the common case euclidean_distances(X, X)
        YY = XX.T
    elif Y_norm_squared is not None:
        YY = Y_norm_squared
    else:
        YY_ = np.sum(Y * Y, axis=1)
        YY = YY_.reshape((1,-1))

    distances = np.dot(X, Y.T)
    distances *= -2
    distances += XX
    distances += YY
    distances = np.maximum(distances, 0)

    return np.sqrt(distances)

@jit(parallel=True)
def euclidean_distances_sum(X, Y=None):
    if Y is None:
        Y = X
    Y_norm_squared = (Y ** 2).sum(axis=1)
    sums = np.zeros((len(X)))
    for i in range(len(X)):
        base_row = X[i, :]
        sums[i] = euclidean_distances_numba(base_row.reshape(1, -1), Y, Y_norm_squared=Y_norm_squared).sum()

    return sums


@jit(parallel=True)
def euclidean_distances_mean(X, Y=None):
    if Y is None:
        Y = X
    Y_norm_squared = (Y ** 2).sum(axis=1)
    means = np.zeros((len(X)))
    for i in range(len(X)):
        base_row = X[i, :]
        means[i] = euclidean_distances_numba(base_row.reshape(1, -1), Y, Y_norm_squared=Y_norm_squared).mean()

    return means


def silhouette_samples_memory_saving(X, labels, metric='euclidean', **kwds):
    X, labels = check_X_y(X, labels, accept_sparse=['csc', 'csr'])
    le = LabelEncoder()
    labels = le.fit_transform(labels)
    check_number_of_labels(len(le.classes_), X.shape[0])

    unique_labels = le.classes_
    n_samples_per_label = np.bincount(labels, minlength=len(unique_labels))

    # For sample i, store the mean distance of the cluster to which
    # it belongs in intra_clust_dists[i]
    intra_clust_dists = np.zeros(X.shape[0], dtype=X.dtype)

    # For sample i, store the mean distance of the second closest
    # cluster in inter_clust_dists[i]
    inter_clust_dists = np.inf + intra_clust_dists

    for curr_label in range(len(unique_labels)):

        # Find inter_clust_dist for all samples belonging to the same label.
        mask = labels == curr_label

        # Leave out current sample.
        n_samples_curr_lab = n_samples_per_label[curr_label] - 1
        if n_samples_curr_lab != 0:
            intra_clust_dists[mask] = euclidean_distances_sum(X[mask, :]) / n_samples_curr_lab

        # Now iterate over all other labels, finding the mean
        # cluster distance that is closest to every sample.
        for other_label in range(len(unique_labels)):
            if other_label != curr_label:
                other_mask = labels == other_label
                other_distances = euclidean_distances_mean(X[mask, :], X[other_mask, :])
                inter_clust_dists[mask] = np.minimum(inter_clust_dists[mask], other_distances)

    sil_samples = inter_clust_dists - intra_clust_dists
    sil_samples /= np.maximum(intra_clust_dists, inter_clust_dists)
    # score 0 for clusters of size 1, according to the paper
    sil_samples[n_samples_per_label.take(labels) == 1] = 0
    return sil_samples