def test(file, max_n_components, n_classes):
print('GaussianMixture for set: ' + file)
dataset = utils.dataset_reader(file)
X, y = utils.data_process(dataset)
list_sse = []
list_nmi = []
for n_components in range(1, max_n_components + 1):
gmm = GaussianMixture(n_components=n_components)
gmm.fit(X)
y_hat = gmm.predict(X)
sse = utils.sum_of_squared_errors(X, y_hat, gmm.means_)
nmi = utils.normalized_mutual_information(y, n_classes, y_hat,
n_components)
print('{0:2d} components, SSE: {1:.2f}, NMI: {2:.4f}'.format(
n_components, sse, nmi))
# print('iterations: ', gmm.n_iter_)
# print(gmm.means_, gmm.covariances_, gmm.weights_)
# print(gmm.lower_bound_)
list_sse.append(sse)
list_nmi.append(nmi)
utils.plot_measure_vs_k('SSE', list_sse, range(1, max_n_components + 1))
utils.plot_measure_vs_k('NMI', list_nmi, range(1, max_n_components + 1))
def update_server_model(self):
# The model must be regenerated with the new average parameters. It cannot simply be updated (it might be initialized again with wrong parameters)
self.model = GaussianMixture(
X=self.init_dataset,
n_components=self.args.components,
random_state=self.random_state,
is_quiet=True,
init_params=self.args.init,
weights_init=self.avg_clients_weights,
means_init=self.avg_clients_means,
precisions_init=self.avg_clients_precisions)
return
def testPredictClasses(self):
"""
Assert that torch.FloatTensor is handled correctly.
"""
x = torch.randn(4, 2)
n_components = np.random.randint(1, 100)
model = GaussianMixture(n_components, x.size(1))
model.fit(x)
y = model.predict(x)
# check that dimensionality of class memberships is (n)
self.assertEqual(torch.Tensor(x.size(0)).size(), y.size())
def testPredictProbabilities(self):
"""
Assert that torch.FloatTensor is handled correctly when returning class probabilities.
"""
x = torch.randn(4, 2)
n_components = np.random.randint(1, 100)
model = GaussianMixture(n_components, x.size(1))
model.fit(x)
# check that y_p has dimensions (n, k)
y_p = model.predict(x, probs=True)
self.assertEqual(
torch.Tensor(x.size(0), n_components).size(), y_p.size())
def __init__(self, args, init_dataset, clients, output_dir):
self.random_state = None
if args.seed: self.random_state = (int(args.seed))
self.model = GaussianMixture(X=init_dataset,
n_components=args.components,
random_state=self.random_state,
is_quiet=True,
init_params=args.init)
self.init_dataset = init_dataset
self.args = args
self.rounds = args.rounds
self.clients = clients
self.fraction_clients = float(args.C)
self.n_clients = int(args.K)
self.n_clients_round = int(self.fraction_clients * self.n_clients)
self.selected_clients = {}
self.output_dir = output_dir
self.metrics_history = {'aic': [], 'bic': [], 'll': []}
def main():
n, d = 300, 2
# generate some data points ..
data = torch.Tensor(n, d).normal_()
# .. and shift them around to non-standard Gaussians
data[:n//2] -= 1
data[:n//2] *= sqrt(3)
data[n//2:] += 1
data[n//2:] *= sqrt(2)
# Next, the Gaussian mixture is instantiated and ..
n_components = 2
model = GaussianMixture(n_components, d)
model.fit(data)
# .. used to predict the data points as they where shifted
y = model.predict(data)
plot(data, y)
class Server():
def __init__(self, args, init_dataset, clients, output_dir):
self.random_state = None
if args.seed: self.random_state = (int(args.seed))
self.model = GaussianMixture(X=init_dataset,
n_components=args.components,
random_state=self.random_state,
is_quiet=True,
init_params=args.init)
self.init_dataset = init_dataset
self.args = args
self.rounds = args.rounds
self.clients = clients
self.fraction_clients = float(args.C)
self.n_clients = int(args.K)
self.n_clients_round = int(self.fraction_clients * self.n_clients)
self.selected_clients = {}
self.output_dir = output_dir
self.metrics_history = {'aic': [], 'bic': [], 'll': []}
def _select_round_clients(self, round):
idxs_round_clients = np.random.choice(range(self.n_clients),
self.n_clients_round,
replace=False)
selected_clients = []
for idx in idxs_round_clients:
selected_clients.append(self.clients[idx])
self.selected_clients[round] = selected_clients
return selected_clients
def _set_parameters_from_clients_models(self, round_history):
self.clients_means = []
self.clients_covariances = []
self.clients_weights = []
for client_id in round_history:
parameters = round_history[client_id]['parameters']
self.clients_means.append(parameters['means'][-1])
self.clients_covariances.append(parameters['covariances'][-1])
self.clients_weights.append(parameters['weights'][-1])
self.clients_means = np.array(self.clients_means)
self.clients_covariances = np.array(self.clients_covariances)
self.clients_weights = np.array(self.clients_weights)
return
def _set_metrics_from_clients_models(self, round_history):
self.clients_aic = []
self.clients_bic = []
self.clients_ll = []
for client_id in round_history:
metrics = round_history[client_id]['metrics']
self.clients_aic.append(metrics['aic'][-1])
self.clients_bic.append(metrics['bic'][-1])
self.clients_ll.append(metrics['ll'][-1])
self.clients_aic = np.array(self.clients_aic)
self.clients_bic = np.array(self.clients_bic)
self.clients_ll = np.array(self.clients_ll)
return
def start_round(self, round):
selected_clients = self._select_round_clients(round)
round_history = {}
pbar = tqdm(selected_clients)
for client in pbar:
pbar.set_description('Round: {}/{} | Client: {}'.format(
round + 1, self.rounds, client.id))
round_history[client.id] = client.fit(self.model,
self.args.local_epochs)
if pbar.iterable[-1] == client:
pbar.set_description('Round: {}/{} | Completed'.format(
round + 1, self.rounds))
self._set_parameters_from_clients_models(round_history)
self._set_metrics_from_clients_models(round_history)
return
def _sort_clients_distributions(self, update_reference: bool = False):
reference_distributions = []
for component_idx in range(self.args.components):
client_idx = 0 # First client
distribution = NormalDistribution(
self.clients_means[client_idx][component_idx],
self.clients_covariances[client_idx][component_idx])
reference_distributions.append(distribution)
for client_idx in range(1, self.n_clients_round):
selected_components_idxs = []
for component_idx in range(self.args.components):
distances = []
distances_idxs = []
for target_component_idx in range(self.args.components):
if target_component_idx in selected_components_idxs:
pass
else:
means = self.clients_means[client_idx][
target_component_idx]
covariances = self.clients_covariances[client_idx][
target_component_idx]
target_distribution = NormalDistribution(
means, covariances)
distance = get_hellinger_multivariate(
reference_distributions[component_idx],
target_distribution)
distances.append(distance)
distances_idxs.append(target_component_idx)
min_idx = np.argmin(distances)
selected_components_idxs.append(distances_idxs[min_idx])
selected_components_idxs = np.array(selected_components_idxs)
self.clients_means[client_idx] = self.clients_means[client_idx][
selected_components_idxs]
self.clients_covariances[client_idx] = self.clients_covariances[
client_idx][selected_components_idxs]
self.clients_weights[client_idx] = self.clients_weights[
client_idx][selected_components_idxs]
if update_reference is True:
avg_means = []
reference_means = [
reference_distributions[component_idx].means
for component_idx in range(self.args.components)
]
avg_means.append(np.array(reference_means))
avg_means.append(np.array(self.clients_means[client_idx]))
avg_means = np.array(avg_means)
avg_covariances = []
reference_covariances = [
reference_distributions[component_idx].covariances
for component_idx in range(self.args.components)
]
avg_covariances.append(np.array(reference_covariances))
avg_covariances.append(
np.array(self.clients_covariances[client_idx]))
avg_covariances = np.array(avg_covariances)
gamma = 1 / avg_means.shape[0]
avg_means = np.sum(avg_means * pow(gamma, 1), axis=0)
avg_covariances = np.sum(avg_covariances * pow(gamma, 2),
axis=0)
reference_distributions = []
for component_idx in range(self.args.components):
distribution = NormalDistribution(
avg_means[component_idx],
avg_covariances[component_idx])
reference_distributions.append(distribution)
return
def average_clients_models(self,
use_hellinger_distance: bool = True,
update_reference: bool = False):
if use_hellinger_distance is True:
self._sort_clients_distributions(update_reference)
gamma = 1 / self.n_clients_round # weight for each client (the same)
self.avg_clients_means = np.sum(self.clients_means * pow(gamma, 1),
axis=0)
self.avg_clients_covariances = np.sum(self.clients_covariances *
pow(gamma, 2),
axis=0)
self.avg_clients_weights = np.sum(self.clients_weights * pow(gamma, 1),
axis=0)
self.avg_clients_precisions_cholesky = self.model.compute_precision_cholesky(
self.avg_clients_covariances, self.model.covariance_type)
params = (self.avg_clients_weights, self.avg_clients_means,
self.avg_clients_covariances,
self.avg_clients_precisions_cholesky)
self.model.set_parameters(params)
self.avg_clients_precisions = self.model.precisions_
return
def update_server_model(self):
# The model must be regenerated with the new average parameters. It cannot simply be updated (it might be initialized again with wrong parameters)
self.model = GaussianMixture(
X=self.init_dataset,
n_components=self.args.components,
random_state=self.random_state,
is_quiet=True,
init_params=self.args.init,
weights_init=self.avg_clients_weights,
means_init=self.avg_clients_means,
precisions_init=self.avg_clients_precisions)
return
def average_clients_metrics(self):
self.metrics_history['aic'].append(np.mean(self.clients_aic))
self.metrics_history['bic'].append(np.mean(self.clients_bic))
self.metrics_history['ll'].append(np.mean(self.clients_ll))
return
def plot(self, X, labels, round=None):
self.model.plot(X, labels, self.args, self.output_dir, 'round', round)
return
def compute_init_metrics(self, X):
self.metrics_history['aic'].append(self.model.aic(X))
self.metrics_history['bic'].append(self.model.bic(X))
self.metrics_history['ll'].append(self.model.score(X))
return
def testEmMatchesSkLearn(self):
"""
Assert that log-probabilities (E-step) and parameter updates (M-step) approximately match those of sklearn.
"""
d = 20
n_components = np.random.randint(1, 100)
# (n, k, d)
x = torch.randn(40, 1, d)
# (n, d)
x_np = np.squeeze(x.data.numpy())
var_init = torch.ones(1, n_components, d) - .4
model = GaussianMixture(n_components, d, var_init=var_init)
model_sk = sklearn.mixture.GaussianMixture(
n_components,
covariance_type="diag",
init_params="random",
means_init=np.squeeze(model.mu.data.numpy()),
precisions_init=np.squeeze(1. / np.sqrt(var_init.data.numpy())))
model_sk._initialize_parameters(x_np, np.random.RandomState())
log_prob_sk = model_sk._estimate_log_prob(x_np)
log_prob = model._estimate_log_prob(x)
# Test whether log-probabilities are approximately equal
np.testing.assert_almost_equal(np.squeeze(log_prob.data.numpy()),
log_prob_sk,
decimal=2,
verbose=True)
_, log_resp_sk = model_sk._e_step(x_np)
_, log_resp = model._e_step(x)
# Test whether E-steps are approximately equal
np.testing.assert_almost_equal(np.squeeze(log_resp.data.numpy()),
log_resp_sk,
decimal=0,
verbose=True)
model_sk._m_step(x_np, log_prob_sk)
pi_sk = model_sk.weights_
mu_sk = model_sk.means_
var_sk = model_sk.means_
pi, mu, var = model._m_step(x, log_prob)
# Test whether pi ..
np.testing.assert_almost_equal(np.squeeze(pi.data.numpy()),
pi_sk,
decimal=1,
verbose=True)
# .. mu ..
np.testing.assert_almost_equal(np.squeeze(mu.data.numpy()),
mu_sk,
decimal=1,
verbose=True)
# .. and var are approximately equal
np.testing.assert_almost_equal(np.squeeze(var.data.numpy()),
var_sk,
decimal=1,
verbose=True)
#!/usr/bin/env python3
# -*- coding: utf-8 -*-
"""
Created on Sat Apr 14 19:53:43 2018
@author: Garrett
"""
from kmeans import KMeans
#from sklearn.cluster import KMeans
from gmm import GaussianMixture
import numpy as np
X = np.array([[2, 2], [3, 4], [1, 0], [101, 2], [102, 4], [100, 0]])
kmeans = KMeans(n_clusters=2).fit(X)
#print(kmeans.labels_)
#print(kmeans.predict(np.array([[0, 0], [4, 4]])))
#print(kmeans.cluster_centers_)
gmm = GaussianMixture(n_components=2).fit(X)
print('gmm predict ', gmm.predict(X))
#print(gmm.predict(np.array([[0, 0], [4, 4]])))
print('gmm.means_ ', gmm.means_)
print('gmm.covariances_ ', gmm.covariances_)
print('gmm.n_iter', gmm.n_iter_)
train_dataset, train_dataset_labels, _ = get_dataset(args)
print_configuration(args, train_dataset, False)
save_configuration(args, train_dataset, output_dir, False)
# Init the Gaussian Mixture Model
seed = None
if args.seed: seed = (int(args.seed))
# Prepare server --> init_dataset is given by 0.5% of the train_dataset randomly sampled
# init_dataset_size = int(train_dataset.shape[0] * 0.005)
# init_dataset = train_dataset[np.random.choice(train_dataset.shape[0], init_dataset_size, replace=False)]
init_dataset = train_dataset
model = GaussianMixture(X=init_dataset,
n_components=args.components,
random_state=seed,
init_params=args.init)
init_metrics = {
'aic': model.aic(train_dataset),
'bic': model.bic(train_dataset),
'll': model.score(train_dataset)
}
model.fit(train_dataset, args.epochs, train_dataset_labels, args,
output_dir)
predicted_labels = model.predict_proba(train_dataset).tolist()
predicted_labels = np.array(predicted_labels)
print('\nSaving images...')
def gmm(opt):
return GaussianMixture(opt.GMM_NUM_COMPONENTS)