吴恩达机器学习笔记（7）K-means聚类算法和PCA数据降维

这一部分是对吴恩达机器学习聚类算法和PCA数据降维部分内容的总结，主要分为以下几个部分

1.K-means聚类算法

2.PCA降维算法

1.聚类算法

K-means聚类算法的原理十分简单，具体的实现原理见笔记本，需要指出的是使用算法实现样本点与聚类中心点计算的时候，要用两层循环，总之具体的实现方法见代码

首先初始化定义分类函数：

function idx = findClosestCentroids(X, centroids)
%FINDCLOSESTCENTROIDS computes the centroid memberships for every example
%   idx = FINDCLOSESTCENTROIDS (X, centroids) returns the closest centroids
%   in idx for a dataset X where each row is a single example. idx = m x 1 
%   vector of centroid assignments (i.e. each entry in range [1..K])
%

% Set K

K = size(centroids, 1);

% You need to return the following variables correctly.
idx = zeros(size(X,1), 1);
% Instructions: Go over every example, find its closest centroid, and store
%               the index inside idx at the appropriate location.
%               Concretely, idx(i) should contain the index of the centroid
%               closest to example i. Hence, it should be a value in the 
%               range 1..K
%
% Note: You can use a for-loop over the examples to compute this.
%
m=size(X,1);

for i=1:m
    for j=1:K
        dis(i,j)=sum((X(i,:)-centroids(j,:)).^2);
        %计算第i个X与第j个中心的距离
        %所以得到的dis矩阵的一行就是一个样本与各中心的距离
        %所以每个样本的分类就是每一行最小值所对应的列
        
    end
end
[~, idx] = min(dis,[],2);       
%min函数第一个返回值是数值，第二个返回值是索引，既然第三个参数是2，那么返回的就是列索引
% =============================================================

end

第二步就是聚类中心的重新计算，定义函数如下：

function centroids = computeCentroids(X, idx, K)
%COMPUTECENTROIDS returns the new centroids by computing the means of the 
%data points assigned to each centroid.
%   centroids = COMPUTECENTROIDS(X, idx, K) returns the new centroids by 
%   computing the means of the data points assigned to each centroid. It is
%   given a dataset X where each row is a single data point, a vector
%   idx of centroid assignments (i.e. each entry in range [1..K]) for each
%   example, and K, the number of centroids. You should return a matrix
%   centroids, where each row of centroids is the mean of the data points
%   assigned to it.
%

% Useful variables
[m n] = size(X);

% You need to return the following variables correctly.
centroids = zeros(K, n);


% ====================== YOUR CODE HERE ======================
% Instructions: Go over every centroid and compute mean of all points that
%               belong to it. Concretely, the row vector centroids(i, :)
%               should contain the mean of the data points assigned to
%               centroid i.
%
% Note: You can use a for-loop over the centroids to compute this.
%
for i = 1:K
	centroids(i,:)=mean( X(idx==i,:) );%重新计算聚类中心点
end



% =============================================================


end

此外，我们可以让计算机随机自动地选择起始点，定义函数如下：

function centroids = kMeansInitCentroids(X, K)
%KMEANSINITCENTROIDS This function initializes K centroids that are to be 
%used in K-Means on the dataset X
%   centroids = KMEANSINITCENTROIDS(X, K) returns K initial centroids to be
%   used with the K-Means on the dataset X
%

% You should return this values correctly
centroids = zeros(K, size(X, 2));

% ====================== YOUR CODE HERE ======================
% Instructions: You should set centroids to randomly chosen examples from
%               the dataset X
%

randidx=randperm(size(X,1));%将X样本全部随机打乱
centroids=X(randidx(1:K),:);%选择K个作为起始聚类中心

% =============================================================

end

把上述函数整合，封装成一个系统的执行程序：

function [centroids, idx] = runkMeans(X, initial_centroids, ...
                                      max_iters, plot_progress)
%RUNKMEANS runs the K-Means algorithm on data matrix X, where each row of X
%is a single example
%   [centroids, idx] = RUNKMEANS(X, initial_centroids, max_iters, ...
%   plot_progress) runs the K-Means algorithm on data matrix X, where each 
%   row of X is a single example. It uses initial_centroids used as the
%   initial centroids. max_iters specifies the total number of interactions 
%   of K-Means to execute. plot_progress is a true/false flag that 
%   indicates if the function should also plot its progress as the 
%   learning happens. This is set to false by default. runkMeans returns 
%   centroids, a Kxn matrix of the computed centroids and idx, a m x 1 
%   vector of centroid assignments (i.e. each entry in range [1..K])
%

% Set default value for plot progress
if ~exist('plot_progress', 'var') || isempty(plot_progress)
    plot_progress = false;
end

% Plot the data if we are plotting progress
if plot_progress
    figure;
    hold on;
end

% Initialize values
[m n] = size(X);
K = size(initial_centroids, 1);
centroids = initial_centroids;
previous_centroids = centroids;
idx = zeros(m, 1);

% Run K-Means
for i=1:max_iters
    
    % Output progress
    fprintf('K-Means iteration %d/%d...\n', i, max_iters);
    if exist('OCTAVE_VERSION')
        fflush(stdout);
    end
    
    % For each example in X, assign it to the closest centroid
    idx = findClosestCentroids(X, centroids);
    
    % Optionally, plot progress here
    if plot_progress
        plotProgresskMeans(X, centroids, previous_centroids, idx, K, i);
        previous_centroids = centroids;
        fprintf('Press enter to continue.\n');
        pause;
    end
    
    % Given the memberships, compute new centroids
    centroids = computeCentroids(X, idx, K);
end

% Hold off if we are plotting progress
if plot_progress
    hold off;
end

end

这就实现了聚类算法
主函数代码及其运行效果如下：

%% ================= Part 1: Find Closest Centroids ====================
%  To help you implement K-Means, we have divided the learning algorithm 
%  into two functions -- findClosestCentroids and computeCentroids. In this
%  part, you should complete the code in the findClosestCentroids function. 
%
fprintf('Finding closest centroids.\n\n');

% Load an example dataset that we will be using
load('ex7data2.mat');

% Select an initial set of centroids
K = 3; % 3 Centroids
initial_centroids = [3 3; 6 2; 8 5];

% Find the closest centroids for the examples using the
% initial_centroids
idx = findClosestCentroids(X, initial_centroids);

fprintf('Closest centroids for the first 3 examples: \n')
fprintf(' %d', idx(1:3));
fprintf('\n(the closest centroids should be 1, 3, 2 respectively)\n');

fprintf('Program paused. Press enter to continue.\n');
pause;

%% ===================== Part 2: Compute Means =========================
%  After implementing the closest centroids function, you should now
%  complete the computeCentroids function.
%
fprintf('\nComputing centroids means.\n\n');

%  Compute means based on the closest centroids found in the previous part.
centroids = computeCentroids(X, idx, K);

fprintf('Centroids computed after initial finding of closest centroids: \n')
fprintf(' %f %f \n' , centroids');
fprintf('\n(the centroids should be\n');
fprintf('   [ 2.428301 3.157924 ]\n');
fprintf('   [ 5.813503 2.633656 ]\n');
fprintf('   [ 7.119387 3.616684 ]\n\n');

fprintf('Program paused. Press enter to continue.\n');
pause;


%% =================== Part 3: K-Means Clustering ======================
%  After you have completed the two functions computeCentroids and
%  findClosestCentroids, you have all the necessary pieces to run the
%  kMeans algorithm. In this part, you will run the K-Means algorithm on
%  the example dataset we have provided. 
%
fprintf('\nRunning K-Means clustering on example dataset.\n\n');

% Load an example dataset
load('ex7data2.mat');

% Settings for running K-Means
K = 3;
max_iters = 10;

% For consistency, here we set centroids to specific values
% but in practice you want to generate them automatically, such as by
% settings them to be random examples (as can be seen in
% kMeansInitCentroids).
initial_centroids = [3 3; 6 2; 8 5];

% Run K-Means algorithm. The 'true' at the end tells our function to plot
% the progress of K-Means
[centroids, idx] = runkMeans(X, initial_centroids, max_iters, true);
fprintf('\nK-Means Done.\n\n');

fprintf('Program paused. Press enter to continue.\n');
clear
pause;

此外这个算法还可以应用于图片压缩，这部分本文不予讨论

2.PCA降维算法

PCA降维算法的数学原理十分复杂，我们只需要知道它的功能和代码实现即可。
在使用PCA对数据降维之前要对数据进行归一化处理
首先编辑一个计算协方差以及降温矩阵的函数，如下：

function [U, S] = pca(X)
%PCA Run principal component analysis on the dataset X
%   [U, S, X] = pca(X) computes eigenvectors of the covariance matrix of X
%   Returns the eigenvectors U, the eigenvalues (on diagonal) in S
%

% Useful values
[m, n] = size(X);

% You need to return the following variables correctly.
U = zeros(n);
S = zeros(n);

% ====================== YOUR CODE HERE ======================
% Instructions: You should first compute the covariance matrix. Then, you
%               should use the "svd" function to compute the eigenvectors
%               and eigenvalues of the covariance matrix. 
%
% Note: When computing the covariance matrix, remember to divide by m (the
%       number of examples).
%

Sigma=(X'*X)/m; %计算协方差
[U,S,V]=svd(Sigma); %计算降维矩阵U和误差矩阵S
%将来计算误差的时候就是S的全部对角线元素比上前K的元素的值

% =========================================================================

end

这样我们就得到了降维矩阵U,U是个nn的矩阵象征n维，取出其中k列作为U_reduce，那么U_reduce就是nk维，X是mn维，那么我们降维后的新变量Z就可以表示为：
Z=X(U_reduce)
Z就是m*k维变量
编程如下：

function Z = projectData(X, U, K)
%PROJECTDATA Computes the reduced data representation when projecting only 
%on to the top k eigenvectors
%   Z = projectData(X, U, K) computes the projection of 
%   the normalized inputs X into the reduced dimensional space spanned by
%   the first K columns of U. It returns the projected examples in Z.
%

% You need to return the following variables correctly.
Z = zeros(size(X, 1), K);

% ====================== YOUR CODE HERE ======================
% Instructions: Compute the projection of the data using only the top K 
%               eigenvectors in U (first K columns). 
%               For the i-th example X(i,:), the projection on to the k-th 
%               eigenvector is given as follows:
%                    x = X(i, :)';
%                    projection_k = x' * U(:, k);
%
%U=n*n,U_reduce=n*K,Z=m*K,X=m*n
U_reduce=U(:,1:K);
Z=X*U_reduce


% =============================================================

end

当然，这也是压缩数据的原理，数据的还原原理亦然：
X_rec=Z*(U_reduce)’
编程如下：

function X_rec = recoverData(Z, U, K)
%RECOVERDATA Recovers an approximation of the original data when using the 
%projected data
%   X_rec = RECOVERDATA(Z, U, K) recovers an approximation the 
%   original data that has been reduced to K dimensions. It returns the
%   approximate reconstruction in X_rec.
%

% You need to return the following variables correctly.
X_rec = zeros(size(Z, 1), size(U, 1));

% ====================== YOUR CODE HERE ======================
% Instructions: Compute the approximation of the data by projecting back
%               onto the original space using the top K eigenvectors in U.
%
%               For the i-th example Z(i,:), the (approximate)
%               recovered data for dimension j is given as follows:
%                    v = Z(i, :)';
%                    recovered_j = v' * U(j, 1:K)';
%
%               Notice that U(j, 1:K) is a row vector.
%               
U_reduce=U(:,1:K);
X_rec=Z*(U_reduce)';

% =============================================================

end

主成分分析可以用于找到影响问题的主要方面，数据降维以节省计算时间，以及对数据压缩以节省空间等，但是绝不能用在过拟合问题中，而且PCA不是一个被推荐使用的算法，在使用PCA之前先想想不使用PCA可不可以，实在不行再说
主程序代码及其效果如下：

%% ================== Part 1: Load Example Dataset  ===================
%  We start this exercise by using a small dataset that is easily to
%  visualize
%
fprintf('Visualizing example dataset for PCA.\n\n');

%  The following command loads the dataset. You should now have the 
%  variable X in your environment
load ('ex7data1.mat');

%  Visualize the example dataset
plot(X(:, 1), X(:, 2), 'bo');
axis([0.5 6.5 2 8]); axis square;

fprintf('Program paused. Press enter to continue.\n');
pause;


%% =============== Part 2: Principal Component Analysis ===============
%  You should now implement PCA, a dimension reduction technique. You
%  should complete the code in pca.m
%
fprintf('\nRunning PCA on example dataset.\n\n');

%  Before running PCA, it is important to first normalize X
[X_norm, mu, sigma] = featureNormalize(X);

%  Run PCA
[U, S] = pca(X_norm);

%  Compute mu, the mean of the each feature

%  Draw the eigenvectors centered at mean of data. These lines show the
%  directions of maximum variations in the dataset.
hold on;
drawLine(mu, mu + 1.5 * S(1,1) * U(:,1)', '-k', 'LineWidth', 2);
drawLine(mu, mu + 1.5 * S(2,2) * U(:,2)', '-k', 'LineWidth', 2);
hold off;

fprintf('Top eigenvector: \n');
fprintf(' U(:,1) = %f %f \n', U(1,1), U(2,1));
fprintf('\n(you should expect to see -0.707107 -0.707107)\n');

fprintf('Program paused. Press enter to continue.\n');
pause;


%% =================== Part 3: Dimension Reduction ===================
%  You should now implement the projection step to map the data onto the 
%  first k eigenvectors. The code will then plot the data in this reduced 
%  dimensional space.  This will show you what the data looks like when 
%  using only the corresponding eigenvectors to reconstruct it.
%
%  You should complete the code in projectData.m
%
fprintf('\nDimension reduction on example dataset.\n\n');

%  Plot the normalized dataset (returned from pca)
plot(X_norm(:, 1), X_norm(:, 2), 'bo');
axis([-4 3 -4 3]); axis square

%  Project the data onto K = 1 dimension
K = 1;
Z = projectData(X_norm, U, K);
fprintf('Projection of the first example: %f\n', Z(1));
fprintf('\n(this value should be about 1.481274)\n\n');

X_rec  = recoverData(Z, U, K);
fprintf('Approximation of the first example: %f %f\n', X_rec(1, 1), X_rec(1, 2));
fprintf('\n(this value should be about  -1.047419 -1.047419)\n\n');

%  Draw lines connecting the projected points to the original points
hold on;
plot(X_rec(:, 1), X_rec(:, 2), 'ro');
for i = 1:size(X_norm, 1)
    drawLine(X_norm(i,:), X_rec(i,:), '--k', 'LineWidth', 1);
end
hold off

fprintf('Program paused. Press enter to continue.\n');
pause;

还有一些具体应用，本文不作详细讨论