Python implementation of the Gap Statistic

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Maintenance mode

I've lost interest/time in developing this further, other things have taken priority for some time now. However, all is not lost. I will be willing to review/comment on any issues/PRs but will not complete any fixes or feature requests myself.

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Purpose

Dynamically identify the suggested number of clusters in a data-set using the gap statistic.

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Full example available in a notebook HERE

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Install:

Bleeding edge:

pip install git+git://github.com/milesgranger/gap_statistic.git

PyPi:

pip install --upgrade gap-stat

With Rust extension:

pip install --upgrade gap-stat[rust]

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Uninstall:

pip uninstall gap-stat

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Methodology:

This package provides several methods to assist in choosing the optimal number of clusters for a given dataset, based on the Gap method presented in "Estimating the number of clusters in a data set via the gap statistic" (Tibshirani et al.).

The methods implemented can cluster a given dataset using a range of provided k values, and provide you with statistics that can help in choosing the right number of clusters for your dataset. Three possible methods are:

• Taking the k maximizing the Gap value, which is calculated for each k. This, however, might not always be possible, as for many datasets this value is monotonically increasing or decreasing.
• Taking the smallest k such that Gap(k) >= Gap(k+1) - s(k+1). This is the method suggested in Tibshirani et al. (consult the paper for details). The measure diff = Gap(k) - Gap(k+1) + s(k+1) is calculated for each k; the parallel here, then, is to take the smallest k for which diff is positive. Note that in some cases this can be true for the entire range of k.
• Taking the k maximizing the Gap* value, an alternative measure suggested in "A comparison of Gap statistic definitions with and with-out logarithm function" by Mohajer, Englmeier and Schmid. The authors claim this measure avoids the over-estimation of the number of clusters from which the original Gap statistics suffers, and can also suggest an optimal value for k for cases in which Gap cannot. They do warn, however, that the original Gap statistic performs better than Gap* in the case of overlapped clusters, due to its tendency to overestimate the number of clusters.

Note that none of the above methods is guaranteed to find an optimal value for k, and that they often contradict one another. Rather, they can provide more information on which to base your choice of k, which should take numerous other factors into account.

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Use:

First, construct an OptimalK object. Optional intialization parameters are:

• n_jobs - Splits computation into this number of parallel jobs. Requires choosing a parallel backend.
• parallel_backend - Possible values are joblib, rust or multiprocessing for the built-in Python backend. If parallel_backend == 'rust' it will use all cores.
• clusterer - Takes a custom clusterer function to be used when clustering. See the example notebook for more details.
• clusterer_kwargs - Any keyword arguments to be forwarded to the custom clusterer function on each call.

An example intialization:

optimalK = OptimalK(n_jobs=4, parallel_backend='joblib')

After the object is created, it can be called like a function, and provided with a dataset for which the optimal K is found and returned. Parameters are:

• X - A pandas dataframe or numpy array of data points of shape (n_samples, n_features).
• n_refs - The number of random reference data sets to use as inertia reference to actual data. Optional.
• cluster_array - A 1-dimensional iterable of integers; each representing n_clusters to try on the data. Optional.

For example:

import numpy as np
n_clusters = optimalK(X, cluster_array=np.arange(1, 15))

After performing the search procedure, a DataFrame of gap values and other usefull statistics for each passed cluster count is now available as the gap_df attributre of the OptimalK object:

optimalK.gap_df.head()

The columns of the dataframe are:

• n_clusters - The number of clusters for which the statistics in this row were calculated.
• gap_value - The Gap value for this n.
• gap* - The Gap* value for this n.
• ref_dispersion_std - The standard deviation of the reference distributions for this n.
• sk - The standard error of the Gap statistic for this n.
• sk* - The standard error of the Gap* statistic for this n.
• diff - The diff value for this n (see the methodology section for details).
• diff* - The diff* value for this n (corresponding to the diff value for Gap*).

Additionally, the relation between the above measures and the number of clusters can be plotted by calling the OptimalK.plot_results() method (meant to be used inside a Jupyter Notebook or a similar IPython-based notebook), which prints four plots:

• A plot of the Gap value versus n, the number of clusters.
• A plot of diff versus n.
• A plot of the Gap* value versus n, the number of clusters.
• A plot of the diff* value versus n.

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