peacock-data-public-datasets-idc-cronscript
/
venv
/lib
/python3.10
/site-packages
/sklearn
/mixture
/_gaussian_mixture.py
"""Gaussian Mixture Model.""" | |
# Author: Wei Xue <[email protected]> | |
# Modified by Thierry Guillemot <[email protected]> | |
# License: BSD 3 clause | |
import numpy as np | |
from scipy import linalg | |
from ..utils import check_array | |
from ..utils._param_validation import StrOptions | |
from ..utils.extmath import row_norms | |
from ._base import BaseMixture, _check_shape | |
############################################################################### | |
# Gaussian mixture shape checkers used by the GaussianMixture class | |
def _check_weights(weights, n_components): | |
"""Check the user provided 'weights'. | |
Parameters | |
---------- | |
weights : array-like of shape (n_components,) | |
The proportions of components of each mixture. | |
n_components : int | |
Number of components. | |
Returns | |
------- | |
weights : array, shape (n_components,) | |
""" | |
weights = check_array(weights, dtype=[np.float64, np.float32], ensure_2d=False) | |
_check_shape(weights, (n_components,), "weights") | |
# check range | |
if any(np.less(weights, 0.0)) or any(np.greater(weights, 1.0)): | |
raise ValueError( | |
"The parameter 'weights' should be in the range " | |
"[0, 1], but got max value %.5f, min value %.5f" | |
% (np.min(weights), np.max(weights)) | |
) | |
# check normalization | |
if not np.allclose(np.abs(1.0 - np.sum(weights)), 0.0): | |
raise ValueError( | |
"The parameter 'weights' should be normalized, but got sum(weights) = %.5f" | |
% np.sum(weights) | |
) | |
return weights | |
def _check_means(means, n_components, n_features): | |
"""Validate the provided 'means'. | |
Parameters | |
---------- | |
means : array-like of shape (n_components, n_features) | |
The centers of the current components. | |
n_components : int | |
Number of components. | |
n_features : int | |
Number of features. | |
Returns | |
------- | |
means : array, (n_components, n_features) | |
""" | |
means = check_array(means, dtype=[np.float64, np.float32], ensure_2d=False) | |
_check_shape(means, (n_components, n_features), "means") | |
return means | |
def _check_precision_positivity(precision, covariance_type): | |
"""Check a precision vector is positive-definite.""" | |
if np.any(np.less_equal(precision, 0.0)): | |
raise ValueError("'%s precision' should be positive" % covariance_type) | |
def _check_precision_matrix(precision, covariance_type): | |
"""Check a precision matrix is symmetric and positive-definite.""" | |
if not ( | |
np.allclose(precision, precision.T) and np.all(linalg.eigvalsh(precision) > 0.0) | |
): | |
raise ValueError( | |
"'%s precision' should be symmetric, positive-definite" % covariance_type | |
) | |
def _check_precisions_full(precisions, covariance_type): | |
"""Check the precision matrices are symmetric and positive-definite.""" | |
for prec in precisions: | |
_check_precision_matrix(prec, covariance_type) | |
def _check_precisions(precisions, covariance_type, n_components, n_features): | |
"""Validate user provided precisions. | |
Parameters | |
---------- | |
precisions : array-like | |
'full' : shape of (n_components, n_features, n_features) | |
'tied' : shape of (n_features, n_features) | |
'diag' : shape of (n_components, n_features) | |
'spherical' : shape of (n_components,) | |
covariance_type : str | |
n_components : int | |
Number of components. | |
n_features : int | |
Number of features. | |
Returns | |
------- | |
precisions : array | |
""" | |
precisions = check_array( | |
precisions, | |
dtype=[np.float64, np.float32], | |
ensure_2d=False, | |
allow_nd=covariance_type == "full", | |
) | |
precisions_shape = { | |
"full": (n_components, n_features, n_features), | |
"tied": (n_features, n_features), | |
"diag": (n_components, n_features), | |
"spherical": (n_components,), | |
} | |
_check_shape( | |
precisions, precisions_shape[covariance_type], "%s precision" % covariance_type | |
) | |
_check_precisions = { | |
"full": _check_precisions_full, | |
"tied": _check_precision_matrix, | |
"diag": _check_precision_positivity, | |
"spherical": _check_precision_positivity, | |
} | |
_check_precisions[covariance_type](precisions, covariance_type) | |
return precisions | |
############################################################################### | |
# Gaussian mixture parameters estimators (used by the M-Step) | |
def _estimate_gaussian_covariances_full(resp, X, nk, means, reg_covar): | |
"""Estimate the full covariance matrices. | |
Parameters | |
---------- | |
resp : array-like of shape (n_samples, n_components) | |
X : array-like of shape (n_samples, n_features) | |
nk : array-like of shape (n_components,) | |
means : array-like of shape (n_components, n_features) | |
reg_covar : float | |
Returns | |
------- | |
covariances : array, shape (n_components, n_features, n_features) | |
The covariance matrix of the current components. | |
""" | |
n_components, n_features = means.shape | |
covariances = np.empty((n_components, n_features, n_features)) | |
for k in range(n_components): | |
diff = X - means[k] | |
covariances[k] = np.dot(resp[:, k] * diff.T, diff) / nk[k] | |
covariances[k].flat[:: n_features + 1] += reg_covar | |
return covariances | |
def _estimate_gaussian_covariances_tied(resp, X, nk, means, reg_covar): | |
"""Estimate the tied covariance matrix. | |
Parameters | |
---------- | |
resp : array-like of shape (n_samples, n_components) | |
X : array-like of shape (n_samples, n_features) | |
nk : array-like of shape (n_components,) | |
means : array-like of shape (n_components, n_features) | |
reg_covar : float | |
Returns | |
------- | |
covariance : array, shape (n_features, n_features) | |
The tied covariance matrix of the components. | |
""" | |
avg_X2 = np.dot(X.T, X) | |
avg_means2 = np.dot(nk * means.T, means) | |
covariance = avg_X2 - avg_means2 | |
covariance /= nk.sum() | |
covariance.flat[:: len(covariance) + 1] += reg_covar | |
return covariance | |
def _estimate_gaussian_covariances_diag(resp, X, nk, means, reg_covar): | |
"""Estimate the diagonal covariance vectors. | |
Parameters | |
---------- | |
responsibilities : array-like of shape (n_samples, n_components) | |
X : array-like of shape (n_samples, n_features) | |
nk : array-like of shape (n_components,) | |
means : array-like of shape (n_components, n_features) | |
reg_covar : float | |
Returns | |
------- | |
covariances : array, shape (n_components, n_features) | |
The covariance vector of the current components. | |
""" | |
avg_X2 = np.dot(resp.T, X * X) / nk[:, np.newaxis] | |
avg_means2 = means**2 | |
avg_X_means = means * np.dot(resp.T, X) / nk[:, np.newaxis] | |
return avg_X2 - 2 * avg_X_means + avg_means2 + reg_covar | |
def _estimate_gaussian_covariances_spherical(resp, X, nk, means, reg_covar): | |
"""Estimate the spherical variance values. | |
Parameters | |
---------- | |
responsibilities : array-like of shape (n_samples, n_components) | |
X : array-like of shape (n_samples, n_features) | |
nk : array-like of shape (n_components,) | |
means : array-like of shape (n_components, n_features) | |
reg_covar : float | |
Returns | |
------- | |
variances : array, shape (n_components,) | |
The variance values of each components. | |
""" | |
return _estimate_gaussian_covariances_diag(resp, X, nk, means, reg_covar).mean(1) | |
def _estimate_gaussian_parameters(X, resp, reg_covar, covariance_type): | |
"""Estimate the Gaussian distribution parameters. | |
Parameters | |
---------- | |
X : array-like of shape (n_samples, n_features) | |
The input data array. | |
resp : array-like of shape (n_samples, n_components) | |
The responsibilities for each data sample in X. | |
reg_covar : float | |
The regularization added to the diagonal of the covariance matrices. | |
covariance_type : {'full', 'tied', 'diag', 'spherical'} | |
The type of precision matrices. | |
Returns | |
------- | |
nk : array-like of shape (n_components,) | |
The numbers of data samples in the current components. | |
means : array-like of shape (n_components, n_features) | |
The centers of the current components. | |
covariances : array-like | |
The covariance matrix of the current components. | |
The shape depends of the covariance_type. | |
""" | |
nk = resp.sum(axis=0) + 10 * np.finfo(resp.dtype).eps | |
means = np.dot(resp.T, X) / nk[:, np.newaxis] | |
covariances = { | |
"full": _estimate_gaussian_covariances_full, | |
"tied": _estimate_gaussian_covariances_tied, | |
"diag": _estimate_gaussian_covariances_diag, | |
"spherical": _estimate_gaussian_covariances_spherical, | |
}[covariance_type](resp, X, nk, means, reg_covar) | |
return nk, means, covariances | |
def _compute_precision_cholesky(covariances, covariance_type): | |
"""Compute the Cholesky decomposition of the precisions. | |
Parameters | |
---------- | |
covariances : array-like | |
The covariance matrix of the current components. | |
The shape depends of the covariance_type. | |
covariance_type : {'full', 'tied', 'diag', 'spherical'} | |
The type of precision matrices. | |
Returns | |
------- | |
precisions_cholesky : array-like | |
The cholesky decomposition of sample precisions of the current | |
components. The shape depends of the covariance_type. | |
""" | |
estimate_precision_error_message = ( | |
"Fitting the mixture model failed because some components have " | |
"ill-defined empirical covariance (for instance caused by singleton " | |
"or collapsed samples). Try to decrease the number of components, " | |
"or increase reg_covar." | |
) | |
if covariance_type == "full": | |
n_components, n_features, _ = covariances.shape | |
precisions_chol = np.empty((n_components, n_features, n_features)) | |
for k, covariance in enumerate(covariances): | |
try: | |
cov_chol = linalg.cholesky(covariance, lower=True) | |
except linalg.LinAlgError: | |
raise ValueError(estimate_precision_error_message) | |
precisions_chol[k] = linalg.solve_triangular( | |
cov_chol, np.eye(n_features), lower=True | |
).T | |
elif covariance_type == "tied": | |
_, n_features = covariances.shape | |
try: | |
cov_chol = linalg.cholesky(covariances, lower=True) | |
except linalg.LinAlgError: | |
raise ValueError(estimate_precision_error_message) | |
precisions_chol = linalg.solve_triangular( | |
cov_chol, np.eye(n_features), lower=True | |
).T | |
else: | |
if np.any(np.less_equal(covariances, 0.0)): | |
raise ValueError(estimate_precision_error_message) | |
precisions_chol = 1.0 / np.sqrt(covariances) | |
return precisions_chol | |
def _flipudlr(array): | |
"""Reverse the rows and columns of an array.""" | |
return np.flipud(np.fliplr(array)) | |
def _compute_precision_cholesky_from_precisions(precisions, covariance_type): | |
r"""Compute the Cholesky decomposition of precisions using precisions themselves. | |
As implemented in :func:`_compute_precision_cholesky`, the `precisions_cholesky_` is | |
an upper-triangular matrix for each Gaussian component, which can be expressed as | |
the $UU^T$ factorization of the precision matrix for each Gaussian component, where | |
$U$ is an upper-triangular matrix. | |
In order to use the Cholesky decomposition to get $UU^T$, the precision matrix | |
$\Lambda$ needs to be permutated such that its rows and columns are reversed, which | |
can be done by applying a similarity transformation with an exchange matrix $J$, | |
where the 1 elements reside on the anti-diagonal and all other elements are 0. In | |
particular, the Cholesky decomposition of the transformed precision matrix is | |
$J\Lambda J=LL^T$, where $L$ is a lower-triangular matrix. Because $\Lambda=UU^T$ | |
and $J=J^{-1}=J^T$, the `precisions_cholesky_` for each Gaussian component can be | |
expressed as $JLJ$. | |
Refer to #26415 for details. | |
Parameters | |
---------- | |
precisions : array-like | |
The precision matrix of the current components. | |
The shape depends on the covariance_type. | |
covariance_type : {'full', 'tied', 'diag', 'spherical'} | |
The type of precision matrices. | |
Returns | |
------- | |
precisions_cholesky : array-like | |
The cholesky decomposition of sample precisions of the current | |
components. The shape depends on the covariance_type. | |
""" | |
if covariance_type == "full": | |
precisions_cholesky = np.array( | |
[ | |
_flipudlr(linalg.cholesky(_flipudlr(precision), lower=True)) | |
for precision in precisions | |
] | |
) | |
elif covariance_type == "tied": | |
precisions_cholesky = _flipudlr( | |
linalg.cholesky(_flipudlr(precisions), lower=True) | |
) | |
else: | |
precisions_cholesky = np.sqrt(precisions) | |
return precisions_cholesky | |
############################################################################### | |
# Gaussian mixture probability estimators | |
def _compute_log_det_cholesky(matrix_chol, covariance_type, n_features): | |
"""Compute the log-det of the cholesky decomposition of matrices. | |
Parameters | |
---------- | |
matrix_chol : array-like | |
Cholesky decompositions of the matrices. | |
'full' : shape of (n_components, n_features, n_features) | |
'tied' : shape of (n_features, n_features) | |
'diag' : shape of (n_components, n_features) | |
'spherical' : shape of (n_components,) | |
covariance_type : {'full', 'tied', 'diag', 'spherical'} | |
n_features : int | |
Number of features. | |
Returns | |
------- | |
log_det_precision_chol : array-like of shape (n_components,) | |
The determinant of the precision matrix for each component. | |
""" | |
if covariance_type == "full": | |
n_components, _, _ = matrix_chol.shape | |
log_det_chol = np.sum( | |
np.log(matrix_chol.reshape(n_components, -1)[:, :: n_features + 1]), 1 | |
) | |
elif covariance_type == "tied": | |
log_det_chol = np.sum(np.log(np.diag(matrix_chol))) | |
elif covariance_type == "diag": | |
log_det_chol = np.sum(np.log(matrix_chol), axis=1) | |
else: | |
log_det_chol = n_features * (np.log(matrix_chol)) | |
return log_det_chol | |
def _estimate_log_gaussian_prob(X, means, precisions_chol, covariance_type): | |
"""Estimate the log Gaussian probability. | |
Parameters | |
---------- | |
X : array-like of shape (n_samples, n_features) | |
means : array-like of shape (n_components, n_features) | |
precisions_chol : array-like | |
Cholesky decompositions of the precision matrices. | |
'full' : shape of (n_components, n_features, n_features) | |
'tied' : shape of (n_features, n_features) | |
'diag' : shape of (n_components, n_features) | |
'spherical' : shape of (n_components,) | |
covariance_type : {'full', 'tied', 'diag', 'spherical'} | |
Returns | |
------- | |
log_prob : array, shape (n_samples, n_components) | |
""" | |
n_samples, n_features = X.shape | |
n_components, _ = means.shape | |
# The determinant of the precision matrix from the Cholesky decomposition | |
# corresponds to the negative half of the determinant of the full precision | |
# matrix. | |
# In short: det(precision_chol) = - det(precision) / 2 | |
log_det = _compute_log_det_cholesky(precisions_chol, covariance_type, n_features) | |
if covariance_type == "full": | |
log_prob = np.empty((n_samples, n_components)) | |
for k, (mu, prec_chol) in enumerate(zip(means, precisions_chol)): | |
y = np.dot(X, prec_chol) - np.dot(mu, prec_chol) | |
log_prob[:, k] = np.sum(np.square(y), axis=1) | |
elif covariance_type == "tied": | |
log_prob = np.empty((n_samples, n_components)) | |
for k, mu in enumerate(means): | |
y = np.dot(X, precisions_chol) - np.dot(mu, precisions_chol) | |
log_prob[:, k] = np.sum(np.square(y), axis=1) | |
elif covariance_type == "diag": | |
precisions = precisions_chol**2 | |
log_prob = ( | |
np.sum((means**2 * precisions), 1) | |
- 2.0 * np.dot(X, (means * precisions).T) | |
+ 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_parameters(self, X, random_state): | |
# If all the initial parameters are all provided, then there is no need to run | |
# the initialization. | |
compute_resp = ( | |
self.weights_init is None | |
or self.means_init is None | |
or self.precisions_init is None | |
) | |
if compute_resp: | |
super()._initialize_parameters(X, random_state) | |
else: | |
self._initialize(X, None) | |
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 = None, None, None | |
if resp is not None: | |
weights, means, covariances = _estimate_gaussian_parameters( | |
X, resp, self.reg_covar, self.covariance_type | |
) | |
if self.weights_init is None: | |
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 | |
) | |
else: | |
self.precisions_cholesky_ = _compute_precision_cholesky_from_precisions( | |
self.precisions_init, self.covariance_type | |
) | |
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() | |