def packParamBagForPost(pnu_K=None,
                        ptau_K=None,
                        w_KE=None,
                        P_KEE=None,
                        Post=None,
                        **kwargs):
    ''' Parse provided array args and pack into parameter bag

    Returns
    -------
    Post : ParamBag, with K clusters
    '''
    pnu_K = as1D(pnu_K)
    ptau_K = as1D(ptau_K)
    w_KE = as2D(w_KE)
    P_KEE = as3D(P_KEE)

    K = pnu_K.size
    E = w_KE.shape[1]
    if Post is None:
        Post = ParamBag(K=K, D=E - 1, E=E)
    elif not hasattr(Post, 'E'):
        Post.E = E
    assert Post.K == K
    assert Post.D == E - 1
    assert Post.E == E
    Post.setField('pnu_K', pnu_K, dims=('K'))
    Post.setField('ptau_K', ptau_K, dims=('K'))
    Post.setField('w_KE', w_KE, dims=('K', 'E'))
    Post.setField('P_KEE', P_KEE, dims=('K', 'E', 'E'))
    return Post
Beispiel #2
0
def createParamBagForPrior(
        Data=None, D=0,
        pnu=0, ptau=None, w_E=0,
        P_EE=None, P_diag_E=None, P_diag_val=1.0,
        Prior=None,
        **kwargs):
    ''' Initialize Prior ParamBag attribute.

    Returns
    -------
    Prior : ParamBag
        with dimension attributes K, D, E
        with parameter attributes pnu, ptau, w_E, P_EE
    '''
    if Data is None:
        D = int(D)
    else:
        D = int(Data.dim)
    E = D + 1

    # Init parameters of 1D Wishart prior on delta
    pnu = np.maximum(pnu, 1e-9)
    ptau = np.maximum(ptau, 1e-9)

    # Initialize precision matrix of the weight vector
    if P_EE is not None:
        P_EE = np.asarray(P_EE)
    elif P_diag_E is not None:
        P_EE = np.diag(np.asarray(P_diag_E))
    else:
        P_EE = np.diag(P_diag_val * np.ones(E))
    assert P_EE.ndim == 2
    assert P_EE.shape == (E,E)

    # Initialize mean of the weight vector
    w_E = as1D(np.asarray(w_E))
    if w_E.size < E:
        w_E = np.tile(w_E, E)[:E]
    assert w_E.ndim == 1
    assert w_E.size == E

    if Prior is None:
        Prior = ParamBag(K=0, D=D, E=E)
    if not hasattr(Prior, 'E'):
        Prior.E = E
    assert Prior.D == D
    assert Prior.E == E
    Prior.setField('pnu', pnu, dims=None)
    Prior.setField('ptau', ptau, dims=None)
    Prior.setField('w_E', w_E, dims=('E'))
    Prior.setField('P_EE', P_EE, dims=('E', 'E'))

    Pw_E = np.dot(P_EE, w_E)
    wPw_1 = np.dot(w_E, Pw_E)
    Prior.setField('Pw_E', Pw_E, dims=('E'))
    Prior.setField('wPw_1', wPw_1, dims=None)
    return Prior