multi-view clustering指标

文章介绍了如何计算多视图聚类的匹配指标,包括使用Munkres算法和linear_sum_assignment进行最佳匹配,以及计算成本矩阵和重排序过程。同时,提到了聚类和分类指标的计算,如purity、NMI、AMI和ARI等。
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几种 multi-view clustering 的指标代码,介绍见 [1-3],[4-6] 有实现。

Matching / Assignment

由于聚类没有类顺序,而有些指标用到 ground-truth labels(如 accuracy 等分类指标),需要求聚类簇跟 ground-truth 类之间的对应关系。

总体来说就是跑一个匹配算法求最优匹配,记 ground-truth labels y y yy_true、聚类模型输出的 cluster assignment y ′ y' yy_assign、匹配并调整顺序后的 assignment y ′ ′ y'' y′′y_adjust,都是 N n \N^n Nn 的一维向量,长度 n 是 instance 数。

cost matrix

算匹配之前,要求一个 cost 矩阵 W,在此之前先求一个 co-occurrence 矩阵(临时起的名 C ∈ N d × c C\in \N^{d \times c} CNd×c C i j = ∣ { k ∣ y k ′ = i ∧ y k = j , k = 1 , … , n } ∣ C_{ij}=\left|\{k|y'_k=i\wedge y_k=j, k=1,\dots,n\}\right| Cij={kyk=iyk=j,k=1,,n} 其中 c 是 ground-truth 类数,d 是聚类簇数,MVC 里一般 c = d。然后 W i j = m − C i j , m = max ⁡ r , c C r c W_{ij}=m - C_{ij}, \quad m = \max_{r,c} C_{rc} Wij=mCij,m=r,cmaxCrc

有些数据集的 y_true 的 class ID 是从 0 开始,以这里假设 class ID、cluster ID 都是从 0 开始。

# import numpy as np

def calc_cost_matrix(y_true, y_assign, n_classes, n_clusters):
    """calculate cost matrix W
    Input:
        y_true: [n], in {0, ..., n_classes - 1}
        y_assign: [n], in {0, ..., n_clusters - 1}
        n_classes: int, provide in case that y_true.max() != n_classes
        n_clusters: int, provide in case that y_assign.max() != n_clusters
    Output:
        W: [n_clusters, n_classes]
    """
    y_true = y_true.astype(np.int64)
    y_assign = y_assign.astype(np.int64)
    assert y_assign.size == y_true.size # n
    # C = np.zeros((y_assign.max() + 1, y_true.max() + 1), dtype=np.int64)
    C = np.zeros((n_clusters, n_classes), dtype=np.int64)
    for i in range(y_assign.size):
        C[y_assign[i], y_true[i]] += 1
    W = C.max() - C
    return W

munkres

[4] 用 munkres 包求,代码在 get_y_preds

# import numpy as np
# from munkres import Munkres

def reorder_assignment(y_true, y_assign, n_classes, n_clusters):
    """(munkres) re-order y_assign to be y_adjust so that it has the same order as y_true
    Input:
        y_true: [n], in {0, ..., c - 1}
        y_assign: [n], in {0, ..., d - 1}
        n_classes: int, provide in case that y_true.max() != n_classes
        n_clusters: int, provide in case that y_assign.max() != n_clusters
    Output:
        y_adjust: [n], in {0, ..., c - 1}, in same order as y_true
    """
    W = calc_cost_matrix(y_true, y_assign, n_classes, n_clusters)
    indices = Munkres().compute(W)
    map_a2t = np.zeros(n_clusters, dtype=np.int64)
    for i in range(n_clusters):
        map_a2t[i] = indices[i][1]
    y_adjust = map_a2t[y_assign]
    return y_adjust

linear_sum_assignment

[5,6] 用 scipy.optimize.linear_sum_assignment 求,代码分别在 cluster_accordered_cmat;[7] 也有示例。

# import numpy as np
# from scipy.optimize import linear_sum_assignment

def reorder_assignment(y_true, y_assign, n_classes, n_clusters):
    """(linear_sum_assignment) re-order y_assign to be y_adjust so that it has the same order as y_true
    Input:
        y_true: [n], in {0, ..., c - 1}
        y_assign: [n], in {0, ..., d - 1}
        n_classes: int, provide in case that y_true.max() != n_classes
        n_clusters: int, provide in case that y_assign.max() != n_clusters
    Output:
        y_adjust: [n], in {0, ..., c - 1}, in same order as y_true
    """
    W = calc_cost_matrix(y_true, y_assign, n_classes, n_clusters)
    row_idx, col_idx = linear_sum_assignment(W)
    map_a2t = np.zeros(n_clusters, dtype=np.int64)
    for i, j in zip(row_idx, col_idx):
        map_a2t[i] = j
    y_adjust = map_a2t[y_assign]
    return y_adjust

Clustering Metrics

这里区分「聚类」指标和「分类」指标,这一节聚类指标指需重排 cluster assignment 以对齐 ground-truth label 顺序的指标。

purity

介绍见 [1,2],范围 [0, 1],越大越好。[5] 有实现:purity

# import numpy as np
# from sklearn.metrics import accuracy_score

def purity(y_true, y_assign):
    y_voted_labels = np.zeros(y_true.shape)
    labels = np.unique(y_true)
    ordered_labels = np.arange(labels.shape[0])
    for k in range(labels.shape[0]):
        y_true[y_true == labels[k]] = ordered_labels[k]
    labels = np.unique(y_true)
    bins = np.concatenate((labels, [np.max(labels)+1]), axis=0)

    for cluster in np.unique(y_assign):
        hist, _ = np.histogram(y_true[y_assign == cluster], bins=bins)
        winner = np.argmax(hist)
        y_voted_labels[y_assign == cluster] = winner

    return accuracy_score(y_true, y_voted_labels)

NMI

Normalized mutual information,介绍见 [1,3],范围 [0, 1],越大越好。[4,6] 用 sklearn.metrics.normalized_mutual_info_scoreclustering_metriccalc_metrics),[5] 用 sklearn.metrics.v_measure_scoreevaluate)。

  • 关于 v_measure_score,scikit-learn 说:This score is identical to normalized_mutual_info_score with the ‘arithmetic’ option for averaging.
# from sklearn.metrics import normalized_mutual_info_score, v_measure_score

def nmi(y_true, y_assign):
    # return v_measure_score(y_true, y_assign)
    return normalized_mutual_info_score(y_true, y_assign)

AMI

Adjusted mutual information,介绍见 [3],范围 [-1, 1],越大越好。[4] 用 sklearn.metrics.adjusted_mutual_info_score,见 clustering_metric

# from sklearn.metrics import adjusted_mutual_info_score

def ami(y_true, y_assign):
    return adjusted_mutual_info_score(y_true, y_assign)

ARI

Adjusted Rand index,介绍见 [1-3],范围 [-1, 1],越大越好。[4,6] 用 sklearn.metrics.adjusted_rand_score,见 clustering_metriccalc_metrics

# from sklearn.metrics import adjusted_rand_score

def ari(y_true, y_assign):
    return adjusted_rand_score(y_true, y_assign)

Classification Metrics

这一节的分类指标指重排 assignment 得到 y_adjust 的指标。

ACC

Accuracy,范围 [0, 1],越大越好。[4] 用 sklearn.metrics.accuracy_score,[5,6] 手写,分别见 classification_metriccluster_accordered_cmat

# from sklearn.metrics import accuracy_score

def acc(y_true, y_adjust):
    return accuracy_score(y_true, y_adjust)

precision

范围 [0, 1],越大越好。[4] 用 sklearn.metrics.precision_score,见 classification_metric

# from sklearn.metrics import precision_score

def precision(y_true, y_adjust, average='macro'):
    return precision_score(y_true, y_adjust, average=average)

recall

范围 [0, 1],越大越好。[4] 用 sklearn.metrics.recall_score,见 classification_metric

# from sklearn.metrics import recall_score

def recall(y_true, y_adjust, average='macro'):
    return recall_score(y_true, y_adjust, average=average)

f1-score

范围 [0, 1],越大越好。[4] 用 sklearn.metrics.f1_score,见 classification_metric

# from sklearn.metrics import f1_score

def f1_score(y_true, y_adjust, average='macro'):
    return f1_score(y_true, y_adjust, average=average)

Combination

写在一起方便调用

# evaluate.py
import numpy as np
from scipy.optimize import linear_sum_assignment
import sklearn.metrics as metrics


def calc_cost_matrix(y_true, y_assign, n_classes, n_clusters):
    """calculate cost matrix W
    Input:
        y_true: [n], in {0, ..., n_classes - 1}
        y_assign: [n], in {0, ..., n_clusters - 1}
        n_classes: int, provide in case that y_true.max() != n_classes
        n_clusters: int, provide in case that y_assign.max() != n_clusters
    Output:
        W: [n_clusters, n_classes]
    """
    y_true = y_true.astype(np.int64)
    y_assign = y_assign.astype(np.int64)
    assert y_assign.size == y_true.size # n
    # C = np.zeros((y_assign.max() + 1, y_true.max() + 1), dtype=np.int64)
    C = np.zeros((n_clusters, n_classes), dtype=np.int64)
    for i in range(y_assign.size):
        C[y_assign[i], y_true[i]] += 1
    W = C.max() - C
    return W


def reorder_assignment(y_true, y_assign, n_classes, n_clusters):
    """(linear_sum_assignment) re-order y_assign to be y_adjust so that it has the same order as y_true
    Input:
        y_true: [n], in {0, ..., c - 1}
        y_assign: [n], in {0, ..., d - 1}
        n_classes: int, provide in case that y_true.max() != n_classes
        n_clusters: int, provide in case that y_assign.max() != n_clusters
    Output:
        y_adjust: [n], in {0, ..., c - 1}, in same order as y_true
    """
    W = calc_cost_matrix(y_true, y_assign, n_classes, n_clusters)
    row_idx, col_idx = linear_sum_assignment(W)
    map_a2t = np.zeros(n_clusters, dtype=np.int64)
    for i, j in zip(row_idx, col_idx):
        map_a2t[i] = j
    y_adjust = map_a2t[y_assign]
    return y_adjust


def purity(y_true, y_assign):
    y_voted_labels = np.zeros(y_true.shape)
    labels = np.unique(y_true)
    ordered_labels = np.arange(labels.shape[0])
    for k in range(labels.shape[0]):
        y_true[y_true == labels[k]] = ordered_labels[k]
    labels = np.unique(y_true)
    bins = np.concatenate((labels, [np.max(labels)+1]), axis=0)

    for cluster in np.unique(y_assign):
        hist, _ = np.histogram(y_true[y_assign == cluster], bins=bins)
        winner = np.argmax(hist)
        y_voted_labels[y_assign == cluster] = winner

    return metrics.accuracy_score(y_true, y_voted_labels)


def evaluate(y_true, y_assign, n_classes, n_clusters, average='macro'):
    y_adjust = reorder_assignment(y_true, y_assign, n_classes, n_clusters)
    return {
        # clustering
        'purity': purity(y_true, y_assign),
        'nmi': metrics.normalized_mutual_info_score(y_true, y_assign),
        'ami': metrics.adjusted_mutual_info_score(y_true, y_assign),
        'ari': metrics.adjusted_rand_score(y_true, y_assign),
        # classification
        'acc': metrics.accuracy_score(y_true, y_adjust),
        'precision': metrics.precision_score(y_true, y_adjust, average=average),
        'recall': metrics.recall_score(y_true, y_adjust, average=average),
        'f1-score': metrics.f1_score(y_true, y_adjust, average=average)
    }

References

  1. [ML] 聚类评价指标
  2. 几种常见的聚类外部评价指标
  3. 十分钟掌握聚类算法的评估指标
  4. XLearning-SCU/2021-CVPR-Completer
  5. Gasteinh/DSIMVC
  6. DanielTrosten/DeepMVC
  7. 利用python解决指派问题(匈牙利算法)
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