854 lines
28 KiB
Python
854 lines
28 KiB
Python
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"""Gaussian Mixture Model."""
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# Author: Wei Xue <xuewei4d@gmail.com>
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# Modified by Thierry Guillemot <thierry.guillemot.work@gmail.com>
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# License: BSD 3 clause
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import numpy as np
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from scipy import linalg
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from ._base import BaseMixture, _check_shape
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from ..utils import check_array
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from ..utils.extmath import row_norms
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from ..utils._param_validation import StrOptions
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###############################################################################
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# Gaussian mixture shape checkers used by the GaussianMixture class
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def _check_weights(weights, n_components):
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"""Check the user provided 'weights'.
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Parameters
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----------
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weights : array-like of shape (n_components,)
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The proportions of components of each mixture.
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n_components : int
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Number of components.
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Returns
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-------
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weights : array, shape (n_components,)
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"""
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weights = check_array(weights, dtype=[np.float64, np.float32], ensure_2d=False)
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_check_shape(weights, (n_components,), "weights")
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# check range
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if any(np.less(weights, 0.0)) or any(np.greater(weights, 1.0)):
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raise ValueError(
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"The parameter 'weights' should be in the range "
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"[0, 1], but got max value %.5f, min value %.5f"
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% (np.min(weights), np.max(weights))
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)
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# check normalization
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if not np.allclose(np.abs(1.0 - np.sum(weights)), 0.0):
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raise ValueError(
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"The parameter 'weights' should be normalized, but got sum(weights) = %.5f"
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% np.sum(weights)
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)
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return weights
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def _check_means(means, n_components, n_features):
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"""Validate the provided 'means'.
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Parameters
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----------
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means : array-like of shape (n_components, n_features)
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The centers of the current components.
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n_components : int
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Number of components.
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n_features : int
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Number of features.
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Returns
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-------
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means : array, (n_components, n_features)
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"""
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means = check_array(means, dtype=[np.float64, np.float32], ensure_2d=False)
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_check_shape(means, (n_components, n_features), "means")
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return means
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def _check_precision_positivity(precision, covariance_type):
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"""Check a precision vector is positive-definite."""
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if np.any(np.less_equal(precision, 0.0)):
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raise ValueError("'%s precision' should be positive" % covariance_type)
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def _check_precision_matrix(precision, covariance_type):
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"""Check a precision matrix is symmetric and positive-definite."""
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if not (
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np.allclose(precision, precision.T) and np.all(linalg.eigvalsh(precision) > 0.0)
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):
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raise ValueError(
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"'%s precision' should be symmetric, positive-definite" % covariance_type
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)
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def _check_precisions_full(precisions, covariance_type):
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"""Check the precision matrices are symmetric and positive-definite."""
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for prec in precisions:
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_check_precision_matrix(prec, covariance_type)
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def _check_precisions(precisions, covariance_type, n_components, n_features):
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"""Validate user provided precisions.
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Parameters
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----------
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precisions : array-like
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'full' : shape of (n_components, n_features, n_features)
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'tied' : shape of (n_features, n_features)
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'diag' : shape of (n_components, n_features)
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'spherical' : shape of (n_components,)
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covariance_type : str
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n_components : int
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Number of components.
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n_features : int
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Number of features.
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Returns
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-------
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precisions : array
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"""
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precisions = check_array(
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precisions,
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dtype=[np.float64, np.float32],
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ensure_2d=False,
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allow_nd=covariance_type == "full",
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)
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precisions_shape = {
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"full": (n_components, n_features, n_features),
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"tied": (n_features, n_features),
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"diag": (n_components, n_features),
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"spherical": (n_components,),
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}
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_check_shape(
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precisions, precisions_shape[covariance_type], "%s precision" % covariance_type
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)
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_check_precisions = {
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"full": _check_precisions_full,
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"tied": _check_precision_matrix,
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"diag": _check_precision_positivity,
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"spherical": _check_precision_positivity,
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}
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_check_precisions[covariance_type](precisions, covariance_type)
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return precisions
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###############################################################################
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# Gaussian mixture parameters estimators (used by the M-Step)
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def _estimate_gaussian_covariances_full(resp, X, nk, means, reg_covar):
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"""Estimate the full covariance matrices.
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Parameters
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----------
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resp : array-like of shape (n_samples, n_components)
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X : array-like of shape (n_samples, n_features)
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nk : array-like of shape (n_components,)
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means : array-like of shape (n_components, n_features)
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reg_covar : float
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Returns
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-------
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covariances : array, shape (n_components, n_features, n_features)
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The covariance matrix of the current components.
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"""
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n_components, n_features = means.shape
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covariances = np.empty((n_components, n_features, n_features))
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for k in range(n_components):
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diff = X - means[k]
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covariances[k] = np.dot(resp[:, k] * diff.T, diff) / nk[k]
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covariances[k].flat[:: n_features + 1] += reg_covar
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return covariances
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def _estimate_gaussian_covariances_tied(resp, X, nk, means, reg_covar):
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"""Estimate the tied covariance matrix.
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Parameters
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----------
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resp : array-like of shape (n_samples, n_components)
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X : array-like of shape (n_samples, n_features)
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nk : array-like of shape (n_components,)
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means : array-like of shape (n_components, n_features)
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reg_covar : float
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Returns
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-------
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covariance : array, shape (n_features, n_features)
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The tied covariance matrix of the components.
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"""
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avg_X2 = np.dot(X.T, X)
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avg_means2 = np.dot(nk * means.T, means)
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covariance = avg_X2 - avg_means2
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covariance /= nk.sum()
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covariance.flat[:: len(covariance) + 1] += reg_covar
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return covariance
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def _estimate_gaussian_covariances_diag(resp, X, nk, means, reg_covar):
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"""Estimate the diagonal covariance vectors.
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Parameters
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----------
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responsibilities : array-like of shape (n_samples, n_components)
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X : array-like of shape (n_samples, n_features)
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nk : array-like of shape (n_components,)
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means : array-like of shape (n_components, n_features)
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reg_covar : float
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Returns
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-------
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covariances : array, shape (n_components, n_features)
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The covariance vector of the current components.
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"""
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avg_X2 = np.dot(resp.T, X * X) / nk[:, np.newaxis]
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avg_means2 = means**2
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avg_X_means = means * np.dot(resp.T, X) / nk[:, np.newaxis]
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return avg_X2 - 2 * avg_X_means + avg_means2 + reg_covar
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def _estimate_gaussian_covariances_spherical(resp, X, nk, means, reg_covar):
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"""Estimate the spherical variance values.
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Parameters
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----------
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responsibilities : array-like of shape (n_samples, n_components)
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X : array-like of shape (n_samples, n_features)
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nk : array-like of shape (n_components,)
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means : array-like of shape (n_components, n_features)
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reg_covar : float
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Returns
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-------
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variances : array, shape (n_components,)
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The variance values of each components.
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"""
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return _estimate_gaussian_covariances_diag(resp, X, nk, means, reg_covar).mean(1)
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def _estimate_gaussian_parameters(X, resp, reg_covar, covariance_type):
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"""Estimate the Gaussian distribution parameters.
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Parameters
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----------
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X : array-like of shape (n_samples, n_features)
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The input data array.
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resp : array-like of shape (n_samples, n_components)
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The responsibilities for each data sample in X.
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reg_covar : float
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The regularization added to the diagonal of the covariance matrices.
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covariance_type : {'full', 'tied', 'diag', 'spherical'}
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The type of precision matrices.
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Returns
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-------
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nk : array-like of shape (n_components,)
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The numbers of data samples in the current components.
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means : array-like of shape (n_components, n_features)
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The centers of the current components.
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covariances : array-like
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The covariance matrix of the current components.
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The shape depends of the covariance_type.
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"""
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nk = resp.sum(axis=0) + 10 * np.finfo(resp.dtype).eps
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means = np.dot(resp.T, X) / nk[:, np.newaxis]
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covariances = {
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"full": _estimate_gaussian_covariances_full,
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"tied": _estimate_gaussian_covariances_tied,
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"diag": _estimate_gaussian_covariances_diag,
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"spherical": _estimate_gaussian_covariances_spherical,
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}[covariance_type](resp, X, nk, means, reg_covar)
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return nk, means, covariances
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def _compute_precision_cholesky(covariances, covariance_type):
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"""Compute the Cholesky decomposition of the precisions.
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Parameters
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----------
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covariances : array-like
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The covariance matrix of the current components.
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The shape depends of the covariance_type.
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covariance_type : {'full', 'tied', 'diag', 'spherical'}
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The type of precision matrices.
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Returns
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-------
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precisions_cholesky : array-like
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The cholesky decomposition of sample precisions of the current
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components. The shape depends of the covariance_type.
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"""
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estimate_precision_error_message = (
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"Fitting the mixture model failed because some components have "
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"ill-defined empirical covariance (for instance caused by singleton "
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"or collapsed samples). Try to decrease the number of components, "
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"or increase reg_covar."
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)
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if covariance_type == "full":
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n_components, n_features, _ = covariances.shape
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precisions_chol = np.empty((n_components, n_features, n_features))
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for k, covariance in enumerate(covariances):
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try:
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cov_chol = linalg.cholesky(covariance, lower=True)
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except linalg.LinAlgError:
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raise ValueError(estimate_precision_error_message)
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precisions_chol[k] = linalg.solve_triangular(
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cov_chol, np.eye(n_features), lower=True
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).T
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elif covariance_type == "tied":
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_, n_features = covariances.shape
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try:
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cov_chol = linalg.cholesky(covariances, lower=True)
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except linalg.LinAlgError:
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raise ValueError(estimate_precision_error_message)
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precisions_chol = linalg.solve_triangular(
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cov_chol, np.eye(n_features), lower=True
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).T
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else:
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if np.any(np.less_equal(covariances, 0.0)):
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raise ValueError(estimate_precision_error_message)
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precisions_chol = 1.0 / np.sqrt(covariances)
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return precisions_chol
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###############################################################################
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# Gaussian mixture probability estimators
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def _compute_log_det_cholesky(matrix_chol, covariance_type, n_features):
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"""Compute the log-det of the cholesky decomposition of matrices.
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Parameters
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----------
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matrix_chol : array-like
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Cholesky decompositions of the matrices.
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'full' : shape of (n_components, n_features, n_features)
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'tied' : shape of (n_features, n_features)
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'diag' : shape of (n_components, n_features)
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'spherical' : shape of (n_components,)
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covariance_type : {'full', 'tied', 'diag', 'spherical'}
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n_features : int
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Number of features.
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Returns
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-------
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log_det_precision_chol : array-like of shape (n_components,)
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The determinant of the precision matrix for each component.
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"""
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if covariance_type == "full":
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n_components, _, _ = matrix_chol.shape
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log_det_chol = np.sum(
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np.log(matrix_chol.reshape(n_components, -1)[:, :: n_features + 1]), 1
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)
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elif covariance_type == "tied":
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log_det_chol = np.sum(np.log(np.diag(matrix_chol)))
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elif covariance_type == "diag":
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log_det_chol = np.sum(np.log(matrix_chol), axis=1)
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else:
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log_det_chol = n_features * (np.log(matrix_chol))
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return log_det_chol
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def _estimate_log_gaussian_prob(X, means, precisions_chol, covariance_type):
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"""Estimate the log Gaussian probability.
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Parameters
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----------
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X : array-like of shape (n_samples, n_features)
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means : array-like of shape (n_components, n_features)
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precisions_chol : array-like
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Cholesky decompositions of the precision matrices.
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'full' : shape of (n_components, n_features, n_features)
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'tied' : shape of (n_features, n_features)
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'diag' : shape of (n_components, n_features)
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'spherical' : shape of (n_components,)
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covariance_type : {'full', 'tied', 'diag', 'spherical'}
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Returns
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-------
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log_prob : array, shape (n_samples, n_components)
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"""
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n_samples, n_features = X.shape
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n_components, _ = means.shape
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# The determinant of the precision matrix from the Cholesky decomposition
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# corresponds to the negative half of the determinant of the full precision
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# matrix.
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# In short: det(precision_chol) = - det(precision) / 2
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log_det = _compute_log_det_cholesky(precisions_chol, covariance_type, n_features)
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if covariance_type == "full":
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log_prob = np.empty((n_samples, n_components))
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for k, (mu, prec_chol) in enumerate(zip(means, precisions_chol)):
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y = np.dot(X, prec_chol) - np.dot(mu, prec_chol)
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log_prob[:, k] = np.sum(np.square(y), axis=1)
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elif covariance_type == "tied":
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log_prob = np.empty((n_samples, n_components))
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for k, mu in enumerate(means):
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y = np.dot(X, precisions_chol) - np.dot(mu, precisions_chol)
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log_prob[:, k] = np.sum(np.square(y), axis=1)
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elif covariance_type == "diag":
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precisions = precisions_chol**2
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log_prob = (
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np.sum((means**2 * precisions), 1)
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- 2.0 * np.dot(X, (means * precisions).T)
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+ np.dot(X**2, precisions.T)
|
||
|
)
|
||
|
|
||
|
elif covariance_type == "spherical":
|
||
|
precisions = precisions_chol**2
|
||
|
log_prob = (
|
||
|
np.sum(means**2, 1) * precisions
|
||
|
- 2 * np.dot(X, means.T * precisions)
|
||
|
+ np.outer(row_norms(X, squared=True), precisions)
|
||
|
)
|
||
|
# Since we are using the precision of the Cholesky decomposition,
|
||
|
# `- 0.5 * log_det_precision` becomes `+ log_det_precision_chol`
|
||
|
return -0.5 * (n_features * np.log(2 * np.pi) + log_prob) + log_det
|
||
|
|
||
|
|
||
|
class GaussianMixture(BaseMixture):
|
||
|
"""Gaussian Mixture.
|
||
|
|
||
|
Representation of a Gaussian mixture model probability distribution.
|
||
|
This class allows to estimate the parameters of a Gaussian mixture
|
||
|
distribution.
|
||
|
|
||
|
Read more in the :ref:`User Guide <gmm>`.
|
||
|
|
||
|
.. versionadded:: 0.18
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
n_components : int, default=1
|
||
|
The number of mixture components.
|
||
|
|
||
|
covariance_type : {'full', 'tied', 'diag', 'spherical'}, default='full'
|
||
|
String describing the type of covariance parameters to use.
|
||
|
Must be one of:
|
||
|
|
||
|
- 'full': each component has its own general covariance matrix.
|
||
|
- 'tied': all components share the same general covariance matrix.
|
||
|
- 'diag': each component has its own diagonal covariance matrix.
|
||
|
- 'spherical': each component has its own single variance.
|
||
|
|
||
|
tol : float, default=1e-3
|
||
|
The convergence threshold. EM iterations will stop when the
|
||
|
lower bound average gain is below this threshold.
|
||
|
|
||
|
reg_covar : float, default=1e-6
|
||
|
Non-negative regularization added to the diagonal of covariance.
|
||
|
Allows to assure that the covariance matrices are all positive.
|
||
|
|
||
|
max_iter : int, default=100
|
||
|
The number of EM iterations to perform.
|
||
|
|
||
|
n_init : int, default=1
|
||
|
The number of initializations to perform. The best results are kept.
|
||
|
|
||
|
init_params : {'kmeans', 'k-means++', 'random', 'random_from_data'}, \
|
||
|
default='kmeans'
|
||
|
The method used to initialize the weights, the means and the
|
||
|
precisions.
|
||
|
String must be one of:
|
||
|
|
||
|
- 'kmeans' : responsibilities are initialized using kmeans.
|
||
|
- 'k-means++' : use the k-means++ method to initialize.
|
||
|
- 'random' : responsibilities are initialized randomly.
|
||
|
- 'random_from_data' : initial means are randomly selected data points.
|
||
|
|
||
|
.. versionchanged:: v1.1
|
||
|
`init_params` now accepts 'random_from_data' and 'k-means++' as
|
||
|
initialization methods.
|
||
|
|
||
|
weights_init : array-like of shape (n_components, ), default=None
|
||
|
The user-provided initial weights.
|
||
|
If it is None, weights are initialized using the `init_params` method.
|
||
|
|
||
|
means_init : array-like of shape (n_components, n_features), default=None
|
||
|
The user-provided initial means,
|
||
|
If it is None, means are initialized using the `init_params` method.
|
||
|
|
||
|
precisions_init : array-like, default=None
|
||
|
The user-provided initial precisions (inverse of the covariance
|
||
|
matrices).
|
||
|
If it is None, precisions are initialized using the 'init_params'
|
||
|
method.
|
||
|
The shape depends on 'covariance_type'::
|
||
|
|
||
|
(n_components,) if 'spherical',
|
||
|
(n_features, n_features) if 'tied',
|
||
|
(n_components, n_features) if 'diag',
|
||
|
(n_components, n_features, n_features) if 'full'
|
||
|
|
||
|
random_state : int, RandomState instance or None, default=None
|
||
|
Controls the random seed given to the method chosen to initialize the
|
||
|
parameters (see `init_params`).
|
||
|
In addition, it controls the generation of random samples from the
|
||
|
fitted distribution (see the method `sample`).
|
||
|
Pass an int for reproducible output across multiple function calls.
|
||
|
See :term:`Glossary <random_state>`.
|
||
|
|
||
|
warm_start : bool, default=False
|
||
|
If 'warm_start' is True, the solution of the last fitting is used as
|
||
|
initialization for the next call of fit(). This can speed up
|
||
|
convergence when fit is called several times on similar problems.
|
||
|
In that case, 'n_init' is ignored and only a single initialization
|
||
|
occurs upon the first call.
|
||
|
See :term:`the Glossary <warm_start>`.
|
||
|
|
||
|
verbose : int, default=0
|
||
|
Enable verbose output. If 1 then it prints the current
|
||
|
initialization and each iteration step. If greater than 1 then
|
||
|
it prints also the log probability and the time needed
|
||
|
for each step.
|
||
|
|
||
|
verbose_interval : int, default=10
|
||
|
Number of iteration done before the next print.
|
||
|
|
||
|
Attributes
|
||
|
----------
|
||
|
weights_ : array-like of shape (n_components,)
|
||
|
The weights of each mixture components.
|
||
|
|
||
|
means_ : array-like of shape (n_components, n_features)
|
||
|
The mean of each mixture component.
|
||
|
|
||
|
covariances_ : array-like
|
||
|
The covariance of each mixture component.
|
||
|
The shape depends on `covariance_type`::
|
||
|
|
||
|
(n_components,) if 'spherical',
|
||
|
(n_features, n_features) if 'tied',
|
||
|
(n_components, n_features) if 'diag',
|
||
|
(n_components, n_features, n_features) if 'full'
|
||
|
|
||
|
precisions_ : array-like
|
||
|
The precision matrices for each component in the mixture. A precision
|
||
|
matrix is the inverse of a covariance matrix. A covariance matrix is
|
||
|
symmetric positive definite so the mixture of Gaussian can be
|
||
|
equivalently parameterized by the precision matrices. Storing the
|
||
|
precision matrices instead of the covariance matrices makes it more
|
||
|
efficient to compute the log-likelihood of new samples at test time.
|
||
|
The shape depends on `covariance_type`::
|
||
|
|
||
|
(n_components,) if 'spherical',
|
||
|
(n_features, n_features) if 'tied',
|
||
|
(n_components, n_features) if 'diag',
|
||
|
(n_components, n_features, n_features) if 'full'
|
||
|
|
||
|
precisions_cholesky_ : array-like
|
||
|
The cholesky decomposition of the precision matrices of each mixture
|
||
|
component. A precision matrix is the inverse of a covariance matrix.
|
||
|
A covariance matrix is symmetric positive definite so the mixture of
|
||
|
Gaussian can be equivalently parameterized by the precision matrices.
|
||
|
Storing the precision matrices instead of the covariance matrices makes
|
||
|
it more efficient to compute the log-likelihood of new samples at test
|
||
|
time. The shape depends on `covariance_type`::
|
||
|
|
||
|
(n_components,) if 'spherical',
|
||
|
(n_features, n_features) if 'tied',
|
||
|
(n_components, n_features) if 'diag',
|
||
|
(n_components, n_features, n_features) if 'full'
|
||
|
|
||
|
converged_ : bool
|
||
|
True when convergence was reached in fit(), False otherwise.
|
||
|
|
||
|
n_iter_ : int
|
||
|
Number of step used by the best fit of EM to reach the convergence.
|
||
|
|
||
|
lower_bound_ : float
|
||
|
Lower bound value on the log-likelihood (of the training data with
|
||
|
respect to the model) of the best fit of EM.
|
||
|
|
||
|
n_features_in_ : int
|
||
|
Number of features seen during :term:`fit`.
|
||
|
|
||
|
.. versionadded:: 0.24
|
||
|
|
||
|
feature_names_in_ : ndarray of shape (`n_features_in_`,)
|
||
|
Names of features seen during :term:`fit`. Defined only when `X`
|
||
|
has feature names that are all strings.
|
||
|
|
||
|
.. versionadded:: 1.0
|
||
|
|
||
|
See Also
|
||
|
--------
|
||
|
BayesianGaussianMixture : Gaussian mixture model fit with a variational
|
||
|
inference.
|
||
|
|
||
|
Examples
|
||
|
--------
|
||
|
>>> import numpy as np
|
||
|
>>> from sklearn.mixture import GaussianMixture
|
||
|
>>> X = np.array([[1, 2], [1, 4], [1, 0], [10, 2], [10, 4], [10, 0]])
|
||
|
>>> gm = GaussianMixture(n_components=2, random_state=0).fit(X)
|
||
|
>>> gm.means_
|
||
|
array([[10., 2.],
|
||
|
[ 1., 2.]])
|
||
|
>>> gm.predict([[0, 0], [12, 3]])
|
||
|
array([1, 0])
|
||
|
"""
|
||
|
|
||
|
_parameter_constraints: dict = {
|
||
|
**BaseMixture._parameter_constraints,
|
||
|
"covariance_type": [StrOptions({"full", "tied", "diag", "spherical"})],
|
||
|
"weights_init": ["array-like", None],
|
||
|
"means_init": ["array-like", None],
|
||
|
"precisions_init": ["array-like", None],
|
||
|
}
|
||
|
|
||
|
def __init__(
|
||
|
self,
|
||
|
n_components=1,
|
||
|
*,
|
||
|
covariance_type="full",
|
||
|
tol=1e-3,
|
||
|
reg_covar=1e-6,
|
||
|
max_iter=100,
|
||
|
n_init=1,
|
||
|
init_params="kmeans",
|
||
|
weights_init=None,
|
||
|
means_init=None,
|
||
|
precisions_init=None,
|
||
|
random_state=None,
|
||
|
warm_start=False,
|
||
|
verbose=0,
|
||
|
verbose_interval=10,
|
||
|
):
|
||
|
super().__init__(
|
||
|
n_components=n_components,
|
||
|
tol=tol,
|
||
|
reg_covar=reg_covar,
|
||
|
max_iter=max_iter,
|
||
|
n_init=n_init,
|
||
|
init_params=init_params,
|
||
|
random_state=random_state,
|
||
|
warm_start=warm_start,
|
||
|
verbose=verbose,
|
||
|
verbose_interval=verbose_interval,
|
||
|
)
|
||
|
|
||
|
self.covariance_type = covariance_type
|
||
|
self.weights_init = weights_init
|
||
|
self.means_init = means_init
|
||
|
self.precisions_init = precisions_init
|
||
|
|
||
|
def _check_parameters(self, X):
|
||
|
"""Check the Gaussian mixture parameters are well defined."""
|
||
|
_, n_features = X.shape
|
||
|
|
||
|
if self.weights_init is not None:
|
||
|
self.weights_init = _check_weights(self.weights_init, self.n_components)
|
||
|
|
||
|
if self.means_init is not None:
|
||
|
self.means_init = _check_means(
|
||
|
self.means_init, self.n_components, n_features
|
||
|
)
|
||
|
|
||
|
if self.precisions_init is not None:
|
||
|
self.precisions_init = _check_precisions(
|
||
|
self.precisions_init,
|
||
|
self.covariance_type,
|
||
|
self.n_components,
|
||
|
n_features,
|
||
|
)
|
||
|
|
||
|
def _initialize(self, X, resp):
|
||
|
"""Initialization of the Gaussian mixture parameters.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : array-like of shape (n_samples, n_features)
|
||
|
|
||
|
resp : array-like of shape (n_samples, n_components)
|
||
|
"""
|
||
|
n_samples, _ = X.shape
|
||
|
|
||
|
weights, means, covariances = _estimate_gaussian_parameters(
|
||
|
X, resp, self.reg_covar, self.covariance_type
|
||
|
)
|
||
|
weights /= n_samples
|
||
|
|
||
|
self.weights_ = weights if self.weights_init is None else self.weights_init
|
||
|
self.means_ = means if self.means_init is None else self.means_init
|
||
|
|
||
|
if self.precisions_init is None:
|
||
|
self.covariances_ = covariances
|
||
|
self.precisions_cholesky_ = _compute_precision_cholesky(
|
||
|
covariances, self.covariance_type
|
||
|
)
|
||
|
elif self.covariance_type == "full":
|
||
|
self.precisions_cholesky_ = np.array(
|
||
|
[
|
||
|
linalg.cholesky(prec_init, lower=True)
|
||
|
for prec_init in self.precisions_init
|
||
|
]
|
||
|
)
|
||
|
elif self.covariance_type == "tied":
|
||
|
self.precisions_cholesky_ = linalg.cholesky(
|
||
|
self.precisions_init, lower=True
|
||
|
)
|
||
|
else:
|
||
|
self.precisions_cholesky_ = np.sqrt(self.precisions_init)
|
||
|
|
||
|
def _m_step(self, X, log_resp):
|
||
|
"""M step.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : array-like of shape (n_samples, n_features)
|
||
|
|
||
|
log_resp : array-like of shape (n_samples, n_components)
|
||
|
Logarithm of the posterior probabilities (or responsibilities) of
|
||
|
the point of each sample in X.
|
||
|
"""
|
||
|
self.weights_, self.means_, self.covariances_ = _estimate_gaussian_parameters(
|
||
|
X, np.exp(log_resp), self.reg_covar, self.covariance_type
|
||
|
)
|
||
|
self.weights_ /= self.weights_.sum()
|
||
|
self.precisions_cholesky_ = _compute_precision_cholesky(
|
||
|
self.covariances_, self.covariance_type
|
||
|
)
|
||
|
|
||
|
def _estimate_log_prob(self, X):
|
||
|
return _estimate_log_gaussian_prob(
|
||
|
X, self.means_, self.precisions_cholesky_, self.covariance_type
|
||
|
)
|
||
|
|
||
|
def _estimate_log_weights(self):
|
||
|
return np.log(self.weights_)
|
||
|
|
||
|
def _compute_lower_bound(self, _, log_prob_norm):
|
||
|
return log_prob_norm
|
||
|
|
||
|
def _get_parameters(self):
|
||
|
return (
|
||
|
self.weights_,
|
||
|
self.means_,
|
||
|
self.covariances_,
|
||
|
self.precisions_cholesky_,
|
||
|
)
|
||
|
|
||
|
def _set_parameters(self, params):
|
||
|
(
|
||
|
self.weights_,
|
||
|
self.means_,
|
||
|
self.covariances_,
|
||
|
self.precisions_cholesky_,
|
||
|
) = params
|
||
|
|
||
|
# Attributes computation
|
||
|
_, n_features = self.means_.shape
|
||
|
|
||
|
if self.covariance_type == "full":
|
||
|
self.precisions_ = np.empty(self.precisions_cholesky_.shape)
|
||
|
for k, prec_chol in enumerate(self.precisions_cholesky_):
|
||
|
self.precisions_[k] = np.dot(prec_chol, prec_chol.T)
|
||
|
|
||
|
elif self.covariance_type == "tied":
|
||
|
self.precisions_ = np.dot(
|
||
|
self.precisions_cholesky_, self.precisions_cholesky_.T
|
||
|
)
|
||
|
else:
|
||
|
self.precisions_ = self.precisions_cholesky_**2
|
||
|
|
||
|
def _n_parameters(self):
|
||
|
"""Return the number of free parameters in the model."""
|
||
|
_, n_features = self.means_.shape
|
||
|
if self.covariance_type == "full":
|
||
|
cov_params = self.n_components * n_features * (n_features + 1) / 2.0
|
||
|
elif self.covariance_type == "diag":
|
||
|
cov_params = self.n_components * n_features
|
||
|
elif self.covariance_type == "tied":
|
||
|
cov_params = n_features * (n_features + 1) / 2.0
|
||
|
elif self.covariance_type == "spherical":
|
||
|
cov_params = self.n_components
|
||
|
mean_params = n_features * self.n_components
|
||
|
return int(cov_params + mean_params + self.n_components - 1)
|
||
|
|
||
|
def bic(self, X):
|
||
|
"""Bayesian information criterion for the current model on the input X.
|
||
|
|
||
|
You can refer to this :ref:`mathematical section <aic_bic>` for more
|
||
|
details regarding the formulation of the BIC used.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : array of shape (n_samples, n_dimensions)
|
||
|
The input samples.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
bic : float
|
||
|
The lower the better.
|
||
|
"""
|
||
|
return -2 * self.score(X) * X.shape[0] + self._n_parameters() * np.log(
|
||
|
X.shape[0]
|
||
|
)
|
||
|
|
||
|
def aic(self, X):
|
||
|
"""Akaike information criterion for the current model on the input X.
|
||
|
|
||
|
You can refer to this :ref:`mathematical section <aic_bic>` for more
|
||
|
details regarding the formulation of the AIC used.
|
||
|
|
||
|
Parameters
|
||
|
----------
|
||
|
X : array of shape (n_samples, n_dimensions)
|
||
|
The input samples.
|
||
|
|
||
|
Returns
|
||
|
-------
|
||
|
aic : float
|
||
|
The lower the better.
|
||
|
"""
|
||
|
return -2 * self.score(X) * X.shape[0] + 2 * self._n_parameters()
|