def initialise(self, init='exp', tauUV={}):
self.tauU = tauUV['tauU'] if 'tauU' in tauUV else numpy.ones(
(self.I, self.K))
self.tauV = tauUV['tauV'] if 'tauV' in tauUV else numpy.ones(
(self.J, self.K))
assert init in ['exp', 'random'
], "Unrecognised init option for F,G: %s." % init
self.muU, self.muV = 1. / self.lambdaU, 1. / self.lambdaV
if init == 'random':
for i, k in itertools.product(xrange(0, self.I), xrange(0,
self.K)):
self.muU[i, k] = exponential_draw(self.lambdaU[i, k])
for j, k in itertools.product(xrange(0, self.J), xrange(0,
self.K)):
self.muV[j, k] = exponential_draw(self.lambdaV[j, k])
# Initialise the expectations and variances
self.expU, self.varU = numpy.zeros((self.I, self.K)), numpy.zeros(
(self.I, self.K))
self.expV, self.varV = numpy.zeros((self.J, self.K)), numpy.zeros(
(self.J, self.K))
for k in xrange(0, self.K):
self.update_exp_U(k)
for k in xrange(0, self.K):
self.update_exp_V(k)
# Update tau using the updates
self.update_tau()
#self.alpha_s, self.beta_s = self.alpha, self.beta
self.update_exp_tau()
def initialise(self,init_S='random',init_FG='random'):
assert init_S in ['random','exp'], "Unknown initialisation option for S: %s. Should be 'random' or 'exp'." % init_S
assert init_FG in ['random','exp','kmeans'], "Unknown initialisation option for S: %s. Should be 'random', 'exp', or 'kmeans." % init_FG
self.S = 1./self.lambdaS
if init_S == 'random':
for k,l in itertools.product(xrange(0,self.K),xrange(0,self.L)):
self.S[k,l] = exponential_draw(self.lambdaS[k,l])
self.F, self.G = 1./self.lambdaF, 1./self.lambdaG
if init_FG == 'random':
for i,k in itertools.product(xrange(0,self.I),xrange(0,self.K)):
self.F[i,k] = exponential_draw(self.lambdaF[i,k])
for j,l in itertools.product(xrange(0,self.J),xrange(0,self.L)):
self.G[j,l] = exponential_draw(self.lambdaG[j,l])
elif init_FG == 'kmeans':
print "Initialising F using KMeans."
kmeans_F = KMeans(self.R,self.M,self.K)
kmeans_F.initialise()
kmeans_F.cluster()
self.F = kmeans_F.clustering_results + 0.2
print "Initialising G using KMeans."
kmeans_G = KMeans(self.R.T,self.M.T,self.L)
kmeans_G.initialise()
kmeans_G.cluster()
self.G = kmeans_G.clustering_results + 0.2
self.tau = gamma_mode(self.alpha_s(), self.beta_s())
def initialise(self,init_S='random',init_FG='random'):
assert init_S in ['random','exp'], "Unknown initialisation option for S: %s. Should be 'random' or 'exp'." % init_S
assert init_FG in ['random','exp','kmeans'], "Unknown initialisation option for S: %s. Should be 'random', 'exp', or 'kmeans." % init_FG
self.S = 1./self.lambdaS
if init_S == 'random':
for k,l in itertools.product(xrange(0,self.K),xrange(0,self.L)):
self.S[k,l] = exponential_draw(self.lambdaS[k,l])
self.F, self.G = 1./self.lambdaF, 1./self.lambdaG
if init_FG == 'random':
for i,k in itertools.product(xrange(0,self.I),xrange(0,self.K)):
self.F[i,k] = exponential_draw(self.lambdaF[i,k])
for j,l in itertools.product(xrange(0,self.J),xrange(0,self.L)):
self.G[j,l] = exponential_draw(self.lambdaG[j,l])
elif init_FG == 'kmeans':
print "Initialising F using KMeans."
kmeans_F = KMeans(self.R,self.M,self.K)
kmeans_F.initialise()
kmeans_F.cluster()
self.F = kmeans_F.clustering_results + 0.2
print "Initialising G using KMeans."
kmeans_G = KMeans(self.R.T,self.M.T,self.L)
kmeans_G.initialise()
kmeans_G.cluster()
self.G = kmeans_G.clustering_results + 0.2
self.tau = self.alpha_s() / self.beta_s()
def initialise(self, init_UV='random'):
''' Initialise U, V, tau, and lambda (if ARD). '''
assert init_UV in OPTIONS_INIT_UV, "Unknown initialisation option: %s. Should be in %s." % (
init_UV, OPTIONS_INIT_UV)
self.U = numpy.zeros((self.I, self.K))
self.V = numpy.zeros((self.J, self.K))
self.lambdak = numpy.zeros(self.K)
# Initialise lambdak
if self.ARD:
for k in range(self.K):
self.lambdak[k] = self.alpha0 / self.beta0
# Initialise U, V
for i, k in itertools.product(range(self.I), range(self.K)):
hyperparam = self.lambdak[k] if self.ARD else self.lambdaU[i, k]
self.U[i, k] = exponential_draw(
hyperparam) if init_UV == 'random' else 1.0 / hyperparam
for j, k in itertools.product(range(self.J), range(self.K)):
hyperparam = self.lambdak[k] if self.ARD else self.lambdaV[j, k]
self.V[j, k] = exponential_draw(
hyperparam) if init_UV == 'random' else 1.0 / hyperparam
# Initialise tau
self.tau = gamma_draw(self.alpha_s(), self.beta_s())
def initialise(self, init_S='random', init_FG='random', tauFSG={}):
self.tauF = tauFSG['tauF'] if 'tauF' in tauFSG else numpy.ones(
(self.I, self.K))
self.tauS = tauFSG['tauS'] if 'tauS' in tauFSG else numpy.ones(
(self.K, self.L))
self.tauG = tauFSG['tauG'] if 'tauG' in tauFSG else numpy.ones(
(self.J, self.L))
assert init_S in ['exp', 'random'
], "Unrecognised init option for S: %s." % init_S
self.muS = 1. / self.lambdaS
if init_S == 'random':
for k, l in itertools.product(xrange(0, self.K), xrange(0,
self.L)):
self.muS[k, l] = exponential_draw(self.lambdaS[k, l])
assert init_FG in ['exp', 'random', 'kmeans'
], "Unrecognised init option for F,G: %s." % init_FG
self.muF, self.muG = 1. / self.lambdaF, 1. / self.lambdaG
if init_FG == 'random':
for i, k in itertools.product(xrange(0, self.I), xrange(0,
self.K)):
self.muF[i, k] = exponential_draw(self.lambdaF[i, k])
for j, l in itertools.product(xrange(0, self.J), xrange(0,
self.L)):
self.muG[j, l] = exponential_draw(self.lambdaG[j, l])
elif init_FG == 'kmeans':
print "Initialising F using KMeans."
kmeans_F = KMeans(self.R, self.M, self.K)
kmeans_F.initialise()
kmeans_F.cluster()
self.muF = kmeans_F.clustering_results #+ 0.2
print "Initialising G using KMeans."
kmeans_G = KMeans(self.R.T, self.M.T, self.L)
kmeans_G.initialise()
kmeans_G.cluster()
self.muG = kmeans_G.clustering_results #+ 0.2
# Initialise the expectations and variances
self.expF, self.varF = numpy.zeros((self.I, self.K)), numpy.zeros(
(self.I, self.K))
self.expS, self.varS = numpy.zeros((self.K, self.L)), numpy.zeros(
(self.K, self.L))
self.expG, self.varG = numpy.zeros((self.J, self.L)), numpy.zeros(
(self.J, self.L))
for k in range(0, self.K):
self.update_exp_F(k)
for k, l in itertools.product(xrange(0, self.K), xrange(0, self.L)):
self.update_exp_S(k, l)
for l in range(0, self.L):
self.update_exp_G(l)
# Initialise tau using the updates
self.update_tau()
#self.alpha_s, self.beta_s = self.alpha, self.beta
self.update_exp_tau()
def initialise(self, init_FG='random', init_S='random'):
''' Initialise F, S, G, tau, and lambdaFk, lambdaGl (if ARD). '''
assert init_FG in OPTIONS_INIT_FG, "Unknown initialisation option for F and G: %s. Should be in %s." % (
init_FG, OPTIONS_INIT_FG)
assert init_S in OPTIONS_INIT_S, "Unknown initialisation option for S: %s. Should be in %s." % (
init_S, OPTIONS_INIT_S)
self.F = numpy.zeros((self.I, self.K))
self.S = numpy.zeros((self.K, self.L))
self.G = numpy.zeros((self.J, self.L))
self.lambdaFk = numpy.zeros(self.K)
self.lambdaGl = numpy.zeros(self.L)
# Initialise lambdaFk, lambdaGl
if self.ARD:
for k in range(self.K):
self.lambdaFk[k] = self.alpha0 / self.beta0
for l in range(self.L):
self.lambdaGl[l] = self.alpha0 / self.beta0
# Initialise F, G
if init_FG == 'kmeans':
print "Initialising F using KMeans."
kmeans_F = KMeans(self.R, self.M, self.K)
kmeans_F.initialise()
kmeans_F.cluster()
self.F = kmeans_F.clustering_results + 0.2
print "Initialising G using KMeans."
kmeans_G = KMeans(self.R.T, self.M.T, self.L)
kmeans_G.initialise()
kmeans_G.cluster()
self.G = kmeans_G.clustering_results + 0.2
else:
# 'random' or 'exp'
for i, k in itertools.product(range(self.I), range(self.K)):
hyperparam = self.lambdaFk[k] if self.ARD else self.lambdaF[i,
k]
self.F[i, k] = exponential_draw(
hyperparam) if init_FG == 'random' else 1.0 / hyperparam
for j, l in itertools.product(range(self.J), range(self.L)):
hyperparam = self.lambdaGl[l] if self.ARD else self.lambdaG[j,
l]
self.G[j, l] = exponential_draw(
hyperparam) if init_FG == 'random' else 1.0 / hyperparam
# Initialise S
for k, l in itertools.product(range(self.K), range(self.L)):
hyperparam = self.lambdaS[k, l]
self.S[k, l] = exponential_draw(
hyperparam) if init_S == 'random' else 1.0 / hyperparam
# Initialise tau
self.tau = gamma_draw(self.alpha_s(), self.beta_s())
def initialise(self,init_UV='random',expo_prior=1.):
assert init_UV in ['ones','random','exponential'], "Unrecognised init option for U,V: %s." % init_UV
if init_UV == 'ones':
self.U = numpy.ones((self.I,self.K))
self.V = numpy.ones((self.J,self.K))
elif init_UV == 'random':
self.U = numpy.random.rand(self.I,self.K)
self.V = numpy.random.rand(self.J,self.K)
elif init_UV == 'exponential':
self.U = numpy.empty((self.I,self.K))
self.V = numpy.empty((self.J,self.K))
for i,k in itertools.product(xrange(0,self.I),xrange(0,self.K)):
self.U[i,k] = exponential_draw(expo_prior)
for j,k in itertools.product(xrange(0,self.J),xrange(0,self.K)):
self.V[j,k] = exponential_draw(expo_prior)
def initialise(self,init_S='random',init_FG='random',tauFSG={}):
self.tauF = tauFSG['tauF'] if 'tauF' in tauFSG else numpy.ones((self.I,self.K))
self.tauS = tauFSG['tauS'] if 'tauS' in tauFSG else numpy.ones((self.K,self.L))
self.tauG = tauFSG['tauG'] if 'tauG' in tauFSG else numpy.ones((self.J,self.L))
assert init_S in ['exp','random'], "Unrecognised init option for S: %s." % init_S
self.muS = 1./self.lambdaS
if init_S == 'random':
for k,l in itertools.product(xrange(0,self.K),xrange(0,self.L)):
self.muS[k,l] = exponential_draw(self.lambdaS[k,l])
assert init_FG in ['exp','random','kmeans'], "Unrecognised init option for F,G: %s." % init_FG
self.muF, self.muG = 1./self.lambdaF, 1./self.lambdaG
if init_FG == 'random':
for i,k in itertools.product(xrange(0,self.I),xrange(0,self.K)):
self.muF[i,k] = exponential_draw(self.lambdaF[i,k])
for j,l in itertools.product(xrange(0,self.J),xrange(0,self.L)):
self.muG[j,l] = exponential_draw(self.lambdaG[j,l])
elif init_FG == 'kmeans':
print "Initialising F using KMeans."
kmeans_F = KMeans(self.R,self.M,self.K)
kmeans_F.initialise()
kmeans_F.cluster()
self.muF = kmeans_F.clustering_results #+ 0.2
print "Initialising G using KMeans."
kmeans_G = KMeans(self.R.T,self.M.T,self.L)
kmeans_G.initialise()
kmeans_G.cluster()
self.muG = kmeans_G.clustering_results #+ 0.2
# Initialise the expectations and variances
self.expF, self.varF = numpy.zeros((self.I,self.K)), numpy.zeros((self.I,self.K))
self.expS, self.varS = numpy.zeros((self.K,self.L)), numpy.zeros((self.K,self.L))
self.expG, self.varG = numpy.zeros((self.J,self.L)), numpy.zeros((self.J,self.L))
for k in range(0,self.K):
self.update_exp_F(k)
for k,l in itertools.product(xrange(0,self.K),xrange(0,self.L)):
self.update_exp_S(k,l)
for l in range(0,self.L):
self.update_exp_G(l)
# Initialise tau using the updates
self.update_tau()
#self.alpha_s, self.beta_s = self.alpha, self.beta
self.update_exp_tau()
def initialise(self,init_UV='random',expo_prior=1.):
''' Initialise U and V. '''
assert init_UV in OPTIONS_INIT_UV, "Unrecognised init option for U,V: %s. Should be one in %s." % (init_UV, OPTIONS_INIT_UV)
if init_UV == 'ones':
self.U = numpy.ones((self.I,self.K))
self.V = numpy.ones((self.J,self.K))
elif init_UV == 'random':
self.U = numpy.random.rand(self.I,self.K)
self.V = numpy.random.rand(self.J,self.K)
elif init_UV == 'exponential':
self.U = numpy.empty((self.I,self.K))
self.V = numpy.empty((self.J,self.K))
for i,k in itertools.product(xrange(0,self.I),xrange(0,self.K)):
self.U[i,k] = exponential_draw(expo_prior)
for j,k in itertools.product(xrange(0,self.J),xrange(0,self.K)):
self.V[j,k] = exponential_draw(expo_prior)
def initialise(self,init='random'):
assert init in ['random','exp'], "Unknown initialisation option: %s. Should be 'random' or 'exp'." % init
self.U = numpy.zeros((self.I,self.K))
self.V = numpy.zeros((self.J,self.K))
if init == 'random':
for i,k in itertools.product(xrange(0,self.I),xrange(0,self.K)):
self.U[i,k] = exponential_draw(self.lambdaU[i][k])
for j,k in itertools.product(xrange(0,self.J),xrange(0,self.K)):
self.V[j,k] = exponential_draw(self.lambdaV[j][k])
elif init == 'exp':
for i,k in itertools.product(xrange(0,self.I),xrange(0,self.K)):
self.U[i,k] = 1.0/self.lambdaU[i][k]
for j,k in itertools.product(xrange(0,self.J),xrange(0,self.K)):
self.V[j,k] = 1.0/self.lambdaV[j][k]
self.tau = gamma_mode(self.alpha_s(), self.beta_s())
def initialise(self, init_UV='random', expo_prior=1.):
assert init_UV in ['ones', 'random', 'exponential'
], "Unrecognised init option for U,V: %s." % init_UV
if init_UV == 'ones':
self.U = numpy.ones((self.I, self.K))
self.V = numpy.ones((self.J, self.K))
elif init_UV == 'random':
self.U = numpy.random.rand(self.I, self.K)
self.V = numpy.random.rand(self.J, self.K)
elif init_UV == 'exponential':
self.U = numpy.empty((self.I, self.K))
self.V = numpy.empty((self.J, self.K))
for i, k in itertools.product(xrange(0, self.I), xrange(0,
self.K)):
self.U[i, k] = exponential_draw(expo_prior)
for j, k in itertools.product(xrange(0, self.J), xrange(0,
self.K)):
self.V[j, k] = exponential_draw(expo_prior)
def initialise(self, init_FG='random', init_S='random', expo_prior=1.):
''' Initialise F, S and G. '''
assert init_FG in OPTIONS_INIT_FG, "Unrecognised init option for F,G: %s. Should be one in %s." % (
init_FG, OPTIONS_INIT_FG)
assert init_S in OPTIONS_INIT_S, "Unrecognised init option for S: %s. Should be one in %s." % (
init_S, OPTIONS_INIT_S)
if init_S == 'ones':
self.S = numpy.ones((self.K, self.L))
elif init_S == 'random':
self.S = numpy.random.rand(self.K, self.L)
elif init_S == 'exponential':
self.S = numpy.empty((self.K, self.L))
for k, l in itertools.product(xrange(0, self.K), xrange(0,
self.L)):
self.S[k, l] = exponential_draw(expo_prior)
if init_FG == 'ones':
self.F = numpy.ones((self.I, self.K))
self.G = numpy.ones((self.J, self.L))
elif init_FG == 'random':
self.F = numpy.random.rand(self.I, self.K)
self.G = numpy.random.rand(self.J, self.L)
elif init_FG == 'exponential':
self.F = numpy.empty((self.I, self.K))
self.G = numpy.empty((self.J, self.L))
for i, k in itertools.product(xrange(0, self.I), xrange(0,
self.K)):
self.F[i, k] = exponential_draw(expo_prior)
for j, l in itertools.product(xrange(0, self.J), xrange(0,
self.L)):
self.G[j, l] = exponential_draw(expo_prior)
elif init_FG == 'kmeans':
print "Initialising F using KMeans."
kmeans_F = KMeans(self.R, self.M, self.K)
kmeans_F.initialise()
kmeans_F.cluster()
self.F = kmeans_F.clustering_results + 0.2
print "Initialising G using KMeans."
kmeans_G = KMeans(self.R.T, self.M.T, self.L)
kmeans_G.initialise()
kmeans_G.cluster()
self.G = kmeans_G.clustering_results + 0.2
def initialise(self,init_UV='exp'):
''' Initialise U, V, tau, and lambda (if ARD). '''
assert init_UV in OPTIONS_INIT_UV, "Unknown initialisation option: %s. Should be in %s." % (init_UV, OPTIONS_INIT_UV)
# Initialise lambdak, and compute expectation
if self.ARD:
self.alphak_s, self.betak_s = numpy.zeros(self.K), numpy.zeros(self.K)
self.exp_lambdak, self.exp_loglambdak = numpy.zeros(self.K), numpy.zeros(self.K)
for k in range(self.K):
self.alphak_s[k] = self.alpha0
self.betak_s[k] = self.beta0
self.update_exp_lambdak(k)
# Initialise parameters U, V
self.mu_U, self.tau_U = numpy.zeros((self.I,self.K)), numpy.zeros((self.I,self.K))
self.mu_V, self.tau_V = numpy.zeros((self.J,self.K)), numpy.zeros((self.J,self.K))
for i,k in itertools.product(range(self.I),range(self.K)):
self.tau_U[i,k] = 1.
hyperparam = self.exp_lambdak[k] if self.ARD else self.lambdaU[i,k]
self.mu_U[i,k] = exponential_draw(hyperparam) if init_UV == 'random' else 1.0/hyperparam
for j,k in itertools.product(range(self.J),range(self.K)):
self.tau_V[j,k] = 1.
hyperparam = self.exp_lambdak[k] if self.ARD else self.lambdaV[j,k]
self.mu_V[j,k] = exponential_draw(hyperparam) if init_UV == 'random' else 1.0/hyperparam
# Compute expectations and variances U, V
self.exp_U, self.var_U = numpy.zeros((self.I,self.K)), numpy.zeros((self.I,self.K))
self.exp_V, self.var_V = numpy.zeros((self.J,self.K)), numpy.zeros((self.J,self.K))
for k in range(self.K):
self.update_exp_U(k)
for k in range(self.K):
self.update_exp_V(k)
# Initialise tau and compute expectation
self.update_tau()
self.update_exp_tau()
def initialise(self,init_S='random',init_FG='random',expo_prior=1.):
assert init_S in ['ones','random','exponential'], "Unrecognised init option for S: %s." % init_S
assert init_FG in ['ones','random','exponential','kmeans'], "Unrecognised init option for F,G: %s." % init_FG
if init_S == 'ones':
self.S = numpy.ones((self.K,self.L))
elif init_S == 'random':
self.S = numpy.random.rand(self.K,self.L)
elif init_S == 'exponential':
self.S = numpy.empty((self.K,self.L))
for k,l in itertools.product(xrange(0,self.K),xrange(0,self.L)):
self.S[k,l] = exponential_draw(expo_prior)
if init_FG == 'ones':
self.F = numpy.ones((self.I,self.K))
self.G = numpy.ones((self.J,self.L))
elif init_FG == 'random':
self.F = numpy.random.rand(self.I,self.K)
self.G = numpy.random.rand(self.J,self.L)
elif init_FG == 'exponential':
self.F = numpy.empty((self.I,self.K))
self.G = numpy.empty((self.J,self.L))
for i,k in itertools.product(xrange(0,self.I),xrange(0,self.K)):
self.F[i,k] = exponential_draw(expo_prior)
for j,l in itertools.product(xrange(0,self.J),xrange(0,self.L)):
self.G[j,l] = exponential_draw(expo_prior)
elif init_FG == 'kmeans':
print "Initialising F using KMeans."
kmeans_F = KMeans(self.R,self.M,self.K)
kmeans_F.initialise()
kmeans_F.cluster()
self.F = kmeans_F.clustering_results + 0.2
print "Initialising G using KMeans."
kmeans_G = KMeans(self.R.T,self.M.T,self.L)
kmeans_G.initialise()
kmeans_G.cluster()
self.G = kmeans_G.clustering_results + 0.2
def initialise(self, init='random'):
assert init in [
'random', 'exp'
], "Unknown initialisation option: %s. Should be 'random' or 'exp'." % init
self.U = numpy.zeros((self.I, self.K))
self.V = numpy.zeros((self.J, self.K))
if init == 'random':
for i, k in itertools.product(xrange(0, self.I), xrange(0,
self.K)):
self.U[i, k] = exponential_draw(self.lambdaU[i][k])
for j, k in itertools.product(xrange(0, self.J), xrange(0,
self.K)):
self.V[j, k] = exponential_draw(self.lambdaV[j][k])
elif init == 'exp':
for i, k in itertools.product(xrange(0, self.I), xrange(0,
self.K)):
self.U[i, k] = 1.0 / self.lambdaU[i][k]
for j, k in itertools.product(xrange(0, self.J), xrange(0,
self.K)):
self.V[j, k] = 1.0 / self.lambdaV[j][k]
self.tau = self.alpha_s() / self.beta_s()
def initialise(self, init_FG='random', init_S='random'):
''' Initialise F, S, G, tau, and lambdaFk, lambdaGl (if ARD). '''
assert init_FG in OPTIONS_INIT_FG, "Unknown initialisation option for F and G: %s. Should be in %s." % (
init_FG, OPTIONS_INIT_FG)
assert init_S in OPTIONS_INIT_S, "Unknown initialisation option for S: %s. Should be in %s." % (
init_S, OPTIONS_INIT_S)
# Initialise lambdaFk, lambdaGl, and compute expectations
if self.ARD:
self.alphaFk_s, self.betaFk_s = numpy.zeros(self.K), numpy.zeros(
self.K)
self.alphaGl_s, self.betaGl_s = numpy.zeros(self.L), numpy.zeros(
self.L)
self.exp_lambdaFk, self.exp_loglambdaFk = numpy.zeros(
self.K), numpy.zeros(self.K)
self.exp_lambdaGl, self.exp_loglambdaGl = numpy.zeros(
self.L), numpy.zeros(self.L)
for k in range(self.K):
self.alphaFk_s[k] = self.alpha0
self.betaFk_s[k] = self.beta0
self.update_exp_lambdaFk(k)
for l in range(self.L):
self.alphaGl_s[l] = self.alpha0
self.betaGl_s[l] = self.beta0
self.update_exp_lambdaGl(l)
# Initialise parameters F, G
self.mu_F, self.tau_F = numpy.zeros((self.I, self.K)), numpy.zeros(
(self.I, self.K))
self.mu_G, self.tau_G = numpy.zeros((self.J, self.L)), numpy.zeros(
(self.J, self.L))
self.mu_S, self.tau_S = numpy.zeros((self.K, self.L)), numpy.zeros(
(self.K, self.L))
if init_FG == 'kmeans':
print "Initialising F using KMeans."
kmeans_F = KMeans(self.R, self.M, self.K)
kmeans_F.initialise()
kmeans_F.cluster()
self.mu_F = kmeans_F.clustering_results
for i, k in itertools.product(range(self.I), range(self.K)):
self.tau_F[i, k] = 1.
print "Initialising G using KMeans."
kmeans_G = KMeans(self.R.T, self.M.T, self.L)
kmeans_G.initialise()
kmeans_G.cluster()
self.mu_G = kmeans_G.clustering_results
for j, l in itertools.product(range(self.J), range(self.L)):
self.tau_G[j, l] = 1.
else:
# 'random' or 'exp'
for i, k in itertools.product(range(self.I), range(self.K)):
self.tau_F[i, k] = 1.
hyperparam = self.exp_lambdaFk[
k] if self.ARD else self.lambdaF[i, k]
self.mu_F[i, k] = exponential_draw(
hyperparam) if init_FG == 'random' else 1.0 / hyperparam
for j, l in itertools.product(range(self.J), range(self.L)):
self.tau_G[j, l] = 1.
hyperparam = self.exp_lambdaGl[
l] if self.ARD else self.lambdaG[j, l]
self.mu_G[j, l] = exponential_draw(
hyperparam) if init_FG == 'random' else 1.0 / hyperparam
# Initialise parameters S
for k, l in itertools.product(range(self.K), range(self.L)):
self.tau_S[k, l] = 1.
hyperparam = self.lambdaS[k, l]
self.mu_S[k, l] = exponential_draw(
hyperparam) if init_S == 'random' else 1.0 / hyperparam
# Compute expectations and variances F, G, S
self.exp_F, self.var_F = numpy.zeros((self.I, self.K)), numpy.zeros(
(self.I, self.K))
self.exp_G, self.var_G = numpy.zeros((self.J, self.L)), numpy.zeros(
(self.J, self.L))
self.exp_S, self.var_S = numpy.zeros((self.K, self.L)), numpy.zeros(
(self.K, self.L))
for k in range(self.K):
self.update_exp_F(k)
for l in range(self.L):
self.update_exp_G(l)
for k, l in itertools.product(range(self.K), range(self.L)):
self.update_exp_S(k, l)
# Initialise tau and compute expectation
self.update_tau()
self.update_exp_tau()