def gmm_scale(gmm, shift=None, scale=None, reverse=False, params=None):
"""
Apply scaling factors to GMM instances.
Parameters
----------
gmm : GaussianMixture
GMM instance to be scaled.
shift : int, float, optional
Shift for the entire model. Default is 0 (no shift).
scale : int, float, optional
Scale for all components. Default is 1 (no scale).
reverse : bool, optional
Whether the GMM should be reversed.
params
GaussianMixture params for initialization of new instance.
Returns
-------
GaussianMixture
Modified GMM instance.
"""
# Fetch parameters if not supplied
if params is None:
# noinspection PyUnresolvedReferences
params = gmm.get_params()
# Instantiate new GMM
gmm_new = GaussianMixture(**params)
# Create scaled fitted GMM model
gmm_new.weights_ = gmm.weights_
# Apply shift if set
gmm_new.means_ = gmm.means_ + shift if shift is not None else gmm.means_
# Apply scale
if scale is not None:
gmm_new.means_ /= scale
gmm_new.covariances_ = gmm.covariances_ / scale ** 2 if scale is not None else gmm.covariances_
gmm_new.precisions_ = np.linalg.inv(gmm_new.covariances_) if scale is not None else gmm.precisions_
gmm_new.precisions_cholesky_ = np.linalg.cholesky(gmm_new.precisions_) if scale is not None \
else gmm.precisions_cholesky_
# Reverse if set
if reverse:
gmm_new.means_ *= -1
# Add converged attribute if available
if gmm.converged_:
gmm_new.converged_ = gmm.converged_
# Return scaled GMM
return gmm_new
def update_GMM(g_x, N_samples, chunk):
M_samples = chunk.shape[0]
#3
a_x = EM_using_mono(chunk)
m = g_x.weights_.shape[0] # no of components in original model
C = merge(g_x, N_samples, a_x, M_samples)
g_x2 = GMM(n_components=1, covariance_type='spherical')
g_x2.fit(chunk)
modify_gaussian(g_x2, C)
g_x2.converged_ = True
return N_samples + M_samples, g_x2
def _sample_rows_same(self, X):
""" uses efficient sklearn implementation to sample from gaussian mixture -> only works if all rows of X are the same"""
weights, locs, scales = self._get_mixture_components(np.expand_dims(X[0], axis=0))
# make sure that sum of weights < 1
weights = weights.astype(np.float64)
weights = weights / np.sum(weights)
gmm = GaussianMixture(n_components=self.n_centers, covariance_type='diag', max_iter=5, tol=1e-1)
gmm.fit(np.random.normal(size=(100,self.ndim_y))) # just pretending a fit
# overriding the GMM parameters with own params
gmm.converged_ = True
gmm.weights_ = weights[0]
gmm.means_ = locs[0]
gmm.covariances_ = scales[0]
y_sample, _ = gmm.sample(X.shape[0])
assert y_sample.shape == (X.shape[0], self.ndim_y)
return X, y_sample
def test_once_by_random_features():
Xtrain = numpy.random.random_sample((5000)).reshape(-1, 10)
Xtest = numpy.random.random_sample((500)).reshape(-1, 10)
gmm_orig = GaussianMixture(n_components=8, random_state=1)
gmm_copy = GaussianMixture()
gmm_orig.fit(Xtrain)
gmm_copy.weights_ = gmm_orig.weights_
gmm_copy.means_ = gmm_orig.means_
gmm_copy.covariances_ = gmm_orig.covariances_
gmm_copy.precisions_ = gmm_orig.precisions_
gmm_copy.precisions_cholesky_ = gmm_orig.precisions_cholesky_
gmm_copy.converged_ = gmm_orig.converged_
gmm_copy.n_iter_ = gmm_orig.n_iter_
gmm_copy.lower_bound_ = gmm_orig.lower_bound_
y_orig = gmm_orig.score_samples(Xtest)
y_copy = gmm_copy.score_samples(Xtest)
return all(y_orig == y_copy)
def fit_markov_chain(y,plot=False): y_0 = y[:-1] y_1 = y[1:] grad_0 = np.gradient(y_0) grad_1 = np.gradient(y_1) state_1 = grad_1[np.where(grad_0 < 0)] # instances where previous gradient was negative state_2 = grad_1[np.where(grad_0 > 0)] # instances where previous gradient was positive mean_1,std_1 = stats.norm.fit(state_1) mean_2,std_2 = stats.norm.fit(state_2) # Reshaping parameters to be suitable for sklearn.GaussianMixture means = np.array([mean_1,mean_2]) means = means.reshape(2,1) y_GM = np.concatenate((state_2.reshape(-1,1),state_1.reshape(-1,1))) precisions = [1/(std_1**2),1/(std_2**2)] GM = GaussianMixture(n_components=2,covariance_type='spherical') GM.weights_ = [0.5,0.5] GM.means_ = means GM.covariances_ = [std_1,std_2] GM.precisions_ = precisions GM.precisions_cholesky_ = precisions GM.converged_ = True if(plot): samples = GM.sample(5000)[0] fig,ax_list = plt.subplots(3,1) fig.set_size_inches(20,20) ax_list[0].hist(state_1,bins=70) ax_list[1].hist(state_2,bins=70) lnspc_1 = np.linspace(state_1.min(),state_1.max(),y.shape[0]) gauss_1 = stats.norm.pdf(lnspc_1, mean_1, std_1) lnspc_2 = np.linspace(state_2.min(),state_2.max(),y.shape[0]) gauss_2 = stats.norm.pdf(lnspc_2, mean_2, std_2) ax_list[0].plot(lnspc_1,gauss_1) ax_list[1].plot(lnspc_2,gauss_2) ax_list[0].scatter(mean_1,30) ax_list[1].scatter(mean_2,30) ax_list[2].hist(samples,bins=100) plt.show() return GM
def main(dataset_name, pca, cluster_method, lm_type, document_repr_type,
random_state):
save_dict_data = {}
# pca = 0 means no pca
do_pca = pca != 0
save_dict_data["dataset_name"] = dataset_name
save_dict_data["pca"] = pca
save_dict_data["cluster_method"] = cluster_method
save_dict_data["lm_type"] = lm_type
save_dict_data["document_repr_type"] = document_repr_type
save_dict_data["random_state"] = random_state
naming_suffix = f"pca{pca}.clus{cluster_method}.{lm_type}.{document_repr_type}.{random_state}"
print(naming_suffix)
data_dir = os.path.join(INTERMEDIATE_DATA_FOLDER_PATH, dataset_name)
print(data_dir)
with open(os.path.join(data_dir, "dataset.pk"), "rb") as f:
dictionary = pk.load(f)
class_names = dictionary["class_names"]
num_classes = len(class_names)
print(class_names)
with open(
os.path.join(
data_dir,
f"document_repr_lm-{lm_type}-{document_repr_type}.pk"),
"rb") as f:
dictionary = pk.load(f)
document_representations = dictionary["document_representations"]
class_representations = dictionary["class_representations"]
repr_prediction = np.argmax(cosine_similarity_embeddings(
document_representations, class_representations),
axis=1)
save_dict_data["repr_prediction"] = repr_prediction
if do_pca:
_pca = PCA(n_components=pca, random_state=random_state)
document_representations = _pca.fit_transform(document_representations)
class_representations = _pca.transform(class_representations)
print(f"Explained variance: {sum(_pca.explained_variance_ratio_)}")
if cluster_method == 'gmm':
cosine_similarities = cosine_similarity_embeddings(
document_representations, class_representations)
document_class_assignment = np.argmax(cosine_similarities, axis=1)
document_class_assignment_matrix = np.zeros(
(document_representations.shape[0], num_classes))
for i in range(document_representations.shape[0]):
document_class_assignment_matrix[i][
document_class_assignment[i]] = 1.0
gmm = GaussianMixture(n_components=num_classes,
covariance_type='tied',
random_state=random_state,
n_init=999,
warm_start=True)
gmm.converged_ = "HACK"
gmm._initialize(document_representations,
document_class_assignment_matrix)
gmm.lower_bound_ = -np.infty
gmm.fit(document_representations)
documents_to_class = gmm.predict(document_representations)
centers = gmm.means_
save_dict_data["centers"] = centers
distance = -gmm.predict_proba(document_representations) + 1
elif cluster_method == 'kmeans':
kmeans = KMeans(n_clusters=num_classes,
init=class_representations,
random_state=random_state)
kmeans.fit(document_representations)
documents_to_class = kmeans.predict(document_representations)
centers = kmeans.cluster_centers_
save_dict_data["centers"] = centers
distance = np.zeros(
(document_representations.shape[0], centers.shape[0]), dtype=float)
for i, _emb_a in enumerate(document_representations):
for j, _emb_b in enumerate(centers):
distance[i][j] = np.linalg.norm(_emb_a - _emb_b)
save_dict_data["documents_to_class"] = documents_to_class
save_dict_data["distance"] = distance
with open(os.path.join(data_dir, f"data.{naming_suffix}.pk"), "wb") as f:
pk.dump(save_dict_data, f)
