class IGMM(object):
def __init__(self, X, prior, alpha, K=1, K_max=None):
self.alpha = alpha
N, _ = X.shape
assignments = np.arange(N)
self.components = GaussianComponentsDiag(X, prior, assignments, K_max)
def draw(self, p_k):
k_uni = random.random()
for i in range(len(p_k)):
k_uni = k_uni - p_k[i]
if k_uni < 0:
return i
return len(p_k) - 1
'''
Implementation of the Gibbs Sampling algorithm for Dirichlet Process Mixture Models.
See artifacts/Mardale, Doust, Couge, Ekpo_PGM_Deliverable_2.pdf for the mathematical derivations.
'''
def gibbs_sample(self, n_iter):
record_dict = {}
record_dict["components"] = []
for i_iter in range(n_iter):
for i in range(self.components.N):
k_old = self.components.assignments[i]
K_old = self.components.K
stats_old = self.components.cache_component_stats(k_old)
self.components.del_item(i)
log_prob_z = np.zeros(self.components.K + 1, np.float)
log_prob_z[:self.components.K] = np.log(
(self.components.counts[:self.components.K]) /
(self.components.N + self.alpha -
1)) + self.components.log_post_pred(i)
log_prob_z[-1] = math.log(
self.alpha / (self.components.N + self.alpha -
1)) + self.components.cached_log_prior[i]
# andrei: log-sim-exp trick / like normalization
prob_z = np.exp(log_prob_z - logsumexp(log_prob_z))
k = self.draw(prob_z)
if k == k_old and self.components.K == K_old:
self.components.restore_component_from_stats(
k_old, *stats_old)
self.components.assignments[i] = k_old
else:
self.components.add_item(i, k)
record_dict["components"].append(self.components.K - 1)
return record_dict
class IGMM(object):
def __init__(
self, X, prior, alpha, assignments="rand", K=1, K_max=None):
self.alpha = alpha
N, D = X.shape
if assignments == "rand":
assignments = np.random.randint(0, K, N)
for k in range(assignments.max()):
while len(np.nonzero(assignments == k)[0]) == 0:
assignments[np.where(assignments > k)] -= 1
if assignments.max() == k:
break
elif assignments == "one-by-one":
assignments = -1*np.ones(N, dtype="int")
assignments[0] = 0 # first data vector belongs to first component
elif assignments == "each-in-own":
assignments = np.arange(N)
self.components = GaussianComponentsDiag(X, prior, assignments, K_max)
def draw(self, p_k):
k_uni = random.random()
for i in range(len(p_k)):
k_uni = k_uni - p_k[i]
if k_uni < 0:
return i
return len(p_k) - 1
def gibbs_sample(self, n_iter):
record_dict = {}
record_dict["components"] = []
for i_iter in range(n_iter):
for i in range(self.components.N):
k_old = self.components.assignments[i]
K_old = self.components.K
stats_old = self.components.cache_component_stats(k_old)
self.components.del_item(i)
log_prob_z = np.zeros(self.components.K + 1, np.float)
log_prob_z[:self.components.K] = np.log((self.components.counts[:self.components.K]) / (self.components.N + self.alpha -1))+ self.components.log_post_pred(i)
log_prob_z[-1] = math.log(self.alpha / (self.components.N + self.alpha -1)) + self.components.cached_log_prior[i]
#paul: log-sim-exp trick / like normalization
prob_z = np.exp(log_prob_z - logsumexp(log_prob_z))
k = self.draw(prob_z)
if k == k_old and self.components.K == K_old:
self.components.restore_component_from_stats(k_old, *stats_old)
self.components.assignments[i] = k_old
else:
self.components.add_item(i, k)
record_dict["components"].append(self.components.K - 1)
return record_dict