Effective clustering of a similarity matrix - matrix

my topic is similarity and clustering of (a bunch of) text(s). In a nutshell: I want to cluster collected texts together and they should appear in meaningful clusters at the end. To do this, my approach up to now is as follows, my problem is in the clustering. The current software is written in php.
1) Similarity:
I treat every document as a "bag-of-words" and convert words into vectors. I use
filtering (only "real" words)
tokenization (split sentences into words)
stemming (reduce words to their base form; Porter's stemmer)
pruning (cut of words with too high & low frequency)
as methods for dimensionality reduction. After that, I'm using cosine similarity (as suggested / described on various sites on the web and here.
The result then is a similarity matrix like this:
A B C D E
A 0 30 51 75 80
B X 0 21 55 70
C X X 0 25 10
D X X X 0 15
E X X X X 0
A…E are my texts and the number is the similarity in percent; the higher, the more similar the texts are. Because sim(A,B) == sim(B,A) only half of the matrix is filled in. So the similarity of Text A to Text D is 71%.
I want to generate a a priori unknown(!) number of clusters out of this matrix now. The clusters should represent the similar items (up to a certain stopp criterion) together.
I tried a basic implementation myself, which was basically like this (60% as a fixed similarity threshold)
foreach article
get similar entries where sim > 60
foreach similar entry
check if one of the entries already has a cluster number
if no: assign new cluster number to all similar entries
if yes: use that number
It worked (somehow), but wasn't good at all and the results were often monster-clusters.
So, I want to redo this and already had a look into all kinds of clustering algorithms, but I'm still not sure which one will work best. I think it should be an agglomerative algoritm, because every pair of texts can be seen as a cluster in the beginning. But still the questions are what the stopp criterion is and if the algorithm should divide and / or merge existing clusters together.
Sorry if some of the stuff seems basic, but I am relatively new in this field. Thanks for the help.

Since you're both new to the field, have an unknown number of clusters and are already using cosine distance I would recommend the FLAME clustering algorithm.
It's intuitive, easy to implement, and has implementations in a large number of languages (not PHP though, largely because very few people use PHP for data science).
Not to mention, it's actually good enough to be used in research by a large number of people. If nothing else you can get an idea of what exactly the shortcomings are in this clustering algorithm that you want to address in moving onto another one.

Just try some. There are so many clustering algorithms out there, nobody will know all of them. Plus, it also depends a lot on your data set and the clustering structure that is there.
In the end, there also may be just this one monster cluster with respect to cosine distance and BofW features.

Maybe you can transform your similarity matrix to a dissimilarity matrix such as transforming x to 1/x, then your problem is to cluster a dissimilarity matrix. I think the hierarchical cluster may work. These may help you:hierarchical clustering and Clustering a dissimilarity matrix

Related

An understandable clusterization

I have a dataset. Each element of this set consists of numerical and categorical variables. Categorical variables are nominal and ordinal.
There is some natural structure in this dataset. Commonly, experts clusterize datasets such as mine using their 'expert knowledge', but I want to automate this process of clusterization.
Most algorithms for clusterization use distance (Euclidean, Mahalanobdis and so on) between objects to group them in clusters. But it is hard to find some reasonable metrics for mixed data types, i.e. we can't find a distance between 'glass' and 'steel'. So I came to the conclusion that I have to use conditional probabilities P(feature = 'something' | Class) and some utility function that depends on them. It is reasonable for categorical variables, and it works fine with numeric variables assuming they are distributed normally.
So it became clear to me that algorithms like K-means will not produce good results.
At this time I try to work with COBWEB algorithm, that fully matches my ideas of using conditional probabilities. But I faced another obsacles: results of clusterization are really hard to interpret, if not impossible. As a result I wanted to get something like a set of rules that describes each cluster (e.g. if feature1 = 'a' and feature2 in [30, 60], it is cluster1), like descision trees for classification.
So, my question is:
Is there any existing clusterization algorithm that works with mixed data type and produces an understandable (and reasonable for humans) description of clusters.
Additional info:
As I understand my task is in the field of conceptual clustering. I can't define a similarity function as it was suggested (it as an ultimate goal of the whoal project), because of the field of study - it is very complicated and mercyless in terms of formalization. As far as I understand the most reasonable approach is the one used in COBWEB, but I'm not sure how to adapt it, so I can get an undestandable description of clusters.
Decision Tree
As it was suggested, I tried to train a decision tree on the clustering output, thus getting a description of clusters as a set of rules. But unfortunately interpretation of this rules is almost as hard as with the raw clustering output. First of only a few first levels of rules from the root node do make any sense: closer to the leaf - less sense we have. Secondly, these rules doesn't match any expert knowledge.
So, I came to the conclusion that clustering is a black-box, and it worth not trying to interpret its results.
Also
I had an interesting idea to modify a 'decision tree for regression' algorithm in a certain way: istead of calculating an intra-group variance calcualte a category utility function and use it as a split criterion. As a result we should have a decision tree with leafs-clusters and clusters description out of the box. But I haven't tried to do so, and I am not sure about accuracy and everything else.
For most algorithms, you will need to define similarity. It doesn't need to be a proper distance function (e.g. satisfy triangle inequality).
K-means is particularly bad, because it also needs to compute means. So it's better to stay away from it if you cannot compute means, or are using a different distance function than Euclidean.
However, consider defining a distance function that captures your domain knowledge of similarity. It can be composed of other distance functions, say you use the harmonic mean of the Euclidean distance (maybe weighted with some scaling factor) and a categorial similarity function.
Once you have a decent similarity function, a whole bunch of algorithms will become available to you. e.g. DBSCAN (Wikipedia) or OPTICS (Wikipedia). ELKI may be of interest to you, they have a Tutorial on writing custom distance functions.
Interpretation is a separate thing. Unfortunately, few clustering algorithms will give you a human-readable interpretation of what they found. They may give you things such as a representative (e.g. the mean of a cluster in k-means), but little more. But of course you could next train a decision tree on the clustering output and try to interpret the decision tree learned from the clustering. Because the one really nice feature about decision trees, is that they are somewhat human understandable. But just like a Support Vector Machine will not give you an explanation, most (if not all) clustering algorithms will not do that either, sorry, unless you do this kind of post-processing. Plus, it will actually work with any clustering algorithm, which is a nice property if you want to compare multiple algorithms.
There was a related publication last year. It is a bit obscure and experimental (on a workshop at ECML-PKDD), and requires the data set to have a quite extensive ground truth in form of rankings. In the example, they used color similarity rankings and some labels. The key idea is to analyze the cluster and find the best explanation using the given ground truth(s). They were trying to use it to e.g. say "this cluster found is largely based on this particular shade of green, so it is not very interesting, but the other cluster cannot be explained very well, you need to investigate it closer - maybe the algorithm discovered something new here". But it was very experimental (Workshops are for work-in-progress type of research). You might be able to use this, by just using your features as ground truth. It should then detect if a cluster can be easily explained by things such as "attribute5 is approx. 0.4 with low variance". But it will not forcibly create such an explanation!
H.-P. Kriegel, E. Schubert, A. Zimek
Evaluation of Multiple Clustering Solutions
In 2nd MultiClust Workshop: Discovering, Summarizing and Using Multiple Clusterings Held in Conjunction with ECML PKDD 2011. http://dme.rwth-aachen.de/en/MultiClust2011
A common approach to solve this type of clustering problem is to define a statistical model that captures relevant characteristics of your data. Cluster assignments can be derived by using a mixture model (as in the Gaussian Mixture Model) then finding the mixture component with the highest probability for a particular data point.
In your case, each example is a vector has both real and categorical components. A simple approach is to model each component of the vector separately.
I generated a small example dataset where each example is a vector of two dimensions. The first dimension is a normally distributed variable and the second is a choice of five categories (see graph):
There are a number of frameworks that are available to run monte carlo inference for statistical models. BUGS is probably the most popular (http://www.mrc-bsu.cam.ac.uk/bugs/). I created this model in Stan (http://mc-stan.org/), which uses a different sampling technique than BUGs and is more efficient for many problems:
data {
int<lower=0> N; //number of data points
int<lower=0> C; //number of categories
real x[N]; // normally distributed component data
int y[N]; // categorical component data
}
parameters {
real<lower=0,upper=1> theta; // mixture probability
real mu[2]; // means for the normal component
simplex[C] phi[2]; // categorical distributions for the categorical component
}
transformed parameters {
real log_theta;
real log_one_minus_theta;
vector[C] log_phi[2];
vector[C] alpha;
log_theta <- log(theta);
log_one_minus_theta <- log(1.0 - theta);
for( c in 1:C)
alpha[c] <- .5;
for( k in 1:2)
for( c in 1:C)
log_phi[k,c] <- log(phi[k,c]);
}
model {
theta ~ uniform(0,1); // equivalently, ~ beta(1,1);
for (k in 1:2){
mu[k] ~ normal(0,10);
phi[k] ~ dirichlet(alpha);
}
for (n in 1:N) {
lp__ <- lp__ + log_sum_exp(log_theta + normal_log(x[n],mu[1],1) + log_phi[1,y[n]],
log_one_minus_theta + normal_log(x[n],mu[2],1) + log_phi[2,y[n]]);
}
}
I compiled and ran the Stan model and used the parameters from the final sample to compute the probability of each datapoint under each mixture component. I then assigned each datapoint to the mixture component (cluster) with higher probability to recover the cluster assignments below:
Basically, the parameters for each mixture component will give you the core characteristics of each cluster if you have created a model appropriate for your dataset.
For heterogenous, non-Euclidean data vectors as you describe, hierarchical clustering algorithms often work best. The conditional probability condition you describe can be incorporated as an ordering of attributes used to perform cluster agglomeration or division. The semantics of the resulting clusters are easy to describe.

Clustering algorithm to cluster objects based on their relation weight

I have n words and their relatedness weight that gives me a n*n matrix. I'm going to use this for a search algorithm but the problem is I need to cluster the entered keywords based on their pairwise relation. So let's say if the keywords are {tennis,federer,wimbledon,london,police} and we have the following data from our weight matrix:
tennis federer wimbledon london police
tennis 1 0.8 0.6 0.4 0.0
federer 0.8 1 0.65 0.4 0.02
wimbledon 0.6 0.65 1 0.08 0.09
london 0.4 0.4 0.08 1 0.71
police 0.0 0.02 0.09 0.71 1
I need an algorithm to to cluster them into 2 clusters : {tennis,federer,wimbledon} {london,police}. Is there any know clustering algorithm than can deal with such thing ? I did some research, it appears that K-means algorithm is the most well known algorithm being used for clustering but apparently K-means doesn't suit this case.
I would greatly appreciate any help.
You can treat it as a network clustering problem. With a recent version of mcl software (http://micans.org/mcl), you can do this (I've called your example fe.data).
mcxarray -data fe.data -skipr 1 -skipc 1 -write-tab fe.tab -write-data fe.mci -co 0 -tf 'gq(0)' -o fe.cor
# the above computes correlations (put in data file fe.cor) and a network (put in data file fe.mci).
# below proceeds with the network.
mcl fe.mci -I 3 -o - -use-tab fe.tab
# this outputs the clustering you expect. -I is the 'inflation parameter'. The latter affects
# cluster granularity. With the default parameter 2, everything ends up in a single cluster.
Disclaimer: I wrote mcl and a slew of associated network loading/conversion and analysis programs recently rebranded as 'mcl-edge'. They all come together in a single software package. Seeing your example made me curious whether it would be doable with mcl-edge, so I quickly tested it.
Consider DBSCAN. If it suits your needs, you might wish to take a closer look at an optimised version, TI-DBSCAN, which uses triangle inequality for reducing spatial query cost.
DBSCAN's advantages and disadvantages are discussed on Wikipedia. It splits input data to a set of clusters whose cardinality isn't known a priori. You'd have to transform your similarity matrix into a distance matrix, for example by taking 1 - similarity as a distance.
Check this book on Information retrieval
http://nlp.stanford.edu/IR-book/html/htmledition/hierarchical-agglomerative-clustering-1.html
it explains very well what you want to do
Your weights are higher for more similar words and lower for more different words. A clustering algorithm requires similar points/words to be closer spatially and different words to be distant. You should change the matrix M into 1-M and then use any clustering method you want, including k-means.
If you've got a distance matrix, it seems a shame not to try http://en.wikipedia.org/wiki/Single_linkage_clustering. By hand, I think you get the following clustering:
((federer, tennis), wimbledon) (london, police)
The similarity for the link that joins the two main groups (either tennis-london or federer-london) is smaller than any of the similarities that build the two groups: london-police, tennis-federer, and federer-wimbledon: this characteristic is guaranteed by single linkage clustering, since it binds together closest clusters at each stage, and the two main groups are linked by the last binding found.
DBSCAN (see other answers) and successors such as OPTICS are clearly an option.
While the examples are on vector data, all that the algorithms need is a distance function. If you have a similarity matrix, that can trivially be used as distance function.
The example data set probably is a bit too small for them to produce meaningful results. If you just have this little of data, any "hierarchical clustering" should be feasible and do the job for you. You then just need to decide on the best number of clusters.

Metric for SURF

I'm searching for a usable metric for SURF. Like how good one image matches another on a scale let's say 0 to 1, where 0 means no similarities and 1 means the same image.
SURF provides the following data:
interest points (and their descriptors) in query image (set Q)
interest points (and their descriptors) in target image (set T)
using nearest neighbor algorithm pairs can be created from the two sets from above
I was trying something so far but nothing seemed to work too well:
metric using the size of the different sets: d = N / min(size(Q), size(T)) where N is the number of matched interest points. This gives for pretty similar images pretty low rating, e.g. 0.32 even when 70 interest points were matched from about 600 in Q and 200 in T. I think 70 is a really good result. I was thinking about using some logarithmic scaling so only really low numbers would get low results, but can't seem to find the right equation. With d = log(9*d0+1) I get a result of 0.59 which is pretty good but still, it kind of destroys the power of SURF.
metric using the distances within pairs: I did something like find the K best match and add their distances. The smallest the distance the similar the two images are. The problem with this is that I don't know what are the maximum and minimum values for an interest point descriptor element, from which the distant is calculated, thus I can only relatively find the result (from many inputs which is the best). As I said I would like to put the metric to exactly between 0 and 1. I need this to compare SURF to other image metrics.
The biggest problem with these two are that exclude the other. One does not take in account the number of matches the other the distance between matches. I'm lost.
EDIT: For the first one, an equation of log(x*10^k)/k where k is 3 or 4 gives a nice result most of the time, the min is not good, it can make the d bigger then 1 in some rare cases, without it small result are back.
You can easily create a metric that is the weighted sum of both metrics. Use machine learning techniques to learn the appropriate weights.
What you're describing is related closely to the field of Content-Based Image Retrieval which is a very rich and diverse field. Googling that will get you lots of hits. While SURF is an excellent general purpose low-mid level feature detector, it is far from sufficient. SURF and SIFT (what SURF was derived from), is great at duplicate or near-duplicate detection but is not that great at capturing perceptual similarity.
The best performing CBIR systems usually utilize an ensemble of features optimally combined via some training set. Some interesting detectors to try include GIST (fast and cheap detector best used for detecting man-made vs. natural environments) and Object Bank (a histogram-based detector itself made of 100's of object detector outputs).

Classifying english words into rare and common

I'm trying to devise a method that will be able to classify a given number of english words into 2 sets - "rare" and "common" - the reference being to how much they are used in the language.
The number of words I would like to classify is bounded - currently at around 10,000, and include everything from articles, to proper nouns that could be borrowed from other languages (and would thus be classified as "rare"). I've done some frequency analysis from within the corpus, and I have a distribution of these words (ranging from 1 use, to tops about 100).
My intuition for such a system was to use word lists (such as the BNC word frequency corpus, wordnet, internal corpus frequency), and assign weights to its occurrence in one of them.
For instance, a word that has a mid level frequency in the corpus, (say 50), but appears in a word list W - can be regarded as common since its one of the most frequent in the entire language. My question was - whats the best way to create a weighted score for something like this? Should I go discrete or continuous? In either case, what kind of a classification system would work best for this?
Or do you recommend an alternative method?
Thanks!
EDIT:
To answer Vinko's question on the intended use of the classification -
These words are tokenized from a phrase (eg: book title) - and the intent is to figure out a strategy to generate a search query string for the phrase, searching a text corpus. The query string can support multiple parameters such as proximity, etc - so if a word is common, these params can be tweaked.
To answer Igor's question -
(1) how big is your corpus?
Currently, the list is limited to 10k tokens, but this is just a training set. It could go up to a few 100k once I start testing it on the test set.
2) do you have some kind of expected proportion of common/rare words in the corpus?
Hmm, I do not.
Assuming you have a way to evaluate the classification, you can use the "boosting" approach to machine learning. Boosting classifiers use a set of weak classifiers combined to a strong classifier.
Say, you have your corpus and K external wordlists you can use.
Pick N frequency thresholds. For example, you may have 10 thresholds: 0.1%, 0.2%, ..., 1.0%.
For your corpus and each of the external word lists, create N "experts", one expert per threshold per wordlist/corpus, total of N*(K+1) experts. Each expert is a weak classifier, with a very simple rule: if the frequency of the word is higher than its threshold, they consider the word to be "common". Each expert has a weight.
The learning process is as follows: assign the weight 1 to each expert. For each word in your corpus, make the experts vote. Sum their votes: 1 * weight(i) for "common" votes and (-1) * weight(i) for "rare" votes. If the result is positive, mark the word as common.
Now, the overall idea is to evaluate the classification and increase the weight of experts that were right and decrease the weight of the experts that were wrong. Then repeat the process again and again, until your evaluation is good enough.
The specifics of the weight adjustment depends on the way how you evaluate the classification. For example, if you don't have per-word evaluation, you may still evaluate the classification as "too many common" or "too many rare" words. In the first case, promote all the pro-"rare" experts and demote all pro-"common" experts, or vice-versa.
Your distribution is most likely a Pareto distribution (a superset of Zipf's law as mentioned above). I am shocked that the most common word is used only 100 times - this is including "a" and "the" and words like that? You must have a small corpus if that is the same.
Anyways, you will have to choose a cutoff for "rare" and "common". One potential choice is the mean expected number of appearances (see the linked wiki article above to calculate the mean). Because of the "fat tail" of the distribution, a fairly small number of words will have appearances above the mean -- these are the "common". The rest are "rare". This will have the effect that many more words are rare than common. Not sure if that is what you are going for but you can just move the cutoff up and down to get your desired distribution (say, all words with > 50% of expected value are "common").
While this is not an answer to your question, you should know that you are inventing a wheel here.
Information Retrieval experts have devised ways to weight search words according to their frequency. A very popular weight is TF-IDF, which uses a word's frequency in a document and its frequency in a corpus. TF-IDF is also explained here.
An alternative score is the Okapi BM25, which uses similar factors.
See also the Lucene Similarity documentation for how TF-IDF is implemented in a popular search library.

Algorithm to score similarness of sets of numbers

What is an algorithm to compare multiple sets of numbers against a target set to determine which ones are the most "similar"?
One use of this algorithm would be to compare today's hourly weather forecast against historical weather recordings to find a day that had similar weather.
The similarity of two sets is a bit subjective, so the algorithm really just needs to diferentiate between good matches and bad matches. We have a lot of historical data, so I would like to try to narrow down the amount of days the users need to look through by automatically throwing out sets that aren't close and trying to put the "best" matches at the top of the list.
Edit:
Ideally the result of the algorithm would be comparable to results using different data sets. For example using the mean square error as suggested by Niles produces pretty good results, but the numbers generated when comparing the temperature can not be compared to numbers generated with other data such as Wind Speed or Precipitation because the scale of the data is different. Some of the non-weather data being is very large, so the mean square error algorithm generates numbers in the hundreds of thousands compared to the tens or hundreds that is generated by using temperature.
I think the mean square error metric might work for applications such as weather compares. It's easy to calculate and gives numbers that do make sense.
Since your want to compare measurements over time you can just leave out missing values from the calculation.
For values that are not time-bound or even unsorted, multi-dimensional scatter data it's a bit more difficult. Choosing a good distance metric becomes part of the art of analysing such data.
Use the pearson correlation coefficient. I figured out how to calculate it in an SQL query which can be found here: http://vanheusden.com/misc/pearson.php
In finance they use Beta to measure the correlation of 2 series of numbers. EG, Beta could answer the question "Over the last year, how much would the price of IBM go up on a day that the price of the S&P 500 index went up 5%?" It deals with the percentage of the move, so the 2 series can have different scales.
In my example, the Beta is Covariance(IBM, S&P 500) / Variance(S&P 500).
Wikipedia has pages explaining Covariance, Variance, and Beta: http://en.wikipedia.org/wiki/Beta_(finance)
Look at statistical sites. I think you are looking for correlation.
As an example, I'll assume you're measuring temp, wind, and precip. We'll call these items "features". So valid values might be:
Temp: -50 to 100F (I'm in Minnesota, USA)
Wind: 0 to 120 Miles/hr (not sure if this is realistic but bear with me)
Precip: 0 to 100
Start by normalizing your data. Temp has a range of 150 units, Wind 120 units, and Precip 100 units. Multiply your wind units by 1.25 and Precip by 1.5 to make them roughly the same "scale" as your temp. You can get fancy here and make rules that weigh one feature as more valuable than others. In this example, wind might have a huge range but usually stays in a smaller range so you want to weigh it less to prevent it from skewing your results.
Now, imagine each measurement as a point in multi-dimensional space. This example measures 3d space (temp, wind, precip). The nice thing is, if we add more features, we simply increase the dimensionality of our space but the math stays the same. Anyway, we want to find the historical points that are closest to our current point. The easiest way to do that is Euclidean distance. So measure the distance from our current point to each historical point and keep the closest matches:
for each historicalpoint
distance = sqrt(
pow(currentpoint.temp - historicalpoint.temp, 2) +
pow(currentpoint.wind - historicalpoint.wind, 2) +
pow(currentpoint.precip - historicalpoint.precip, 2))
if distance is smaller than the largest distance in our match collection
add historicalpoint to our match collection
remove the match with the largest distance from our match collection
next
This is a brute-force approach. If you have the time, you could get a lot fancier. Multi-dimensional data can be represented as trees like kd-trees or r-trees. If you have a lot of data, comparing your current observation with every historical observation would be too slow. Trees speed up your search. You might want to take a look at Data Clustering and Nearest Neighbor Search.
Cheers.
Talk to a statistician.
Seriously.
They do this type of thing for a living.
You write that the "similarity of two sets is a bit subjective", but it's not subjective at all-- it's a matter of determining the appropriate criteria for similarity for your problem domain.
This is one of those situation where you are much better off speaking to a professional than asking a bunch of programmers.
First of all, ask yourself if these are sets, or ordered collections.
I assume that these are ordered collections with duplicates. The most obvious algorithm is to select a tolerance within which numbers are considered the same, and count the number of slots where the numbers are the same under that measure.
I do have a solution implemented for this in my application, but I'm looking to see if there is something that is better or more "correct". For each historical day I do the following:
function calculate_score(historical_set, forecast_set)
{
double c = correlation(historical_set, forecast_set);
double avg_history = average(historical_set);
double avg_forecast = average(forecast_set);
double penalty = abs(avg_history - avg_forecast) / avg_forecast
return c - penalty;
}
I then sort all the results from high to low.
Since the correlation is a value from -1 to 1 that says whether the numbers fall or rise together, I then "penalize" that with the percentage difference the averages of the two sets of numbers.
A couple of times, you've mentioned that you don't know the distribution of the data, which is of course true. I mean, tomorrow there could be a day that is 150 degree F, with 2000km/hr winds, but it seems pretty unlikely.
I would argue that you have a very good idea of the distribution, since you have a long historical record. Given that, you can put everything in terms of quantiles of the historical distribution, and do something with absolute or squared difference of the quantiles on all measures. This is another normalization method, but one that accounts for the non-linearities in the data.
Normalization in any style should make all variables comparable.
As example, let's say that a day it's a windy, hot day: that might have a temp quantile of .75, and a wind quantile of .75. The .76 quantile for heat might be 1 degree away, and the one for wind might be 3kmh away.
This focus on the empirical distribution is easy to understand as well, and could be more robust than normal estimation (like Mean-square-error).
Are the two data sets ordered, or not?
If ordered, are the indices the same? equally spaced?
If the indices are common (temperatures measured on the same days (but different locations), for example, you can regress the first data set against the second,
and then test that the slope is equal to 1, and that the intercept is 0.
http://stattrek.com/AP-Statistics-4/Test-Slope.aspx?Tutorial=AP
Otherwise, you can do two regressions, of the y=values against their indices. http://en.wikipedia.org/wiki/Correlation. You'd still want to compare slopes and intercepts.
====
If unordered, I think you want to look at the cumulative distribution functions
http://en.wikipedia.org/wiki/Cumulative_distribution_function
One relevant test is Kolmogorov-Smirnov:
http://en.wikipedia.org/wiki/Kolmogorov-Smirnov_test
You could also look at
Student's t-test,
http://en.wikipedia.org/wiki/Student%27s_t-test
or a Wilcoxon signed-rank test http://en.wikipedia.org/wiki/Wilcoxon_signed-rank_test
to test equality of means between the two samples.
And you could test for equality of variances with a Levene test http://www.itl.nist.gov/div898/handbook/eda/section3/eda35a.htm
Note: it is possible for dissimilar sets of data to have the same mean and variance -- depending on how rigorous you want to be (and how much data you have), you could consider testing for equality of higher moments, as well.
Maybe you can see your set of numbers as a vector (each number of the set being a componant of the vector).
Then you can simply use dot product to compute the similarity of 2 given vectors (i.e. set of numbers).
You might need to normalize your vectors.
More : Cosine similarity

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